CPNM Performance — Calamos Nasdaq-100 Structured Alt Protection ETF - March
Data updated: 2026-10-09
CPNM returned +3.23% year to date and +6.29% over one year to Jul 2026. Over one year the fund trailed its Alternative category average: $100 grew to $106, against $108 for the category. Volatility over the past 12 months was 1.88% a year. In the 12 months to Jul 2026 the fund lost a net $1.9M, and assets reached $14.77M.
CPNM Growth of $100
What $100 invested in Calamos Nasdaq-100 Structured Alt Protection ETF - March grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | CPNM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $108 |
| Since data start (Mar 2025 – Jul 2026) | $110 | $113 |
CPNM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.23% |
| 1 year | +6.29% |
CPNM Annual Returns
Calendar-year total returns of Calamos Nasdaq-100 Structured Alt Protection ETF - March, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.23% |
| 2025 (Mar–Dec) | +6.59% |
CPNM 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% | +0.5% | −0.3% | +1.8% | +0.9% | +0.1% | −0.1% | — | — | — | — | — |
| 2025 | — | — | −0.7% | +0.5% | +1.6% | +1.4% | +0.6% | +0.5% | +0.9% | +0.6% | +0.3% | +0.6% |
CPNM Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 1.88%
- Best month: +1.80% (Apr 2026)
- Worst month: −0.34% (Mar 2026)
CPNM Fund Flows
Monthly money in and out of Calamos Nasdaq-100 Structured Alt Protection ETF - March, from SEC Form N-PORT.
- 12-month net flow: −$1.9M
- 12-month gross sales (incl. reinvestments): $3.9M
- Sales ÷ redemptions: 0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $663K | $0 | $663K |
| Mar 2026 | $2.6M | $0 | $2.6M |
| Feb 2026 | $656K | $656K | −$153 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $1.9M | −$1.9M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $1.9M | −$1.9M |
| Sep 2025 | $0 | $1.3M | −$1.3M |
| Aug 2025 | $0 | $0 | $0 |
CPNM Assets Under Management
Net assets of Calamos Nasdaq-100 Structured Alt Protection ETF - March by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $14.77M |
| 2026-04-30 | $14.65M |
| 2026-01-31 | $11.11M |
| 2025-10-31 | $12.89M |
| 2025-07-31 | $15.79M |
| 2025-04-30 | $14.02M |
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.