Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -2.00% | -1.62% | -1.76% | +6.63% | +4.69% | +5.46% | +13.56% | +2.12% | +7.16% | +1.49% |
| Market-price total return | -1.34% | -0.95% | +0.20% | +10.80% | +10.96% | +14.32% | +22.27% | +10.35% | +16.01% | +10.53% |
| NAV return | -0.44% | +2.03% | -0.13% | +8.37% | +10.48% | +11.08% | +17.63% | +4.80% | +7.33% | +2.10% |
| NAV total return | -0.44% | +2.03% | +1.06% | +11.52% | +15.76% | +18.85% | +25.96% | +12.87% | +15.87% | +10.31% |
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 | 0.16% | 0.18% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.18% | as above |
| Volatility, 5 years | 0.20% | 0.20% | as above |
| Maximum drawdown, 3 years | -24.18% | -23.53% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.98 | 1.21 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.40 | 1.85 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.61 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.87 | — | 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 Calamos Strategic Total Return Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.