Performance analysis of CSQ (Calamos Strategic Total Return Fund)
Annual Return
Over the past 3 years, CSQ has had an average annual return of +22.75%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, CSQ has had an average annual return of +11.35%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, CSQ has had an average annual return of +16.49%, outperforming the benchmark SPY, which returned +15.53% annual.
Since Apr 1, 2004, CSQ has had an average annual return of +10.22%, underperforming the benchmark SPY, which returned +10.95% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +10.69% | +16.22% | +28.10% | +20.80% | -24.25% | +30.74% | +26.62% | +38.58% | -4.91% | +27.97% | +14.74% | -4.98% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
| +14.22% | +20.32% | +28.04% | -3.22% | +13.67% | +56.79% | -49.21% | -2.72% | +25.55% | +4% | -3.64% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.57% | -0.91% | -9.32% | +15.05% | +6.25% | +0.19% | +10.69% | ||||||
| 2025 | +3.11% | -3.46% | -7.11% | -0.13% | +8.31% | +6.17% | +1.12% | +2.09% | +4.15% | +0.59% | -1.01% | +2.24% | +16.22% |
| 2024 | +3.97% | +3.71% | +3.41% | -4.35% | +4.97% | +4.39% | +0.48% | +1.84% | +2.56% | +0.41% | +5.33% | -1.25% | +28.10% |
| 2023 | +7.23% | -2.59% | +1.36% | -0.99% | -0.27% | +9.08% | +4.03% | -1.76% | -4.72% | -8.14% | +13.40% | +4.43% | +20.80% |
| 2022 | -8.76% | -3.98% | +5.02% | -12.00% | -2.21% | -11.25% | +17.90% | -4.39% | -13.62% | +10.98% | +5.43% | -5.37% | -24.25% |
| 2021 | -1.58% | +6.19% | +5.69% | +4.94% | -0.78% | +3.18% | +1.39% | +3.34% | -5.47% | +7.72% | -0.26% | +3.54% | +30.74% |
| 2020 | +0.29% | -11.09% | -18.12% | +17.30% | +7.67% | +3.26% | +7.53% | +7.57% | -4.42% | -4.28% | +18.03% | +6.45% | +26.62% |
| 2019 | +12.09% | +4.93% | +0.84% | +5.28% | -7.34% | +7.67% | +3.24% | -3.19% | +1.68% | +3.03% | +2.71% | +3.45% | +38.58% |
| 2018 | +4.30% | -3.76% | -1.09% | +1.89% | +4.80% | +2.34% | +2.94% | +3.73% | +1.22% | -11.97% | +3.41% | -10.92% | -4.91% |
| 2017 | +5.84% | +2.97% | +1.20% | +4.08% | +2.28% | +0.96% | +2.51% | -0.15% | +3.08% | +2.33% | -0.30% | +0.29% | +27.97% |
Drawdown analysis of CSQ (Calamos Strategic Total Return Fund)
The maximum drawdown for the CSQ was -67.02%, occurring on Nov 20, 2008. Recovery took 834 trading sessions.
Since Apr 1, 2004 CSQ has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 3 times
- 20% or more: 6 times
- 10% or more: 11 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.02% | May 22, 2007 | 380 | Nov 20, 2008 | 834 | Mar 15, 2012 | 1214 |
| -48.11% | Feb 20, 2020 | 22 | Mar 23, 2020 | 99 | Aug 12, 2020 | 121 |
| -33.06% | Dec 30, 2021 | 199 | Oct 14, 2022 | 358 | Mar 20, 2024 | 557 |
| -29.03% | Sep 24, 2018 | 62 | Dec 21, 2018 | 86 | Apr 29, 2019 | 148 |
| -24.60% | May 18, 2015 | 186 | Feb 11, 2016 | 107 | Jul 15, 2016 | 293 |
| -24.18% | Jan 23, 2025 | 51 | Apr 7, 2025 | 55 | Jun 26, 2025 | 106 |
| -17.11% | Apr 1, 2004 | 26 | May 10, 2004 | 293 | Jul 8, 2005 | 319 |
| -15.25% | Jan 12, 2026 | 53 | Mar 30, 2026 | 14 | Apr 20, 2026 | 67 |
| -14.59% | Aug 27, 2014 | 34 | Oct 15, 2014 | 22 | Nov 14, 2014 | 56 |
| -12.20% | Oct 17, 2012 | 19 | Nov 15, 2012 | 34 | Jan 7, 2013 | 53 |
| -10.85% | Jan 26, 2018 | 6 | Feb 5, 2018 | 81 | Jun 1, 2018 | 87 |
| -9.91% | Sep 2, 2020 | 41 | Oct 30, 2020 | 7 | Nov 10, 2020 | 48 |
| -9.90% | May 17, 2013 | 25 | Jun 24, 2013 | 87 | Oct 25, 2013 | 112 |
| -9.75% | Jul 10, 2024 | 18 | Aug 5, 2024 | 34 | Sep 23, 2024 | 52 |
| -9.53% | Apr 15, 2021 | 19 | May 12, 2021 | 33 | Jun 29, 2021 | 52 |
| -9.29% | Sep 7, 2016 | 42 | Nov 4, 2016 | 29 | Dec 16, 2016 | 71 |
| -8.95% | Sep 9, 2005 | 47 | Nov 15, 2005 | 37 | Jan 10, 2006 | 84 |
| -8.86% | Mar 15, 2012 | 55 | Jun 4, 2012 | 21 | Jul 3, 2012 | 76 |
| -8.12% | Apr 30, 2019 | 23 | Jun 3, 2019 | 20 | Jul 1, 2019 | 43 |
| -7.44% | Sep 22, 2025 | 43 | Nov 20, 2025 | 10 | Dec 5, 2025 | 53 |
| -7.06% | Nov 14, 2014 | 21 | Dec 16, 2014 | 88 | Apr 24, 2015 | 109 |
| -6.89% | Aug 25, 2021 | 27 | Oct 4, 2021 | 15 | Oct 25, 2021 | 42 |
| -6.23% | Feb 5, 2007 | 19 | Mar 5, 2007 | 31 | Apr 18, 2007 | 50 |
| -6.12% | Mar 22, 2024 | 19 | Apr 19, 2024 | 17 | May 14, 2024 | 36 |
| -6.01% | Jul 24, 2019 | 16 | Aug 15, 2019 | 46 | Oct 21, 2019 | 62 |