Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -1.12% | -1.49% | -9.03% | -1.00% | +7.42% | +3.24% | +13.36% | -4.35% | +0.95% | -3.23% |
| Market-price total return | -0.37% | -0.74% | -7.04% | +3.03% | +13.94% | +11.75% | +23.56% | +4.92% | +11.16% | +6.68% |
| NAV return | -3.08% | -3.18% | -7.74% | -3.08% | +8.49% | +3.40% | +12.27% | -2.44% | +0.74% | -2.48% |
| NAV total return | -2.42% | -2.52% | -5.92% | +0.46% | +14.39% | +11.06% | +21.27% | +6.30% | +10.48% | +6.66% |
Performance through Oct 15, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.18% | 0.24% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.19% | as above |
| Volatility, 5 years | 0.19% | 0.19% | as above |
| Maximum drawdown, 3 years | -20.39% | -18.72% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 1.07 | 0.98 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.54 | 1.46 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.72 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.21 | — | as above |
| Observations (3y) | 752 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Calamos Global Dynamic Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.