Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CAMNX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS B) | NA | 3.18% | 2.13% | 2.56% | 1.99% | 3.02% | NA | 3.36% |
Data as of 10/31/2017, AR inception is 09/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMNX (CALAMOS MARKET NEUTRAL INCOME 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 | 3.18 | 2.13 | 2.56 | 1.99 | 3.02 | NA | 3.36 | 2.34 | 3.92 | 0.32 | 1.21 | 5.07 | 5.06 | 1.68 | 4.18 | 12.96 | -13.99 | 5.11 | 7.59 | -2.74 | 4.13 | 8.52 | 5.87 | 8.06 | 0.51 |
| Sharpe Ratio | NA | 1.70 | 0.55 | 0.73 | 0.27 | NA | NA | 0.44 | 1.73 | 1.09 | 0.07 | 0.36 | 1.66 | 1.40 | 0.23 | 0.74 | 1.45 | -1.09 | 0.48 | 1.47 | -1.49 | 1.18 | 3.44 | 1.58 | 1.44 | -0.37 |
| Standard Deviation(%) | NA | 1.55 | 3.40 | 3.30 | 6.49 | NA | NA | 5.42 | 1.28 | 3.42 | 4.41 | 3.32 | 3.04 | 3.60 | 7.34 | 5.49 | 8.89 | 13.62 | 4.41 | 2.95 | 3.30 | 2.70 | 2.28 | 3.02 | 4.06 | 6.13 |
| Draw Down(%) | NA | 0.57 | 5.24 | 5.24 | 21.55 | NA | NA | 21.55 | 0.54 | 3.62 | 3.93 | 2.66 | 1.98 | 2.94 | 5.56 | 5.30 | 9.74 | 20.45 | 2.93 | 2.12 | 6.47 | 3.61 | 2.86 | 1.92 | 2.27 | 3.00 |
| Yield(%) | 0.00 | 1.50 | 1.34 | 1.36 | 1.60 | 2.87 | 2.58 | 3.04 | 0.03 | 1.58 | 1.49 | 1.13 | 2.33 | 0.35 | 0.64 | 0.55 | 1.08 | 5.99 | 2.83 | 3.36 | 6.29 | 8.52 | 7.86 | 1.99 | 2.71 | 2.24 |
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 |
|---|---|---|---|---|
| CAMNX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS B) |
-3.49%
Feb 2006 - Feb 2009 |
-1.64%
Feb 2004 - Feb 2009 |
2.16%
Sep 2007 - Sep 2017 |
2.97%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMNX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS B) |
9.35%
Feb 2009 - Feb 2012 |
6.95%
Feb 2009 - Feb 2014 |
3.78%
Nov 2000 - Nov 2010 |
3.52%
Nov 2000 - Nov 2015 |
Annualized Rolling Returns Comparison Chart