Calamos Antetokounmpo Global Sustainable Equities ETF (SROI)
SROI is an actively managed ETF by Calamos. SROI launched on Feb 3, 2023 and has a 0.95% expense ratio.
ETF Info
| ISIN | US12811T2096 |
|---|---|
| Issuer | Calamos |
| Inception Date | Feb 3, 2023 |
| Region | Global (Broad) |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
SROI has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: SROI vs. GABF
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calamos Antetokounmpo Global Sustainable Equities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calamos Antetokounmpo Global Sustainable Equities ETF had a return of 13.20% year-to-date (YTD) and 25.96% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.20% | 25.70% |
| 1 month | -0.71% | 3.51% |
| 6 months | 6.26% | 14.80% |
| 1 year | 25.96% | 37.91% |
| 5 years (annualized) | N/A | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of SROI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.96% | 4.21% | 2.36% | -3.41% | 4.73% | 1.56% | 1.14% | 2.88% | 1.55% | -3.15% | 13.20% | ||
| 2023 | -2.73% | 2.89% | 1.66% | -1.44% | 5.10% | 2.63% | -4.00% | -6.04% | -2.93% | 8.98% | 5.78% | 9.18% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SROI is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calamos Antetokounmpo Global Sustainable Equities ETF provided a 0.83% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2023 |
|---|---|---|
| Dividend | $0.25 | $0.25 |
Dividend yield | 0.83% | 0.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Antetokounmpo Global Sustainable Equities ETF. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.25 | $0.25 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos Antetokounmpo Global Sustainable Equities 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 Antetokounmpo Global Sustainable Equities ETF was 13.89%, occurring on Oct 27, 2023. Recovery took 39 trading sessions.
The current Calamos Antetokounmpo Global Sustainable Equities ETF drawdown is 1.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.89% | Aug 1, 2023 | 63 | Oct 27, 2023 | 39 | Dec 22, 2023 | 102 |
| -7.81% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -6.6% | Feb 8, 2023 | 25 | Mar 15, 2023 | 20 | Apr 13, 2023 | 45 |
| -5.73% | Mar 22, 2024 | 20 | Apr 19, 2024 | 14 | May 9, 2024 | 34 |
| -3.83% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current Calamos Antetokounmpo Global Sustainable Equities ETF volatility is 2.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.