- Issuer
- Calamos
- Inception Date
- Oct 7, 2025
- Region
- Global (Global)
- Category
- Defined Outcome, Cryptocurrency
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- US
- Distribution Policy
- Distributing
- Asset Class
- Cryptocurrency
Share Price Chart
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Performance
CBOO Performance Chart
Calamos Bitcoin Structured Alt Protection ETF - October (CBOO) is down 0.1% since the beginning of the year. CBOO is currently trading at $24 per share.
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Returns By Period
Calamos Bitcoin Structured Alt Protection ETF - October
- 1D
- -0.08%
- 1M
- -0.16%
- YTD
- -0.10%
- 6M
- -0.08%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBOO Monthly Returns History
Based on dividend-adjusted daily data since Oct 7, 2025, CBOO's average daily return is -0.01%, while the average monthly return is -0.19%.
Historically, 33% of months were positive and 67% were negative. The best month was May 2026 with a return of +0.2%, while the worst month was Nov 2025 at -1.0%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CBOO closed higher 46% of trading days. The best single day was Jan 5, 2026 with a return of +0.5%, while the worst single day was Oct 29, 2025 at -0.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.00% | -0.49% | 0.10% | 0.16% | 0.20% | -0.08% | -0.10% | ||||||
| 2025 | -0.56% | -0.99% | -0.08% | -1.62% |
Benchmark Metrics
Calamos Bitcoin Structured Alt Protection ETF - October has an annualized alpha of -3.18%, beta of 0.04, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since October 08, 2025.
- This ETF participated in 7.02% of S&P 500 Index downside but only -5.09% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.04 may look defensive, but with R2 of 0.07 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.07 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -3.18%
- Beta
- 0.04
- R²
- 0.07
- Upside Capture
- -5.09%
- Downside Capture
- 7.02%
Expense Ratio
CBOO has an expense ratio of 0.69%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calamos Bitcoin Structured Alt Protection ETF - October (CBOO) and compare them to S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
Calamos Bitcoin Structured Alt Protection ETF - October provided a 0.57% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.14 | $0.14 |
Dividend yield | 0.57% | 0.57% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Bitcoin Structured Alt Protection ETF - October. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.14 | $0.14 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos Bitcoin Structured Alt Protection ETF - October. 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 Bitcoin Structured Alt Protection ETF - October was 2.34%, occurring on Feb 12, 2026. The portfolio has not yet recovered.
The current Calamos Bitcoin Structured Alt Protection ETF - October drawdown is 1.77%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -2.34%Feb 2026 | 4mo 6d | — | 8mo 3hOct 2025 - now |
Drawdown Indicators
| CBOO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.34% | -9.10% | +6.76% |
Current DrawdownCurrent decline from peak | -1.77% | -2.97% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -1.13% | -0.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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