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CAMNX: CALAMOS MARKET NEUTRAL INCOME FUND CLASS B (MUTUAL FUND)
Basic Info
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 09/26/2000 |
| Last Dividend Date: | 03/16/2017 |
| 12-Mo. Yield | 1.50% |
| Expenses | 1.89% |
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Performance Analytics (As of 10/31/2017)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 09/26/2000 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 3.2 | 2.1 | 2.6 | 2.0 | 3.0 | 3.3 | 2.3 | 3.9 | 0.3 | 1.2 | 5.1 | 5.1 | 1.7 | 4.2 | 13.0 | -14.0 | 5.1 | 7.6 | -2.7 | 4.1 | 8.5 | 5.9 | 8.1 | 0.5 |
| Sharpe Ratio | NA | 1.7 | 0.55 | 0.73 | 0.27 | NA | 0.44 | 1.73 | 1.09 | 0.07 | 0.36 | 1.66 | 1.4 | 0.23 | 0.74 | 1.45 | -1.09 | 0.48 | 1.47 | -1.49 | 1.18 | 3.44 | 1.58 | 1.44 | -0.37 |
| Draw Down(%) | NA | 0.6 | 5.2 | 5.2 | 21.5 | NA | 21.5 | 0.5 | 3.6 | 3.9 | 2.7 | 2.0 | 2.9 | 5.6 | 5.3 | 9.7 | 20.4 | 2.9 | 2.1 | 6.5 | 3.6 | 2.9 | 1.9 | 2.3 | 3.0 |
| Standard Deviation(%) | NA | 1.6 | 3.4 | 3.3 | 6.5 | NA | 5.4 | 1.3 | 3.4 | 4.4 | 3.3 | 3.0 | 3.6 | 7.3 | 5.5 | 8.9 | 13.6 | 4.4 | 2.9 | 3.3 | 2.7 | 2.3 | 3.0 | 4.1 | 6.1 |
| Treynor Ratio | NA | 0.5 | -0.44 | 0.83 | 0.42 | NA | 2.07 | 0.32 | -0.35 | -0.09 | 0.11 | 0.19 | -5.39 | 0.19 | 0.06 | -0.21 | -0.57 | 0.32 | 0.26 | -0.74 | 0.25 | -39.86 | 0.84 | -0.97 | -0.35 |
| Alpha | NA | 0.01 | 0.01 | 0.01 | 0.01 | NA | 0.01 | 0.01 | 0.02 | 0.0 | 0.0 | 0.01 | 0.02 | 0.0 | 0.02 | 0.02 | -0.04 | 0.01 | 0.01 | -0.02 | 0.01 | 0.03 | 0.02 | 0.02 | 0.0 |
| Beta | NA | 0.05 | -0.04 | 0.03 | 0.04 | NA | 0.01 | 0.07 | -0.11 | -0.03 | 0.11 | 0.26 | -0.01 | 0.09 | 0.71 | -0.62 | 0.26 | 0.07 | 0.17 | 0.07 | 0.13 | 0.0 | 0.06 | -0.06 | 0.07 |
| RSquared | NA | 0.02 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.04 | 0.02 | 0.0 | 0.01 | 0.09 | 0.0 | 0.0 | 0.16 | 0.14 | 0.03 | 0.01 | 0.1 | 0.01 | 0.05 | 0.0 | 0.05 | 0.09 | 0.02 |
| Yield(%) | N/A | 1.5 | 1.3 | 1.4 | 1.6 | 2.9 | N/A | 0.0 | 1.6 | 1.5 | 1.1 | 2.3 | 0.4 | 0.6 | 0.5 | 1.1 | 6.0 | 2.8 | 3.4 | 6.3 | 8.5 | 7.9 | 2.0 | 2.7 | 2.2 |
| Dividend Growth(%) | N/A | 3.5 | 38.6 | -30.9 | N/A | N/A | N/A | -98.1 | 3.9 | 32.5 | -50.8 | 595.6 | -44.4 | 20.9 | -43.7 | -85.3 | 115.1 | -12.3 | -51.2 | -29.5 | 8.5 | 311.4 | -22.4 | 18.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/26/2000
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