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ISIN
US1281203679
Issuer
Calamos
Inception Date
Jul 31, 2019
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

CTIGX Performance Chart

Calamos Timpani SMID Growth Fund (CTIGX) is up 28.7% since the beginning of the year. CTIGX is currently trading at $22 per share. Investors who bought $1,000 worth of CTIGX shares 5 years ago would now be looking at an investment worth $1,697.


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S&P 500 Index

Returns By Period

Calamos Timpani SMID Growth Fund (CTIGX) has returned 28.65% so far this year and 58.14% over the past 12 months.


Calamos Timpani SMID Growth Fund

1D
2.47%
1M
2.94%
YTD
28.65%
6M
24.09%
1Y
58.14%
3Y*
31.80%
5Y*
11.16%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTIGX Monthly Returns History

Based on dividend-adjusted daily data since Jul 31, 2019, CTIGX's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +19.1%, while the worst month was Jan 2022 at -17.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CTIGX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -14.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%5.40%-4.68%19.14%7.05%0.40%28.65%
20253.60%-8.61%-7.52%2.81%9.02%5.56%1.35%5.58%4.26%3.69%2.56%-1.38%21.21%
20242.89%13.70%2.79%-6.37%7.38%0.62%0.92%4.41%4.01%-0.07%18.92%-9.06%44.09%
20233.25%-0.41%2.45%-2.09%0.41%8.20%1.22%-1.94%-7.73%-6.03%8.37%7.42%12.26%
2022-17.27%-0.08%1.16%-12.41%-1.96%-10.27%10.81%0.76%-8.73%6.34%0.49%-7.20%-34.88%
20213.92%7.43%-5.27%4.39%-6.40%5.70%-1.14%4.12%-3.84%10.53%-5.86%-4.32%7.64%

Benchmark Metrics

Calamos Timpani SMID Growth Fund has an annualized alpha of 0.49%, beta of 1.19, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 31, 2019.

  • This fund captured 112.73% of S&P 500 Index gains and 108.05% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
0.49%
Beta
1.19
0.68
Upside Capture
112.73%
Downside Capture
108.05%

Expense Ratio

CTIGX has a high expense ratio of 1.10%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CTIGX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


CTIGX Risk / Return Rank: 6969
Overall Rank
CTIGX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CTIGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CTIGX Omega Ratio Rank: 4848
Omega Ratio Rank
CTIGX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CTIGX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Calamos Timpani SMID Growth Fund (CTIGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CTIGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

5.02

2.78

+2.23

Martin ratioReturn relative to average drawdown

19.09

12.44

+6.66

Dividends

Dividend History

Calamos Timpani SMID Growth Fund provided a 3.57% dividend yield over the last twelve months, with an annual payout of $0.80 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.80$0.80$0.42$0.00$0.00$1.72

Dividend yield

3.57%4.59%2.80%0.00%0.00%11.76%

Monthly Dividends

The table displays the monthly dividend distributions for Calamos Timpani SMID Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$1.72$1.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Calamos Timpani SMID Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calamos Timpani SMID Growth Fund was 46.26%, occurring on Oct 27, 2023. Recovery took 270 trading sessions.

The current Calamos Timpani SMID Growth Fund drawdown is 0.93%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-46.26%Oct 2023
1y 11mo1y 27d
3y 14dNov 2021 - Nov 2024
COVID crash2020
-36.24%Mar 2020
27d3mo 2d
3mo 29dFeb 2020 - Jun 2020
2025 selloff2025
-29.30%Apr 2025
4mo 4d4mo 22d
8mo 26dDec 2024 - Aug 2025
2021 bear market2021
-22.06%May 2021
2mo 25d6mo
8mo 25dFeb 2021 - Nov 2021
2019 correction2019
-13.50%Oct 2019
2mo 2d3mo 16d
5mo 18dAug 2019 - Jan 2020

Drawdown Indicators


CTIGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.26%

-56.78%

+10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-9.10%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-29.30%

-18.90%

-10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-46.26%

-25.43%

-20.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.93%

-1.80%

+0.87%

Average Drawdown

Average peak-to-trough decline

-18.49%

-10.71%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.03%

+1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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