CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND (CHI)

12.03 -0.17 (-1.39%) USD  |  NASDAQ  |  Dec 27, 16:00
12.05 +0.02 (+0.17%) After-Hours: 20:00
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CHI Max Drawdown (5Y): 49.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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 & High Income Fund 50.34%
Calamos Dynamic Convertible and Income Fund 55.32%
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) -5.872
Beta (5Y) 1.166
Alpha (vs YCharts Benchmark) (5Y) 15.42
Beta (vs YCharts Benchmark) (5Y) 1.493
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.03%
Historical Sharpe Ratio (5Y) 0.3588
Historical Sortino (5Y) 0.4253
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.08%