Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
CVRT (Calamos Convertible Equity Alternative ETF) | NA | 8.50% | NA | NA | NA | NA | NA | 4.21% |
Data as of 02/26/2013, AR inception is 05/27/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
CVRT (Calamos Convertible Equity Alternative ETF) | 05/27/2011 | 02/26/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.07 | 8.50 | NA | NA | NA | NA | NA | 4.21 | 5.24 | 10.57 | -10.44 |
Sharpe Ratio | NA | 0.48 | NA | NA | NA | NA | NA | 0.11 | 2.24 | 0.49 | -0.69 |
Standard Deviation(%) | NA | 21.77 | NA | NA | NA | NA | NA | 22.45 | 17.95 | 21.76 | 24.58 |
Draw Down(%) | NA | 11.09 | NA | NA | NA | NA | NA | 18.20 | 3.16 | 11.09 | 18.20 |
Yield(%) | 0.00 | 2.63 | 1.51 | 0.90 | 0.45 | 0.30 | 0.23 | 4.52 | 0.24 | 3.08 | 1.60 |
Data as of 02/26/2013, AR inception is 05/27/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CVRT (Calamos Convertible Equity Alternative ETF) |
0.00%
NA |
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 |
---|---|---|---|---|
CVRT (Calamos Convertible Equity Alternative ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart