Performance analysis of CCD (Calamos Dynamic Convertible and Income Fund)
Annual Return
Over the past 3 years, CCD has had an average annual return of +14.06%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, CCD has had an average annual return of +6.03%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, CCD has had an average annual return of +14.41%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Mar 27, 2015, CCD has had an average annual return of +10.55%, underperforming the benchmark SPY, which returned +14.18% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +27.05% | -4.22% | +35.87% | +8.04% | -28.05% | +20.35% | +46.24% | +41.57% | -9.61% | +26.58% | +8.68% | -22.81% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.72% | +3.27% | -6.39% | +14.78% | +5.84% | +0.43% | +27.05% | ||||||
| 2025 | +0.27% | -5.37% | -6.11% | +1.96% | -5.55% | +1.15% | +3.79% | +0.03% | +3.38% | +4.91% | -1.83% | -0.16% | -4.22% |
| 2024 | +4.05% | +4.10% | +3.58% | +1.86% | +1.97% | +1.73% | +3.58% | +3.88% | +7.86% | -4.73% | -0.21% | +3.89% | +35.87% |
| 2023 | +9.76% | +0.66% | -4.26% | +3.55% | +6.41% | -4.94% | -1.13% | -3.79% | -7.28% | -7.46% | +11.79% | +6.86% | +8.04% |
| 2022 | -14.89% | -1.91% | -0.95% | -1.54% | -6.35% | -7.10% | +13.76% | -3.72% | -12.58% | +10.30% | +3.16% | -6.77% | -28.05% |
| 2021 | +1.10% | +12.78% | +0.76% | +2.26% | +1.59% | -4.44% | -0.54% | +2.07% | -2.09% | +7.67% | -5.90% | +4.77% | +20.35% |
| 2020 | +1.32% | -10.72% | -11.21% | +6.34% | +16.48% | +5.01% | +7.68% | +6.08% | -2.95% | -1.65% | +21.76% | +5.43% | +46.24% |
| 2019 | +19.17% | -0.63% | +6.46% | +2.63% | -9.64% | +9.49% | +3.77% | -3.87% | +2.88% | +3.28% | +0.56% | +3.76% | +41.57% |
| 2018 | +1.70% | -2.96% | +0.93% | +4.79% | +5.15% | +2.04% | +0.81% | +4.18% | -1.92% | -11.99% | +1.20% | -12.02% | -9.61% |
| 2017 | +6.33% | +2.46% | +2.37% | +2.65% | +2.66% | +1.39% | +4.26% | -0.49% | +1.81% | +0.17% | +0.92% | -0.52% | +26.58% |
Drawdown analysis of CCD (Calamos Dynamic Convertible and Income Fund)
The maximum drawdown for the CCD was -55.32%, occurring on Mar 18, 2020. Recovery took 75 trading sessions.
The current CCD drawdown is -1.08%.
Since Mar 27, 2015 CCD has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 3 times
- 20% or more: 5 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.32% | Feb 20, 2020 | 19 | Mar 18, 2020 | 75 | Jul 6, 2020 | 94 |
| -37.53% | Nov 9, 2021 | 495 | Oct 30, 2023 | 223 | Sep 19, 2024 | 718 |
| -36.96% | Apr 24, 2015 | 202 | Feb 11, 2016 | 356 | Jul 12, 2017 | 558 |
| -26.91% | Sep 12, 2018 | 71 | Dec 24, 2018 | 142 | Jul 19, 2019 | 213 |
| -22.28% | Oct 10, 2024 | 121 | Apr 7, 2025 | 195 | Jan 15, 2026 | 316 |
| -11.42% | Jan 24, 2018 | 8 | Feb 5, 2018 | 52 | Apr 20, 2018 | 60 |
| -11.34% | Mar 2, 2021 | 96 | Jul 19, 2021 | 65 | Oct 19, 2021 | 161 |
| -11.08% | Feb 20, 2026 | 26 | Mar 30, 2026 | 6 | Apr 8, 2026 | 32 |
| -9.88% | Oct 12, 2020 | 14 | Oct 30, 2020 | 5 | Nov 6, 2020 | 19 |
| -8.30% | Sep 1, 2020 | 4 | Sep 8, 2020 | 21 | Oct 7, 2020 | 25 |
| -7.38% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -5.92% | Feb 12, 2021 | 8 | Feb 25, 2021 | 3 | Mar 2, 2021 | 11 |
| -5.65% | Jul 24, 2019 | 8 | Aug 5, 2019 | 52 | Oct 17, 2019 | 60 |
| -5.56% | Jul 20, 2017 | 15 | Aug 10, 2017 | 27 | Sep 19, 2017 | 42 |
| -5.00% | Jan 22, 2021 | 5 | Jan 29, 2021 | 2 | Feb 2, 2021 | 7 |
| -4.10% | Jan 29, 2026 | 5 | Feb 5, 2026 | 6 | Feb 13, 2026 | 11 |
| -3.64% | Jul 23, 2018 | 6 | Jul 31, 2018 | 18 | Aug 24, 2018 | 24 |
| -3.52% | Dec 24, 2020 | 5 | Jan 4, 2021 | 7 | Jan 13, 2021 | 12 |
| -3.51% | Jun 19, 2018 | 4 | Jun 25, 2018 | 15 | Jul 17, 2018 | 19 |
| -3.39% | Dec 8, 2020 | 3 | Dec 11, 2020 | 8 | Dec 23, 2020 | 11 |
| -2.94% | Nov 24, 2017 | 23 | Dec 28, 2017 | 12 | Jan 17, 2018 | 35 |
| -2.74% | Aug 5, 2020 | 4 | Aug 11, 2020 | 4 | Aug 17, 2020 | 8 |
| -2.72% | Jul 10, 2020 | 2 | Jul 14, 2020 | 4 | Jul 20, 2020 | 6 |
| -2.57% | Jan 24, 2020 | 5 | Jan 31, 2020 | 4 | Feb 6, 2020 | 9 |
| -2.41% | Jul 22, 2020 | 2 | Jul 24, 2020 | 3 | Jul 29, 2020 | 5 |