Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -9.61% | -17.86% | -27.37% | -37.08% | -55.86% | -60.72% | -36.43% | -27.94% | — | -17.62% |
| Market-price total return | -9.61% | -15.88% | -22.31% | -28.81% | -46.42% | -49.24% | -22.63% | -13.48% | — | -4.63% |
| NAV return | 0.00% | -0.31% | +11.23% | -3.65% | -32.41% | -39.73% | -26.76% | -21.54% | — | -12.73% |
| NAV total return | 0.00% | +1.57% | +18.29% | +8.39% | -18.41% | -22.59% | -11.07% | -5.93% | — | +0.94% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.33% | 0.37% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.24% | 0.35% | as above |
| Volatility, 5 years | 0.22% | 0.29% | as above |
| Maximum drawdown, 3 years | -62.91% | -54.88% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | -1.17 | -0.32 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | -1.47 | -0.46 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.22 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.05 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Carlyle Credit Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.