Performance analysis of CHI (Calamos Convertible Opportunities and Income Fund)
Annual Return
Over the past 3 years, CHI has had an average annual return of +19.19%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, CHI has had an average annual return of +7%, underperforming the benchmark SPY, which returned +14.05% annual.
Over the past 10 years, CHI has had an average annual return of +13.28%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Jun 27, 2002, CHI has had an average annual return of +9.87%, underperforming the benchmark SPY, which returned +10.86% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +26.64% | -2.13% | +27.21% | +9.55% | -23.31% | +20.31% | +34.13% | +35.66% | -12.65% | +22.71% | +14.42% | -14.75% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +5.25% | +21.48% | +16.33% | -6.30% | +17.08% | +66.19% | -34.75% | -20.66% | +13.37% | +6.39% | +13.25% | +46.91% |
| 2002 | |||||||||||
| +11.61% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.16% | +2.70% | -5.32% | +14.33% | +5.64% | +0.63% | +26.64% | ||||||
| 2025 | -4.77% | -8.65% | -6.00% | +5.88% | +1.32% | +5.23% | -1.29% | +2.30% | +4.38% | +6.46% | -3.54% | -2.04% | -2.13% |
| 2024 | +3.38% | +4.54% | +3.11% | -2.74% | +4.68% | +3.30% | -1.43% | +1.64% | +2.33% | -1.01% | +6.71% | +0.23% | +27.21% |
| 2023 | +12.56% | +1.56% | -10.98% | +0.88% | -4.56% | +13.57% | +2.30% | -4.83% | -0.82% | -4.38% | +1.14% | +5.42% | +9.55% |
| 2022 | -9.20% | -4.09% | +1.86% | -4.21% | -4.82% | -8.79% | +22.28% | -10.73% | -15.47% | +12.64% | +5.32% | -5.03% | -23.31% |
| 2021 | -0.08% | +6.89% | -0.38% | +5.33% | +0.85% | +2.39% | +1.21% | +2.20% | -2.83% | +6.13% | -4.25% | +1.79% | +20.31% |
| 2020 | +1.18% | -10.79% | -14.87% | +9.27% | +12.69% | +6.28% | +4.90% | +7.61% | -6.43% | -0.32% | +19.08% | +6.38% | +34.13% |
| 2019 | +16.37% | -0.19% | +0.20% | +5.93% | -6.04% | +6.45% | +3.43% | -3.99% | +2.03% | +3.28% | +2.83% | +2.24% | +35.66% |
| 2018 | +0.81% | -1.42% | +1.57% | +2.94% | +3.42% | +2.28% | +3.88% | +4.51% | -3.74% | -17.21% | +3.12% | -10.92% | -12.65% |
| 2017 | +7.24% | +2.36% | +1.07% | +3.99% | -0.22% | +1.20% | +4.25% | -0.90% | +1.63% | +1.34% | -1.60% | +0.61% | +22.71% |
Drawdown analysis of CHI (Calamos Convertible Opportunities and Income Fund)
The maximum drawdown for the CHI was -64.59%, occurring on Nov 21, 2008. Recovery took 588 trading sessions.
Since Jun 27, 2002 CHI has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 5 times
- 20% or more: 7 times
- 10% or more: 12 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.59% | Jun 11, 2007 | 368 | Nov 21, 2008 | 588 | Mar 25, 2011 | 956 |
| -49.56% | Feb 19, 2020 | 20 | Mar 18, 2020 | 95 | Aug 3, 2020 | 115 |
| -35.99% | Nov 15, 2021 | 220 | Sep 30, 2022 | 538 | Nov 20, 2024 | 758 |
| -33.85% | Sep 14, 2018 | 68 | Dec 21, 2018 | 282 | Feb 6, 2020 | 350 |
| -32.90% | May 18, 2015 | 186 | Feb 11, 2016 | 250 | Feb 8, 2017 | 436 |
| -27.52% | Dec 30, 2024 | 66 | Apr 7, 2025 | 140 | Oct 27, 2025 | 206 |
| -21.84% | Jan 20, 2004 | 77 | May 10, 2004 | 85 | Sep 10, 2004 | 162 |
| -18.00% | Jun 3, 2011 | 85 | Oct 4, 2011 | 88 | Feb 9, 2012 | 173 |
| -14.88% | Feb 9, 2005 | 46 | Apr 18, 2005 | 71 | Jul 28, 2005 | 117 |
| -12.90% | Sep 13, 2002 | 19 | Oct 10, 2002 | 24 | Nov 13, 2002 | 43 |
| -10.71% | Feb 13, 2026 | 30 | Mar 30, 2026 | 6 | Apr 8, 2026 | 36 |
| -10.47% | May 21, 2013 | 24 | Jun 25, 2013 | 80 | Oct 17, 2013 | 104 |
| -9.73% | Sep 2, 2014 | 31 | Oct 15, 2014 | 90 | Feb 25, 2015 | 121 |
| -9.31% | Sep 1, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -9.20% | Oct 8, 2012 | 26 | Nov 15, 2012 | 37 | Jan 10, 2013 | 63 |
| -8.90% | Mar 2, 2012 | 54 | May 18, 2012 | 47 | Jul 26, 2012 | 101 |
| -8.65% | Nov 5, 2025 | 11 | Nov 20, 2025 | 40 | Jan 21, 2026 | 51 |
| -8.55% | Mar 30, 2006 | 52 | Jun 14, 2006 | 39 | Aug 9, 2006 | 91 |
| -8.52% | Feb 12, 2021 | 15 | Mar 8, 2021 | 21 | Apr 7, 2021 | 36 |
| -8.48% | Oct 16, 2017 | 76 | Feb 5, 2018 | 23 | Mar 9, 2018 | 99 |
| -7.94% | Apr 27, 2021 | 12 | May 13, 2021 | 21 | Jun 14, 2021 | 33 |
| -7.94% | Oct 12, 2020 | 14 | Oct 30, 2020 | 8 | Nov 11, 2020 | 22 |
| -7.86% | Jun 26, 2014 | 27 | Aug 5, 2014 | 13 | Aug 22, 2014 | 40 |
| -7.52% | Sep 7, 2005 | 26 | Oct 13, 2005 | 21 | Nov 11, 2005 | 47 |
| -7.06% | Mar 6, 2014 | 28 | Apr 15, 2014 | 50 | Jun 26, 2014 | 78 |