Calamos Convertible & High Income (CHY)

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11.93 +0.00  +0.00% NASDAQ Oct 19, 20:00 Delayed 2m USD
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CHY Price Chart

CHY Key Stats

CHY Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.43% 1.35% 1.22% 60
3M 2.04% 2.73% 2.10% 10
6M 10.86% 8.03% 6.97% 12
1Y 22.61% 15.31% 14.95% 23
3Y 5.90% 5.67% 6.03% 63
5Y 8.84% 7.30% 7.62% 75
10Y 7.58% 6.89% 4.52% 1
As of Oct. 19, 2017. Returns for periods of 1 year and above are annualized.

CHY Asset Allocation

Type % Net % Long % Short
Cash 1.23% 1.23% 0.00
Stock 5.48% 5.49% 0.00%
Bond 40.50% 40.50% 0.00
Convertible 43.80% 43.80% 0.00
Preferred 8.84% 8.84% 0.00
Other 0.14% 0.14% 0.00
As of Aug. 31, 2017

CHY Region Exposure

Americas 95.82%
North America 94.88%
Latin America 0.93%
Greater Europe 4.18%
United Kingdom 0.47%
Europe Developed 3.34%
Europe Emerging 0.00
Africa/Middle East 0.37%
Greater Asia 0.00
Japan 0.00
Australasia 0.00
Asia Developed 0.00
Asia Emerging 0.00
Market Classification
% Developed Markets 99.63%
% Emerging Markets 0.37%
As of Aug. 31, 2017. Region breakdown data is calculated by using the long position holdings of the portfolio.

CHY Stock Sector Exposure

Basic Materials 0.00
Communication Services 0.00
Consumer Cyclical 0.36%
Consumer Defensive 0.00
Energy 3.51%
Financial Services 1.59%
Healthcare 47.62%
Industrials 0.00
Real Estate 0.00
Technology 0.00
Utilities 46.93%
As of Aug. 31, 2017

CHY Stock Market Capitalization

Giant --
Large --
Medium --
Small --
Micro --
As of Aug. 31, 2017

CHY Stock Style Exposure

Large Cap Value --
Large Cap Blend --
Large Cap Growth --
Mid Cap Value --
Mid Cap Blend --
Mid Cap Growth --
Small Cap Value --
Small Cap Blend --
Small Cap Growth --
As of Aug. 31, 2017

CHY Bond Exposure

Government 0.00
Corporate 98.34%
Securitized 0.23%
Municipal 0.00
Cash 1.42%
Derivative 0.00
As of Aug. 31, 2017

CHY Bond Credit Quality Exposure

AAA 0.00
AA 0.00
A 2.40%
BBB 13.00%
BB 26.50%
B 20.00%
Below B 3.80%
As of June 30, 2017

CHY Bond Maturity Exposure

1 to 7 Days 0.00
8 to 30 Days 0.00
31 to 90 Days 0.00
91 to 182 Days 0.00
183 to 364 Days 3.09%
1 to 3 Years 13.58%
3 to 5 Years 31.76%
5 to 7 Years 23.27%
7 to 10 Years 14.15%
10 to 15 Years 2.21%
15 to 20 Years 2.67%
20 to 30 Years 8.65%
Over 30 Years 0.61%
As of Aug. 31, 2017
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CHY Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Tesla Cv 1.25% 2.41% -- --
-- Allergan Plc Preferred Stock 03/18 5.5 1.87% -- --
-- Intel Cv 3.25% 1.80% -- --
-- Microchip Tech 144A Cv 1.625% 1.78% -- --
-- Priceline Grp Cv 0.9% 1.51% -- --
ANTX Anthem Inc 1.46% -- --
-- Salesforce Com Cv 0.25% 1.16% -- --
GILD Gilead Sciences Inc 1.15% 81.80 +0.26%
-- Novellus Sys Cv 2.625% 1.12% -- --
-- Liberty Media Corp Delaware Cv 1.375% 1.00% -- --
As of Aug. 31, 2017
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CHY One Page Reports

CHY Basic Info

Style
Equity Style Large Cap/Blend
Fixed Income Style Low Quality/Moderate Sensitivity
Broad Asset Class Allocation
Broad Category Convertibles
Category Name Convertibles
Prospectus Objective Convertible Bond
Fund Owner Firm Name Calamos Asset Management Inc
Benchmark Index
BBgBarc US Agg Bond TR USD
100.0%

CHY Manager Info

Name Tenure
John Calamos 9.58 yrs
R. Freund 0.82 yrs

CHY Net Fund Flows

1M --
3M --
6M --
YTD --
1Y --
3Y --
5Y --
10Y --
Date Unavailable

CHY Risk Info

Beta (5Y) 1.080
Max Drawdown (All) 66.90%
Historical Sharpe (10Y) 0.401
Historical Sortino (All) 0.5332
30-Day Rolling Volatility 7.14%
Daily Value at Risk (VaR) 1% (All) 4.05%
Monthly Value at Risk (VaR) 1% (All) 19.72%

CHY Fundamentals

General
Dividend Yield TTM (10-19-17) 6.95%
SEC Yield --
Forecasted Dividend Yield 3.61%
Number of Holdings 330
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio --
Weighted Average Price to Book Ratio --
Weighted Median ROE --
Weighted Median ROA --
Forecasted PE Ratio 10.93
Forecasted PS Ratio 2.351
Forecasted Price to Book Value 2.976
Number of Stock Holdings 13
Bond
Current Yield --
Yield to Maturity 5.39%
Effective Duration 4.27
Average Coupon 4.04%
Average Credit Score 15.00 (B)
Average Price 136.49
Number of Bond Holdings 214
As of Aug. 31, 2017

CHY Comparables

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CHY Attributes

Key Dates
Inception Date 5/30/2003
Last Annual Report Date 10/31/2016
Last Prospectus Date 2/21/2013
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index 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
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

CHY Excel Add-In Codes

  • Name: =YCI("CHY","name")
  • Broad Asset Class: =YCI("CHY", "broad_asset_class")
  • Broad Category: =YCI("CHY", "broad_category_group")
  • Prospectus Objective: =YCI("CHY", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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