Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XCHIX (Calamos Convertible Opportunities & Income Fd) | 2.19% | 9.11% | 8.51% | 6.81% | 3.86% | 4.45% | 1.54% | 2.09% |
Data as of 06/13/2025, AR inception is 07/02/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XCHIX (Calamos Convertible Opportunities & Income Fd) | 07/02/2002 | 06/13/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.62 | 9.11 | 8.51 | 6.81 | 3.86 | 4.45 | 1.54 | 2.09 | 2.19 | 9.15 | 14.06 | -26.09 | 8.02 | 45.66 | 20.71 | -6.18 | 5.44 | -1.83 | -15.30 | 4.51 | 15.91 | 6.05 | -7.09 | 5.25 | 50.06 | -46.58 | -7.25 | 1.61 | -7.92 | -2.61 | 22.68 | 2.73 |
| Sharpe Ratio | NA | 0.44 | 0.40 | 0.35 | 0.17 | NA | NA | 0.07 | 0.11 | 0.28 | 0.92 | -1.40 | 0.59 | 1.78 | 2.07 | -0.70 | 0.76 | -0.21 | -1.55 | 0.50 | 2.49 | 1.14 | -0.79 | 0.72 | 4.25 | -2.42 | -1.13 | -0.25 | -1.49 | -0.40 | 3.40 | 0.42 |
| Standard Deviation(%) | NA | 13.28 | 12.86 | 14.20 | 13.98 | NA | NA | 11.74 | 16.99 | 9.17 | 10.74 | 19.66 | 13.66 | 25.35 | 9.31 | 10.70 | 6.33 | 9.60 | 9.91 | 9.02 | 6.36 | 5.29 | 9.01 | 7.18 | 11.76 | 19.61 | 9.11 | 6.59 | 6.75 | 8.90 | 6.47 | 10.78 |
| Draw Down(%) | NA | 15.66 | 15.66 | 33.00 | 35.94 | NA | NA | 61.77 | 15.34 | 6.08 | 12.24 | 29.95 | 10.27 | 35.94 | 6.07 | 14.58 | 3.35 | 13.29 | 18.91 | 8.71 | 7.06 | 6.99 | 14.44 | 8.88 | 12.59 | 52.96 | 12.27 | 7.41 | 10.74 | 8.71 | 4.29 | 11.06 |
| Yield(%) | 0.00 | 11.43 | 10.49 | 9.68 | 5.74 | 5.53 | 2.93 | 3.09 | 3.84 | 11.42 | 11.48 | 7.61 | 7.71 | 8.59 | 4.92 | 7.43 | 2.26 | 0.00 | 0.00 | 7.88 | 8.31 | 1.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/13/2025, AR inception is 07/02/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XCHIX (Calamos Convertible Opportunities & Income Fd) |
-23.01%
Nov 2005 - Nov 2008 |
-16.00%
Nov 2003 - Nov 2008 |
-3.35%
Feb 2006 - Feb 2016 |
-2.35%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XCHIX (Calamos Convertible Opportunities & Income Fd) |
23.84%
Dec 2018 - Dec 2021 |
14.45%
Feb 2016 - Feb 2021 |
7.33%
Sep 2011 - Sep 2021 |
6.32%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart