CAIQ ETF Analysis: Calamos Nasdaq Autocallable | NASDAQ

Derivative Income | NASDAQ, USA | Market Cap: 225m USD | 12M Return: 15.6% | Charts, Fundamentals & Technical Analysis

Treasuries, Cash Equivalents, Box Spreads, Total Return Swaps
Total Rating 57
Safety 56
Buy Signal -0.51
Derivative Income
Category Rotation: -9.2
AUM: 225M
Avg Turnover: 4.73M
Risk 3d forecast
Volatility10.4%
VaR 5th Pctl1.91%
VaR vs Median2.15%
Reward TTM
Sharpe Ratio1.62
Rel. Str. IBD55.6
Rel. Str. Peer Group73.7
Character TTM
Beta0.966
Beta Downside0.831
Hurst Exponent0.523
Drawdowns 3y
Max DD9.05%
CAGR/Max DD3.20
CAGR/Mean DD17.24

Warnings

Fakeout

Tailwinds

No distinct edge detected

Seasonality 0.6 years of data

Jan +0.9% -
Feb -0.9% -
Mar -3.9% -
Apr +13.9% -
May +4.1% -
Jun -1.6% -
Jul - -
Aug - -
Sep - -
Oct - -
Nov - -
Dec +0.0% -

Average return per month, with how dependable it is below — did the month move the same way every year (high) or randomly (low). Above 60 is a pattern worth trusting; under 40 is noise.

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 June 30, 2026, the stock is trading at USD 26.58 with a total of 289,167 shares traded. Over the past week, the price has changed by -0.82%, over one month by -1.52%, over three months by +20.06% and over the past year by +15.56%.

Current recommended Stop Loss: 25.90 (which is 2.6% or 2.4 ATR below the current price).

Is CAIQ a buy, sell or hold?

Calamos Nasdaq Autocallable has no consensus analysts rating.