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CMNIX: CALAMOS MARKET NEUTRAL INCOME FUND CLASS I (MUTUAL FUND)
Basic Info 14.34 0.08(0.55%) April 25
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (72%) |
Start Date: | 05/10/2000 |
Last Dividend Date: | 03/15/2024 |
12-Mo. Yield | 2.20% |
Expenses | 1.22% |
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Performance Analytics (As of 04/24/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/11/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 1.3 | 7.0 | 2.9 | 3.9 | 3.7 | 4.7 | 3.5 | 4.0 | 9.2 | -4.2 | 5.0 | 5.4 | 6.7 | 1.8 | 4.7 | 5.0 | 1.3 | 2.2 | 6.2 | 6.0 | 2.7 | 5.2 | 14.1 | -13.1 | 6.1 | 8.7 | -1.6 | 2.2 | 3.5 | 6.9 | 8.7 | 5.3 |
Sharpe Ratio | NA | 0.64 | 1.61 | 0.19 | 0.54 | 0.7 | NA | NA | 0.55 | 2.22 | -0.97 | 2.26 | 0.74 | 3.0 | 0.17 | 2.71 | 1.39 | 0.29 | 0.66 | 1.97 | 1.71 | 0.37 | 0.94 | 1.59 | -1.02 | 0.72 | 1.84 | -1.17 | 0.35 | 0.7 | 1.9 | 1.38 | 0.76 |
Draw Down(%) | NA | 0.6 | 1.0 | 7.5 | 8.1 | 8.1 | NA | NA | 20.6 | 1.2 | 7.5 | 0.7 | 8.1 | 0.5 | 2.5 | 0.4 | 3.5 | 3.6 | 2.5 | 1.9 | 2.9 | 5.4 | 5.1 | 9.6 | 19.9 | 2.9 | 2.1 | 6.1 | 5.6 | 2.8 | 1.8 | 1.9 | 3.0 |
Standard Deviation(%) | NA | 1.5 | 1.8 | 3.8 | 4.3 | 3.8 | NA | NA | 5.2 | 2.2 | 5.8 | 2.2 | 6.9 | 1.8 | 3.0 | 1.5 | 3.5 | 4.4 | 3.4 | 3.1 | 3.5 | 7.3 | 5.5 | 8.8 | 13.7 | 4.4 | 3.0 | 3.3 | 3.6 | 4.1 | 3.0 | 4.7 | 5.6 |
Treynor Ratio | NA | -0.26 | -4.56 | -0.76 | 1.13 | 1.18 | NA | NA | 1.23 | 6.35 | 1.32 | 1.4 | 0.46 | 1.75 | 0.04 | 0.55 | -0.41 | -0.3 | 0.2 | 0.21 | -1.64 | 0.3 | 0.07 | -0.23 | -0.52 | 0.48 | 0.33 | -0.58 | 0.08 | 0.89 | 0.9 | -1.19 | 0.55 |
Alpha | NA | 0.01 | 0.01 | 0.0 | 0.01 | 0.01 | NA | NA | 0.01 | 0.02 | -0.02 | 0.02 | 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 | 0.0 | 0.01 | 0.02 | 0.03 | 0.02 |
Beta | NA | -0.04 | -0.01 | -0.01 | 0.02 | 0.02 | NA | NA | 0.02 | 0.01 | -0.04 | 0.04 | 0.11 | 0.03 | 0.13 | 0.07 | -0.12 | -0.04 | 0.11 | 0.29 | -0.04 | 0.09 | 0.7 | -0.61 | 0.27 | 0.07 | 0.17 | 0.07 | 0.15 | 0.03 | 0.06 | -0.05 | 0.08 |
RSquared | NA | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | 0.07 | 0.04 | 0.02 | 0.0 | 0.01 | 0.1 | 0.0 | 0.0 | 0.16 | 0.14 | 0.03 | 0.01 | 0.1 | 0.01 | 0.04 | 0.0 | 0.06 | 0.05 | 0.03 |
Yield(%) | N/A | 0.2 | 5.9 | 2.5 | 2.1 | 2.7 | 3.0 | 3.1 | N/A | 6.0 | 1.0 | 0.5 | 1.0 | 1.7 | 5.0 | 3.1 | 3.0 | 3.0 | 2.3 | 3.6 | 1.5 | 1.9 | 1.6 | 2.3 | 7.4 | 4.0 | 4.5 | 7.7 | 7.0 | 3.5 | 3.0 | 3.7 | 5.7 |
Dividend Growth(%) | N/A | -96.4 | 425.0 | 11.5 | -33.8 | -35.9 | N/A | N/A | N/A | 492.9 | 100.0 | -46.2 | -38.1 | -67.7 | 62.5 | 8.1 | -2.6 | 31.0 | -35.6 | 150.0 | -21.7 | 27.8 | -25.0 | -74.7 | 86.3 | -7.3 | -46.6 | 4.0 | 102.0 | 19.5 | -12.8 | -36.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/11/2000
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