Calamos Dynamic Convertible and Income Fund (CCD)

24.66 -0.26 (-1.04%) USD  |  NASDAQ  |  Dec 27, 16:00
24.70 +0.04 (+0.16%) After-Hours: 20:00
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CCD Max Drawdown (5Y): 55.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND 49.56%
Calamos Convertible & High Income Fund 50.34%
Advent Convertible & Income Fund 49.75%
GABELLI CONVERTIBLE & INCOME SECURITIES FUND INC 45.90%
Virtus Convertible & Income Fund 56.13%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.654
Beta (5Y) 1.013
Alpha (vs YCharts Benchmark) (5Y) 16.69
Beta (vs YCharts Benchmark) (5Y) 1.518
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.61%
Historical Sharpe Ratio (5Y) 0.3803
Historical Sortino (5Y) 0.4858
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.32%