Carlyle Credit Income Fund
Symbol: CCIF
Exchange: NYSE
Sector: N/A
Category: N/A
Inception date: N/A
Latest date: 15/10/2026
Current price: $2.15
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
-11.16%
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
-18.42%
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
-28.76%
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
-47.62%
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
-60.57%
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
-52.41%
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: 15/10/2025 - 15/10/2026.
Average daily return
-0.235%
Best day
8.036%
Worst day
-9.956%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $2.05 | $2.18 | $1.98 | $2.15 | 207,900 |
| 14/10/2026 | $2.19 | $2.21 | $1.97 | $2.07 | 378,100 |
| 13/10/2026 | $2.27 | $2.27 | $2.21 | $2.22 | 118,000 |
| 12/10/2026 | $2.34 | $2.34 | $2.22 | $2.28 | 82,300 |
| 09/10/2026 | $2.29 | $2.37 | $2.24 | $2.35 | 97,800 |
| 08/10/2026 | $2.30 | $2.31 | $2.23 | $2.28 | 105,000 |
| 07/10/2026 | $2.33 | $2.33 | $2.23 | $2.29 | 99,100 |
| 06/10/2026 | $2.40 | $2.46 | $2.30 | $2.37 | 105,000 |
| 05/10/2026 | $2.42 | $2.42 | $2.37 | $2.39 | 153,000 |
| 02/10/2026 | $2.47 | $2.47 | $2.40 | $2.45 | 142,200 |