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
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.20%
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
-7.77%
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
-13.65%
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
-39.47%
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
-54.19%
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
-42.30%
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: 02/09/2025 - 31/08/2026.
Average daily return
-0.182%
Best day
5.571%
Worst day
-9.956%
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 |