See what your fund actually adds

Calamos CEF Income & Arbitrage ETF CCEF

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

Fund and replication metrics

CCEF compared with its replication portfolio
MeasureCCEFReplication
Annualized growth14.2%11.4%
Annualized volatility9.9%8.1%
Sharpe ratio1.391.38
Maximum drawdown10.0%8.8%
Replication fit (R²)0.63 · Tracking error 6.1%

Replication portfolio

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

CCEF replication basket weights
TickerBuilding blockWeight
PFFFI · Preferred29.7%
DBEFIntl · Dev Hedged23.8%
XLESector · Energy23.5%
VCLTFI · Long Corp23.0%