Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/14/2011.
Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
---|---|---|---|---|---|---|---|---|
CMQIX (Calamos Multi-Fund Blend I) | 3.89% | NA | 11.05% | 2.57% | NA | NA | NA | NA |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
CMQIX (Calamos Multi-Fund Blend I) | 07/06/2006 | 03/14/2011 |
The return data shown below all have the same latest date: 03/14/2011.
AR inception is since 07/06/2006.
AR inception is since 07/06/2006.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 11.05 | 2.57 | NA | NA | NA | NA | 3.89 | 0.43 | 13.47 | 38.96 | -40.46 | 13.06 | 9.29 |
Sharpe Ratio | NA | 0.85 | 0.09 | NA | NA | NA | NA | 0.09 | 0.29 | 0.95 | 1.46 | -1.14 | 0.62 | 1.73 |
Standard Deviation(%) | NA | 12.58 | 26.98 | NA | NA | NA | NA | 23.35 | 7.37 | 14.09 | 26.53 | 36.13 | 16.26 | 9.57 |
Draw Down(%) | NA | 11.62 | 50.16 | NA | NA | NA | NA | 54.16 | 2.49 | 11.62 | 22.52 | 50.24 | 9.94 | 3.87 |
Yield(%) | 0.00 | 0.00 | 0.26 | 0.52 | 0.26 | 0.17 | 0.13 | 0.65 | 0.00 | 0.00 | 1.11 | 0.00 | 1.63 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CMQIX (Calamos Multi-Fund Blend I) |
-6.01%
Jun 2007 - Jun 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CMQIX (Calamos Multi-Fund Blend I) |
1.54%
Feb 2008 - Feb 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart