See what your fund actually adds
Calamos Market Neutral Income Fund Class A CVSIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CVSIX | Replication |
|---|---|---|
| Annualized growth | 4.6% | 5.0% |
| Annualized volatility | 3.2% | 3.2% |
| Sharpe ratio | 1.40 | 1.53 |
| Maximum drawdown | 7.4% | 7.7% |
| Replication fit (R²) | 0.73 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model CVSIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 55.6% |
| VCSH | FI · Short Corp | 35.5% |
| VUG | Style · Growth | 5.9% |
| XLV | Sector · Healthcare | 3.0% |