See what your fund actually adds

Calamos Convertible Equity Alternative ETF CVRT

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

Fund and replication metrics

CVRT compared with its replication portfolio
MeasureCVRTReplication
Annualized growth26.3%20.5%
Annualized volatility17.5%14.4%
Sharpe ratio1.421.37
Maximum drawdown18.4%15.3%
Replication fit (R²)0.87 · Tracking error 6.3%

Replication portfolio

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

CVRT replication basket weights
TickerBuilding blockWeight
ICVTFI · Convertibles50.4%
VBKSmall-Cap · Growth31.4%
MTUMFactor · Momentum18.2%