Performance analysis of Calamos Long/Short Equity & Dynamic Income Trust (CPZ)
Annual Return
Over the past 3 years, CPZ has had an average annual return of +5.50%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, CPZ has had an average annual return of +2.35%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Nov 26, 2019, CPZ has had an average annual return of +3.71%, underperforming the benchmark SPY, which returned +15.49% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -5.02% | +9.79% | +16% | +6.27% | -13.99% | +21.22% | -3.33% | -1.64% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.10% | +2.17% | -8.40% | +1.59% | -3.37% | +1.32% | +0.93% | -5.02% | |||||
| 2025 | +5.59% | -0.05% | +1.23% | -1.14% | +5.06% | +3.16% | +0.31% | +4.48% | -2.52% | -5.60% | +0.05% | -0.59% | +9.79% |
| 2024 | +3.81% | +0.52% | +4.25% | +0.27% | +1.09% | +0.21% | +3.89% | +0.07% | +1.67% | -0.31% | +2.20% | -2.51% | +16% |
| 2023 | +11% | -2.34% | -4.52% | -0.21% | -2.43% | +5.71% | +2.65% | -2.09% | -2.25% | -6.26% | +7.23% | +1.04% | +6.27% |
| 2022 | +3.28% | +4.03% | -1.32% | -8.38% | -0.39% | -9.12% | +8.20% | -1.22% | -13.15% | +6.36% | +3.90% | -4.65% | -13.99% |
| 2021 | -0.18% | +5.98% | +10.95% | +3.44% | -0.04% | +1.49% | -2.66% | +1.09% | +1.59% | +2.31% | -6.58% | +3% | +21.22% |
| 2020 | -0.36% | -6.12% | -20.22% | +6.25% | +3.55% | -0.45% | -0.50% | +2.77% | -6.21% | -2.09% | +22.42% | +2.86% | -3.33% |
| 2019 | +0.10% | -1.74% | -1.64% |
Drawdown analysis of Calamos Long/Short Equity & Dynamic Income Trust (CPZ)
The maximum drawdown for the CPZ was -51.40%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.
The current CPZ drawdown is -13.90%.
Since Nov 26, 2019 CPZ has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.40% | Dec 20, 2019 | 59 | Mar 18, 2020 | 204 | Jan 7, 2021 | 263 |
| -25.44% | Feb 24, 2022 | 150 | Sep 29, 2022 | 509 | Oct 9, 2024 | 659 |
| -17.94% | Sep 22, 2025 | 177 | Jun 5, 2026 | Ongoing | Ongoing | Ongoing |
| -11.12% | Oct 20, 2021 | 42 | Dec 20, 2021 | 15 | Jan 11, 2022 | 57 |
| -7.51% | Jun 11, 2021 | 25 | Jul 19, 2021 | 60 | Oct 12, 2021 | 85 |
| -7.15% | Mar 20, 2025 | 12 | Apr 7, 2025 | 19 | May 5, 2025 | 31 |
| -6.92% | Jan 7, 2021 | 13 | Jan 27, 2021 | 14 | Feb 17, 2021 | 27 |
| -5.86% | Jan 13, 2022 | 6 | Jan 24, 2022 | 11 | Feb 8, 2022 | 17 |
| -4.59% | Dec 3, 2024 | 11 | Dec 18, 2024 | 14 | Jan 10, 2025 | 25 |
| -4.04% | Feb 24, 2021 | 2 | Feb 26, 2021 | 5 | Mar 5, 2021 | 7 |
| -3.26% | Feb 9, 2022 | 9 | Feb 23, 2022 | 1 | Feb 24, 2022 | 10 |
| -2.48% | Feb 3, 2025 | 10 | Feb 18, 2025 | 9 | Mar 3, 2025 | 19 |
| -2.38% | Nov 11, 2024 | 4 | Nov 15, 2024 | 9 | Nov 29, 2024 | 13 |
| -2.36% | Apr 28, 2021 | 10 | May 12, 2021 | 3 | May 17, 2021 | 13 |
| -2.36% | Jul 18, 2025 | 9 | Jul 31, 2025 | 5 | Aug 7, 2025 | 14 |
| -2.12% | Jan 10, 2025 | 4 | Jan 16, 2025 | 6 | Jan 27, 2025 | 10 |
| -2.08% | Apr 9, 2021 | 7 | Apr 20, 2021 | 3 | Apr 23, 2021 | 10 |
| -2.00% | Nov 29, 2019 | 5 | Dec 6, 2019 | 6 | Dec 16, 2019 | 11 |
| -1.79% | Mar 3, 2025 | 4 | Mar 7, 2025 | 5 | Mar 14, 2025 | 9 |
| -1.69% | Oct 9, 2024 | 3 | Oct 14, 2024 | 20 | Nov 11, 2024 | 23 |
| -1.46% | Jun 3, 2021 | 1 | Jun 4, 2021 | 1 | Jun 7, 2021 | 2 |
| -1.37% | Sep 10, 2025 | 3 | Sep 15, 2025 | 5 | Sep 22, 2025 | 8 |
| -1.32% | Aug 18, 2025 | 3 | Aug 21, 2025 | 5 | Aug 28, 2025 | 8 |
| -1.21% | Jun 7, 2021 | 1 | Jun 8, 2021 | 3 | Jun 11, 2021 | 4 |
| -1.18% | May 24, 2021 | 4 | May 28, 2021 | 2 | Jun 2, 2021 | 6 |