See what your fund actually adds
Calamos S&P 500 Structured Alt Protection ETF December CPSD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CPSD | Replication |
|---|---|---|
| Annualized growth | 6.4% | 6.3% |
| Annualized volatility | 3.0% | 2.9% |
| Sharpe ratio | 2.07 | 2.11 |
| Maximum drawdown | 3.4% | 2.8% |
| Replication fit (R²) | 0.64 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CPSD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 80.2% |
| EMLC | FI · EM Local Currency | 10.1% |
| VUG | Style · Growth | 3.5% |
| VOO | US Large Cap | 3.3% |
| XLP | Sector · Cons Staples | 3.0% |