Calamos Convertible & High Income (CHY)

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13.02 +0.15  +1.17% NASDAQ Jul 13, 20:00 Delayed 2m USD
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CHY Price Chart

CHY Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.22% 0.00% -0.00% 46
3M 12.43% 4.15% 3.48% 28
6M 13.05% 3.91% 2.07% 28
YTD 15.44% 6.95% 4.80% 28
1Y 22.35% 11.37% 8.61% 28
3Y 11.18% 6.02% 5.94% 60
5Y 11.33% 7.18% 6.37% 34
10Y 10.64% 8.58% 6.61% 1
As of July 13, 2018. Returns for periods of 1 year and above are annualized.

CHY Asset Allocation

Type % Net % Long % Short
Cash 1.28% 1.28% 0.00%
Stock 6.22% 6.23% 0.00%
Bond 37.75% 37.75% 0.00%
Convertible 48.05% 48.05% 0.00%
Preferred 6.46% 6.46% 0.00%
Other 0.23% 0.23% 0.00%
As of May 31, 2018

CHY Region Exposure

Americas 96.61%
North America 96.48%
Latin America 0.13%
Greater Europe 3.07%
United Kingdom 0.82%
Europe Developed 1.97%
Europe Emerging 0.00%
Africa/Middle East 0.28%
Greater Asia 0.32%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.32%
Market Classification
% Developed Markets 99.27%
% Emerging Markets 0.73%
As of May 31, 2018. 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 0.63%
Consumer Defensive 0.00%
Energy 16.07%
Financial Services 1.19%
Healthcare 52.33%
Industrials 0.00%
Real Estate 0.00%
Technology 0.00%
Utilities 29.78%
As of May 31, 2018

CHY Stock Market Capitalization

Giant 22.05%
Large 46.04%
Medium 26.41%
Small 4.22%
Micro 1.28%
As of May 31, 2018

CHY Stock Style Exposure

Large Cap Value 53.93%
Large Cap Blend 15.04%
Large Cap Growth 0.00%
Mid Cap Value 12.83%
Mid Cap Blend 13.92%
Mid Cap Growth 0.00%
Small Cap Value 4.27%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of May 31, 2018

CHY Bond Exposure

Government 0.94%
Corporate 97.68%
Securitized 0.00%
Municipal 0.00%
Cash 1.37%
Derivative 0.00%
As of May 31, 2018

CHY Bond Credit Quality Exposure

AAA 0.98%
AA 0.00%
A 2.04%
BBB 13.25%
BB 24.65%
B 19.75%
Below B 4.09%
As of March 31, 2018

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 1.69%
1 to 3 Years 14.44%
3 to 5 Years 31.14%
5 to 7 Years 24.06%
7 to 10 Years 17.30%
10 to 15 Years 1.49%
15 to 20 Years 1.98%
20 to 30 Years 6.35%
Over 30 Years 1.56%
As of May 31, 2018
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CHY Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Tesla Inc 1.25% 2.12% -- --
-- Microchip Technology Incorporated 1.62% 1.80% -- --
-- Intel Corporation 3.25% 1.48% -- --
-- Micron Technology Inc. 3% 1.44% -- --
NEEPRR NextEra Energy Inc Unit 1.32% -- --
-- Workday Inc 0.25% 1.29% -- --
AGN Allergan PLC 1.15% 177.15 +0.36%
-- Booking Holdings Inc 0.35% 1.11% -- --
-- Biomarin Pharmaceutical Inc. 1.5% 0.98% -- --
-- Novellus Sys Inc 2.62% 0.93% -- --
As of May 31, 2018
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CHY One Page Reports

CHY Basic Info

Style
Equity Style Large Cap/Value
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 9.74 yrs
R. Freund 0.98 yrs

CHY Net Fund Flows

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

CHY Risk Info

Beta (5Y) 0.9813
Max Drawdown (All) 60.42%
Historical Sharpe (10Y) 0.5494
Historical Sortino (All) 0.5659
30-Day Rolling Volatility 9.79%
Daily Value at Risk (VaR) 1% (All) 4.00%
Monthly Value at Risk (VaR) 1% (All) 19.38%

CHY Fundamentals

General
Dividend Yield TTM (7-13-18) 3.48%
SEC Yield --
Forecasted Dividend Yield 2.98%
Number of Holdings 441
Stock
Weighted Average PE Ratio --
Weighted Average Price to Sales Ratio 0.9176
Weighted Average Price to Book Ratio 1.414
Weighted Median ROE 6.20%
Weighted Median ROA 2.41%
Forecasted PE Ratio 11.60
Forecasted PS Ratio 0.7736
Forecasted Price to Book Value 1.286
Number of Stock Holdings 26
Bond
Current Yield 3.93%
Yield to Maturity 6.87%
Effective Duration 4.72
Average Coupon 3.64%
Average Credit Score 15.00 (B)
Average Price 106.84
Number of Bond Holdings 291
As of May 31, 2018

CHY Comparables

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CHY Attributes

Key Dates
Inception Date 5/30/2003
Termination Date
Last Annual Report Date 10/31/2017
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
Socially Responsible Fund No
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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