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Calamos Evolving World Growth Fund Class A CNWGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CNWGX | Replication |
|---|---|---|
| Annualized growth | 5.6% | 8.7% |
| Annualized volatility | 19.7% | 15.0% |
| Sharpe ratio | 0.37 | 0.63 |
| Maximum drawdown | 35.9% | 28.3% |
| Replication fit (R²) | 0.81 · Tracking error 8.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CNWGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 79.4% |
| MTUM | Factor · Momentum | 11.1% |
| XLK | Sector · Technology | 5.9% |
| SLV | Alternatives · Silver | 3.7% |