CPRYCalamos Russell 2000 Structured Alt Protection ETF - January
Seeks to match the positive price return of the iShares Russell 2000 ETF up to a cap of 9.59% while protecting against 100% of negative price return.
By Calamos · Launched 2024
Annual Cost
0.69%
#3,730 of 6,040 · average
Fund Size
$35M
#4,102 of 6,040 · small
Return (1Y)
+9.1%
Track Record
1 year
#3,987 of 6,040 · seasoned
Performance
Total-return NAV · USDGrowth of $10,000
$10,894+8.9%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundHoldings
By weightConcentration
Top 3 holdings = 99.5% of fundconcentrated
Goldman Sachs & Co. LLC
108.4%
Goldman Sachs & Co. LLC
3.4%
Goldman Sachs & Co. LLC
-12.3%
Asset allocation
Stocks
99.6%
Cash
0.4%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
3.9%Low
Year-on-year price swings
Max drawdown
-3.2%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 9.59% while protecting against 100% of negative price return.
- Strategy
- Actively managed ETF designed to provide upside participation in the Underlying ETF's price return up to a cap of 9.59% while protecting against 100% of losses. Utilizes FLEX Options to implement a capital protected target outcome strategy in the U.S. equity market.
- Inception date
- December 31, 2024
- Fund family
- Calamos
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Data updated on 2026-09-18