Calamos Strategic Total Return (CSQ)

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12.90 -0.06  -0.42% NYSE Sep 20, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 12.91
Discount or Premium to NAV -0.04%
Turnover Ratio 27.00%
1 Year Fund Level Flows -102.48M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.48% 3.28% 3.60% 58
3M 3.10% 1.14% 3.01% 58
6M 8.02% 6.73% 6.34% 58
YTD 28.42% 24.76% 20.60% 15
1Y 4.06% 3.64% 7.88% 72
3Y 17.54% 13.50% 9.15% 1
5Y 10.68% 8.97% 7.57% 34
10Y 13.28% 11.33% 10.89% 34
15Y 8.75% 7.50% 7.92% 60
20Y -- -- 7.31% --
As of Sept. 20, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 2.42% 2.42% 0.00%
Stock 65.28% 65.28% 0.00%
Bond 17.93% 17.93% 0.00%
Convertible 11.31% 11.31% 0.00%
Preferred 3.05% 3.05% 0.00%
Other 0.00% 0.00% 0.00%
As of July 31, 2019

Region Exposure

Americas 93.71%
North America 93.54%
Latin America 0.17%
Greater Europe 5.04%
United Kingdom 1.37%
Europe Developed 3.01%
Europe Emerging 0.01%
Africa/Middle East 0.65%
Greater Asia 1.25%
Japan 0.62%
Australasia 0.05%
Asia Developed 0.07%
Asia Emerging 0.51%
Market Classification
% Developed Markets 98.94%
% Emerging Markets 1.06%
As of July 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.92%
Communication Services 4.50%
Consumer Cyclical 12.70%
Consumer Defensive 8.08%
Energy 7.07%
Financial Services 16.71%
Healthcare 13.10%
Industrials 8.42%
Real Estate 0.80%
Technology 21.90%
Utilities 3.81%
As of July 31, 2019

Stock Market Capitalization

Giant 70.07%
Large 24.14%
Medium 5.18%
Small 0.54%
Micro 0.07%
As of July 31, 2019

Stock Style Exposure

Large Cap Value 29.17%
Large Cap Blend 34.85%
Large Cap Growth 30.24%
Mid Cap Value 1.02%
Mid Cap Blend 3.83%
Mid Cap Growth 0.32%
Small Cap Value 0.10%
Small Cap Blend 0.10%
Small Cap Growth 0.37%
As of July 31, 2019

CSQ Bond Exposure

Government 0.64%
Corporate 92.27%
Securitized 0.11%
Municipal 0.00%
Cash 6.98%
Derivative 0.00%
As of July 31, 2019

CSQ Bond Credit Quality Exposure

AAA 0.70%
AA 1.50%
A 3.70%
BBB 14.20%
BB 25.70%
B 19.90%
Below B 34.30%
As of July 31, 2019

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 0.79%
183 to 364 Days 1.18%
1 to 3 Years 11.86%
3 to 5 Years 31.65%
5 to 7 Years 26.68%
7 to 10 Years 15.49%
10 to 15 Years 2.27%
15 to 20 Years 1.89%
20 to 30 Years 6.16%
Over 30 Years 2.01%
As of July 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
MSFT Microsoft Corp 3.25% 139.44 -1.16%
AAPL Apple Inc 2.67% 217.73 -1.46%
AMZN Amazon.com Inc 2.32% 1794.16 -1.50%
GOOGL Alphabet Inc A 1.51% 1229.84 -0.72%
CVX Chevron Corp 1.37% 124.32 +0.53%
FB Facebook Inc A 1.31% 189.93 -0.11%
BAC Bank of America Corporation 1.18% 29.59 -0.77%
PG Procter & Gamble Co 1.17% 122.24 +0.28%
V Visa Inc Class A 1.16% 174.06 -1.08%
JPM JPMorgan Chase & Co 1.14% 118.90 -0.40%
As of July 31, 2019
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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 --
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 15.11 yrs
R. Freund 2.40 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) 1.258
Max Drawdown (All) 67.02%
Historical Sharpe Ratio (10Y) 0.9127
Historical Sortino (All) 0.3725
30-Day Rolling Volatility 15.52%
Daily Value at Risk (VaR) 1% (All) 4.13%
Monthly Value at Risk (VaR) 1% (All) 20.58%

Fundamentals

General
Dividend Yield TTM (9-20-19) 2.10%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.14%
Number of Holdings 673
Stock
Weighted Average PE Ratio 19.75
Weighted Average Price to Sales Ratio 2.149
Weighted Average Price to Book Ratio 2.953
Weighted Median ROE 24.43%
Weighted Median ROA 8.88%
Forecasted PE Ratio 17.80
Forecasted PS Ratio 2.069
Forecasted Price to Book Value 3.019
Number of Stock Holdings 153
Bond
Current Yield 4.49%
Yield to Maturity 6.64%
Effective Duration --
Average Coupon 4.33%
Average Credit Score 16.00 (B)
Average Price --
Number of Bond Holdings 382
As of July 31, 2019

Comparables

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Attributes

Key Dates
Inception Date 3/26/2004
Termination Date
Last Annual Report Date 10/31/2018
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

Excel Add-In Codes

  • Name: =YCI("CSQ","name")
  • Broad Asset Class: =YCI("CSQ", "broad_asset_class")
  • Broad Category: =YCI("CSQ", "broad_category_group")
  • Prospectus Objective: =YCI("CSQ", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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