Calamos Convertible & High Income (CHY)

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11.81 -0.09  -0.76% NASDAQ Dec 14, 16:00 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 3.54% 0.00 0.83% 80
3M 4.49% 1.70% 2.07% 70
6M 5.99% 4.15% 4.10% 45
YTD 23.95% 13.60% 12.39% 23
1Y 24.77% 13.50% 12.32% 23
3Y 6.02% 5.64% 6.06% 75
5Y 9.60% 7.09% 7.71% 75
10Y 8.80% 7.02% 5.03% 1
As of Dec. 13, 2017. Returns for periods of 1 year and above are annualized.

CHY Asset Allocation

Type % Net % Long % Short
Cash 1.85% 1.89% 0.04%
Stock 3.30% 3.32% 0.02%
Bond 38.59% 38.59% 0.00
Convertible 47.12% 47.12% 0.00
Preferred 9.04% 9.04% 0.00
Other 0.10% 0.10% 0.00%
As of Oct. 31, 2017

CHY Region Exposure

Americas 97.82%
North America 97.68%
Latin America 0.14%
Greater Europe 2.18%
United Kingdom 0.67%
Europe Developed 1.16%
Europe Emerging 0.00
Africa/Middle East 0.35%
Greater Asia 0.00
Japan 0.00
Australasia 0.00
Asia Developed 0.00
Asia Emerging 0.00
Market Classification
% Developed Markets 99.52%
% Emerging Markets 0.48%
As of Oct. 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 1.13%
Consumer Defensive 0.00
Energy 23.40%
Financial Services 2.69%
Healthcare 72.78%
Industrials 0.00
Real Estate 0.00
Technology 0.00
Utilities 0.00
As of Oct. 31, 2017

CHY Stock Market Capitalization

Giant 52.25%
Large 13.07%
Medium 32.70%
Small 1.97%
Micro 0.00
As of Oct. 31, 2017

CHY Stock Style Exposure

Large Cap Value 13.07%
Large Cap Blend 52.25%
Large Cap Growth 0.00
Mid Cap Value 32.70%
Mid Cap Blend 0.00
Mid Cap Growth 0.00
Small Cap Value 1.97%
Small Cap Blend 0.00
Small Cap Growth 0.00
As of Oct. 31, 2017

CHY Bond Exposure

Government 0.00
Corporate 98.04%
Securitized 0.00
Municipal 0.00
Cash 1.96%
Derivative 0.00
As of Oct. 31, 2017

CHY Bond Credit Quality Exposure

AAA 0.00
AA 0.00
A 2.44%
BBB 14.05%
BB 25.78%
B 19.68%
Below B 3.75%
As of Sept. 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 1.38%
183 to 364 Days 2.21%
1 to 3 Years 15.07%
3 to 5 Years 28.74%
5 to 7 Years 21.01%
7 to 10 Years 17.01%
10 to 15 Years 2.03%
15 to 20 Years 2.07%
20 to 30 Years 9.93%
Over 30 Years 0.56%
As of Oct. 31, 2017
View More Holdings

CHY Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Tesla Cv 1.25% 2.19% -- --
-- Intel Cv 3.25% 2.15% -- --
-- Microchip Tech 144A Cv 1.625% 1.78% -- --
-- Micron Tech Cv 3% 1.49% -- --
ANTX Anthem Inc 1.40% -- --
-- Allergan Plc Preferred Stock 03/18 5.5 1.39% -- --
-- Novellus Sys Cv 2.625% 1.34% -- --
-- Salesforce Com Cv 0.25% 1.17% -- --
-- Priceline Grp Cv 0.35% 1.02% -- --
GILD Gilead Sciences Inc 0.97% 74.34 -2.93%
As of Oct. 31, 2017
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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) 1.074
Max Drawdown (All) 60.42%
Historical Sharpe (10Y) 0.4558
Historical Sortino (All) 0.532
30-Day Rolling Volatility 8.85%
Daily Value at Risk (VaR) 1% (All) 4.02%
Monthly Value at Risk (VaR) 1% (All) 19.68%

CHY Fundamentals

General
Dividend Yield TTM (12-14-17) 5.19%
SEC Yield --
Forecasted Dividend Yield 4.45%
Number of Holdings 381
Stock
Weighted Average PE Ratio 10.41
Weighted Average Price to Sales Ratio 2.372
Weighted Average Price to Book Ratio 2.527
Weighted Median ROE 42.41%
Weighted Median ROA 10.07%
Forecasted PE Ratio 11.39
Forecasted PS Ratio 2.137
Forecasted Price to Book Value 2.175
Number of Stock Holdings 12
Bond
Current Yield 8.25%
Yield to Maturity 6.42%
Effective Duration 4.39
Average Coupon 4.09%
Average Credit Score 15.00 (B)
Average Price --
Number of Bond Holdings 249
As of Oct. 31, 2017

CHY Comparables

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CHY Attributes

Key Dates
Inception Date 5/30/2003
Termination Date
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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