C000250961 Performance — Calamos Russell 2000 Structured Alt Protection ETF - October
Data updated: 2026-10-09
C000250961 returned +4.77% year to date and +12.75% over one year to Jul 2026. Over one year the fund beat its Alternative category average: $100 grew to $113, against $108 for the category. Volatility over the past 12 months was 4.04% a year. In the 12 months to Jul 2026 the fund lost a net $2.1M, and assets reached $29.02M.
C000250961 Growth of $100
What $100 invested in Calamos Russell 2000 Structured Alt Protection ETF - October grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | C000250961 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $113 | $108 |
| Since data start (Oct 2024 – Jul 2026) | $114 | $141 |
C000250961 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.77% |
| 1 year | +12.75% |
C000250961 Annual Returns
Calendar-year total returns of Calamos Russell 2000 Structured Alt Protection ETF - October, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +4.77% |
| 2025 | +8.30% |
| 2024 (Oct–Dec) | +0.85% |
C000250961 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 | +1.1% | +0.3% | −0.7% | +2.2% | +0.8% | +0.8% | +0.3% | — | — | — | — | — |
| 2025 | +0.7% | −1.0% | −1.3% | 0.0% | +0.5% | +1.3% | +0.6% | +3.0% | +3.1% | +0.8% | +0.4% | +0.2% |
| 2024 | — | — | — | — | — | — | — | — | — | +0.1% | +1.9% | −1.1% |
C000250961 Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 4.04%
- Best month: +3.09% (Sep 2025)
- Worst month: −0.69% (Mar 2026)
C000250961 Fund Flows
Monthly money in and out of Calamos Russell 2000 Structured Alt Protection ETF - October, from SEC Form N-PORT.
- 12-month net flow: −$2.1M
- 12-month gross sales (incl. reinvestments): $5.4M
- Sales ÷ redemptions: 0.71×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $2.8M | −$2.8M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $1.4M | −$1.4M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $1.4M | −$1.4M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $2.0M | $0 | $2.0M |
| Oct 2025 | $2.7M | $0 | $2.7M |
| Sep 2025 | $664K | $2.0M | −$1.3M |
| Aug 2025 | $0 | $0 | $0 |
C000250961 Assets Under Management
Net assets of Calamos Russell 2000 Structured Alt Protection ETF - October by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $29.02M |
| 2026-04-30 | $31.27M |
| 2026-01-31 | $32.10M |
| 2025-10-31 | $30.91M |
| 2025-07-31 | $27.63M |
| 2025-04-30 | $27.61M |
| 2025-01-31 | $29.54M |
| 2024-10-31 | $26.64M |
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.