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
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.87%
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
-6.83%
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
-33.09%
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
-40.02%
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
-48.13%
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
-44.02%
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: 02/06/2025 - 02/06/2026.
Average daily return
-0.185%
Best day
5.57%
Worst day
-9.956%
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 |