Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) | 3.12% | 7.02% | 6.31% | 4.12% | 3.96% | 4.44% | 3.95% | 4.07% |
Data as of 06/30/2025, AR inception is 05/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) | 05/10/2000 | 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 7.02 | 6.31 | 4.12 | 3.96 | 4.44 | 3.95 | 4.07 | 3.12 | 7.42 | 5.38 | -4.26 | 5.03 | 5.36 | 6.72 | 1.81 | 4.73 | 5.04 | 1.30 | 2.23 | 6.19 | 6.05 | 2.71 | 5.21 | 14.11 | -13.09 | 6.14 | 8.70 | -1.64 | 2.18 | 3.54 | 6.88 | 8.71 | 5.32 |
| Sharpe Ratio | NA | 1.06 | 0.67 | 0.57 | 0.62 | NA | NA | 0.54 | 0.71 | 0.43 | 0.27 | -0.97 | 2.26 | 0.72 | 3.00 | 0.17 | 2.71 | 1.39 | 0.29 | 0.66 | 1.97 | 1.71 | 0.37 | 0.94 | 1.59 | -1.02 | 0.72 | 1.84 | -1.17 | 0.35 | 0.70 | 1.90 | 1.38 | 0.76 |
| Standard Deviation(%) | NA | 3.70 | 3.94 | 3.88 | 4.03 | NA | NA | 5.18 | 4.93 | 1.94 | 4.22 | 5.84 | 2.21 | 7.12 | 1.77 | 3.01 | 1.52 | 3.48 | 4.43 | 3.37 | 3.12 | 3.54 | 7.32 | 5.46 | 8.82 | 13.75 | 4.39 | 2.97 | 3.27 | 3.56 | 4.07 | 3.05 | 4.72 | 5.57 |
| Draw Down(%) | NA | 2.77 | 4.17 | 7.53 | 8.11 | NA | NA | 20.58 | 2.77 | 0.82 | 3.47 | 7.53 | 0.69 | 8.11 | 0.53 | 2.50 | 0.43 | 3.49 | 3.58 | 2.46 | 1.91 | 2.88 | 5.37 | 5.10 | 9.65 | 19.89 | 2.85 | 2.07 | 6.13 | 5.57 | 2.77 | 1.76 | 1.92 | 2.98 |
| Yield(%) | 0.00 | 1.68 | 1.91 | 1.34 | 2.24 | 2.56 | 2.84 | 3.29 | 0.17 | 2.10 | 2.38 | 0.96 | 0.48 | 0.94 | 1.64 | 4.87 | 3.15 | 3.05 | 2.85 | 2.29 | 3.62 | 1.52 | 1.82 | 1.58 | 2.28 | 7.33 | 4.03 | 4.54 | 7.64 | 7.08 | 3.45 | 3.03 | 3.61 | 5.70 |
Data as of 06/30/2025, AR inception is 05/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) |
-2.48%
Feb 2006 - Feb 2009 |
-1.19%
Feb 2004 - Feb 2009 |
2.85%
Jun 2003 - Jun 2013 |
2.97%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) |
10.43%
Feb 2009 - Feb 2012 |
8.01%
Feb 2009 - Feb 2014 |
5.70%
Feb 2009 - Feb 2019 |
4.89%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart