Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPSO (Calamos S&P 500 Structured Alt Protection ETF – October) | NA | 0.00% | -53.58% | -41.82% | NA | NA | NA | … | … |
Data as of 10/15/2014, Common starting date is 06/21/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPSO (Calamos S&P 500 Structured Alt Protection ETF – October) | 06/21/2007 | 10/15/2014 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -53.58 | -41.82 | NA | NA | NA | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … |
Data as of 10/15/2014, Common starting date is 06/21/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSO (Calamos S&P 500 Structured Alt Protection ETF – October) |
-100.00%
Jul 2009 – Jul 2012 |
-100.00%
Jul 2008 – Jul 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPSO (Calamos S&P 500 Structured Alt Protection ETF – October) |
49.38%
Oct 2008 – Oct 2011 |
-45.61%
Jun 2009 – Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart