Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCVRX (CALAMOS CONVERTIBLE FUND CLASS R) | NA | 11.38% | 4.41% | 6.31% | 5.62% | NA | NA | 5.25% |
Data as of 03/09/2018, AR inception is 03/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCVRX (CALAMOS CONVERTIBLE FUND CLASS R) | 03/02/2007 | 03/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.38 | 4.41 | 6.31 | 5.62 | NA | NA | 5.25 | 1.19 | 14.11 | 4.17 | -4.06 | 4.62 | 20.11 | 5.25 | -4.20 | 10.56 | 33.66 | -25.91 | 9.64 |
| Sharpe Ratio | NA | 1.55 | 0.47 | 0.68 | 0.44 | NA | NA | 0.40 | 0.60 | 2.23 | 0.41 | -0.42 | 0.45 | 2.37 | 0.64 | -0.28 | 1.10 | 2.10 | -1.29 | 0.84 |
| Standard Deviation(%) | NA | 6.84 | 8.68 | 9.01 | 12.12 | NA | NA | 11.99 | 9.28 | 6.07 | 9.63 | 9.71 | 10.25 | 8.47 | 8.18 | 15.23 | 9.50 | 16.01 | 20.69 | 10.35 |
| Draw Down(%) | NA | 6.00 | 18.78 | 18.78 | 35.30 | NA | NA | 36.62 | 6.00 | 2.71 | 11.64 | 11.43 | 8.69 | 6.18 | 9.88 | 15.58 | 6.79 | 10.06 | 35.30 | 5.68 |
| Yield(%) | 0.00 | 4.16 | 3.90 | 5.77 | 5.55 | 3.92 | 2.94 | 5.35 | 0.00 | 4.30 | 2.69 | 5.51 | 6.83 | 10.55 | 9.33 | 8.45 | 6.07 | 3.77 | 0.66 | 5.10 |
Data as of 03/09/2018, AR inception is 03/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCVRX (CALAMOS CONVERTIBLE FUND CLASS R) |
0.71%
Jun 2007 - Jun 2010 |
1.22%
Oct 2007 - Oct 2012 |
4.47%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCVRX (CALAMOS CONVERTIBLE FUND CLASS R) |
15.93%
Feb 2009 - Feb 2012 |
13.73%
Feb 2009 - Feb 2014 |
5.41%
Jan 2008 - Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart