Performance analysis of CHY (Calamos Convertible and High Income Fund)
Annual Return
Over the past 3 years, CHY has had an average annual return of +20.43%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, CHY has had an average annual return of +6.53%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, CHY has had an average annual return of +12.99%, underperforming the benchmark SPY, which returned +15.45% annual.
Since May 29, 2003, CHY has had an average annual return of +9.15%, underperforming the benchmark SPY, which returned +11.42% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +21% | +3.98% | +17.24% | +20.89% | -28.05% | +22.16% | +37.03% | +32.62% | -12.57% | +24.47% | +12.62% | -16.33% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +16.15% | +15.37% | +14.10% | -0.86% | +19.09% | +50.92% | -27.16% | -15.71% | +20.55% | +0.67% | +12.02% | +13.20% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.71% | +3.07% | -8.38% | +14.17% | +7.88% | +0.30% | +21% | ||||||
| 2025 | -5.93% | -5.30% | -4.86% | +1.24% | +3.44% | +6.97% | +0.65% | +0.92% | +3.29% | +5.36% | -0.83% | -0.10% | +3.98% |
| 2024 | +1.39% | +3.36% | -0.10% | -4.33% | +0.19% | +1.26% | +2.96% | +2.75% | +3.73% | -0.35% | +4.67% | +0.80% | +17.24% |
| 2023 | +16.30% | -0.01% | -9.47% | -1.02% | -5.47% | +13.01% | +3.86% | +0.09% | -1.86% | -1.74% | +5.15% | +3.02% | +20.89% |
| 2022 | -11.81% | -1.15% | +1.41% | -6.12% | -4.64% | -9.34% | +19.74% | -6.92% | -16.99% | +10.06% | +7.37% | -8.28% | -28.05% |
| 2021 | +0.49% | +6.67% | -1.31% | +5.83% | +1.76% | +3.61% | -1.92% | +2.26% | -2.75% | +6.90% | -3.86% | +3.23% | +22.16% |
| 2020 | +2.11% | -9.94% | -14.18% | +12.29% | +9.78% | +6.72% | +4.20% | +8.25% | -6.70% | -0.87% | +19.94% | +5.49% | +37.03% |
| 2019 | +17.34% | -0.87% | +0.79% | +2.82% | -4.14% | +5.57% | +4.22% | -2.06% | -0.06% | +1.69% | +2.58% | +2.17% | +32.62% |
| 2018 | +1.94% | -2.29% | +0.83% | +4.46% | +2.58% | +4.14% | +1.81% | +3.75% | +0.88% | -17.51% | -0.53% | -10.79% | -12.57% |
| 2017 | +6.35% | +1.52% | +1.80% | +3.20% | +1.90% | +1.44% | +2.63% | -0.41% | +0.85% | +1.43% | -0.32% | +1.87% | +24.47% |
Drawdown analysis of CHY (Calamos Convertible and High Income Fund)
The maximum drawdown for the CHY was -60.42%, occurring on Nov 20, 2008. Recovery took 344 trading sessions.
The current CHY drawdown is -1.05%.
Since May 29, 2003 CHY has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 2 times
- 30% or more: 5 times
- 20% or more: 7 times
- 10% or more: 13 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.42% | May 30, 2007 | 375 | Nov 20, 2008 | 344 | Apr 7, 2010 | 719 |
| -50.34% | Feb 19, 2020 | 20 | Mar 18, 2020 | 95 | Aug 3, 2020 | 115 |
| -35.94% | Nov 9, 2021 | 224 | Sep 30, 2022 | 552 | Dec 11, 2024 | 776 |
| -35.02% | Mar 4, 2015 | 238 | Feb 11, 2016 | 323 | May 24, 2017 | 561 |
| -34.52% | Sep 14, 2018 | 68 | Dec 21, 2018 | 286 | Feb 12, 2020 | 354 |
| -24.33% | Dec 11, 2024 | 78 | Apr 7, 2025 | 127 | Oct 8, 2025 | 205 |
| -20.02% | May 2, 2011 | 108 | Oct 4, 2011 | 97 | Feb 23, 2012 | 205 |
| -16.29% | Jan 22, 2004 | 75 | May 10, 2004 | 77 | Aug 30, 2004 | 152 |
| -13.04% | Dec 31, 2004 | 56 | Mar 23, 2005 | 71 | Jul 5, 2005 | 127 |
| -11.57% | May 3, 2010 | 17 | May 26, 2010 | 51 | Aug 9, 2010 | 68 |
| -11.42% | Feb 25, 2026 | 23 | Mar 30, 2026 | 7 | Apr 9, 2026 | 30 |
| -11.29% | May 21, 2013 | 24 | Jun 25, 2013 | 109 | Nov 27, 2013 | 133 |
| -10.14% | Jul 7, 2014 | 71 | Oct 15, 2014 | 20 | Nov 12, 2014 | 91 |
| -9.64% | Nov 9, 2010 | 26 | Dec 16, 2010 | 38 | Feb 10, 2011 | 64 |
| -9.49% | Feb 12, 2021 | 15 | Mar 8, 2021 | 22 | Apr 8, 2021 | 37 |
| -9.33% | Sep 1, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -8.90% | Jan 24, 2018 | 8 | Feb 5, 2018 | 48 | Apr 16, 2018 | 56 |
| -8.03% | Oct 12, 2020 | 14 | Oct 30, 2020 | 8 | Nov 11, 2020 | 22 |
| -8.02% | Feb 24, 2012 | 59 | May 18, 2012 | 34 | Jul 9, 2012 | 93 |
| -7.51% | Sep 9, 2005 | 24 | Oct 13, 2005 | 56 | Jan 4, 2006 | 80 |
| -7.51% | Jul 12, 2021 | 5 | Jul 19, 2021 | 26 | Aug 24, 2021 | 31 |
| -7.49% | Nov 12, 2014 | 22 | Dec 15, 2014 | 35 | Feb 5, 2015 | 57 |
| -7.37% | Aug 16, 2012 | 62 | Nov 15, 2012 | 32 | Jan 3, 2013 | 94 |
| -6.78% | Apr 26, 2021 | 13 | May 13, 2021 | 12 | Jun 1, 2021 | 25 |
| -6.71% | May 13, 2026 | 4 | May 19, 2026 | 4 | May 26, 2026 | 8 |