Calamos Strategic Total Return (CSQ)

12.88 +0.14  +1.10% NYSE Jul 8, 10:09 Delayed 2m USD
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Key Stats

Net Asset Value 12.95
Discount or Premium to NAV -1.62%
Turnover Ratio 26.00%
1 Year Fund Level Flows -102.48M
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Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.37% 1.86% -2.66% 1
3M 30.99% 27.18% 17.01% 1
6M -1.82% -2.07% -10.22% 1
YTD -2.39% -1.64% -10.12% 1
1Y 7.39% 7.00% -4.40% 1
3Y 11.38% 10.22% 4.19% 1
5Y 12.42% 10.01% 6.24% 1
10Y 14.20% 11.98% 10.28% 20
15Y 8.51% 7.33% 6.78% 25
20Y -- -- 9.08% --
As of July 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.98% 0.98% 0.00%
Stock 65.78% 65.78% 0.01%
Bond 16.73% 16.73% 0.00%
Convertible 12.35% 12.35% 0.00%
Preferred 4.15% 4.15% 0.00%
Other 0.01% 0.01% 0.00%
As of April 30, 2020

Region Exposure

Americas 94.95%
North America 94.65%
Latin America 0.30%
Greater Europe 3.58%
United Kingdom 1.43%
Europe Developed 1.70%
Europe Emerging 0.00%
Africa/Middle East 0.44%
Greater Asia 1.48%
Japan 0.73%
Australasia 0.04%
Asia Developed 0.41%
Asia Emerging 0.29%
Market Classification
% Developed Markets 99.42%
% Emerging Markets 0.58%
As of April 30, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.52%
Communication Services 11.31%
Consumer Cyclical 10.53%
Consumer Defensive 7.64%
Energy 4.36%
Financial Services 12.93%
Healthcare 14.94%
Industrials 9.32%
Real Estate 1.45%
Technology 22.14%
Utilities 3.86%
As of April 30, 2020

Stock Market Capitalization

Giant 65.91%
Large 26.20%
Medium 7.02%
Small 0.73%
Micro 0.14%
As of April 30, 2020

Stock Style Exposure

Large Cap Value 28.88%
Large Cap Blend 33.05%
Large Cap Growth 30.30%
Mid Cap Value 3.57%
Mid Cap Blend 3.08%
Mid Cap Growth 0.30%
Small Cap Value 0.49%
Small Cap Blend 0.20%
Small Cap Growth 0.13%
As of April 30, 2020

CSQ Bond Exposure

Government 0.00%
Corporate 97.03%
Securitized 0.09%
Municipal 0.00%
Cash 2.87%
Derivative 0.00%
As of April 30, 2020

CSQ Bond Credit Quality Exposure

AAA 0.00%
AA 1.49%
A 1.42%
BBB 14.44%
BB 25.81%
B 19.53%
Below B 4.97%
Not Rated 32.33%
As of March 31, 2020

CSQ Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.34%
183 to 364 Days 2.09%
1 to 3 Years 12.13%
3 to 5 Years 27.77%
5 to 7 Years 35.84%
7 to 10 Years 12.80%
10 to 15 Years 1.50%
15 to 20 Years 1.71%
20 to 30 Years 4.89%
Over 30 Years 0.93%
As of April 30, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
MSFT Microsoft Corp 4.32% 211.32 +1.47%
AAPL Apple Inc 3.97% 379.51 +1.83%
AMZN Amazon.com Inc 3.31% 3058.88 +1.96%
GOOGL Alphabet Inc A 1.80% 1503.42 +0.91%
FB Facebook Inc A 1.49% 240.71 -0.06%
V Visa Inc Class A 1.26% 194.84 +0.33%
UNH UnitedHealth Group Inc 1.13% 300.00 +1.13%
PG Procter & Gamble Co 1.02% 122.43 +0.17%
JNJ Johnson & Johnson 0.97% 143.04 +0.13%
JPM JPMorgan Chase & Co 0.97% 92.99 +0.73%
As of April 30, 2020
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Basic Info

Investment Strategy
The investments are primarily made in equity securities of common and preferred stocks, convertible and income producing securities. Normally it will invest at least 50% of its managed assets in equity securities (including securities that are convertible into equity securities). It may invest up to 35% of its assets in foreign securities, including debt and equity securities of corporations and governments of developed and emerging markets. Up to 15% of its managed assets may be invested in emerging markets. Up to 15% of its managed assets may be invested in securities that are illiquid at the time of investment.
General
Security Type Closed-End Fund
Equity Style Large Cap/Blend
Fixed Income Style Low Quality/Limited Sensitivity
Broad Asset Class Allocation
Broad Category Allocation
Category Name Allocation--50% to 70% Equity
Prospectus Objective Growth and Income
Fund Owner Firm Name Calamos Asset Management Inc
Reports
One Page Report Download

Manager Info

Name Tenure
John Calamos 16.28 yrs
R. Matthew Freund 3.57 yrs

Net Fund Flows

1M 0.002
3M -25.71M
6M -52.08M
YTD 0.002
1Y -102.48M
3Y --
5Y --
10Y --
As of Jan. 31, 2012

Risk Info

Beta (5Y) 1.325
Max Drawdown (All) 67.02%
Historical Sharpe Ratio (10Y) 0.7551
Historical Sortino (All) 0.3852
30-Day Rolling Volatility 27.56%
Daily Value at Risk (VaR) 1% (All) 4.62%
Monthly Value at Risk (VaR) 1% (All) 24.03%

Fundamentals

General
Dividend Yield TTM (7-8-20) 1.44%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.23%
Number of Holdings 729
Stock
Weighted Average PE Ratio 20.36
Weighted Average Price to Sales Ratio 2.138
Weighted Average Price to Book Ratio 2.927
Weighted Median ROE 27.49%
Weighted Median ROA 9.74%
Forecasted PE Ratio 21.59
Forecasted PS Ratio 2.009
Forecasted Price to Book Value 2.647
Number of Stock Holdings 152
Bond
Current Yield 4.13%
Yield to Maturity --
Effective Duration 3.82
Average Coupon 3.91%
Average Credit Score 15.00 (B)
Average Price --
Number of Bond Holdings 419
As of April 30, 2020

Comparables

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Attributes

Key Dates
Inception Date 3/26/2004
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/25/2004
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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