Fact sheet: Calamos Gbl Hi Inc

Fund information
Fund name
Calamos Global High Income A USD
Fund manager company
Calamos Advisors
Fund type
No data available.
Fund manager
  • John P. Calamos, MANAGERsince 01/07/2012
Fund objective
The investment objective of the Calamos Global High Yield Fund (the “Fund”) is to seek a high level of current income with the potential for capital appreciation.
Benchmark
  • Credit Suisse High Yield Index BofA ML High Yield BB-B Index
Investment style
High Yield
Investment method
Fixed Interest
Quick stats
1 Year return
7.8%
1 Year rank in sector
40/73
Sector
FO Fixed Int - Global High Yield
Yield
-
Fund size
£13m (£12m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
81
Top in this sector
Fund name1 Year
Pioneer SICV-Gbl Hi Yld30.2%
Natixis LoomsSyles HInc23.4%
T. Rowe Price GblHghIncBd13.6%
Franklin High Yield12.6%
Nomura Gbl Hgh Yld Bd12.5%
...more in FO Fixed Int - Global High Yield

Performance snapshot

Holdings snapshot

  • North America77.6%
    Europe16.1%
    Others5.8%
    Asia Pacific0.5%
  • Consumer Discretionary27.3%
    Industrials12.2%
    Materials11.5%
    Information Technology10.2%
    Telecommunications Utilities9.8%
  • North American Fixed Interest77.6%
    European Fixed Interest16.1%
    Global Fixed Interest5.8%
    Asia Pacific Fixed Interest0.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%0%4.4%7.8%10.3%-
Sector0.2%0.5%4.9%8.4%9.4%32.9%
Rank within sector46 / 8246 / 7932 / 7540 / 7324 / 58-
Quartile3rd3rd2nd3rd2nd
Calendar performance
 YTD - 20162015201420132012
Fund9.8%-1.9%1.7%5.8%-
Sector10.1%-2.5%1.4%5.2%15.5%
Rank within sector38 / 7326 / 6525 / 5831 / 49-
Quartile3rd2nd2nd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.05
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
1.09
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
5.21
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
1.05
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.27
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.97
Price movement
52 week high9.9
52 week low8.83
Current bid price-
Current offer price-
Current mid price9.77
Region
1North America77.6%
2Europe16.1%
3Others5.8%
4Asia Pacific0.5%
Industry sector
1Consumer Discretionary27.3%
2Industrials12.2%
3Materials11.5%
4Information Technology10.2%
5Telecommunications Utilities9.8%
6Health Care6.4%
7Energy6%
8Others5.8%
9Financials4.1%
Asset type
1North American Fixed Interest77.6%
2European Fixed Interest16.1%
3Global Fixed Interest5.8%
4Asia Pacific Fixed Interest0.5%
Individual holdings
1NEPTUNE FINCO CORP.1.9%
2NXP SEMICONDUCTORS, NV1.7%
3TOLL BROTHERS FINANCE CORP1.7%
4UNITED RENTALS NORTH AMERICA, INC.1.7%
5AERCAP IRELAND CAPITAL, LTD1.3%
6BELDEN, INC.1.3%
7SCHAEFFLER FINANCE, BV1.3%
8ZF NORTH AMERICA CAPITAL, INC.1.3%
9ALLY FINANCIAL, INC.1.2%
Management
Fund manager group
Calamos Advisors
Fund manager company
Calamos Advisors
Fund type
No data available.
Fund objective
The investment objective of the Calamos Global High Yield Fund (the “Fund”) is to seek a high level of current income with the potential for capital appreciation.
Benchmark
  • Credit Suisse High Yield Index BofA ML High Yield BB-B Index
Investment style
High Yield
Investment method
Fixed Interest
Fund manager
NameSinceBiography
John P. Calamos, MANAGER01/07/2012John P. Calamos is the founder of CALAMOS ASSET MANAGEMENT, INC., the 16th largest money manager in Chicagoland. The firm offers institutional and individual investors a breadth of strategies through both individually managed portfolios and mutual funds. Mr. Calamos received his undergraduate degree in Economics and MBA in Finance from the Illinois Institute of Technology. Joining the United States Air Force after graduation, he served as a combat pilot during the Vietnam War and ultimately earned the rank of Major. Following his military service, John devoted his entire professional career to investment management and research, establishing his own firm in 1977. Mr. Calamos is a member of the Investment Analysts Society of Chicago and has taught graduate level courses on finance and investments. Mr. Calamos has written two books: Investing in Convertible Securities: Your Complete Guide to the Risks and Rewards, and Convertible Securities: the Latest Instruments, Portfolio Strategies, and Valuation Analysis, along with numerous articles in various financial journals. He is often quoted in the press, including The Wall Street Journal, Investor’s Business Daily, Barron’s, Fortune, BusinessWeek and Pensions & Investments. He has appeared on CNBC, CNNfn, Louis Rukeyser's Wall Street and Nightly Business Report
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Cyprus, Germany, Spain, France, United Kingdom, Greece, Hong Kong, Ireland, Italy, Luxembourg, Netherlands, Offshore, Singapore
Calamos Global High Income A EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.24
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG6ZX
Calamos Global High Income A GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.93
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG6ZY
Calamos Global High Income A USD
Initial charge-
Annual charge1.1%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price9.77
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeG6ZW
Calamos Global High Income I EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.63
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG6ZZ
Calamos Global High Income I GBP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.95
CurrencyGBP
Price updated05/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG70A
Calamos Global High Income I USD
Initial charge-
Annual charge0.75%
Min single investment£1,000,000
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)0.95%
Total expense ratio (TER)1.1%
Bid price-
Offer price-
Mid price9.83
CurrencyUSD
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeG70B
Calamos Global High Income Z Acc CHF
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price10.44
CurrencyCHF
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKP1E
Calamos Global High Income Z Acc EUR
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price7.93
CurrencyEUR
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKQPM
Calamos Global High Income Z Acc GBP
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price10.87
CurrencyGBP
Price updated05/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeKP1C
Calamos Global High Income Z Dis CHF
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price9.22
CurrencyCHF
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeKP1B
Calamos Global High Income Z Dis EUR
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price7.09
CurrencyEUR
Price updated05/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeKQPN
Calamos Global High Income Z Dis GBP
Initial charge-
Annual charge0.5%
Min single investment£2,500
Min regular saving£50
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price9.63
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeKP1D
Data provided by

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