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ISIN
US1281203919
Issuer
Calamos
Inception Date
Mar 23, 2011
Min. Investment
$1,000,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

CTSIX Performance Chart

Calamos Timpani Small Cap Growth Fund (CTSIX) is up 36.7% since the beginning of the year. CTSIX is currently trading at $65 per share. Investors who bought $1,000 worth of CTSIX shares 5 years ago would now be looking at an investment worth $1,674.


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S&P 500 Index

Returns By Period

Calamos Timpani Small Cap Growth Fund (CTSIX) has returned 36.73% so far this year and 69.70% over the past 12 months.


Calamos Timpani Small Cap Growth Fund

1D
3.44%
1M
5.72%
YTD
36.73%
6M
32.94%
1Y
69.70%
3Y*
34.00%
5Y*
10.85%
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)

CTSIX Monthly Returns History

Based on dividend-adjusted daily data since Jun 10, 2019, CTSIX's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +20.9%, while the worst month was Jan 2022 at -18.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CTSIX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.29%7.00%-4.80%20.86%9.45%2.79%36.73%
20252.55%-7.78%-6.80%2.23%10.77%7.27%1.91%5.68%5.21%3.27%1.80%-1.29%25.90%
20241.61%12.74%4.05%-5.34%8.89%0.09%2.34%3.66%3.13%-0.19%17.75%-8.72%44.34%
20232.54%0.67%2.11%-2.79%1.41%8.02%0.97%-2.95%-8.64%-7.81%7.17%8.35%7.57%
2022-18.15%0.12%0.52%-13.54%-2.06%-10.24%11.12%0.15%-8.66%8.01%-1.91%-7.04%-37.30%
20217.27%7.68%-4.70%4.88%-5.49%5.53%-2.89%1.95%-3.36%9.07%-6.19%-3.20%9.12%

Benchmark Metrics

Calamos Timpani Small Cap Growth Fund has an annualized alpha of 1.20%, beta of 1.22, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since June 10, 2019.

  • This fund captured 115.63% of S&P 500 Index gains and 107.29% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
1.20%
Beta
1.22
0.66
Upside Capture
115.63%
Downside Capture
107.29%

Expense Ratio

CTSIX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CTSIX ranks 77 for risk / return — better than 77% 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.


CTSIX Risk / Return Rank: 7777
Overall Rank
CTSIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CTSIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
CTSIX Omega Ratio Rank: 5757
Omega Ratio Rank
CTSIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CTSIX Martin Ratio Rank: 9696
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 Small Cap Growth Fund (CTSIX) 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.


CTSIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

5.58

2.78

+2.80

Martin ratioReturn relative to average drawdown

22.02

12.44

+9.58

Dividends

Dividend History

Calamos Timpani Small Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.97$0.00$0.00$0.00$1.37$1.14

Dividend yield

0.00%0.00%2.58%0.00%0.00%0.00%3.77%4.95%

Monthly Dividends

The table displays the monthly dividend distributions for Calamos Timpani Small Cap 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$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97
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$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

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 Small Cap 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 Small Cap Growth Fund was 50.83%, occurring on Oct 27, 2023. Recovery took 473 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-50.83%Oct 2023
2y 8mo1y 10mo
4y 7moFeb 2021 - Sep 2025
COVID crash2020
-37.75%Mar 2020
27d3mo
3mo 27dFeb 2020 - Jun 2020
2019 correction2019
-14.28%Oct 2019
2mo 19d3mo 16d
6mo 5dJul 2019 - Jan 2020
2026 correction2026
-12.38%Mar 2026
27d9d
1mo 6dMar 2026 - Apr 2026
2020 pullback2020
-9.55%Sep 2020
5d27d
1mo 2dSep 2020 - Oct 2020

Drawdown Indicators


CTSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.83%

-56.78%

+5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-9.10%

-3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

-18.90%

-9.50%

Max Drawdown (5Y)

Largest decline over 5 years

-50.60%

-25.43%

-25.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-20.51%

-10.71%

-9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.03%

+1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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