C000250960 Performance — Calamos Russell 2000 Structured Alt Protection ETF - July
Data updated: 2026-10-09
C000250960 returned +3.24% year to date and +7.16% over one year to Jul 2026. Over one year the fund trailed its Alternative category average: $100 grew to $107, against $108 for the category. Volatility over the past 12 months was 2.02% a year. In the 12 months to Jul 2026 the fund lost a net $17.4M, and assets reached $37.38M.
C000250960 Growth of $100
What $100 invested in Calamos Russell 2000 Structured Alt Protection ETF - July grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000250960 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $107 | $108 |
| Since data start (Jul 2024 – Jul 2026) | $114 | $148 |
C000250960 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.24% |
| 1 year | +7.16% |
| 3 years (annualised) | +6.34% |
C000250960 Annual Returns
Calendar-year total returns of Calamos Russell 2000 Structured Alt Protection ETF - July, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.24% |
| 2025 | +4.96% |
| 2024 (Jul–Dec) | +4.88% |
C000250960 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.8% | +0.3% | −0.4% | +1.6% | +0.4% | +0.3% | +0.1% | — | — | — | — | — |
| 2025 | +1.0% | −1.4% | −2.5% | −0.9% | +1.3% | +3.4% | +0.4% | +1.7% | +0.8% | +0.4% | +0.5% | +0.4% |
| 2024 | — | — | — | — | — | — | +2.9% | +0.3% | +0.7% | −0.3% | +2.5% | −1.2% |
C000250960 Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 2.02%
- Best month: +1.70% (Aug 2025)
- Worst month: −0.37% (Mar 2026)
C000250960 Fund Flows
Monthly money in and out of Calamos Russell 2000 Structured Alt Protection ETF - July, from SEC Form N-PORT.
- 12-month net flow: −$17.4M
- 12-month gross sales (incl. reinvestments): $17.1M
- Sales ÷ redemptions: 0.50×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $14.5M | $0 | $14.5M |
| Jun 2026 | $690K | $690K | −$43 |
| May 2026 | $0 | $687K | −$687K |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $1.4M | −$1.4M |
| Jan 2026 | $0 | $2.0M | −$2.0M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $28.5M | −$28.5M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $2.0M | $1.3M | $660K |
C000250960 Assets Under Management
Net assets of Calamos Russell 2000 Structured Alt Protection ETF - July by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $37.38M |
| 2026-04-30 | $23.33M |
| 2026-01-31 | $24.32M |
| 2025-10-31 | $25.92M |
| 2025-07-31 | $52.33M |
| 2025-04-30 | $47.32M |
| 2025-01-31 | $50.96M |
| 2024-10-31 | $54.88M |
| 2024-07-31 | $55.78M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.