Calamos Convertible & High Income Fund (CHY)

12.17 -0.14 (-1.14%) USD  |  NASDAQ  |  Dec 27, 16:00
12.18 +0.01 (+0.08%) After-Hours: 20:00
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CHY Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND Upgrade
Calamos Dynamic Convertible and Income Fund Upgrade
Advent Convertible & Income Fund Upgrade
GABELLI CONVERTIBLE & INCOME SECURITIES FUND INC Upgrade
Virtus Convertible & Income Fund Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade