Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCD (Calamos Dynamic Convertible) | -11.60% | -3.32% | 7.99% | 8.32% | 9.30% | NA | NA | 8.34% |
Data as of 07/10/2025, AR inception is 03/27/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCD (Calamos Dynamic Convertible) | 03/27/2015 | 07/10/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | -3.32 | 7.99 | 8.32 | 9.30 | NA | NA | 8.34 | -11.60 | 35.86 | 7.98 | -28.03 | 20.35 | 45.75 | 42.32 | -9.62 | 26.09 | 8.68 | -22.81 |
| Sharpe Ratio | NA | -0.21 | 0.29 | 0.32 | 0.30 | NA | NA | 0.25 | -1.15 | 2.05 | 0.23 | -1.06 | 1.01 | 0.74 | 2.67 | -0.59 | 2.39 | 0.46 | -1.34 |
| Standard Deviation(%) | NA | 19.88 | 19.48 | 21.28 | 26.66 | NA | NA | 26.46 | 22.53 | 15.75 | 18.66 | 27.80 | 20.16 | 61.18 | 15.28 | 18.79 | 10.67 | 18.45 | 21.51 |
| Draw Down(%) | NA | 22.30 | 25.88 | 37.57 | 55.42 | NA | NA | 55.42 | 21.50 | 7.76 | 25.88 | 33.67 | 11.46 | 55.42 | 10.97 | 26.91 | 5.56 | 17.71 | 28.21 |
| Yield(%) | 0.00 | 9.95 | 10.43 | 10.43 | 9.44 | 5.76 | 4.32 | 8.64 | 4.02 | 11.96 | 11.35 | 7.45 | 8.45 | 9.37 | 11.84 | 9.99 | 10.87 | 11.05 | 5.34 |
Data as of 07/10/2025, AR inception is 03/27/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCD (Calamos Dynamic Convertible) |
-3.87%
Feb 2021 - Feb 2024 |
2.62%
Apr 2015 - Apr 2020 |
8.43%
Apr 2015 - Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCD (Calamos Dynamic Convertible) |
35.65%
Dec 2018 - Dec 2021 |
26.38%
Feb 2016 - Feb 2021 |
9.17%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart