CVSIX Performance — Calamos Market Neutral Income Fund, Class A
Data updated: 2026-09-29
CVSIX returned +3.54% year to date and +6.30% over one year to Jul 2026. Annualised returns are +6.66% over 3 years and +4.65% over 5 years. The fund trailed its Conservative Allocation category average: $100 invested three years ago grew to $121, against $128 for the category, and to $106 over one year, against $109. Volatility over the past three years was 1.58% a year. In the 12 months to Jul 2026 the fund took in a net $1.2B, and assets reached $18.39B.
CVSIX Growth of $100
What $100 invested in Calamos Market Neutral Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Conservative Allocation category average over the same months.
| Period | CVSIX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $109 |
| 3 years (Aug 2023 – Jul 2026) | $121 | $128 |
| 5 years (Aug 2021 – Jul 2026) | $126 | $125 |
| Since data start (Aug 2019 – Jul 2026) | $138 | $141 |
CVSIX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.54% |
| 1 year | +6.30% |
| 3 years (annualised) | +6.66% |
| 5 years (annualised) | +4.65% |
CVSIX Annual Returns
Calendar-year total returns of Calamos Market Neutral Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.54% |
| 2025 | +6.84% |
| 2024 | +7.12% |
| 2023 | +8.92% |
| 2022 | −4.49% |
| 2021 | +4.71% |
| 2020 | +5.21% |
| 2019 (Aug–Dec) | +1.59% |
CVSIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.7% | +0.1% | −0.6% | +1.6% | +0.8% | +0.3% | +0.6% | — | — | — | — | — |
| 2025 | +0.7% | +0.5% | +0.1% | +0.1% | +1.3% | +0.6% | +0.7% | +0.6% | +0.7% | +0.8% | +0.1% | +0.4% |
| 2024 | +0.4% | +0.8% | +0.7% | −0.1% | +1.0% | +0.6% | +0.5% | +1.1% | +0.8% | +0.3% | +0.7% | +0.3% |
| 2023 | +2.1% | −0.3% | +1.2% | +0.6% | +0.4% | +1.7% | +0.5% | +0.3% | 0.0% | −0.2% | +1.6% | +0.8% |
| 2022 | −0.8% | −1.0% | +0.4% | −2.3% | −0.7% | −2.8% | +2.4% | −0.3% | −2.4% | +1.8% | +1.5% | −0.1% |
| 2021 | −0.2% | +0.8% | +0.7% | +0.6% | +0.4% | +0.2% | +0.3% | +0.5% | −0.3% | +1.0% | −0.3% | +0.8% |
| 2020 | +0.2% | −1.3% | −2.8% | +3.2% | +0.7% | +1.1% | +1.2% | +0.9% | +0.1% | −0.4% | +1.8% | +0.6% |
| 2019 | — | — | — | — | — | — | — | +0.4% | +0.1% | +0.5% | +0.1% | +0.4% |
CVSIX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 1.58%
- 3-year Sharpe ratio: 1.37 (vs 4.5% risk-free rate)
- Best month: +1.57% (Apr 2026)
- Worst month: −0.57% (Mar 2026)
CVSIX Fund Flows
Monthly money in and out of Calamos Market Neutral Income Fund, from SEC Form N-PORT.
- 12-month net flow: $1.2B
- 12-month gross sales (incl. reinvestments): $4.7B
- Sales ÷ redemptions: 1.33×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $399.6M | $235.0M | $164.6M |
| Jun 2026 | $421.7M | $241.5M | $180.1M |
| May 2026 | $378.7M | $243.5M | $135.3M |
| Apr 2026 | $369.7M | $265.1M | $104.6M |
| Mar 2026 | $382.7M | $275.4M | $107.2M |
| Feb 2026 | $427.3M | $277.1M | $150.1M |
| Jan 2026 | $458.3M | $398.6M | $59.6M |
| Dec 2025 | $526.8M | $620.7M | −$93.8M |
| Nov 2025 | $299.6M | $209.0M | $90.7M |
| Oct 2025 | $339.2M | $335.6M | $3.6M |
| Sep 2025 | $361.1M | $243.7M | $117.4M |
| Aug 2025 | $367.3M | $208.2M | $159.1M |
CVSIX Assets Under Management
Net assets of Calamos Market Neutral Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $18.39B |
| 2026-04-30 | $17.65B |
| 2026-01-31 | $17.10B |
| 2025-10-31 | $16.99B |
| 2025-07-31 | $16.41B |
| 2025-04-30 | $15.71B |
| 2025-01-31 | $15.63B |
| 2024-10-31 | $15.07B |
| 2024-07-31 | $14.64B |
| 2024-04-30 | $14.44B |
| 2024-01-31 | $14.14B |
| 2023-10-31 | $13.93B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.