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CVSRX: CALAMOS MARKET NEUTRAL INCOME FUND CLASS R (MUTUAL FUND)
Basic Info
Asset Class: | Market Neutral |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/06/2007 |
Last Dividend Date: | 12/14/2017 |
12-Mo. Yield | 2.53% |
Expenses | 1.39% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/06/2007 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.7 | 1.7 | 3.1 | 3.0 | 1.0 | 4.3 | 4.5 | 0.8 | 1.7 | 5.6 | 5.6 | 2.1 | 4.8 | 13.5 | -13.6 | 4.5 |
Sharpe Ratio | NA | 1.75 | 0.9 | 0.91 | 0.47 | 0.4 | 1.74 | 2.39 | 1.25 | 0.17 | 0.51 | 1.82 | 1.54 | 0.28 | 0.86 | 1.5 | -1.05 | 0.54 |
Draw Down(%) | NA | 1.0 | 4.9 | 4.9 | 20.5 | 21.0 | 1.0 | 0.5 | 3.5 | 3.8 | 2.5 | 2.0 | 2.9 | 5.5 | 5.2 | 9.7 | 20.2 | 2.9 |
Standard Deviation(%) | NA | 1.7 | 3.2 | 3.3 | 6.4 | 6.3 | 2.5 | 1.5 | 3.4 | 4.5 | 3.3 | 3.1 | 3.6 | 7.3 | 5.5 | 8.9 | 13.7 | 4.7 |
Treynor Ratio | NA | 0.34 | -1.56 | 1.07 | 0.57 | 0.48 | 0.35 | 0.5 | -0.44 | -0.2 | 0.18 | 0.19 | -1.93 | 0.24 | 0.07 | -0.21 | -0.54 | 0.47 |
Alpha | NA | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 0.02 | 0.02 | 0.0 | 0.01 | 0.01 | 0.02 | 0.01 | 0.02 | 0.02 | -0.04 | 0.01 |
Beta | NA | 0.09 | -0.02 | 0.03 | 0.05 | 0.05 | 0.13 | 0.07 | -0.1 | -0.04 | 0.1 | 0.29 | -0.03 | 0.09 | 0.68 | -0.62 | 0.27 | 0.05 |
RSquared | NA | 0.06 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.04 | 0.02 | 0.0 | 0.01 | 0.1 | 0.0 | 0.0 | 0.15 | 0.14 | 0.03 | 0.01 |
Yield(%) | N/A | 2.6 | 2.5 | 2.5 | 2.5 | N/A | 0.0 | 2.6 | 2.5 | 2.3 | 1.8 | 3.1 | 1.0 | 1.3 | 1.1 | 1.8 | 6.9 | 3.0 |
Dividend Growth(%) | N/A | 6.2 | 29.7 | 6.0 | N/A | N/A | -100.0 | 6.2 | 6.7 | 30.4 | -41.0 | 225.0 | -25.0 | 23.1 | -31.6 | -78.7 | 128.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/06/2007
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