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CPSRCalamos S&P 500 Structured Alt Protection ETF - March

Take a bet1y track recordRanked #572 of 949 in this goal

Seeks to match the positive price return of the SPDR S&P 500 ETF Trust up to a cap of 6.16% while protecting against 100% of negative price return.

By Calamos · Launched 2025

Annual Cost

0.69%

#3,610 of 5,861 · average

Fund Size

$31M

#4,131 of 5,861 · small

Return (1Y)Goal

+6.1%

Track Record

1 year

#4,119 of 5,861 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,617+6.2%

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

Concentration

Top 3 holdings = 99.4% of fundconcentrated

Goldman Sachs & Co. LLC
102.6%
Goldman Sachs & Co. LLC
4.2%
Goldman Sachs & Co. LLC
-7.4%

Asset allocation

Stocks
99.3%
Cash
0.8%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
1.9%Low

Year-on-year price swings

Max drawdown
-37.8%Severe

Worst peak-to-trough loss

Sharpe (3Y)
-0.23Below average
Sortino (3Y)
-0.34Moderate downside risk

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks to match the positive price return of the SPDR S&P 500 ETF Trust up to a cap of 6.16% while protecting against 100% of negative price return.
Strategy
Actively managed ETF designed to provide capital protection against 100% of losses in the Underlying ETF while allowing for upside participation up to a cap of 6.16%. Utilizes FLEX Options to achieve a capital protected target outcome strategy over the Outcome Period.
Inception date
February 28, 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