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Calamos Dynamic Convertible and Income Fund (CCD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS12811V1052
CUSIP12811V105
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap$387.31M
EPS$2.39
PE Ratio7.38
Year Range$16.13 - $22.83

Share Price Chart


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Calamos Dynamic Convertible and Income Fund

Popular comparisons: CCD vs. UTF, CCD vs. SPY, CCD vs. ECCC, CCD vs. CSWC, CCD vs. USA, CCD vs. ICVT, CCD vs. CWB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Calamos Dynamic Convertible and Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
107.37%
154.65%
CCD (Calamos Dynamic Convertible and Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Calamos Dynamic Convertible and Income Fund had a return of 13.08% year-to-date (YTD) and 20.87% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date13.08%10.04%
1 month5.34%3.53%
6 months25.08%22.79%
1 year20.87%32.16%
5 years (annualized)11.42%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.04%4.11%
2023-3.79%-7.28%-7.47%11.81%6.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CCD
Calamos Dynamic Convertible and Income Fund
1.12
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Calamos Dynamic Convertible and Income Fund Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.12
2.76
CCD (Calamos Dynamic Convertible and Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Calamos Dynamic Convertible and Income Fund granted a 10.65% dividend yield in the last twelve months. The annual payout for that period amounted to $2.34 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$2.34$2.34$2.34$2.34$2.00$1.70$2.00$2.00$2.00$1.34

Dividend yield

10.65%11.83%11.42%7.43%7.11%8.01%12.21%9.99%11.43%7.40%

Monthly Dividends

The table displays the monthly dividend distributions for Calamos Dynamic Convertible and Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.20
2023$0.00$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.39
2022$0.00$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.39
2021$0.00$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.20$0.39
2020$0.00$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.33
2019$0.00$0.17$0.17$0.17$0.17$0.17$0.09$0.09$0.09$0.09$0.17$0.33
2018$0.00$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.33
2017$0.00$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.33
2016$0.00$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.33
2015$0.17$0.17$0.17$0.17$0.17$0.17$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.60%
0
CCD (Calamos Dynamic Convertible and Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Calamos Dynamic Convertible and Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calamos Dynamic Convertible and Income Fund was 55.42%, occurring on Mar 18, 2020. Recovery took 75 trading sessions.

The current Calamos Dynamic Convertible and Income Fund drawdown is 15.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.42%Feb 21, 202019Mar 18, 202075Jul 6, 202094
-37.57%Nov 10, 2021495Oct 30, 2023
-36.97%Apr 27, 2015202Feb 11, 2016356Jul 12, 2017558
-26.93%Sep 13, 201871Dec 24, 2018142Jul 19, 2019213
-11.42%Jan 25, 20188Feb 5, 201852Apr 20, 201860

Volatility

Volatility Chart

The current Calamos Dynamic Convertible and Income Fund volatility is 5.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
5.06%
2.82%
CCD (Calamos Dynamic Convertible and Income Fund)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Calamos Dynamic Convertible and Income Fund over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items