Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CVSRX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS R) | NA | 3.74% | 3.28% | 3.18% | 3.27% | NA | NA | 2.97% |
Data as of 03/09/2018, AR inception is 03/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVSRX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS R) | 03/06/2007 | 03/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.74 | 3.28 | 3.18 | 3.27 | NA | NA | 2.97 | 0.99 | 4.31 | 4.47 | 0.79 | 1.72 | 5.63 | 5.60 | 2.10 | 4.80 | 13.47 | -13.58 | 4.49 |
| Sharpe Ratio | NA | 1.75 | 0.90 | 0.91 | 0.47 | NA | NA | 0.40 | 1.74 | 2.39 | 1.25 | 0.17 | 0.51 | 1.82 | 1.54 | 0.28 | 0.86 | 1.50 | -1.05 | 0.54 |
| Standard Deviation(%) | NA | 1.71 | 3.25 | 3.27 | 6.42 | NA | NA | 6.31 | 2.51 | 1.55 | 3.39 | 4.46 | 3.33 | 3.07 | 3.62 | 7.31 | 5.49 | 8.89 | 13.72 | 4.69 |
| Draw Down(%) | NA | 1.05 | 4.92 | 4.92 | 20.47 | NA | NA | 21.03 | 1.05 | 0.47 | 3.54 | 3.79 | 2.53 | 2.01 | 2.95 | 5.54 | 5.18 | 9.67 | 20.17 | 2.91 |
| Yield(%) | 0.00 | 2.56 | 2.45 | 2.46 | 2.47 | 1.80 | 1.35 | 2.46 | 0.00 | 2.60 | 2.51 | 2.33 | 1.79 | 3.10 | 1.02 | 1.33 | 1.13 | 1.79 | 6.88 | 3.07 |
Data as of 03/09/2018, AR inception is 03/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVSRX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS R) |
-0.80%
Jun 2007 - Jun 2010 |
1.80%
May 2007 - May 2012 |
2.59%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVSRX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS R) |
9.88%
Feb 2009 - Feb 2012 |
7.46%
Feb 2009 - Feb 2014 |
3.12%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart