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CPSPCalamos S&P 500 Structured Alt Protection ETF - April

Grow my money1y track recordRanked #2,611 of 2,992 in this goal

Seeks to provide investment results that correspond to the performance of the S&P 500 with downside protection.

By Calamos · Launched 2025

Annual Cost

0.69%

#3,604 of 5,854 · average

Fund Size

$20M

#4,477 of 5,854 · small

Return (1Y)Goal

+6.3%

Track Record

1 year

#4,201 of 5,854 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,638+6.4%

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

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Structured outcome

Index tracked

S&P 500 Index

What it actually holds

By weight

Asset allocation

Stocks
99.3%
Cash
0.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
1.4%Low

Year-on-year price swings

Max drawdown
-1.7%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 provide investment results that correspond to the performance of the S&P 500 with downside protection.
Strategy
Actively managed ETF that invests primarily in FLEX Options referencing the S&P 500 to capture price increases up to a cap while providing downside protection. The strategy is designed for an approximately one-year Outcome Period.
Inception date
March 31, 2025
Fund family
Calamos

Our take

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

Buffer
Warning

You can build this cheaper yourself

Defined-outcome funds cap your gains (often 8% to 20%) in exchange for cushioning losses by 9% to 30%, priced with options. The fee runs about 0.70% or more, against 0.03% to 0.10% for a plain index fund. For most investors, a simple stock-and-bond mix gives similar protection for far less.

Sources: Morningstar, 'Buffer Funds Are on the Rise, but They May Not Make Sense for Most Investors' (2025)

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 2026-08-04