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CBTOCalamos Bitcoin 80 Series Structured Alt Protection ETF - October

Grow my moneyStay safeNewRanked #205 of 340 in this goal

Seeks to provide investment results that track the positive price return of the CME CF Bitcoin Reference Rate — New York Variant before fees and expenses.

By Calamos · Launched 2025

Annual Cost

0.69%

#3,463 of 5,562 · average

Fund Size

$32M

#3,996 of 5,562 · small

Return (1Y)Goal

N/A

Track Record

8 months

#4,841 of 5,562 · young

Performance

Total-return NAV · USD
Growth of $10,000
$7,881-21.2%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Structured outcome

Index tracked

CME CF Bitcoin Reference Rate - New York Variant

What it actually holds

By weight

Concentration

Top 3 holdings = 99.3% of fundconcentrated

United States Treasury
91.4%
X-Change Financial Access LLC
8.9%
X-Change Financial Access LLC
-1.0%

Asset allocation

Bonds
96.8%
Cash
3.3%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
N/A
Max drawdown
-21.2%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
Unavailable

Needs 3+ years of history

Sortino (3Y)
Not yet

Needs 3+ years of history

Where to buy

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks to provide investment results that track the positive price return of the CME CF Bitcoin Reference Rate — New York Variant before fees and expenses.
Strategy
Actively managed ETF that seeks to track the positive price return of Spot bitcoin up to a cap of 41.62% while providing protection against declines exceeding 20% over a one-year outcome period. Investments include OTC Options, FLEX Options, and Listed Options referencing Underlying ETPs and Bitcoin Indexes. The Fund's portfolio may also include U.S. Treasury securities, cash, and box spreads.
Inception date
October 7, 2025
Fund family
Calamos

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Buffer
Warning

Buffer ETF — downside protection at a cost

Defined-outcome funds cap upside (typically 8–20%) in exchange for partial downside protection (9–30%), priced via options. Fees are materially higher than the underlying index (often 0.70%+ vs 0.03–0.10%). For most pre-retirees, a simple stock/bond mix achieves similar downside behaviour at a fraction of the cost.

Source: Morningstar, 'Defined-Outcome ETFs: Useful or Uneconomic?' (2023)

Why we flagged this: strategy=structured_outcome + structured_outcome_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

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Data updated on 2026-06-19