Performance analysis of CGO (Calamos Global Total Return Fund)
Annual Return
Over the past 3 years, CGO has had an average annual return of +25.31%, outperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, CGO has had an average annual return of +6.14%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, CGO has had an average annual return of +12.33%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Oct 27, 2005, CGO has had an average annual return of +9%, underperforming the benchmark SPY, which returned +11.44% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +25.74% | +8.84% | +36.78% | +14.02% | -36.63% | +13.08% | +21.31% | +45.10% | -26.12% | +56.62% | +3% | -5.04% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | ||
| +2.61% | +11.15% | +9.80% | +1.41% | +10.86% | +67.89% | -44.26% | +20.72% | +28.14% | -4.84% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.16% | +3.51% | -11.38% | +16.25% | +9.68% | -0.61% | +25.74% | ||||||
| 2025 | -0.26% | -2.32% | -5.54% | +1.89% | +7.10% | +6.23% | -0.60% | +2.42% | +3.06% | -0.00414% | -4.86% | +2.21% | +8.84% |
| 2024 | +2.31% | +5.93% | +7.36% | -3.48% | +6.33% | +6.20% | +3.41% | +2.15% | +4.26% | -1.87% | +1.80% | -1.98% | +36.78% |
| 2023 | +14.49% | -3.21% | -2.36% | -0.76% | -1.31% | +8.11% | +2.39% | -4.18% | -5.70% | -6.00% | +10.97% | +3.14% | +14.02% |
| 2022 | -9.36% | -1.90% | +6.84% | -10.13% | -4.09% | -12.35% | +9.25% | +0.88% | -14.00% | -6.27% | +5.82% | -6.09% | -36.63% |
| 2021 | +3% | +4.82% | -4.78% | +8.73% | +0.27% | +1.69% | -0.56% | +5.97% | -5.13% | +0.39% | -0.96% | -0.19% | +13.08% |
| 2020 | -2.54% | -13.22% | -18.20% | +9.77% | +11% | +5.45% | +9.80% | +4.22% | -6.37% | -1.17% | +21.14% | +6.39% | +21.31% |
| 2019 | +13.59% | +3.83% | +3.81% | +10.76% | -8.74% | +6.40% | +2.03% | -8.03% | +2.84% | +0.92% | +6.87% | +5.88% | +45.10% |
| 2018 | +1% | -0.93% | -2.65% | -3.69% | +0.20% | +3.49% | +3.06% | +4.29% | -6.35% | -16.88% | +1.89% | -10.91% | -26.12% |
| 2017 | +5.60% | +6.23% | +3.45% | +2.41% | +6.82% | +2.69% | +4.20% | -0.39% | +0.21% | +4.87% | +1.72% | +8.26% | +56.62% |
Drawdown analysis of CGO (Calamos Global Total Return Fund)
The maximum drawdown for the CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 523 trading sessions.
The current CGO drawdown is -1.06%.
Since Oct 27, 2005 CGO has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 3 times
- 30% or more: 4 times
- 20% or more: 7 times
- 10% or more: 14 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.93% | Dec 7, 2007 | 211 | Oct 9, 2008 | 523 | Nov 5, 2010 | 734 |
| -50.77% | Feb 13, 2020 | 23 | Mar 18, 2020 | 114 | Aug 28, 2020 | 137 |
| -43.69% | Sep 7, 2021 | 539 | Oct 27, 2023 | 466 | Sep 9, 2025 | 1005 |
| -34.62% | Jan 25, 2018 | 230 | Dec 24, 2018 | 253 | Dec 26, 2019 | 483 |
| -27.59% | Jul 21, 2015 | 142 | Feb 11, 2016 | 261 | Feb 24, 2017 | 403 |
| -22.13% | Jul 19, 2007 | 20 | Aug 16, 2007 | 39 | Oct 11, 2007 | 59 |
| -21.55% | May 2, 2011 | 68 | Aug 8, 2011 | 162 | Mar 29, 2012 | 230 |
| -16.41% | Jul 14, 2014 | 66 | Oct 15, 2014 | 133 | Apr 28, 2015 | 199 |
| -15.24% | Feb 26, 2026 | 22 | Mar 30, 2026 | 13 | Apr 17, 2026 | 35 |
| -15.14% | Mar 12, 2013 | 72 | Jun 24, 2013 | 128 | Dec 24, 2013 | 200 |
| -14.31% | Apr 2, 2012 | 43 | Jun 4, 2012 | 153 | Jan 14, 2013 | 196 |
| -11.93% | Oct 28, 2005 | 23 | Dec 1, 2005 | 107 | May 8, 2006 | 130 |
| -10.89% | Aug 7, 2017 | 3 | Aug 10, 2017 | 55 | Oct 27, 2017 | 58 |
| -10.14% | Sep 19, 2025 | 44 | Nov 20, 2025 | 35 | Jan 13, 2026 | 79 |
| -9.54% | Oct 14, 2020 | 10 | Oct 28, 2020 | 8 | Nov 9, 2020 | 18 |
| -9.37% | Feb 22, 2021 | 25 | Mar 29, 2021 | 14 | Apr 19, 2021 | 39 |
| -8.87% | Jan 31, 2007 | 22 | Mar 5, 2007 | 16 | Mar 27, 2007 | 38 |
| -8.85% | Sep 2, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
| -8.84% | Nov 6, 2007 | 13 | Nov 26, 2007 | 7 | Dec 5, 2007 | 20 |
| -7.21% | May 9, 2006 | 25 | Jun 14, 2006 | 25 | Jul 20, 2006 | 50 |
| -5.66% | Nov 8, 2010 | 6 | Nov 16, 2010 | 33 | Jan 4, 2011 | 39 |
| -5.60% | Mar 3, 2011 | 9 | Mar 16, 2011 | 16 | Apr 7, 2011 | 25 |
| -5.23% | Dec 17, 2020 | 2 | Dec 21, 2020 | 10 | Jan 6, 2021 | 12 |
| -4.88% | May 14, 2026 | 3 | May 19, 2026 | 5 | May 27, 2026 | 8 |
| -4.63% | Jan 22, 2014 | 8 | Feb 3, 2014 | 6 | Feb 11, 2014 | 14 |