Calamos Global Total Return Fund (CGO)

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The chart shows the growth of an initial investment of $10,000 in Calamos Global Total Return Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Calamos Global Total Return Fund (CGO) has returned -0.79% so far this year and 17.37% over the past 12 months. Over the last ten years, CGO has returned 9.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Oct 27, 2005, CGO's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +21.1%, while the worst month was Sep 2008 at -21.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CGO closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +27.0%, while the worst single day was Mar 18, 2020 at -24.1%.

Calamos Global Total Return Fund has an annualized alpha of 2.02%, beta of 0.85, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since October 28, 2005.

• This fund participated in 111.48% of S&P 500 Index downside but only 107.87% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.43 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.

CGO has a high expense ratio of 2.86%, indicating above-average management fees.

CGO ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Calamos Global Total Return Fund (CGO) and compare them to a chosen benchmark (S&P 500 Index).

Calamos Global Total Return Fund provided a 8.61% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Calamos Global Total Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Calamos Global Total Return Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calamos Global Total Return Fund was 60.03%, occurring on Oct 9, 2008. Recovery took 523 trading sessions.

The current Calamos Global Total Return Fund drawdown is 12.01%.

The chart below shows the rolling one-month volatility.