{"schemaVersion":1,"ticker":"CAIE","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/caie/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, CAIE against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/caie/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":100.0,"date":"2026-10-08","url":"https://www.calamos.com/globalassets/media/pdfs/distributions/calamos-autocallable-income-etf-19a-notice.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":100.0,"from":"2026-10-08","to":"2026-10-08","notices":1,"distributions":12,"full":false}},"kind":"benchmark","a":"CAIE","b":"SPY","window":{"from":"2025-07-03","to":"2026-10-23","firstReturn":"2025-07-11","weeklyReturns":68,"years":1.31,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03870244,"perWeek":0.0007442777,"days":328,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.20990163,"b":0.23177063,"edge":"SPY (slight)","lead":"SPY"},"annualised":{"a":0.15685641,"b":0.17281282,"edge":"SPY (slight)","lead":"SPY"},"price":{"a":0.00933762,"b":0.21529088,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.10557834,"b":0.11561193,"edge":"CAIE (slight)","lead":"CAIE"},"downsideDeviation":{"a":0.06649539,"b":0.06907096,"edge":"CAIE (slight)","lead":"CAIE"},"maxDrawdown":{"a":-0.07481056,"b":-0.08388653,"edge":"CAIE","lead":"CAIE","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.11268493,"b":0.12749369,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.06731106,"b":1.10277286,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.69462754,"b":1.84583644,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":2.09671496,"b":2.06007838,"edge":"Tie"}},"relative":{"CAIE":{"on":"SPY","beta":0.87957711,"r2":0.92769124,"alpha":0.00054439,"alphaT":0.0215098,"alphaLow":-0.04998687,"alphaHigh":0.05107566,"upsideCapture":0.87231467,"downsideCapture":0.92471126,"treynor":0.12811262,"trackingError":0.03162027,"informationRatio":-0.46833145,"upWeeks":40,"downWeeks":28,"treynorReference":0.12749369,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"CAIE (slight)","lead":"CAIE"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CAIE":{"kept":"2026-10-26","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":68,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.20990163}},"SPY":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":68,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.23177063}}}}