Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPSL (Calamos Laddered S&P 500 Structured Alt Protection ETF) | NA | 0.00% | 484.80% | -19.73% | NA | NA | NA | … | … |
Data as of 04/30/2021, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPSL (Calamos Laddered S&P 500 Structured Alt Protection ETF) | 06/18/2012 | 04/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 484.80 | -19.73 | NA | NA | NA | … | … | 6,566.67 | -99.40 | -29.58 | 24.56 | -92.96 | -40.92 | -30.05 | -43.87 | -80.00 | -17.07 | 64.00 | -79.51 | -54.65 |
| Sharpe Ratio | NA | -0.08 | 0.26 | -0.02 | -0.38 | NA | NA | … | … | NA | -0.09 | -0.04 | -0.04 | -0.71 | -0.46 | -0.82 | -0.83 | -1.23 | -0.58 | 0.44 | -0.89 | -0.61 |
| Standard Deviation(%) | NA | 0.00 | 1,840.06 | 1,095.13 | 219.89 | NA | NA | … | … | 0.00 | 1,200.56 | 1,304.75 | 261.57 | 156.77 | 128.47 | 59.55 | 100.32 | 79.99 | 61.08 | 103.31 | 111.18 | 127.23 |
| Draw Down(%) | NA | 0.00 | 0.00 | 100.00 | 100.00 | NA | NA | … | … | 0.00 | 99.98 | 99.99 | 70.00 | 93.78 | 87.34 | 46.19 | 62.62 | 84.79 | 51.72 | 52.22 | 88.07 | 81.44 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/30/2021, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSL (Calamos Laddered S&P 500 Structured Alt Protection ETF) |
-97.77%
Jan 2015 – Jan 2018 |
-91.40%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSL (Calamos Laddered S&P 500 Structured Alt Protection ETF) |
-54.26%
Oct 2013 – Oct 2016 |
-48.17%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart