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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calamos Convertible and High Income Closed Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Calamos Convertible and High Income Closed Fund (CHY) has returned -2.05% so far this year and 20.16% over the past 12 months. Over the last ten years, CHY has returned 10.86% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Calamos Convertible and High Income Closed Fund
- 1D
- 2.83%
- 1M
- -8.38%
- YTD
- -2.05%
- 6M
- 2.23%
- 1Y
- 20.16%
- 3Y*
- 11.08%
- 5Y*
- 3.48%
- 10Y*
- 10.86%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 29, 2003, CHY's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2008 with a return of +25.9%, while the worst month was Sep 2008 at -23.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CHY closed higher 53% of trading days. The best single day was Mar 19, 2020 with a return of +15.3%, while the worst single day was Mar 18, 2020 at -25.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.71% | 3.08% | -8.38% | -2.05% | |||||||||
| 2025 | -5.93% | -5.30% | -4.87% | 1.24% | 3.46% | 6.97% | 0.64% | 0.92% | 3.29% | 5.37% | -0.84% | -0.11% | 3.97% |
| 2024 | 1.39% | 3.36% | -0.10% | -4.33% | 0.19% | 1.25% | 2.97% | 2.74% | 3.73% | -0.36% | 4.67% | 0.82% | 17.24% |
| 2023 | 16.30% | -0.02% | -9.52% | -1.02% | -5.47% | 13.01% | 3.86% | 0.09% | -1.86% | -1.75% | 5.16% | 3.00% | 20.78% |
| 2022 | -11.80% | -1.17% | 1.39% | -6.11% | -4.67% | -9.35% | 19.72% | -6.92% | -16.98% | 10.07% | 7.42% | -8.27% | -28.05% |
| 2021 | 0.49% | 6.67% | -1.31% | 5.83% | 1.75% | 3.62% | -1.91% | 2.26% | -2.75% | 6.90% | -3.86% | 3.24% | 22.17% |
Benchmark Metrics
Calamos Convertible and High Income Closed Fund has an annualized alpha of 3.08%, beta of 0.73, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since May 30, 2003.
- R² of 0.36 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.08%
- Beta
- 0.73
- R²
- 0.36
- Upside Capture
- 97.97%
- Downside Capture
- 100.87%
Expense Ratio
CHY has a high expense ratio of 2.64%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CHY ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calamos Convertible and High Income Closed Fund (CHY) and compare them to a chosen benchmark (S&P 500 Index).
| CHY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.39 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 7.75 | 6.61 | +1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CHY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Calamos Convertible and High Income Closed Fund provided a 11.02% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 6 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.20 | $1.20 | $1.20 | $1.20 | $1.20 | $1.02 | $0.99 | $1.14 | $1.20 | $1.20 | $1.20 |
Dividend yield | 11.02% | 10.61% | 9.88% | 10.46% | 11.37% | 7.42% | 7.14% | 8.72% | 12.13% | 10.13% | 11.37% | 11.42% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Convertible and High Income Closed Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.10 | $0.10 | $0.20 | |||||||||
| 2025 | $0.00 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.20 | $1.20 |
| 2024 | $0.00 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.20 | $1.20 |
| 2023 | $0.00 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.20 | $1.20 |
| 2022 | $0.00 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.20 | $1.20 |
| 2021 | $0.00 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.20 | $1.20 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos Convertible and High Income Closed 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 Convertible and High Income Closed Fund was 60.53%, occurring on Nov 20, 2008. Recovery took 345 trading sessions.
The current Calamos Convertible and High Income Closed Fund drawdown is 8.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.53% | May 31, 2007 | 375 | Nov 20, 2008 | 345 | Apr 8, 2010 | 720 |
| -50.41% | Feb 20, 2020 | 20 | Mar 18, 2020 | 95 | Aug 3, 2020 | 115 |
| -35.99% | Nov 10, 2021 | 224 | Sep 30, 2022 | 552 | Dec 11, 2024 | 776 |
| -35.06% | Mar 5, 2015 | 238 | Feb 11, 2016 | 323 | May 24, 2017 | 561 |
| -34.54% | Sep 17, 2018 | 68 | Dec 21, 2018 | 286 | Feb 12, 2020 | 354 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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