Fact sheet: Calamos Emerging Markets

Fund information
Fund name
Calamos Emerging Markets A GBP
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
-6.4%
1 Year rank in sector
138/152
Sector
FO Mixed Asset - Flexible
Yield
-
Fund size
£119m (£113m 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.
95
Top in this sector
Fund name1 Year
Aria Absolut Inc Prtd UCITs30.9%
HSBC Pfl World Seltn 421.6%
Oasis Crescent Global Inc21.1%
Northstar Mgd Stg20.5%
Investec EmrgMktsMA20.4%
...more in FO Mixed Asset - Flexible

Performance snapshot

Holdings snapshot

  • Asia Pacific63.8%
    Latin America13.5%
    Europe9.8%
    Middle East/ Africa5.9%
    North America4.5%
  • Information Technology24.6%
    Consumer Discretionary18.2%
    Financials14.4%
    Consumer Staples11.6%
    Materials6.9%
  • Asia Pacific Equities63.8%
    American Emerging Equities13.5%
    European Equities9.8%
    Middle East & African Equities5.9%
    North American Equities4.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-6.1%-7.7%-2.6%-6.4%-15.9%-7.3%
Sector-0.8%-0.8%2%0.5%7.3%23.4%
Rank within sector164 / 166167 / 169149 / 163138 / 152105 / 10676 / 77
Quartile4th4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-3.2%-9.1%-5.4%7.6%7.2%
Sector2.1%-0.1%5%6.8%6.9%
Rank within sector134 / 153121 / 128108 / 11046 / 9643 / 79
Quartile4th4th4th2nd3rd
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.
-7.78
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.
1.86
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%.
11.83
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.
8.61
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.
-0.7
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.
0.6
Price movement
52 week high9.33
52 week low7.71
Current bid price-
Current offer price-
Current mid price8.38
Region
1Asia Pacific63.8%
2Latin America13.5%
3Europe9.8%
4Middle East/ Africa5.9%
5North America4.5%
6Money Market2.5%
Industry sector
1Information Technology24.6%
2Consumer Discretionary18.2%
3Financials14.4%
4Consumer Staples11.6%
5Materials6.9%
6Telecommunications Utilities5.1%
7Energy4.9%
8Health Care4.8%
9Industrials4.2%
Asset type
1Asia Pacific Equities63.8%
2American Emerging Equities13.5%
3European Equities9.8%
4Middle East & African Equities5.9%
5North American Equities4.5%
6Money Market2.5%
Individual holdings
1TAIWAN SEMICONDUCTOR MANUFACTURING4%
2TENCENT HLDGS LTD3.5%
3CTRIP COM INTERNATIONAL3.1%
4MANDATORY EXCHANGEABLE TRUST3.1%
5SAMSUNG ELECTRONICS CO2.8%
6NASPERS2.5%
7NAVER CORP2.2%
8CHINA MOBILE LTD2.1%
9AIA GROUP LTD2%
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 price8.1
CurrencyEUR
Price updated30/11/2016
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 price8.38
CurrencyGBP
Price updated30/11/2016
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 price8.34
CurrencyUSD
Price updated30/11/2016
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 price8.52
CurrencyUSD
Price updated30/11/2016
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 price8.6
CurrencyEUR
Price updated30/11/2016
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 price8.93
CurrencyGBP
Price updated30/11/2016
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 price8.66
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNBQ0
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 price8
CurrencyCHF
Price updated30/11/2016
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 price6.08
CurrencyEUR
Price updated30/11/2016
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 price8.3
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKP1J
Data provided by

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