Summary
CCIF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -40.02% 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: 02/06/2026

Current price: $3.09

Expense ratio: N/A

Assets under management
N/A
-0.32% 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

-5.87%

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

-6.83%

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

-33.09%

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

-40.02%

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

-48.13%

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

-44.02%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.185%

Best day

5.57%

18/02/2026
Worst day

-9.956%

02/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $3.10 $3.14 $3.09 $3.09 94,100
01/06/2026 $3.10 $3.15 $3.09 $3.10 118,300
29/05/2026 $3.20 $3.21 $3.08 $3.13 166,900
28/05/2026 $3.10 $3.15 $3.10 $3.13 89,300
27/05/2026 $3.18 $3.26 $3.11 $3.12 149,400
26/05/2026 $3.17 $3.23 $3.17 $3.20 102,200
22/05/2026 $3.22 $3.27 $3.17 $3.19 84,900
21/05/2026 $3.26 $3.26 $3.20 $3.21 126,500
20/05/2026 $3.23 $3.27 $3.20 $3.24 128,100
19/05/2026 $3.35 $3.36 $3.20 $3.21 136,600