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CPSRCalamos S&P 500 Structured Alt Protection ETF - March

Take a bet1y track recordRanked #573 of 995 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%

#3,730 of 6,040 · average

Fund Size

$34M

#4,136 of 6,040 · small

Return (1Y)

+5.7%

Track Record

1 year

#4,135 of 6,040 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,565+5.7%

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

Holdings

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
99.4%
Cash
0.6%

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)
-0.24Below 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

Next steps

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Data updated on 2026-09-18