CPNJ Performance — Calamos Nasdaq-100 Structured Alt Protection ETF - June
Data updated: 2026-10-09
CPNJ returned +1.81% year to date and +4.57% over one year to Jul 2026. Over one year the fund trailed its Alternative category average: $100 grew to $105, against $108 for the category. Volatility over the past 12 months was 1.92% a year. In the 12 months to Jul 2026 the fund lost a net $5.1M, and assets reached $41.99M.
CPNJ Growth of $100
What $100 invested in Calamos Nasdaq-100 Structured Alt Protection ETF - June grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | CPNJ | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $105 | $108 |
| Since data start (Jun 2024 – Jul 2026) | $117 | $149 |
CPNJ Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.81% |
| 1 year | +4.57% |
| 3 years (annualised) | +7.43% |
CPNJ Annual Returns
Calendar-year total returns of Calamos Nasdaq-100 Structured Alt Protection ETF - June, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +1.81% |
| 2025 | +8.34% |
| 2024 (Jun–Dec) | +5.90% |
CPNJ 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 | +0.4% | +0.1% | −0.2% | +1.6% | +0.3% | +0.2% | −0.7% | — | — | — | — | — |
| 2025 | +0.8% | −0.2% | −2.1% | +0.9% | +4.1% | +1.4% | +0.5% | +0.6% | +0.9% | +0.5% | +0.3% | +0.4% |
| 2024 | — | — | — | — | — | +2.0% | −0.1% | +1.0% | +1.0% | 0.0% | +1.4% | +0.4% |
CPNJ Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 1.92%
- Best month: +1.62% (Apr 2026)
- Worst month: −0.65% (Jul 2026)
CPNJ Fund Flows
Monthly money in and out of Calamos Nasdaq-100 Structured Alt Protection ETF - June, from SEC Form N-PORT.
- 12-month net flow: −$5.1M
- 12-month gross sales (incl. reinvestments): $16.5M
- Sales ÷ redemptions: 0.77×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2.1M | $0 | $2.1M |
| Jun 2026 | $13.8M | $0 | $13.8M |
| May 2026 | $690K | $690K | $9 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $1.4M | −$1.4M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $14.2M | −$14.2M |
| Dec 2025 | $0 | $1.3M | −$1.3M |
| Nov 2025 | $0 | $1.3M | −$1.3M |
| Oct 2025 | $0 | $1.3M | −$1.3M |
| Sep 2025 | $0 | $1.3M | −$1.3M |
| Aug 2025 | $0 | $0 | $0 |
CPNJ Assets Under Management
Net assets of Calamos Nasdaq-100 Structured Alt Protection ETF - June by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $41.99M |
| 2026-04-30 | $26.17M |
| 2026-01-31 | $27.14M |
| 2025-10-31 | $43.63M |
| 2025-07-31 | $45.42M |
| 2025-04-30 | $27.30M |
| 2025-01-31 | $34.60M |
| 2024-10-31 | $40.46M |
| 2024-07-31 | $64.25M |
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.