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CIGIX: CALAMOS INTERNATIONAL GROWTH FUND CLASS I (MUTUAL FUND)
Basic Info 23.53 0.29(1.25%) December 11
Asset Class: | Foreign Large Growth |
MyPlanIQ Rating: | (90%) |
Start Date: | 03/24/2005 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 0.29% |
Expenses | 1.95% |
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Performance Analytics (As of 12/06/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/28/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 19.4 | 23.9 | -1.7 | 9.1 | 7.1 | 7.4 | 7.6 | 15.3 | -30.5 | 6.9 | 45.0 | 29.7 | -20.9 | 39.5 | -6.0 | 3.0 | -5.9 | 14.4 | 13.5 | -5.4 | 21.2 | 57.3 | -48.1 | 22.4 | 20.9 | 21.4 |
Sharpe Ratio | NA | 0.96 | 1.28 | -0.22 | 0.32 | 0.31 | NA | 0.31 | 0.75 | -1.37 | 0.38 | 1.42 | 2.3 | -1.35 | 4.68 | -0.4 | 0.21 | -0.51 | 1.24 | 0.88 | -0.21 | 1.28 | 1.81 | -1.08 | 1.01 | 1.04 | 2.64 |
Draw Down(%) | NA | 11.7 | 11.7 | 38.4 | 41.5 | 41.5 | NA | 63.0 | 13.7 | 38.2 | 11.1 | 30.6 | 6.2 | 29.7 | 3.7 | 14.6 | 14.4 | 13.0 | 10.5 | 13.8 | 22.2 | 11.5 | 23.7 | 60.2 | 12.7 | 21.5 | 8.1 |
Standard Deviation(%) | NA | 16.3 | 16.2 | 18.7 | 21.6 | 18.1 | NA | 20.8 | 14.9 | 23.5 | 18.0 | 31.3 | 12.3 | 16.5 | 8.4 | 15.5 | 14.2 | 11.6 | 11.6 | 15.5 | 25.5 | 16.5 | 31.7 | 45.1 | 19.3 | 17.0 | 9.9 |
Treynor Ratio | NA | 0.18 | 0.23 | -0.06 | 0.08 | 0.07 | NA | 0.07 | 0.15 | -0.49 | 0.08 | 0.45 | 0.36 | -0.26 | 0.46 | -0.07 | 0.04 | -0.07 | 0.18 | 0.16 | -0.06 | 0.3 | 0.54 | -0.49 | 0.21 | 0.17 | 0.36 |
Alpha | NA | 0.02 | 0.03 | 0.0 | 0.01 | 0.0 | NA | 0.0 | 0.01 | -0.05 | 0.03 | -0.04 | 0.02 | -0.05 | 0.01 | -0.03 | 0.01 | 0.0 | -0.01 | -0.01 | 0.03 | 0.03 | 0.04 | -0.03 | 0.03 | -0.02 | 0.04 |
Beta | NA | 0.9 | 0.89 | 0.72 | 0.81 | 0.82 | NA | 0.89 | 0.77 | 0.66 | 0.82 | 0.99 | 0.8 | 0.86 | 0.84 | 0.84 | 0.84 | 0.88 | 0.82 | 0.86 | 0.88 | 0.71 | 1.06 | 1.0 | 0.95 | 1.05 | 0.73 |
RSquared | NA | 0.79 | 0.79 | 0.83 | 0.85 | 0.87 | NA | 0.89 | 0.83 | 0.87 | 0.8 | 0.94 | 0.87 | 0.93 | 0.85 | 0.91 | 0.91 | 0.9 | 0.89 | 0.91 | 0.95 | 0.87 | 0.95 | 0.95 | 0.91 | 0.85 | 0.63 |
Yield(%) | N/A | 0.0 | 0.3 | 5.0 | 6.0 | 5.6 | 5.4 | N/A | 0.3 | 0.0 | 15.5 | 7.3 | 0.0 | 9.1 | 5.0 | 0.0 | 0.1 | 10.6 | 0.8 | 0.5 | 0.0 | 0.2 | 0.3 | 0.0 | 5.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | 22.0 | 15.2 | N/A | N/A | N/A | N/A | -100.0 | 185.9 | N/A | -100.0 | 146.0 | N/A | -100.0 | -98.9 | 1452.2 | 83.8 | N/A | -100.0 | 3.6 | N/A | -100.0 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/28/2005
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