Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CHY (Calamos Convertible and High Income Closed Fund) | -5.05% | 9.47% | 10.50% | 9.30% | 8.38% | 9.34% | 8.01% | 8.34% |
Data as of 06/30/2025, AR inception is 05/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHY (Calamos Convertible and High Income Closed Fund) | 05/30/2003 | 06/30/2025 |
| 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.78 | 9.47 | 10.50 | 9.30 | 8.38 | 9.34 | 8.01 | 8.34 | -5.05 | 17.24 | 20.78 | -28.05 | 22.17 | 36.74 | 32.92 | -12.57 | 25.71 | 12.62 | -16.33 | 16.15 | 14.62 | 14.10 | -0.86 | 22.70 | 50.89 | -27.16 | -15.70 | 20.55 | 0.68 | 12.03 | 12.55 |
| Sharpe Ratio | NA | 0.35 | 0.35 | 0.38 | 0.29 | NA | NA | 0.31 | -0.74 | 1.05 | 0.87 | -1.06 | 1.35 | 0.69 | 2.67 | -0.64 | 2.27 | 0.75 | -0.91 | 1.15 | 1.28 | 1.25 | -0.05 | 1.29 | 1.38 | -0.56 | -0.84 | 1.90 | -0.13 | 0.76 | 1.85 |
| Standard Deviation(%) | NA | 16.81 | 18.75 | 19.82 | 24.03 | NA | NA | 23.20 | 20.03 | 12.92 | 19.88 | 27.78 | 16.45 | 52.29 | 11.76 | 21.83 | 11.06 | 16.46 | 17.90 | 13.98 | 11.36 | 11.34 | 19.18 | 17.48 | 36.70 | 50.06 | 22.51 | 9.05 | 12.20 | 14.61 | 11.60 |
| Draw Down(%) | NA | 24.32 | 24.32 | 35.99 | 50.41 | NA | NA | 60.41 | 22.97 | 9.53 | 18.67 | 33.66 | 9.49 | 50.41 | 6.99 | 34.52 | 6.14 | 17.28 | 28.16 | 10.14 | 11.29 | 8.02 | 20.02 | 11.57 | 30.75 | 58.08 | 24.46 | 5.18 | 13.03 | 16.29 | 6.13 |
| Yield(%) | 0.00 | 10.74 | 10.74 | 10.40 | 8.71 | 9.34 | 7.21 | 7.69 | 4.18 | 10.60 | 11.14 | 7.48 | 8.53 | 8.91 | 10.63 | 9.64 | 11.27 | 11.33 | 8.63 | 8.96 | 7.59 | 8.58 | 8.06 | 8.79 | 11.64 | 10.11 | 9.21 | 9.38 | 9.06 | 8.87 | 4.69 |
Data as of 06/30/2025, AR inception is 05/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHY (Calamos Convertible and High Income Closed Fund) |
-15.73%
Nov 2005 - Nov 2008 |
-7.20%
Nov 2003 - Nov 2008 |
4.10%
Feb 2006 - Feb 2016 |
6.04%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHY (Calamos Convertible and High Income Closed Fund) |
31.37%
Nov 2008 - Nov 2011 |
24.75%
Nov 2008 - Nov 2013 |
15.09%
Nov 2008 - Nov 2018 |
13.65%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart