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Funds (13F)

Calamos Advisors LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.3%
S&P 500 +14.1%
Last 12 months
+9.9%
S&P 500 +12.1%
Sharpe ratio
0.82
S&P 500 0.78
Biggest drop
−32.1%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $65.6k$57.0k
Calamos Advisors LLCS&P 500 $10,000 in Calamos Advisors LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Calamos Advisors LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Calamos Advisors LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.3%+14.1%
Total return+556%+470%
Last 12 months+9.9%+12.1%
Last 3 months+0.8%—
Last month−3.2%—
This year so far+9.0%—
Volatility a year16.7%16.0%
Sharpe ratio0.820.78
Biggest drop−32.1%−31.8%
Beta to the S&P 5001.041.00
Alpha a year (t-statistic)+0.7% (1.24)—
Share of weeks up60%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA8.3%——
AAPL6.7%——
MSFT4.5%——
GOOGL4.3%——
AMZN4.2%——
AVGO3.1%——
META2.2%——
MU2.1%——
LLY2.0%——
AMD1.9%——
TSLA1.9%——
JPM1.4%——
V1.3%——
AMAT1.3%——
INTC1.0%——
GS1.0%——
JNJ1.0%——
CAT0.9%——
LRCX0.9%——
WMT0.9%——
GEV0.9%——
CSCO0.8%——
UNH0.8%——
BAC0.7%——
MA0.7%——
WFC0.7%——
LIN0.6%——
PM0.6%——
GE0.6%——
C0.6%——
ABBV0.6%——
NFLX0.6%——
HD0.6%——
MS0.6%——
CVX0.5%——
RTX0.5%——
PANW0.5%——
MRK0.5%——
CSX0.5%——
PWR0.5%——
KO0.5%——
SNDK0.5%——
PLTR0.5%——
NSC0.5%——
COST0.4%——
MPC0.4%——
PG0.4%——
UNP0.4%——
AXP0.4%——
APH0.4%——
LOW0.4%——
KVUE0.4%——
ORCL0.4%——
TXN0.3%——
TMO0.3%——
FCX0.3%——
CB0.3%——
TJX0.3%——
SHW0.3%——
ANET0.3%——
ISRG0.3%——
BA0.3%——
AES0.3%——
DDOG0.3%——
DIS0.3%——
MCD0.3%——
W0.3%——
ETN0.3%——
TER0.3%——
BKNG0.3%——
RCL0.3%——
UBER0.3%——
GILD0.3%——
ROKU0.3%——
CVS0.3%——
JCI0.3%——
PFE0.3%——
WMB0.3%——
DHR0.3%——
CRWD0.3%——
CRM0.2%——
SBUX0.2%——
DASH0.2%——
GM0.2%——
ADI0.2%——
QCOM0.2%——
NEE0.2%——
VRTX0.2%——
MRVL0.2%——
WM0.2%——
SYK0.2%——
DAL0.2%——
UAL0.2%——
MDT0.2%——
EMR0.2%——
DHI0.2%——
RPRX0.2%——
TSM0.2%——
IBM0.2%——
WOLF0.2%——
DE0.2%——
STT0.2%——
VZ0.2%——
WDC0.2%——
SCHW0.2%——
PH0.2%——
COF0.2%——
PEN0.2%——
BSX0.2%——
BLK0.2%——
DG0.2%——
SPGI0.2%——
AIZ0.2%——
ORLY0.2%——
INTU0.2%——
LITE0.2%——
STX0.2%——
CL0.2%——
LHX0.2%——
PLD0.1%——
SNPS0.1%——
NXPI0.1%——
PEP0.1%——
WELL0.1%——
BNY0.1%——
T0.1%——
VIK0.1%——
SNOW0.1%——
BHF0.1%——
AMGN0.1%——
URI0.1%——
COP0.1%——
MDLZ0.1%——
MCK0.1%——
APP0.1%——
ALL0.1%——
ABT0.1%——
TXNM0.1%——
MRSH0.1%——
AMP0.1%——
NOW0.1%——
LUV0.1%——
DUK0.1%——
A0.1%——
ADP0.1%——
TMUS0.1%——
PSMT0.1%——
TRV0.1%——
CBOE0.1%——
CARR0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+15.3%+14.1%0.820.78−32.1%1.04+0.7% (1.24)
2018 onwards5 Jan 2018 to 2 Nov 2026+14.4%+13.9%0.670.66−32.1%1.03+0.2% (0.35)
Last three years3 Nov 2023 to 2 Nov 2026+21.9%+21.8%1.111.16−18.4%1.05−0.6% (−0.59)
Last year7 Nov 2025 to 2 Nov 2026+12.4%+14.2%0.690.84−9.8%1.02−1.7% (−0.77)
DateCompanyAction
7 Aug 2026XMTRBought
7 Aug 2026WBought
7 Aug 2026TXNMBought
7 Aug 2026TWLOBought
7 Aug 2026TTIBought
7 Aug 2026TOSTBought
7 Aug 2026THBought
7 Aug 2026SYREBought
7 Aug 2026STMBought
7 Aug 2026SPIRBought
7 Aug 2026SGHCBought
7 Aug 2026SATLBought
7 Aug 2026ROKUBought
7 Aug 2026PRGBought
7 Aug 2026PDFSBought
7 Aug 2026OSWBought
7 Aug 2026OSSBought
7 Aug 2026OFRMBought
7 Aug 2026NBISBought
7 Aug 2026NATLBought
7 Aug 2026MECBought
7 Aug 2026LTHBought
7 Aug 2026LFUSBought
7 Aug 2026LEUBought
7 Aug 2026LASRBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026ZBRASold
7 Aug 2026XRAYSold
7 Aug 2026XENESold
7 Aug 2026WWDSold
7 Aug 2026WPMSold
7 Aug 2026WMSSold
7 Aug 2026WHRSold
7 Aug 2026WGSSold
7 Aug 2026WCNSold
7 Aug 2026VVVSold
7 Aug 2026VTRSSold
7 Aug 2026VSECSold
7 Aug 2026VRTSold
7 Aug 2026VICISold
7 Aug 2026VERASold
7 Aug 2026VEEVSold
7 Aug 2026VALESold
7 Aug 2026VACSold
7 Aug 2026USFDSold
7 Aug 2026UNMSold
7 Aug 2026UAVSSold
7 Aug 2026TTSold
7 Aug 2026TSNSold
7 Aug 2026TRMBSold
7 Aug 2026TRGPSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest