Calamos Global Total Return Fund - Seasonality

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Calamos Global Total Return Fund - Seasonality

Seasonality Charts

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Correlation

2014

70.65%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	70%	50%	60%	60%	50%	80%	70%	67%	67%	78%	78%	56%
Average return %	+3.60%	-0.47%	-3.12%	+2.38%	+1.94%	+1.81%	+1.88%	+0.46%	-3.72%	-3.64%	+4.13%	-0.77%
2026	+8.17%	+2.84%	-12.00%	+15.52%	+9.08%	-2.78%	-7.17%	+3.94%	-2.43%	--	--	--
2025	-0.26%	-2.99%	-6.26%	+1.06%	+6.32%	+5.50%	-1.28%	+1.73%	+2.38%	-0.66%	-5.52%	+0.80%
2024	+2.31%	+5.06%	+6.56%	-4.23%	+5.52%	+5.42%	+2.71%	+1.41%	+3.55%	-2.51%	+1.12%	-3.31%
2023	+14.50%	-3.96%	-3.19%	-1.60%	-2.16%	+7.18%	+1.55%	-4.97%	-6.52%	-6.86%	+9.94%	+1.34%
2022	-9.36%	-2.58%	+6.04%	-10.76%	-4.90%	-13.09%	+8.29%	0.00%	-14.61%	-7.13%	+4.93%	-7.73%
2021	+3.00%	+4.17%	-5.40%	+8.06%	-0.37%	+1.06%	-1.17%	+5.31%	-5.69%	-0.25%	-1.58%	-1.47%
2020	-2.54%	-13.86%	-19.20%	+8.58%	+9.93%	+4.52%	+8.91%	+3.40%	-7.13%	-1.94%	+20.21%	+4.94%
2019	+13.58%	+2.95%	+2.95%	+9.89%	-9.45%	+5.59%	+1.25%	-8.76%	+2.02%	+0.08%	+6.02%	+4.28%
2018	+1.00%	-1.64%	-3.28%	-4.35%	-0.51%	+2.76%	+2.33%	+3.59%	-7.00%	-17.56%	+1.04%	-12.56%
2017	+5.60%	+5.31%	+2.56%	+1.58%	+5.98%	+1.93%	+3.41%	-1.10%	-0.52%	+4.10%	+1.00%	+6.81%

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