Calamos Convertible & High Income Fund (CHY)
11.43
+0.11
(+0.97%)
USD |
NASDAQ |
Apr 23, 16:00
11.43
0.00 (0.00%)
After-Hours: 20:00
CHY Max Drawdown (5Y): 50.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.34% |
February 29, 2024 | 50.34% |
January 31, 2024 | 50.34% |
December 31, 2023 | 50.34% |
November 30, 2023 | 50.34% |
October 31, 2023 | 50.34% |
September 30, 2023 | 50.34% |
August 31, 2023 | 50.34% |
July 31, 2023 | 50.34% |
June 30, 2023 | 50.34% |
May 31, 2023 | 50.34% |
April 30, 2023 | 50.34% |
March 31, 2023 | 50.34% |
February 28, 2023 | 50.34% |
January 31, 2023 | 50.34% |
December 31, 2022 | 50.34% |
November 30, 2022 | 50.34% |
October 31, 2022 | 50.34% |
September 30, 2022 | 50.34% |
August 31, 2022 | 50.34% |
July 31, 2022 | 50.34% |
June 30, 2022 | 50.34% |
May 31, 2022 | 50.34% |
April 30, 2022 | 50.34% |
March 31, 2022 | 50.34% |
Date | Value |
---|---|
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% |
March 31, 2020 | 50.34% |
February 29, 2020 | 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
Apr 2019
50.34%
Maximum
Mar 2020
47.53%
Average
50.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.885 |
Beta (5Y) | 1.184 |
Alpha (vs YCharts Benchmark) (5Y) | -5.885 |
Beta (vs YCharts Benchmark) (5Y) | 1.184 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.30% |
Historical Sharpe Ratio (5Y) | 0.3505 |
Historical Sortino (5Y) | 0.4208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |