CPNS Performance — Calamos Nasdaq-100 Structured Alt Protection ETF - September
Data updated: 2026-10-09
CPNS returned +3.43% year to date and +6.40% 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 2.51% a year. In the 12 months to Jul 2026 the fund lost a net $4.2M, and assets reached $21.19M.
CPNS Growth of $100
What $100 invested in Calamos Nasdaq-100 Structured Alt Protection ETF - September grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | CPNS | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $108 |
| Since data start (Sep 2024 – Jul 2026) | $114 | $144 |
CPNS Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.43% |
| 1 year | +6.40% |
CPNS Annual Returns
Calendar-year total returns of Calamos Nasdaq-100 Structured Alt Protection ETF - September, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.43% |
| 2025 | +7.29% |
| 2024 (Sep–Dec) | +2.74% |
CPNS 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 | +0.3% | −0.1% | −0.5% | +2.4% | +0.8% | +0.3% | +0.3% | — | — | — | — | — |
| 2025 | +0.7% | −0.3% | −1.4% | +0.6% | +2.4% | +1.5% | +0.8% | +0.6% | +1.2% | +0.6% | +0.1% | +0.3% |
| 2024 | — | — | — | — | — | — | — | — | +1.2% | 0.0% | +1.1% | +0.4% |
CPNS Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 2.51%
- Best month: +2.35% (Apr 2026)
- Worst month: −0.55% (Mar 2026)
CPNS Fund Flows
Monthly money in and out of Calamos Nasdaq-100 Structured Alt Protection ETF - September, from SEC Form N-PORT.
- 12-month net flow: −$4.2M
- 12-month gross sales (incl. reinvestments): $3.3M
- Sales ÷ redemptions: 0.44×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $705K | −$705K |
| Jun 2026 | $0 | $3.5M | −$3.5M |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $1.4M | −$1.4M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $1.3M | −$1.3M |
| Sep 2025 | $2.7M | $0 | $2.7M |
| Aug 2025 | $666K | $666K | −$105 |
CPNS Assets Under Management
Net assets of Calamos Nasdaq-100 Structured Alt Protection ETF - September by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $21.19M |
| 2026-04-30 | $25.07M |
| 2026-01-31 | $26.03M |
| 2025-10-31 | $25.82M |
| 2025-07-31 | $23.90M |
| 2025-04-30 | $27.25M |
| 2025-01-31 | $31.40M |
| 2024-10-31 | $47.67M |
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.