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Calamos Bitcoin 90 Series Structured Alt Protection ETF - July CBXY

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CBXY compared with its replication portfolio
MeasureCBXYReplication
Annualized growth-3.6%1.6%
Annualized volatility10.0%8.5%
Sharpe ratio-0.310.23
Maximum drawdown15.3%9.2%
Replication fit (R²)0.67 · Tracking error 5.8%

Replication portfolio

The published portfolio below is the investable basket used to model CBXY’s historical return behavior.

CBXY replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans73.2%
IBITAlternatives · Bitcoin17.4%
XLVSector · Healthcare9.4%