CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND (CHI)
9.94
+0.04
(+0.40%)
USD |
NASDAQ |
May 26, 16:00
9.94
0.00 (0.00%)
After-Hours: 20:00
CHI Max Drawdown (5Y): 49.56% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2023 | 49.56% |
March 31, 2023 | 49.56% |
February 28, 2023 | 49.56% |
January 31, 2023 | 49.56% |
December 31, 2022 | 49.56% |
November 30, 2022 | 49.56% |
October 31, 2022 | 49.56% |
September 30, 2022 | 49.56% |
August 31, 2022 | 49.56% |
July 31, 2022 | 49.56% |
June 30, 2022 | 49.56% |
May 31, 2022 | 49.56% |
April 30, 2022 | 49.56% |
March 31, 2022 | 49.56% |
February 28, 2022 | 49.56% |
January 31, 2022 | 49.56% |
December 31, 2021 | 49.56% |
November 30, 2021 | 49.56% |
October 31, 2021 | 49.56% |
September 30, 2021 | 49.56% |
August 31, 2021 | 49.56% |
July 31, 2021 | 49.56% |
June 30, 2021 | 49.56% |
May 31, 2021 | 49.56% |
April 30, 2021 | 49.56% |
Date | Value |
---|---|
March 31, 2021 | 49.56% |
February 28, 2021 | 49.56% |
January 31, 2021 | 49.56% |
December 31, 2020 | 49.56% |
November 30, 2020 | 49.56% |
October 31, 2020 | 49.56% |
September 30, 2020 | 49.56% |
August 31, 2020 | 49.56% |
July 31, 2020 | 49.56% |
June 30, 2020 | 49.56% |
May 31, 2020 | 49.56% |
April 30, 2020 | 49.56% |
March 31, 2020 | 49.56% |
February 29, 2020 | 33.85% |
January 31, 2020 | 33.85% |
December 31, 2019 | 33.85% |
November 30, 2019 | 33.85% |
October 31, 2019 | 33.85% |
September 30, 2019 | 33.85% |
August 31, 2019 | 33.85% |
July 31, 2019 | 33.85% |
June 30, 2019 | 33.85% |
May 31, 2019 | 33.85% |
April 30, 2019 | 33.85% |
March 31, 2019 | 33.85% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
32.90%
Minimum
May 2018
49.56%
Maximum
Mar 2020
43.69%
Average
49.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.704 |
Beta (5Y) | 1.266 |
Alpha (vs YCharts Benchmark) (5Y) | -6.355 |
Beta (vs YCharts Benchmark) (5Y) | 1.273 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.92% |
Historical Sharpe Ratio (5Y) | 0.3123 |
Historical Sortino (5Y) | 0.3858 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.92% |