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ISIN
US19248P1066
CUSIP
19248P106
Inception Date
Nov 24, 2006
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FOF Performance Chart

Cohen & Steers Closed-End Opportunity Fund (FOF) is up 6.4% since the beginning of the year. FOF is currently trading at $14 per share. Investors who bought $1,000 worth of FOF shares 5 years ago would now be looking at an investment worth $1,457.


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S&P 500 Index

Returns By Period

Cohen & Steers Closed-End Opportunity Fund (FOF) has returned 6.44% so far this year and 18.91% over the past 12 months. Over the last ten years, FOF has returned 10.86% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Cohen & Steers Closed-End Opportunity Fund

1D
-0.29%
1M
-1.83%
YTD
6.44%
6M
6.60%
1Y
18.91%
3Y*
17.31%
5Y*
7.82%
10Y*
10.86%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOF Monthly Returns History

Based on dividend-adjusted daily data since Nov 28, 2006, FOF's average daily return is +0.04%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jul 2022 with a return of +14.2%, while the worst month was Mar 2020 at -20.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FOF closed higher 52% of trading days. The best single day was Mar 25, 2020 with a return of +14.1%, while the worst single day was Mar 18, 2020 at -17.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202613.08%-2.12%-10.52%9.67%0.98%-2.95%6.44%
2025-0.10%-1.31%-1.55%-2.03%4.42%4.52%2.84%2.08%0.44%1.28%0.90%1.05%13.01%
20244.01%-2.81%5.64%-2.17%4.03%2.72%4.25%3.66%2.83%-1.11%4.22%-3.29%23.65%
202311.05%-0.49%-2.90%1.07%-4.69%4.20%4.60%-1.34%-4.65%-2.46%12.84%1.07%17.90%
2022-6.06%-4.61%-0.51%-10.36%2.09%-7.57%14.20%-1.62%-17.16%9.91%7.54%-6.81%-22.69%
20215.23%1.67%2.96%4.54%1.63%3.89%0.52%3.77%-8.60%6.62%-2.89%6.85%28.24%

Benchmark Metrics

Cohen & Steers Closed-End Opportunity Fund has an annualized alpha of 1.03%, beta of 0.74, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since November 28, 2006.

  • This fund participated in 99.70% of S&P 500 Index downside but only 90.45% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.48 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.03%
Beta
0.74
0.48
Upside Capture
90.45%
Downside Capture
99.70%

Expense Ratio

FOF has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FOF ranks 22 for risk / return — below 22% 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.


FOF Risk / Return Rank: 2222
Overall Rank
FOF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FOF Sortino Ratio Rank: 2525
Sortino Ratio Rank
FOF Omega Ratio Rank: 2828
Omega Ratio Rank
FOF Calmar Ratio Rank: 1414
Calmar Ratio Rank
FOF Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Cohen & Steers Closed-End Opportunity Fund (FOF) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FOFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

1.26

2.78

-1.52

Martin ratioReturn relative to average drawdown

4.07

12.44

-8.37

Dividends

Dividend History

Cohen & Steers Closed-End Opportunity Fund provided a 7.72% dividend yield over the last twelve months, with an annual payout of $1.04 per share. The fund has been increasing its distributions for 15 consecutive years.


7.00%7.50%8.00%8.50%9.00%9.50%10.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.04$1.04$1.04$1.04$1.04$1.04$1.04$1.04$1.04$1.04$1.04$1.04

Dividend yield

7.72%7.91%8.22%9.32%9.99%7.06%8.41%7.78%9.41%7.84%8.90%9.49%

Monthly Dividends

The table displays the monthly dividend distributions for Cohen & Steers Closed-End Opportunity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.09$0.09$0.09$0.09$0.09$0.09$0.52
2025$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.04
2024$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.04
2023$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.04
2022$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.04
2021$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.04

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Cohen & Steers Closed-End Opportunity 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 Cohen & Steers Closed-End Opportunity Fund was 59.38%, occurring on Mar 9, 2009. Recovery took 587 trading sessions.

The current Cohen & Steers Closed-End Opportunity Fund drawdown is 7.06%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.38%Mar 2009
2y 1mo2y 3mo
4y 5moFeb 2007 - Jul 2011
COVID crash2020
-49.74%Mar 2020
26d10mo 7d
11mo 3dFeb 2020 - Jan 2021
Bear market2022
-29.96%Sep 2022
8mo 29d1y 8mo
2y 5moJan 2022 - Jun 2024
2016 bear market2016
-23.08%Jan 2016
8mo 24d6mo 8d
1y 2moMay 2015 - Jul 2016
Rate-hike selloffLate 2018
-19.60%Dec 2018
2mo 21d3mo 22d
6mo 13dOct 2018 - Apr 2019

Drawdown Indicators


FOFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-56.78%

-2.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-9.10%

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-18.90%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-25.43%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-49.74%

-33.92%

-15.82%

Current Drawdown

Current decline from peak

-7.06%

-1.80%

-5.26%

Average Drawdown

Average peak-to-trough decline

-9.34%

-10.71%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.03%

+2.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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