Calamos Global Funds PLC - Calamos Global Convertible Fund Class A USD Inc

Morningstar Rating™(Relative to Category)30/06/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAverage5 star
5-YearHighAverage5 star
10-YearHighBelow Average5 star
OverallHighAverage5 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • Calamos Global Funds PLC - Calamos Global Convertible Fund Class A USD Inc
  • Refinitiv Global CB TR USD
%
Volatility Measurements30/06/2020
 
3-Yr Std Dev9.51 %
3-Yr Mean Return10.69 %
 
3-Yr Sharpe Ratio1.01
 
Modern Portfolio Statistics30/06/202030/06/2020
 Standard IndexBest Fit Index
 Refinitiv Global CB TR USD  ICE BofA US Convt Bonds TR USD
3-Yr Beta0.820.64
3-Yr Alpha1.82-1.04
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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