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Calamos Global Total Return Fund (CGO)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of June 14, 2024
Market Price $10.91 (- $0.04)
NAV (June 14, 2024) $11.82 (- $0.12)
Fund Listed NASDAQ
Premium / Discount -7.70% (+0.59%)
Fund Info
Inception Oct. 27, 2005
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
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 $171M
Net Assets $116M
Market Cap $107M
Portfolio Turnover 120.00%
Total Leverage 32.19%
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 4.12%
Discount Data
Average Discount (3 Yr) -2.01%
Discount Low(3 Yr) -12.00%
Discount High(3 Yr) 23.81%
Discount Rel Range (3 Yr) 12.01%
Comp Discount 2.59
Discount St Dev (1Yr) 1.42
Z-Stat (6mo) 1.54
Z-Stat (1Yr) 0.88
Z-Stat (3Yr) -0.77
Comp Z-Stat (6mo) 0.58
Comp Z-Stat (3Yr) -0.80
Distribution Data
Market Yield 8.80%
Income Yield 0.00%
Lev Adj NAV Yield 6.14%
Distribution Frequency M
Current Distribution $0.080
Current Income $0.000
Ex-Date 6/14/24
Payable Date 6/20/24
Div Growth (3yr) -20.00%
Dividend Change -20.0% on 10/3/22
Expected Div 7/1/24
RoC (1yr) 34.36%
RoC (3yr) 39.85%
Tax Dividend Data 2023 2021 - 2023
Income 1.8% 5.3%
ST Gains 56.7% 46.5%
QDI 11.0% 23.1%
LT Gains 12.9% 11.5%
RoC 28.6% 36.7%
Volume & Liquidity
Average Daily $ (K) $339
Avg Volume 30 day 31,758
Avg Volume 90 day 31,041
Volume Trend 2.31%
Comp Volume Trend 4.99%
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 81.0%
NAV - Price Correlation (30 d) 82.4%
NAV - Price Correlation (90 d) 92.2%
NAV - Price Correlation (1 Yr) 97.6%
Price St Dev (1Yr) 14.9%
NAV St Dev (1Yr) 13.1%
Earnings / Share (10/31/23) $-0.015
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (10/31/23) $0.031
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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