Calamos Global Dynamic Income Fund (CHW)
6.69
+0.24
(+3.72%)
USD |
NASDAQ |
May 03, 16:00
6.685
0.00 (0.00%)
After-Hours: 20:00
CHW Max Drawdown (5Y): 53.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.47% |
March 31, 2024 | 53.47% |
February 29, 2024 | 53.47% |
January 31, 2024 | 53.47% |
December 31, 2023 | 53.47% |
November 30, 2023 | 53.47% |
October 31, 2023 | 53.47% |
September 30, 2023 | 53.47% |
August 31, 2023 | 53.47% |
July 31, 2023 | 53.47% |
June 30, 2023 | 53.47% |
May 31, 2023 | 53.47% |
April 30, 2023 | 53.47% |
March 31, 2023 | 53.47% |
February 28, 2023 | 53.47% |
January 31, 2023 | 53.47% |
December 31, 2022 | 53.47% |
November 30, 2022 | 53.47% |
October 31, 2022 | 53.47% |
September 30, 2022 | 53.47% |
August 31, 2022 | 53.47% |
July 31, 2022 | 53.47% |
June 30, 2022 | 53.47% |
May 31, 2022 | 53.47% |
April 30, 2022 | 53.47% |
Date | Value |
---|---|
March 31, 2022 | 53.47% |
February 28, 2022 | 53.47% |
January 31, 2022 | 53.47% |
December 31, 2021 | 53.47% |
November 30, 2021 | 53.47% |
October 31, 2021 | 53.47% |
September 30, 2021 | 53.47% |
August 31, 2021 | 53.47% |
July 31, 2021 | 53.47% |
June 30, 2021 | 53.47% |
May 31, 2021 | 53.47% |
April 30, 2021 | 53.47% |
March 31, 2021 | 53.47% |
February 28, 2021 | 53.47% |
January 31, 2021 | 53.47% |
December 31, 2020 | 53.47% |
November 30, 2020 | 53.47% |
October 31, 2020 | 53.47% |
September 30, 2020 | 53.47% |
August 31, 2020 | 53.47% |
July 31, 2020 | 53.47% |
June 30, 2020 | 53.47% |
May 31, 2020 | 53.47% |
April 30, 2020 | 53.47% |
March 31, 2020 | 53.47% |
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
31.90%
Minimum
May 2019
53.47%
Maximum
Mar 2020
49.87%
Average
53.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.47 |
Beta (5Y) | 1.280 |
Alpha (vs YCharts Benchmark) (5Y) | -11.66 |
Beta (vs YCharts Benchmark) (5Y) | 1.282 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.31% |
Historical Sharpe Ratio (5Y) | 0.0952 |
Historical Sortino (5Y) | 0.1054 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.31% |