Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CALBX (CALAMOS CONVERTIBLE FUND CLASS B) | NA | 10.13% | 2.09% | 6.19% | 3.40% | 5.88% | NA | 4.27% |
Data as of 10/31/2017, AR inception is 09/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CALBX (CALAMOS CONVERTIBLE FUND CLASS B) | 09/26/2000 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.13 | 2.09 | 6.19 | 3.40 | 5.88 | NA | 4.27 | 8.03 | 3.68 | -4.58 | 4.22 | 19.46 | 4.76 | -4.68 | 10.02 | 33.02 | -26.43 | 8.98 | 8.32 | 2.12 | 6.75 | 24.07 | -5.27 | -4.90 | -1.02 |
| Sharpe Ratio | NA | 1.70 | 0.21 | 0.68 | 0.26 | NA | NA | 0.29 | 1.88 | 0.36 | -0.47 | 0.41 | 2.30 | 0.58 | -0.31 | 1.04 | 2.06 | -1.31 | 0.61 | 0.66 | -0.01 | 0.70 | 2.35 | -0.55 | -0.74 | -0.53 |
| Standard Deviation(%) | NA | 5.65 | 8.59 | 8.87 | 12.21 | NA | NA | 11.17 | 4.85 | 9.66 | 9.77 | 10.23 | 8.46 | 8.16 | 15.19 | 9.52 | 16.00 | 20.75 | 9.93 | 7.68 | 7.09 | 8.28 | 9.95 | 11.69 | 9.91 | 15.06 |
| Draw Down(%) | NA | 1.96 | 19.08 | 19.08 | 37.07 | NA | NA | 37.07 | 1.75 | 11.66 | 11.63 | 8.79 | 6.24 | 9.93 | 15.76 | 6.93 | 10.18 | 35.55 | 5.72 | 7.22 | 7.44 | 9.34 | 7.23 | 17.69 | 12.86 | 8.59 |
| Yield(%) | 0.00 | 0.56 | 2.93 | 4.99 | 3.66 | 5.35 | 3.54 | 4.17 | 0.08 | 1.37 | 3.65 | 4.84 | 7.74 | 7.45 | 6.63 | 4.40 | 2.47 | 0.46 | 4.17 | 7.73 | 9.95 | 5.92 | 1.62 | 1.05 | 3.57 | 1.63 |
Data as of 10/31/2017, AR inception is 09/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CALBX (CALAMOS CONVERTIBLE FUND CLASS B) |
-6.40%
Nov 2005 - Nov 2008 |
-2.56%
Feb 2004 - Feb 2009 |
3.04%
Jan 2006 - Jan 2016 |
3.70%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CALBX (CALAMOS CONVERTIBLE FUND CLASS B) |
15.34%
Feb 2009 - Feb 2012 |
13.17%
Feb 2009 - Feb 2014 |
6.36%
Mar 2003 - Mar 2013 |
6.02%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart