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CPSTCalamos S&P 500 Structured Alt Protection ETF - September

Stay safeGrow my money2y track recordRanked #283 of 387 in this goal

Seeks to match the positive price return of the SPDR S&P 500 ETF Trust up to a cap of 6.59% while protecting against 100% of negative price return.

By Calamos · Launched 2024

Annual Cost

0.69%

#3,724 of 6,035 · average

Fund Size

$33M

#4,161 of 6,035 · small

Return (1Y)

+5.0%

Track Record

2 years

#3,687 of 6,035 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$10,347+3.5%

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 = 99.7% of fundconcentrated

Goldman Sachs & Co. LLC
106.4%
Goldman Sachs & Co. LLC
1.3%
Goldman Sachs & Co. LLC
-8.0%

Asset allocation

Stocks
99.6%
Cash
0.4%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
2.1%Low

Year-on-year price swings

Max drawdown
-94.1%Severe

Worst peak-to-trough loss

Sharpe (3Y)
0.11Below average
Sortino (3Y)
0.15Moderate 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 6.59% 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 6.59% while protecting against 100% of losses. Utilizes FLEX Options to implement a capital protected target outcome strategy over a one-year Outcome Period.
Inception date
August 30, 2024
Fund family
Calamos

Next steps

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Data updated on 2026-09-18