Summary
CCIF
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return -39.47% Volatility 30.68% Sharpe -1.49
Official loaded data — not a live quote.

Carlyle Credit Income Fund

Symbol: CCIF

Exchange: NYSE

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 31/08/2026

Current price: $2.69

Expense ratio: N/A

Assets under management
N/A
-1.47% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-2.20%

Ann. -43.56% (Sharpe / Sortino numerator)

Volatility

30.89%

Sharpe ratio

-1.528

VaR 95%

-2.14%

CVaR 95%: -3.31%
Max drawdown: -8.94%
Sortino ratio: -2.828
Calmar ratio: -4.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-7.77%

Ann. -73.36% (Sharpe / Sortino numerator)

Volatility

47.19%

Sharpe ratio

-1.632

VaR 95%

-5.86%

CVaR 95%: -8.55%
Max drawdown: -35.05%
Sortino ratio: -1.837
Calmar ratio: -2.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-13.65%

Ann. -59.47% (Sharpe / Sortino numerator)

Volatility

36.70%

Sharpe ratio

-1.719

VaR 95%

-3.57%

CVaR 95%: -6.66%
Max drawdown: -40.24%
Sortino ratio: -1.913
Calmar ratio: -1.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-39.47%

Ann. -42.02% (Sharpe / Sortino numerator)

Volatility

30.68%

Sharpe ratio

-1.488

VaR 95%

-3.10%

CVaR 95%: -5.36%
Max drawdown: -46.15%
Sortino ratio: -1.676
Calmar ratio: -0.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-54.19%

Ann. -22.92% (Sharpe / Sortino numerator)

Volatility

24.48%

Sharpe ratio

-1.085

VaR 95%

-2.58%

CVaR 95%: -4.23%
Max drawdown: -52.60%
Sortino ratio: -1.173
Calmar ratio: -0.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-42.30%

Ann. -15.17% (Sharpe / Sortino numerator)

Volatility

23.33%

Sharpe ratio

-0.806

VaR 95%

-2.00%

CVaR 95%: -3.98%
Max drawdown: -52.60%
Sortino ratio: -0.807
Calmar ratio: -0.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.182%

Best day

5.571%

18/02/2026
Worst day

-9.956%

02/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $2.73 $2.78 $2.68 $2.69 197,000
28/08/2026 $2.72 $2.74 $2.66 $2.69 75,300
27/08/2026 $2.76 $2.76 $2.66 $2.70 89,100
26/08/2026 $2.68 $2.69 $2.66 $2.66 67,100
25/08/2026 $2.72 $2.73 $2.66 $2.67 67,100
24/08/2026 $2.71 $2.72 $2.69 $2.70 112,600
21/08/2026 $2.76 $2.77 $2.71 $2.73 103,400
20/08/2026 $2.85 $2.85 $2.73 $2.76 147,000
19/08/2026 $2.78 $2.80 $2.74 $2.75 78,800
18/08/2026 $2.85 $2.90 $2.80 $2.84 114,100