Performance Comparison
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