CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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Calamos Global Total Return Fund (CGO)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of July 2, 2020
Market Price $11.84 (+ $0.19)
NAV (July 2, 2020) $11.33 (+ $0.12)
Premium / Discount 4.50% (+0.58%)
Fund Info
Inception Oct. 27, 2005
Sponsor Calamos Advisors
Website www.calamos.com/FundIn...
Phone 630-245-7200
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 8,819,535
Total Assets (Reported: April 30, 2020) $126M
Estimated Total Assets $145M
Net Assets $100M
Market Cap $104M
Purchases Turnover 136.97%
Sales Turnover 133.87%
Total Leverage 31.00%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 3.20%
Non Lev Exp Ratio 1.76%
Rel Lev Cost 3.20%
Discount Data
Average Discount (3 Yr) 5.74%
Discount Low(3 Yr) -14.36%
Discount High(3 Yr) 19.14%
Discount Rel Range 56.31%
Comp Discount 13.39
Discount St Dev (1Yr) 4.02
Z-Stat (6mo) 0.13
Z-Stat (1Yr) -0.23
Z-Stat (3Yr) -0.28
Comp Z-Stat (6mo) 0.38
Comp Z-Stat (3Yr) 0.23
Distribution Data
Market Yield 10.14%
Income Yield 10.14%
Lev Adj NAV Yield 8.09%
Distribution Frequency M
Current Distribution $0.100
Current Income $0.100
Ex-Date 7/10/20
Payable Date 7/20/20
Div Growth (3yr) 0.00%
Dividend Change -7.7% on 12/20/10
Expected Div 7/1/20
RoC (1yr) 20.49%
RoC (3yr) 15.37%
Tax Dividend Data 2019 2017 - 2019
Income 14.8% 16.0%
ST Gains 19.6% 62.0%
QDI 11.9% 19.2%
LT Gains 19.5% 6.7%
RoC 46.1% 15.4%
Volume & Liquidity
Average Daily $ (M) $374
Avg Volume 30 day 39,694
Avg Volume 90 day 31,617
Volume Trend 25.55%
Comp Volume Trend 24.31%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
Price Correlation (1yr)
vs. CEFA's Hybrid / Balanced Fund Index
Most Correlated Peer (Mk Pr): CHW 97.0%
NAV - Price Correlation (30 d) 74.1%
NAV - Price Correlation (90 d) 97.3%
NAV - Price Correlation (1 Yr) 98.2%
Price St Dev (1Yr) 51.3%
NAV St Dev (1Yr) 36.1%
Earnings / Share (4/30/20) $0.010
Earn Coverage 10.10%
Earnings Trend Down
UNII / Share (4/30/20) $-0.179
Rel UNII -14.88
UNII Trend Up
NAV Beta (2yr)
vs. S&P 500 (TR)
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
NAV Beta (2yr)
vs. CEFA's Hybrid / Balanced Fund Index


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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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