Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/09/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XCHYX (Calamos Convertible and High Income Fund) | -3.35% | 4.41% | 5.15% | 8.18% | 3.08% | 3.82% | 1.87% | 2.02% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XCHYX (Calamos Convertible and High Income Fund) | 06/05/2003 | 05/09/2025 |
The return data shown below all have the same latest date: 05/09/2025.
AR inception is since 06/05/2003.
AR inception is since 06/05/2003.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | 4.41 | 5.15 | 8.18 | 3.08 | 3.82 | 1.87 | 2.02 | -3.35 | 9.24 | 14.24 | -26.22 | 8.19 | 46.26 | 20.28 | -6.65 | 5.14 | -2.25 | -15.12 | 4.44 | 14.98 | 6.51 | -5.21 | 6.01 | 49.70 | -43.82 | -5.85 | 3.46 | -6.06 | 6.10 | 5.08 |
| Sharpe Ratio | NA | -0.15 | 0.06 | 0.38 | 0.10 | NA | NA | 0.06 | -0.65 | 0.29 | 0.94 | -1.39 | 0.59 | 1.80 | 1.97 | -0.72 | 0.71 | -0.25 | -1.54 | 0.50 | 2.47 | 1.37 | -0.61 | 0.80 | 4.33 | -2.38 | -1.05 | 0.03 | -1.42 | 0.93 | 1.55 |
| Standard Deviation(%) | NA | 13.21 | 13.55 | 14.65 | 14.08 | NA | NA | 11.62 | 18.62 | 9.08 | 10.73 | 19.88 | 13.86 | 25.44 | 9.60 | 11.11 | 6.38 | 9.64 | 9.86 | 8.92 | 6.05 | 4.76 | 8.54 | 7.43 | 11.46 | 18.76 | 8.47 | 5.59 | 5.80 | 5.54 | 5.40 |
| Draw Down(%) | NA | 17.41 | 17.41 | 33.32 | 35.75 | NA | NA | 55.51 | 16.70 | 6.03 | 12.20 | 30.22 | 10.35 | 35.75 | 6.29 | 15.57 | 3.43 | 13.49 | 18.89 | 8.68 | 7.02 | 6.07 | 13.87 | 9.13 | 10.67 | 50.92 | 11.01 | 6.61 | 9.07 | 9.67 | 5.79 |
| Yield(%) | 0.00 | 8.55 | 9.31 | 10.29 | 5.30 | 5.06 | 3.13 | 3.13 | 0.00 | 11.37 | 11.46 | 7.57 | 7.69 | 8.67 | 4.48 | 7.16 | 2.12 | 0.00 | 0.00 | 7.64 | 7.08 | 0.68 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XCHYX (Calamos Convertible and High Income Fund) |
-20.60%
Nov 2005 - Nov 2008 |
-12.49%
Nov 2003 - Nov 2008 |
-2.32%
Feb 2006 - Feb 2016 |
-1.47%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XCHYX (Calamos Convertible and High Income Fund) |
23.93%
Dec 2018 - Dec 2021 |
14.26%
Feb 2016 - Feb 2021 |
7.26%
Sep 2011 - Sep 2021 |
6.34%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart