Calamos Strategic Total Return (CSQ)

14.44 +0.11  +0.77% NYSE Feb 19, 16:59 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 14.20
Discount or Premium to NAV 1.19%
Turnover Ratio 26.00%
1 Year Fund Level Flows -102.48M
View All CSQ News

News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.24% 0.65% 1.57% 50
3M 10.03% 9.35% 7.12% 17
6M 19.44% 17.86% 13.43% 1
YTD 6.05% 4.32% 3.61% 50
1Y 27.29% 24.22% 17.29% 17
3Y 18.75% 14.27% 9.66% 1
5Y 14.25% 11.33% 9.04% 20
10Y 14.46% 11.99% 11.80% 40
15Y 9.37% 7.76% 8.20% 75
20Y -- -- 9.81% --
As of Feb. 18, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.82% 0.82% 0.00%
Stock 67.13% 67.13% 0.00%
Bond 17.78% 17.78% 0.00%
Convertible 10.37% 10.37% 0.00%
Preferred 3.89% 3.89% 0.00%
Other 0.01% 0.01% 0.00%
As of Dec. 31, 2019

Region Exposure

Americas 93.85%
North America 93.49%
Latin America 0.35%
Greater Europe 4.57%
United Kingdom 1.75%
Europe Developed 2.22%
Europe Emerging 0.01%
Africa/Middle East 0.58%
Greater Asia 1.58%
Japan 0.65%
Australasia 0.05%
Asia Developed 0.40%
Asia Emerging 0.48%
Market Classification
% Developed Markets 99.17%
% Emerging Markets 0.83%
As of Dec. 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 1.79%
Communication Services 11.10%
Consumer Cyclical 9.48%
Consumer Defensive 7.87%
Energy 6.34%
Financial Services 15.68%
Healthcare 13.68%
Industrials 10.20%
Real Estate 1.46%
Technology 18.95%
Utilities 3.46%
As of Dec. 31, 2019

Stock Market Capitalization

Giant 67.87%
Large 26.13%
Medium 4.91%
Small 0.95%
Micro 0.14%
As of Dec. 31, 2019

Stock Style Exposure

Large Cap Value 29.67%
Large Cap Blend 38.09%
Large Cap Growth 26.36%
Mid Cap Value 1.74%
Mid Cap Blend 2.54%
Mid Cap Growth 0.58%
Small Cap Value 0.25%
Small Cap Blend 0.65%
Small Cap Growth 0.12%
As of Dec. 31, 2019

CSQ Bond Exposure

Government 0.66%
Corporate 96.73%
Securitized 0.11%
Municipal 0.00%
Cash 2.50%
Derivative 0.00%
As of Dec. 31, 2019

CSQ Bond Credit Quality Exposure

AAA 0.64%
AA 1.95%
A 1.84%
BBB 14.71%
BB 25.37%
B 20.52%
Below B 4.63%
As of Dec. 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 0.98%
183 to 364 Days 1.20%
1 to 3 Years 12.05%
3 to 5 Years 28.70%
5 to 7 Years 28.90%
7 to 10 Years 16.80%
10 to 15 Years 2.46%
15 to 20 Years 2.05%
20 to 30 Years 5.29%
Over 30 Years 1.57%
As of Dec. 31, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AAPL Apple Inc 3.55% 323.42 +1.39%
MSFT Microsoft Corp 3.54% 187.25 +0.01%
AMZN Amazon.com Inc 2.22% 2170.05 +0.67%
GOOGL Alphabet Inc A 1.61% 1525.00 +0.37%
FB Facebook Inc A 1.34% 217.47 -0.15%
JPM JPMorgan Chase & Co 1.33% 137.49 +1.36%
CVX Chevron Corp 1.29% 110.75 +0.46%
PG Procter & Gamble Co 1.20% 125.45 +0.46%
BAC Bank of America Corp 1.19% 34.69 +1.23%
V Visa Inc Class A 1.18% 213.31 +1.00%
As of Dec. 31, 2019
Advertisement

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 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) 0.9583
Historical Sortino (All) 0.4126
30-Day Rolling Volatility 11.85%
Daily Value at Risk (VaR) 1% (All) 4.11%
Monthly Value at Risk (VaR) 1% (All) 20.22%

Fundamentals

General
Dividend Yield TTM (2-19-20) 1.36%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 1.99%
Number of Holdings 700
Stock
Weighted Average PE Ratio 21.70
Weighted Average Price to Sales Ratio 2.301
Weighted Average Price to Book Ratio 3.177
Weighted Median ROE 25.98%
Weighted Median ROA 8.89%
Forecasted PE Ratio 18.29
Forecasted PS Ratio 2.199
Forecasted Price to Book Value 3.276
Number of Stock Holdings 153
Bond
Current Yield 4.55%
Yield to Maturity 5.73%
Effective Duration 3.85
Average Coupon 4.25%
Average Credit Score 15.00 (B)
Average Price --
Number of Bond Holdings 399
As of Dec. 31, 2019

Comparables

Edit

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
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.