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CPNSCalamos Nasdaq-100 Structured Alt Protection ETF - September

Stay safeGrow my money1y track recordRanked #261 of 340 in this goal

Seeks to match positive returns of the Invesco QQQ Trust up to 7.01% while protecting against 100% of negative returns.

By Calamos · Launched 2024

Annual Cost

0.69%

#3,463 of 5,562 · average

Fund Size

$25M

#4,189 of 5,562 · small

Dividend YieldGoal

0.00%

Track Record

1 year

#3,768 of 5,562 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,755+7.5%

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

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Structured outcome

Index tracked

Nasdaq-100 Index

What it actually holds

By weight

Concentration

Top 3 holdings = 99.4% of fundconcentrated

Goldman Sachs & Co. LLC
105.2%
Goldman Sachs & Co. LLC
3.5%
Goldman Sachs & Co. LLC
-9.2%

Asset allocation

Stocks
99.6%
Cash
0.4%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
2.1%Low

Year-on-year price swings

Max drawdown
-4.0%Mild

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
NYSE Arca

Full fund details

Objective
Seeks to match positive returns of the Invesco QQQ Trust up to 7.01% while protecting against 100% of negative returns.
Strategy
The Fund files prospectus supplements prior to the end of each Outcome Period to inform shareholders of the upcoming Cap range. After each period, it discloses the Cap for the next period. The Cap is not guaranteed to be within the anticipated range.
Inception date
September 3, 2024
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