CAIQ ETF Analysis: Calamos Nasdaq Autocallable | NASDAQ

Derivative Income | NASDAQ, USA | Market Cap: 271m USD | 12M Return: 11.8% | Charts, Fundamentals & Technical Analysis

Treasuries, Cash Equivalents, Box Spreads, Total Return Swaps
Total Rating 47
Safety 55
Buy Signal -0.45
Derivative Income
Category Rotation: -1.5
AUM: 271M
Avg Turnover: 5.64M
Risk 3d forecast
Volatility13.7%
VaR 5th Pctl2.51%
VaR vs Median1.93%
Reward TTM
Sharpe Ratio1.06
Rel. Str. IBD43.2
Rel. Str. Peer Group35.6
Character TTM
Beta0.964
Beta Downside0.874
Hurst Exponent0.531
Drawdowns 3y
Max DD9.05%
CAGR/Max DD2.13
CAGR/Mean DD10.94

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 0.6 years of data

Jan - -
Feb - -
Mar - -
Apr - -
May - -
Jun - -
Jul - -
Aug - -
Sep - -
Oct - -
Nov - -
Dec - -

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: CAIQ Calamos Nasdaq Autocallable

CAIQ is a non-diversified, actively managed ETF that invests at least 80% of its assets in U.S. Treasuries, cash, cash equivalents, box spreads, and unfunded total return swaps to gain exposure to a target index. Rather than tracking or replicating the index, the fund uses derivative instruments-primarily total return swaps-to capture returns linked to the indexs performance, falling within the broader derivative income ETF category.

The funds structure reflects a synthetic exposure strategy common in income-oriented ETFs, where unfunded swaps allow the issuer to deliver index-linked returns without holding the underlying securities directly. As a recent IPO (November 2025) from Calamos, a sponsor known for its covered call and income-focused ETF lineup, CAIQ joins a growing segment of derivative-based products targeting yield through options and swap-based structures rather than traditional stock or bond holdings.

Headlines to Watch Out For
  • Nasdaq 100 level drives swap-linked payout
  • Treasury yields and swap spreads compress income distributions
  • Autocallable structure adoption lifts AUM inflows
What is the price of CAIQ shares?

As of July 28, 2026, the stock is trading at USD 25.36 with a total of 246,212 shares traded. Over the past week, the price has changed by -1.05%, over one month by -3.23%, over three months by +0.03% and over the past year by +11.83%.

Current recommended Stop Loss: 25.00 (which is 1.4% or 1.3 ATR below the current price).

Is CAIQ a buy, sell or hold?

Calamos Nasdaq Autocallable has no consensus analysts rating.