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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
CLMS (Calamos Asset Management Inc) NA 4.37% -5.06% -3.24% -8.11% NA NA -0.54%
Data as of 02/21/2017, AR inception is 10/28/2004
More Performance Analytics Comparison
Name Start Date End Date
CLMS (Calamos Asset Management Inc) 10/28/2004 02/21/2017
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
Annualized Return (%) 0.12 4.37 -5.06 -3.24 -8.11 NA NA -0.54 -3.16 -4.18 -23.40 17.65 17.51 -12.28 -8.13 24.58 59.29 -74.55 12.82 -13.39 17.73 103.65
Sharpe Ratio NA 0.13 -0.18 -0.12 -0.15 NA NA -0.03 -0.90 -0.13 -0.90 0.59 0.75 -0.42 -0.16 0.50 0.69 -0.70 0.22 -0.41 0.41 58.61
Standard Deviation(%) NA 29.68 29.46 27.90 57.66 NA NA 53.80 23.91 32.65 26.06 29.99 23.28 29.46 52.62 49.26 85.37 107.99 44.74 40.79 37.85 98.52
Draw Down(%) NA 32.25 51.56 51.56 91.99 NA NA 93.54 4.63 33.06 32.19 17.58 19.35 27.88 44.09 42.77 62.27 90.89 25.61 42.79 29.63 6.47
Yield(%) 0.00 5.32 4.73 4.06 1.52 1.71 1.28 2.14 0.00 6.26 4.54 4.70 4.60 3.19 2.64 2.44 2.86 1.35 1.64 1.43 1.07 0.00
Data as of 02/21/2017, AR inception is 10/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
CLMS (Calamos Asset Management Inc) -54.27%
Feb 2006 - Feb 2009
-18.43%
Oct 2007 - Oct 2012
-11.49%
Apr 2006 - Apr 2016
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
CLMS (Calamos Asset Management Inc) 56.40%
Feb 2009 - Feb 2012
32.41%
Feb 2009 - Feb 2014
-2.88%
Nov 2004 - Nov 2014
0.00%
NA
Annualized Rolling Returns Comparison Chart