Fact sheet: Calamos Gbl Convtl Opps

Fund information

Fund name
Calamos Global Convertible Opportunities A Acc USD
Fund company manager
Calamos Advisors
Fund type
SIB
Fund manager(s)
Calamos Advisors LLC
since 27/11/2007
Fund objective
High long-term total return through growth and income.
Benchmark
MSCI World
Investment style
None
Investment method
Convertibles

Quick stats

1 Year return

12.04 %

1 Year rank in sector

9/77

Sector

FO Convertible

Yield
-
Fund size

£ 161.6 m

FE Risk score

92

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    53.89%
  • Others
    9.48%
  • France
    8.61%
  • Japan
    7.04%
  • Germany
    6.26%
  • Information Technology
    19.66%
  • Consumer Discretionary
    16.53%
  • Financials
    14.57%
  • Health Care
    11.54%
  • Industrials
    9.39%
  • US Fixed Interest
    53.89%
  • Global Fixed Interest
    9.48%
  • French Fixed Interest
    8.61%
  • Japanese Fixed Interest
    7.04%
  • German Fixed Interest
    6.26%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.26 %7.63 %12.04 %20.79 %34.17 %
Sector0.69 %3.31 %6.05 %13.19 %27.1 %
Rank within sector16 / 805 / 789 / 778 / 6311 / 52
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund12.63 %3.17 %0.45 %2.42 %13.17 %
Sector5.35 %0.75 %2.92 %2.27 %11.66 %
Rank within sector6 / 7820 / 7658 / 6841 / 6018 / 53
Quartile th1 st2 nd4 th3 rd2 nd

Risk statistics

Alpha2
Beta1.12
Sharpe0.26
Volatility7.11
Tracking error3.64
Information ratio0.62
R-Squared0.74

Price movement

52 week high12.86
52 week low11.19
Current bid price0
Current offer price0
Current mid price12.84

Holdings by region

  • 53.89% USA
  • 9.48% Others
  • 8.61% France
  • 7.04% Japan
  • 6.26% Germany
  • 5.09% Netherlands
  • 2.2% Money Market
  • 1.96% China
  • 1.56% Italy
  • 1.47% Philippines

Holdings by sector

  • 19.66% Information Technology
  • 16.53% Consumer Discretionary
  • 14.57% Financials
  • 11.54% Health Care
  • 9.39% Industrials
  • 7.73% Real Estate
  • 6.94% Others
  • 4.4% Energy
  • 3.42% Telecommunications Utilities
  • 2.93% Materials

Holdings by asset type

  • 53.89% US Fixed Interest
  • 9.48% Global Fixed Interest
  • 8.61% French Fixed Interest
  • 7.04% Japanese Fixed Interest
  • 6.26% German Fixed Interest
  • 5.09% Dutch Fixed Interest
  • 2.2% Money Market
  • 1.96% Chinese Fixed Interest
  • 1.56% Italian Fixed Interest
  • 1.47% Philippine Fixed Interest

Individual holdings

  • 6% UNITED STATES TREASURY NOTE
  • 2.7% BANK OF AMERICA CORP 7.25% NON CUM PREF SHS SER`L`
  • 2.7% WELLS FARGO & CO SER`L` 7.5% PERP CNV PFD CLS`A`
  • 2.6% CREDIT AGRICOLE SA 0% CV DUE 2019
  • 2.3% SALESFORCE.COM INC 0.25% CNV BDS 01/04/18 USD1000 144A
  • 2.2% PRICELINE GROUP, INC. 0 .90% CV DUE 2021
  • 2.2% SAFRAN S.A. 0% SNR UNSE CNV BDS 31/12/20 EUR1000
  • 2.1% AMERICA MOVIL SAB DE CV
  • 2.1% AURELIUS SE & CO. KGAA 1% CNV BDS 01/12/20 EUR100000