See what your fund actually adds
Calamos Autocallable Growth ETF CAGE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CAGE | Replication |
|---|---|---|
| Annualized growth | 39.1% | 26.5% |
| Annualized volatility | 17.2% | 15.4% |
| Sharpe ratio | 2.00 | 1.60 |
| Maximum drawdown | 5.2% | 6.0% |
| Replication fit (R²) | 0.92 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CAGE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 57.0% |
| VBK | Small-Cap · Growth | 14.4% |
| XLK | Sector · Technology | 13.9% |
| LRGF | Factor · Multi-Factor | 8.9% |
| VOX | Sector · Communication | 5.7% |