See what your fund actually adds

Calamos Hedged Equity Fund Class A CAHEX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CAHEX compared with its replication portfolio
MeasureCAHEXReplication
Annualized growth7.9%7.7%
Annualized volatility8.6%8.8%
Sharpe ratio0.930.89
Maximum drawdown15.6%17.3%
Replication fit (R²)0.91 · Tracking error 2.5%

Replication portfolio

The published portfolio below is the investable basket used to model CAHEX’s historical return behavior.

CAHEX replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield26.7%
WTMFAlternatives · Mgt Futures26.4%
VUGStyle · Growth17.2%
VOOUS Large Cap17.0%
VCITFI · IG Credit12.8%