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CVSIX: CALAMOS MARKET NEUTRAL INCOME FUND CLASS A (MUTUAL FUND)
Basic Info 14.59 0(0.0%) May 01
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (56%) |
Start Date: | 12/21/1990 |
Last Dividend Date: | 03/15/2024 |
12-Mo. Yield | 1.32% |
Expenses | 0.88% |
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Performance Analytics (As of 04/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/21/1997 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 1.6 | 6.7 | 2.8 | 3.7 | 3.5 | 4.4 | 3.4 | 5.0 | 8.9 | -4.5 | 4.7 | 5.2 | 6.4 | 1.5 | 4.6 | 4.7 | 1.0 | 2.0 | 5.9 | 5.8 | 2.5 | 4.9 | 13.8 | -13.3 | 5.9 | 8.4 | -2.1 | 4.9 | 9.4 | 6.6 | 8.5 | 8.3 | 13.7 | 10.0 | 14.0 | 3.8 | 14.5 | -9.1 | 9.1 | 12.0 | 11.6 | 0.3 |
Sharpe Ratio | NA | 0.9 | 1.77 | 0.15 | 0.49 | 0.65 | NA | NA | 0.72 | 2.12 | -1.01 | 2.12 | 0.71 | 2.73 | 0.07 | 2.61 | 1.32 | 0.23 | 0.61 | 1.9 | 1.63 | 0.34 | 0.87 | 1.54 | -1.03 | 0.67 | 1.75 | -1.29 | 1.48 | 3.75 | 1.84 | 1.34 | 0.72 | 1.82 | 1.14 | 1.86 | 0.05 | 2.96 | -2.8 | 2.06 | 2.67 | 2.34 | NA |
Draw Down(%) | NA | 0.8 | 0.9 | 7.6 | 8.2 | 8.2 | NA | NA | 20.8 | 1.2 | 7.6 | 0.7 | 8.2 | 0.5 | 2.5 | 0.4 | 3.5 | 3.7 | 2.5 | 2.0 | 2.9 | 5.5 | 5.2 | 9.6 | 20.1 | 2.8 | 2.1 | 6.2 | 3.5 | 2.7 | 1.8 | 2.0 | 4.8 | 2.7 | 5.6 | 3.3 | 5.3 | 1.5 | 10.9 | 2.1 | 3.3 | 1.8 | NA |
Standard Deviation(%) | NA | 2.2 | 2.0 | 3.8 | 4.4 | 3.8 | NA | NA | 5.1 | 2.2 | 5.8 | 2.2 | 6.9 | 1.8 | 3.0 | 1.5 | 3.4 | 4.4 | 3.3 | 3.1 | 3.6 | 7.3 | 5.5 | 8.9 | 13.8 | 4.4 | 2.9 | 3.3 | 2.7 | 2.3 | 3.0 | 4.7 | 5.9 | 5.8 | 5.9 | 5.6 | 6.5 | 3.6 | 4.3 | 3.4 | 3.6 | 3.3 | NA |
Treynor Ratio | NA | -0.65 | -4.01 | -0.8 | 0.99 | 1.0 | NA | NA | 1.02 | 5.69 | 1.27 | 1.07 | 0.43 | 2.85 | 0.02 | 0.61 | -0.4 | -0.26 | 0.2 | 0.21 | -1.66 | 0.28 | 0.07 | -0.22 | -0.51 | 0.47 | 0.32 | -0.71 | 0.31 | 49.1 | 0.99 | -1.18 | 0.36 | 1.25 | -0.56 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA |
Alpha | NA | 0.01 | 0.01 | 0.0 | 0.01 | 0.01 | NA | NA | 0.01 | 0.02 | -0.02 | 0.01 | 0.03 | 0.02 | 0.0 | 0.02 | 0.02 | 0.01 | 0.01 | 0.01 | 0.02 | 0.01 | 0.02 | 0.02 | -0.04 | 0.01 | 0.02 | -0.02 | 0.01 | 0.03 | 0.02 | 0.03 | 0.02 | 0.04 | 0.03 | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | -0.03 | -0.01 | -0.01 | 0.02 | 0.02 | NA | NA | 0.04 | 0.01 | -0.05 | 0.04 | 0.12 | 0.02 | 0.14 | 0.06 | -0.11 | -0.04 | 0.1 | 0.28 | -0.03 | 0.09 | 0.7 | -0.62 | 0.28 | 0.06 | 0.16 | 0.06 | 0.13 | 0.0 | 0.06 | -0.05 | 0.12 | 0.08 | -0.12 | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.02 | 0.02 | 0.0 | 0.08 | 0.03 | 0.02 | 0.0 | 0.01 | 0.1 | 0.0 | 0.0 | 0.15 | 0.14 | 0.03 | 0.01 | 0.09 | 0.01 | 0.05 | 0.0 | 0.05 | 0.05 | 0.08 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA |
Yield(%) | N/A | 0.1 | 5.5 | 2.3 | 1.8 | 2.4 | 2.7 | 3.0 | N/A | 5.7 | 0.7 | 0.4 | 0.7 | 1.3 | 4.5 | 2.8 | 2.8 | 2.6 | 1.9 | 3.3 | 1.2 | 1.6 | 1.4 | 2.0 | 7.0 | 3.7 | 4.2 | 7.3 | 9.5 | 8.9 | 2.8 | 3.3 | 3.8 | 6.5 | 11.4 | 3.5 | 5.0 | 4.5 | 3.2 | 4.5 | 7.7 | 8.3 | 1.9 |
Dividend Growth(%) | N/A | -97.5 | 566.7 | 15.5 | -36.5 | -42.4 | N/A | N/A | N/A | 618.2 | 120.0 | -44.4 | -47.1 | -71.7 | 62.2 | 5.7 | 2.9 | 36.0 | -40.5 | 180.0 | -21.1 | 18.8 | -23.8 | -76.9 | 93.6 | -9.6 | -47.5 | -26.7 | 6.3 | 234.2 | -9.5 | -10.6 | -38.2 | -43.7 | 255.3 | -30.9 | 22.2 | 25.0 | -26.5 | -38.8 | -4.8 | 342.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/21/1997
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