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Calamos Bitcoin Structured Alt Protection ETF - April CBOA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CBOA | Replication |
|---|---|---|
| Annualized growth | 1.4% | 6.7% |
| Annualized volatility | 5.1% | 4.6% |
| Sharpe ratio | 0.30 | 1.44 |
| Maximum drawdown | 8.0% | 4.9% |
| Replication fit (R²) | 0.73 · Tracking error 2.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model CBOA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 91.8% |
| IBIT | Alternatives · Bitcoin | 8.2% |