See what your fund actually adds

Calamos S&P 500 Structured Alt Protection ETF January CPSY

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

Fund and replication metrics

CPSY compared with its replication portfolio
MeasureCPSYReplication
Annualized growth6.3%6.2%
Annualized volatility2.6%2.5%
Sharpe ratio2.352.44
Maximum drawdown3.1%2.2%
Replication fit (R²)0.53 · Tracking error 1.8%

Replication portfolio

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

CPSY replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans83.4%
EMLCFI · EM Local Currency10.6%
XLUSector · Utilities3.2%
VUGStyle · Growth2.8%