Calamos Convertible & High Income (CHY)
11.64
-0.01 (-0.09%)
USD |
NASDAQ |
May 25, 16:00
11.64
0.00 (0.00%)
After-Hours: 20:00
CHY Max Drawdown (5Y): 50.34% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 50.34% |
March 31, 2022 | 50.34% |
February 28, 2022 | 50.34% |
January 31, 2022 | 50.34% |
December 31, 2021 | 50.34% |
November 30, 2021 | 50.34% |
October 31, 2021 | 50.34% |
September 30, 2021 | 50.34% |
August 31, 2021 | 50.34% |
July 31, 2021 | 50.34% |
June 30, 2021 | 50.34% |
May 31, 2021 | 50.34% |
April 30, 2021 | 50.34% |
March 31, 2021 | 50.34% |
February 28, 2021 | 50.34% |
January 31, 2021 | 50.34% |
December 31, 2020 | 50.34% |
November 30, 2020 | 50.34% |
October 31, 2020 | 50.34% |
September 30, 2020 | 50.34% |
August 31, 2020 | 50.34% |
July 31, 2020 | 50.34% |
June 30, 2020 | 50.34% |
May 31, 2020 | 50.34% |
April 30, 2020 | 50.34% |
Date | Value |
---|---|
March 31, 2020 | 50.34% |
February 29, 2020 | 35.02% |
January 31, 2020 | 35.02% |
December 31, 2019 | 35.02% |
November 30, 2019 | 35.02% |
October 31, 2019 | 35.02% |
September 30, 2019 | 35.02% |
August 31, 2019 | 35.02% |
July 31, 2019 | 35.02% |
June 30, 2019 | 35.02% |
May 31, 2019 | 35.02% |
April 30, 2019 | 35.02% |
March 31, 2019 | 35.02% |
February 28, 2019 | 35.02% |
January 31, 2019 | 35.02% |
December 31, 2018 | 35.02% |
November 30, 2018 | 35.02% |
October 31, 2018 | 35.02% |
September 30, 2018 | 35.02% |
August 31, 2018 | 35.02% |
July 31, 2018 | 35.02% |
June 30, 2018 | 35.02% |
May 31, 2018 | 35.02% |
April 30, 2018 | 35.02% |
March 31, 2018 | 35.02% |
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
35.02%
Minimum
May 2017
50.34%
Maximum
Mar 2020
41.66%
Average
35.02%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.546 |
Beta (5Y) | 1.148 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.25% |
Historical Sharpe Ratio (5Y) | 0.5391 |
Historical Sortino (5Y) | 0.5541 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |