Fact sheet: Calamos Emerging Markets

Fund information
Fund name
Calamos Emerging Markets A USD
Fund manager company
Calamos Advisors
Fund type
No data available.
Fund manager
  • Calamos Advisors LLCsince 15/02/2011
Fund objective
The investment objective of the Calamos Emerging Markets Fund (the “Fund”) is long-term capital growth.
Benchmark
  • MSCI Emerging Markets
Investment style
Flexible
Investment method
Mixed
Quick stats
1 Year return
8%
1 Year rank in sector
67/145
Sector
FO Mixed Asset - Flexible
Yield
-
Fund size
£10m (£101m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
119
Top in this sector
Fund name1 Year
Smith & Williamson Md-OcnWdInv28.2%
Investec EmrgMktsMA28%
HSBC Pfl World Seltn 427%
Pioneer FlxOpprt19.9%
GaveKal Asian Opp UCITS19.9%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • China23%
    Others18.4%
    India15.5%
    Korea10.3%
    Brazil9.3%
  • Information Technology25.2%
    Financials21.5%
    Consumer Discretionary13.1%
    Industrials9.4%
    Materials7.4%
  • International Equities82.7%
    Convertibles12.7%
    Money Market3%
    Global Government Fixed Interest1.1%
    Options0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.3%12.3%-0.8%8%-8%-4.8%
Sector-0.1%2.7%2.5%6.9%11.1%20.8%
Rank within sector11 / 1611 / 164144 / 15967 / 14597 / 10072 / 73
Quartile1st1st4th2nd4th4th
Calendar performance
 YTD - 20172016201520142013
Fund10.7%-4.3%-9.6%-5.8%7.6%
Sector2.5%3.4%-0.1%5%6.8%
Rank within sector1 / 164135 / 141111 / 11697 / 9841 / 84
Quartile1st4th4th4th2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-9.72
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.8
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0.01
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
12.3
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
9.42
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.83
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.52
Price movement
52 week high9.33
52 week low8.14
Current bid price-
Current offer price-
Current mid price9.14
Region
1China23%
2Others18.4%
3India15.5%
4Korea10.3%
5Brazil9.3%
6Taiwan5.7%
7Russia4.6%
8Hong Kong3.7%
9South Africa3.6%
Industry sector
1Information Technology25.2%
2Financials21.5%
3Consumer Discretionary13.1%
4Industrials9.4%
5Materials7.4%
6Energy7.2%
7Consumer Staples4.6%
8Others4.4%
9Telecommunications Utilities4%
Asset type
1International Equities82.7%
2Convertibles12.7%
3Money Market3%
4Global Government Fixed Interest1.1%
5Options0.5%
Individual holdings
1SAMSUNG ELECTRONICS CO4.4%
2TENCENT HLDGS LTD4.3%
3TAIWAN SEMICONDUCTOR MANUFACTURING3.9%
4ALIBABA EXCHANGEABLE (SOFTBANK) 5.75% CV PFD3.5%
5CTRIP.COM INTERNATIONAL, LTD. 1.25% CV DUE 20183%
6ITAU UNIBANCO HLDG SA2.4%
7TELENOR EAST HOLDING II AS 0.25% CV DUE 20192.4%
8INDIABULLS HOUSING FINANCE, LTD.2.1%
9VAKRANGEE LTD2.1%
Management
Fund manager group
Calamos Advisors
Fund manager company
Calamos Advisors
Fund type
No data available.
Fund objective
The investment objective of the Calamos Emerging Markets Fund (the “Fund”) is long-term capital growth.
Benchmark
  • MSCI Emerging Markets
Investment style
Flexible
Investment method
Mixed
Fund manager
NameSinceBiography
Calamos Advisors LLC15/02/2011
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Cyprus, Germany, Spain, France, United Kingdom, Greece, Hong Kong, Ireland, Italy, Luxembourg, Netherlands, Offshore, Singapore
Calamos Emerging Markets A EUR
Initial charge-
Annual charge1.65%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.04
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNBP5
Calamos Emerging Markets A GBP
Initial charge-
Annual charge1.65%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.32
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNBP6
Calamos Emerging Markets A USD
Initial charge-
Annual charge1.65%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price9.14
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNBP7
Calamos Emerging Markets C USD
Initial charge-
Annual charge1.65%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)3%
Bid price-
Offer price-
Mid price9.3
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJ9CS
Calamos Emerging Markets I EUR
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.54
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNBP8
Calamos Emerging Markets I GBP
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.75
CurrencyGBP
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNBP9
Calamos Emerging Markets I USD
Initial charge-
Annual charge1%
Min single investment£1,000,000
Min regular saving£100,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.35%
Bid price-
Offer price-
Mid price9.51
CurrencyUSD
Price updated22/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNBQ0
Calamos Emerging Markets X USD
Initial charge-
Annual charge-
Min single investment£100,000,000
Min regular saving£1,000,000
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price8.9
CurrencyUSD
Price updated17/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNLI7
Calamos Emerging Markets Z Acc CHF
Initial charge-
Annual charge0.8%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price7.94
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKP1K
Calamos Emerging Markets Z Acc EUR
Initial charge-
Annual charge0.8%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price6.03
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKQPL
Calamos Emerging Markets Z Acc GBP
Initial charge-
Annual charge0.8%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price8.98
CurrencyGBP
Price updated22/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKP1J
Data provided by

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