CPRJCalamos Russell 2000 Structured Alt Protection ETF - July
Seeks to match the positive price return of the iShares Russell 2000 ETF up to a cap of 8.10% while protecting against 100% of negative price return.
By Calamos · Launched 2024
Annual Cost
0.69%
#3,730 of 6,040 · average
Fund Size
$40M
#3,992 of 6,040 · mid-size
Return (1Y)
+4.4%
Track Record
2 years
#3,582 of 6,040 · seasoned
Performance
Total-return NAV · USDGrowth of $10,000
$10,430+4.3%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundHoldings
By weightConcentration
Top 3 holdings = 99.9% of fundconcentrated
Goldman Sachs & Co. LLC
119.8%
Goldman Sachs & Co. LLC
0.2%
Goldman Sachs & Co. LLC
-20.2%
Asset allocation
Bonds
99.3%
Cash
0.8%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
2.4%Low
Year-on-year price swings
Max drawdown
-6.3%Mild
Worst peak-to-trough loss
Sharpe (3Y)
Unavailable
Needs 3+ years of history
Sortino (3Y)
Not yet
Needs 3+ years of history
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks to match the positive price return of the iShares Russell 2000 ETF up to a cap of 8.10% while protecting against 100% of negative price return.
- Strategy
- Actively managed ETF designed to provide returns matching the iShares Russell 2000 ETF's price up to an 8.10% cap while protecting against price declines. Invests substantially all assets in FLEX Options referencing the Underlying ETF.
- Inception date
- June 28, 2024
- Fund family
- Calamos
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Data updated on 2026-09-18