Calamos Autocallable Income ETF (CAIE)

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The chart shows the growth of an initial investment of $10,000 in Calamos Autocallable Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jun 25, 2025, CAIE's average daily return is +0.06%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.

Historically, 80% of months were positive and 20% were negative. The best month was Sep 2025 with a return of +3.8%, while the worst month was Mar 2026 at -4.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CAIE closed higher 54% of trading days. The best single day was Mar 31, 2026 with a return of +2.4%, while the worst single day was Oct 10, 2025 at -3.2%.

Calamos Autocallable Income ETF has an annualized alpha of 5.17%, beta of 0.95, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 26, 2025.

• This ETF captured 118.47% of S&P 500 Index gains but only 80.75% of its losses — a favorable profile for investors.
• This ETF generated an annualized alpha of 5.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.95 and R² of 0.86, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

CAIE has an expense ratio of 0.74%, placing it in the medium range.

The table below present risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) and compare them to a chosen benchmark (S&P 500 Index).

Calamos Autocallable Income ETF provided a 10.50% dividend yield over the last twelve months, with an annual payout of $2.64 per share.

The table displays the monthly dividend distributions for Calamos Autocallable Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Calamos Autocallable Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calamos Autocallable Income ETF was 7.73%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Calamos Autocallable Income ETF drawdown is 5.49%.

The chart below shows the rolling one-month volatility.