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Calamos Global Total Return Fund (CGO)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of Feb. 23, 2024
Current
Market Price $9.89 (+ $0.06)
NAV (Feb. 23, 2024) $10.92 (- $0.02)
Fund Listed NASDAQ
Premium / Discount -9.43% (+0.71%)
Fund Info
Inception Oct. 27, 2005
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
NAV Symbol XCGOX
Location Illinois
Incorporated Delaware
Staggered Board Yes
Term Date N/A
Objective: Capital appreciation and current income; Equities, convertible securities and high yield corporate bonds
Related Indexes
Hybrid / Balanced Fund Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 9,825,838
Total Assets (Reported: Oct. 31, 2023) $137M
Estimated Total Assets $157M
Net Assets $107M
Market Cap $97M
Portfolio Turnover 120.00%
Total Leverage 31.71%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 3.86%
Non Lev Exp Ratio 1.82%
Rel Lev Cost 4.18%
Discount Data
Average Discount (3 Yr) -0.71%
Discount Low(3 Yr) -12.00%
Discount High(3 Yr) 23.81%
Discount Rel Range (3 Yr) 5.18%
Comp Discount 1.86
Discount St Dev (1Yr) 2.26
Z-Stat
Z-Stat (6mo) -0.57
Z-Stat (1Yr) -0.87
Z-Stat (3Yr) -1.32
Comp Z-Stat (6mo) -1.20
Comp Z-Stat (3Yr) -0.49
Distribution Data
Market Yield 9.71%
Income Yield 0.00%
Lev Adj NAV Yield 6.67%
Distribution Frequency M
Current Distribution $0.080
Current Income $0.000
Ex-Date 2/9/24
Payable Date 2/20/24
Div Growth (3yr) -20.00%
Dividend Change -20.0% on 10/3/22
Expected Div 3/1/24
RoC (1yr) 48.34%
RoC (3yr) 44.69%
Tax Dividend Data 2022 2020 - 2022
Income 0% 11.6%
ST Gains 3.4% 54.1%
QDI 3.4% 28.4%
LT Gains 15.1% 7.2%
RoC 81.5% 27.2%
Volume & Liquidity
Average Daily $ (K) $248
Avg Volume 30 day 26,535
Avg Volume 90 day 25,080
Volume Trend 5.80%
Comp Volume Trend 11.22%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
70.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
68.0%
Price Correlation (1yr)
vs. CEFA's Hybrid / Balanced Fund Index
74.0%
Most Correlated Peer (Mk Pr): CHW 81.0%
NAV - Price Correlation (30 d) 97.0%
NAV - Price Correlation (90 d) 97.2%
NAV - Price Correlation (1 Yr) 81.3%
Price St Dev (1Yr) 15.0%
NAV St Dev (1Yr) 13.4%
Earnings
Earnings / Share (10/31/23) $-0.015
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (10/31/23) $0.031
Rel UNII
UNII Trend Up
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
1.00
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.42
NAV Beta (2yr)
vs. CEFA's Hybrid / Balanced Fund Index
1.23

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

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