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CVABX: Calamos Value B (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/07/2002 |
Last Dividend Date: | 12/17/2015 |
12-Mo. Yield | 0.00% |
Expenses | 1.90% |
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Performance Analytics (As of 10/31/2017)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/07/2002 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 12.6 | 3.0 | 8.0 | 2.4 | 6.3 | 4.6 | 4.4 | 10.7 | -4.7 | 1.3 | 30.5 | 12.5 | -6.0 | 4.5 | 30.5 | -35.9 | 2.2 | 13.6 | 3.9 | 12.5 | 32.3 | -15.7 |
Sharpe Ratio | NA | 1.69 | 0.22 | 0.64 | 0.11 | NA | 0.21 | 0.73 | 0.75 | -0.31 | 0.11 | 2.52 | 0.98 | -0.26 | 0.3 | 1.0 | -0.98 | -0.06 | 0.93 | 0.16 | 1.06 | 1.79 | -0.85 |
Draw Down(%) | NA | 4.9 | 17.3 | 18.3 | 56.1 | NA | 56.1 | 4.9 | 11.0 | 13.4 | 9.2 | 8.0 | 10.8 | 20.0 | 15.2 | 29.8 | 46.5 | 8.6 | 10.3 | 7.0 | 9.8 | 17.3 | 29.1 |
Standard Deviation(%) | NA | 7.1 | 12.7 | 12.4 | 20.2 | NA | 18.3 | 6.4 | 13.9 | 15.2 | 11.3 | 12.1 | 12.8 | 23.7 | 14.5 | 30.4 | 37.4 | 13.7 | 11.1 | 10.7 | 10.8 | 17.7 | 21.7 |
Treynor Ratio | NA | 0.16 | 0.03 | 0.08 | 0.02 | NA | 0.04 | 0.07 | 0.1 | -0.05 | 0.01 | 0.3 | 0.13 | -0.06 | 0.06 | 0.33 | -0.44 | -0.01 | 0.1 | 0.02 | 0.13 | 0.33 | -0.26 |
Alpha | NA | -0.01 | -0.03 | -0.03 | -0.03 | NA | -0.02 | -0.02 | -0.02 | -0.02 | -0.04 | -0.01 | -0.01 | -0.03 | -0.02 | 0.04 | -0.03 | 0.0 | -0.03 | -0.01 | 0.0 | 0.0 | -0.03 |
Beta | NA | 0.77 | 0.97 | 0.98 | 0.89 | NA | 0.87 | 0.7 | 1.04 | 0.98 | 0.96 | 1.02 | 0.95 | 0.97 | 0.75 | 0.94 | 0.84 | 0.75 | 1.07 | 0.93 | 0.9 | 0.97 | 0.72 |
RSquared | NA | 0.7 | 0.94 | 0.92 | 0.93 | NA | 0.91 | 0.6 | 0.98 | 0.99 | 0.86 | 0.89 | 0.89 | 0.95 | 0.9 | 0.94 | 0.95 | 0.85 | 0.83 | 0.85 | 0.8 | 0.87 | 0.88 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/07/2002
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