Carlyle Credit Income Fund
Symbol: CCIF
Exchange: NYSE
Sector: N/A
Category: N/A
Inception date: N/A
Latest date: 16/07/2026
Current price: $2.76
Expense ratio: N/A
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-10.10%
Ann. -43.56% (Sharpe / Sortino numerator)
Volatility
30.89%
Sharpe ratio
-1.528
VaR 95%
-2.14%
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
-13.78%
Ann. -73.36% (Sharpe / Sortino numerator)
Volatility
47.19%
Sharpe ratio
-1.632
VaR 95%
-5.86%
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
-37.01%
Ann. -59.47% (Sharpe / Sortino numerator)
Volatility
36.70%
Sharpe ratio
-1.719
VaR 95%
-3.57%
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
-45.52%
Ann. -42.02% (Sharpe / Sortino numerator)
Volatility
30.68%
Sharpe ratio
-1.488
VaR 95%
-3.10%
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
-49.44%
Ann. -22.92% (Sharpe / Sortino numerator)
Volatility
24.48%
Sharpe ratio
-1.085
VaR 95%
-2.58%
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
-39.78%
Ann. -15.17% (Sharpe / Sortino numerator)
Volatility
23.33%
Sharpe ratio
-0.806
VaR 95%
-2.00%
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: 16/07/2025 - 16/07/2026.
Average daily return
-0.222%
Best day
5.572%
Worst day
-9.955%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $2.77 | $2.80 | $2.73 | $2.76 | 113,900 |
| 15/07/2026 | $2.89 | $2.90 | $2.75 | $2.82 | 152,300 |
| 14/07/2026 | $2.89 | $2.96 | $2.84 | $2.85 | 114,300 |
| 13/07/2026 | $2.83 | $2.87 | $2.83 | $2.85 | 71,100 |
| 10/07/2026 | $2.90 | $2.90 | $2.85 | $2.86 | 26,300 |
| 09/07/2026 | $2.87 | $2.87 | $2.84 | $2.87 | 42,600 |
| 08/07/2026 | $2.85 | $2.93 | $2.84 | $2.84 | 54,500 |
| 07/07/2026 | $2.82 | $2.89 | $2.82 | $2.85 | 48,400 |
| 06/07/2026 | $2.81 | $2.87 | $2.79 | $2.85 | 85,200 |
| 02/07/2026 | $2.85 | $2.85 | $2.78 | $2.80 | 77,300 |