PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Calamos Timpani Small Cap Growth Fund (CTSIX) Sharpe Ratio: 2.43

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

Under normal market conditions, the fund invests at least 80% of its net assets (plus any borrowings) in equity securities of small capitalization companies that the fund's investment adviser, CALAMOS ADVISORS LLC ("Calamos Advisors"), believes have sound growth potential. Equity securities in which the fund invests as a part of its principal investment strategy consist of common stocks and American Depositary Receipts ("ADRs").

CTSIX's Sharpe Ratio of 2.43 indicates that for each unit of volatility, it generates 2.43 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CTSIX Sharpe Ratio Rank

CTSIX Sharpe Ratio Rank: 80.480
Exceptional

CTSIX ranks above 80.4% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

CTSIX Sharpe Ratio Market Positioning

The chart shows CTSIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Calamos Timpani Small Cap Growth Fund's Sharpe Ratio with other mutual funds in the Small Cap Growth Equities category across multiple time periods, showing how CTSIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NESIXNeedham Small Cap Growth Fund Institutional4.03
NESGXNeedham Small Cap Growth Fund3.99
NEAIXNeedham Aggressive Growth Fund Institutional Class3.53
NEAGXNeedham Aggressive Growth Fund3.50
OBMCXOberweis Micro Cap Fund3.23
DSCIXDana Epiphany ESG Small Cap Equity Fund2.95
FGROXEmerald Growth Fund Institutional Class2.94
HSPGXEmerald Growth Fund2.93
HRSMXHood River Small-Cap Growth Fund2.87
DMCRXDriehaus Micro Cap Growth Fund2.84
CTSIXCalamos Timpani Small Cap Growth Fund2.43

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CTSIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CTSIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does CTSIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio