Calamos Convertible Opps & Income (CHI)
10.85
+0.20 (+1.88%)
USD |
NASDAQ |
Jun 24, 16:00
10.83
-0.02 (-0.18%)
After-Hours: 20:00
CHI Max Drawdown (5Y): 49.56% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2019 | 33.85% |
| January 31, 2019 | 33.85% |
| December 31, 2018 | 33.85% |
| November 30, 2018 | 32.90% |
| October 31, 2018 | 32.90% |
| September 30, 2018 | 32.90% |
| August 31, 2018 | 32.90% |
| July 31, 2018 | 32.90% |
| June 30, 2018 | 32.90% |
| May 31, 2018 | 32.90% |
| April 30, 2018 | 32.90% |
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
Jun 2017
49.56%
Maximum
Mar 2020
40.63%
Average
33.85%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.630 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.65% |
| Historical Sharpe Ratio (5Y) | 0.4732 |
| Historical Sortino (5Y) | 0.497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.75% |