Calamos Global Dynamic Income (CHW)

7.32 -0.01  -0.14% NASDAQ Jun 4, 10:31 Delayed 2m USD
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Key Stats

Net Asset Value 7.62
Discount or Premium to NAV -3.81%
Turnover Ratio 78.00%
1 Year Fund Level Flows -37.41M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 16.49% 16.85% 11.33% 19
3M -5.50% 3.09% -10.66% 10
6M -9.51% 1.11% -12.94% 10
YTD -11.99% -3.27% -16.51% 10
1Y 7.03% 8.71% -7.24% 19
3Y 5.61% 4.80% 0.37% 23
5Y 6.83% 4.92% 2.48% 23
10Y 10.42% 8.52% 7.51% 38
15Y -- -- 4.17% --
20Y -- -- -- --
As of June 3, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 6.54% 6.54% 0.00%
Stock 52.14% 56.07% 3.93%
Bond 18.25% 18.25% 0.00%
Convertible 18.08% 18.08% 0.00%
Preferred 4.98% 4.98% 0.00%
Other 0.00% 0.00% 0.00%
As of March 31, 2020

Region Exposure

Americas 59.78%
North America 57.86%
Latin America 1.92%
Greater Europe 19.44%
United Kingdom 5.12%
Europe Developed 13.83%
Europe Emerging 0.00%
Africa/Middle East 0.49%
Greater Asia 20.77%
Japan 6.54%
Australasia 1.97%
Asia Developed 5.00%
Asia Emerging 7.26%
Market Classification
% Developed Markets 91.27%
% Emerging Markets 8.73%
As of March 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.30%
Communication Services 16.02%
Consumer Cyclical 11.21%
Consumer Defensive 4.36%
Energy 7.17%
Financial Services 13.53%
Healthcare 9.16%
Industrials 9.78%
Real Estate 0.00%
Technology 19.05%
Utilities 4.42%
As of March 31, 2020

Stock Market Capitalization

Giant 60.93%
Large 30.92%
Medium 8.02%
Small 0.08%
Micro 0.05%
As of March 31, 2020

Stock Style Exposure

Large Cap Value 23.63%
Large Cap Blend 25.44%
Large Cap Growth 42.79%
Mid Cap Value 3.14%
Mid Cap Blend 2.33%
Mid Cap Growth 2.55%
Small Cap Value 0.12%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of March 31, 2020

CHW Bond Exposure

Government 0.00%
Corporate 86.23%
Securitized 0.10%
Municipal 0.00%
Cash 13.67%
Derivative 0.00%
As of March 31, 2020

CHW Bond Credit Quality Exposure

AAA 0.00%
AA 0.00%
A 0.18%
BBB 11.00%
BB 20.72%
B 20.75%
Below B 4.07%
Not Rated 43.27%
As of March 31, 2020

CHW Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.10%
91 to 182 Days 0.00%
183 to 364 Days 0.73%
1 to 3 Years 14.51%
3 to 5 Years 39.56%
5 to 7 Years 28.51%
7 to 10 Years 12.76%
10 to 15 Years 1.46%
15 to 20 Years 1.46%
20 to 30 Years 0.45%
Over 30 Years 0.46%
As of March 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
DIS The Walt Disney Co 2.45% 123.55 +1.12%
00700 Tencent Holdings Ltd 1.68% -- --
ALC Alcon Inc 1.66% -- --
6861 Keyence Corp 1.57% -- --
7974 Nintendo Co Ltd 1.53% -- --
TSM Taiwan Semiconductor Manufacturing Co Ltd ADR 1.51% 53.75 +1.30%
-- Tesla Inc 2.38% 1.49% -- --
MSFT Microsoft Corp 1.42% 184.70 -0.36%
BABA Alibaba Group Holding Ltd ADR 1.36% 219.13 +0.24%
BAC Bank of America Corp 1.34% 26.41 +1.62%
As of March 31, 2020
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Basic Info

Investment Strategy
Under normal circumstances, the Fund will invest primarily in a globally diversified portfolio of convertible instruments, common and preferred stocks, and income-producing securities such as investment grade and below investment grade (high yield/high risk) debt securities. The Fund may also incorporate other income-producing strategies. The Fund, under normal circumstances, will invest at least 40% of its managed assets in securities of foreign issuers, including debt and equity securities of corporate issuers and debt securities of government issuers, in developed and emerging markets. The Fund will maintain a balanced approach to geographic portfolio diversification. The Fund may invest up to 100% of its managed assets in securities of foreign issuers, including debt and equity securities of corporate issuers and debt securities of government issuers, in developed and emerging markets. The Fund will invest in the securities of issuers located in at least three markets, which may include the United States. A significant portion of the Funds assets will be invested in foreign securities.
General
Security Type Closed-End Fund
Equity Style Large Cap/Growth
Fixed Income Style Low Quality/Limited Sensitivity
Broad Asset Class Allocation
Broad Category Allocation
Category Name World Allocation
Prospectus Objective Multi-Asset Global
Fund Owner Firm Name Calamos Asset Management Inc
Reports
One Page Report Download

Manager Info

Name Tenure
John Calamos 11.64 yrs
John Hillenbrand 11.64 yrs
Jon Vacko 11.64 yrs
R. Matthew Freund 3.40 yrs

Net Fund Flows

1M 0.001
3M -9.351M
6M -19.01M
YTD 0.001
1Y -37.41M
3Y --
5Y --
10Y --
As of Jan. 31, 2012

Risk Info

Beta (5Y) 1.452
Max Drawdown (All) 66.92%
Historical Sharpe Ratio (10Y) 0.5437
Historical Sortino (All) 0.2312
30-Day Rolling Volatility 27.90%
Daily Value at Risk (VaR) 1% (All) 5.54%
Monthly Value at Risk (VaR) 1% (All) 28.31%

Fundamentals

General
Dividend Yield TTM (6-4-20) 1.34%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.73%
Number of Holdings 637
Stock
Weighted Average PE Ratio 17.30
Weighted Average Price to Sales Ratio 1.535
Weighted Average Price to Book Ratio 1.957
Weighted Median ROE 20.44%
Weighted Median ROA 8.60%
Forecasted PE Ratio 17.12
Forecasted PS Ratio 1.447
Forecasted Price to Book Value 1.813
Number of Stock Holdings 142
Bond
Current Yield 4.32%
Yield to Maturity --
Effective Duration 3.42
Average Coupon 3.86%
Average Credit Score 15.00 (B)
Average Price --
Number of Bond Holdings 357
As of March 31, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/27/2007
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 6/26/2007
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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