CPSA Performance — Calamos S&P 500 Structured Alt Protection ETF - August
Data updated: 2026-10-09
CPSA returned +3.37% year to date and +6.44% 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 2.25% a year. In the 12 months to Jul 2026 the fund took in a net $2.5M, and assets reached $42.57M.
CPSA Growth of $100
What $100 invested in Calamos S&P 500 Structured Alt Protection ETF - August grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | CPSA | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $108 |
| Since data start (Aug 2024 – Jul 2026) | $115 | $144 |
CPSA Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.37% |
| 1 year | +6.44% |
| 3 years (annualised) | +7.28% |
CPSA Annual Returns
Calendar-year total returns of Calamos S&P 500 Structured Alt Protection ETF - August, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.37% |
| 2025 | +7.48% |
| 2024 (Aug–Dec) | +3.59% |
CPSA 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% | −0.8% | +2.0% | +0.8% | +0.4% | +0.4% | — | — | — | — | — |
| 2025 | +0.8% | 0.0% | −1.5% | −0.1% | +2.5% | +1.9% | +0.9% | +0.9% | +0.9% | +0.4% | +0.3% | +0.4% |
| 2024 | — | — | — | — | — | — | — | +1.7% | +1.1% | −0.2% | +1.1% | −0.2% |
CPSA Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 2.25%
- Best month: +2.04% (Apr 2026)
- Worst month: −0.77% (Mar 2026)
CPSA Fund Flows
Monthly money in and out of Calamos S&P 500 Structured Alt Protection ETF - August, from SEC Form N-PORT.
- 12-month net flow: $2.5M
- 12-month gross sales (incl. reinvestments): $9.2M
- Sales ÷ redemptions: 1.36×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $696K | $697K | −$172 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $690K | −$690K |
| Apr 2026 | $0 | $1.4M | −$1.4M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $1.4M | −$1.4M |
| Dec 2025 | $0 | $1.3M | −$1.3M |
| Nov 2025 | $0 | $1.3M | −$1.3M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $8.6M | $0 | $8.6M |
CPSA Assets Under Management
Net assets of Calamos S&P 500 Structured Alt Protection ETF - August by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $42.57M |
| 2026-04-30 | $42.62M |
| 2026-01-31 | $43.39M |
| 2025-10-31 | $46.93M |
| 2025-07-31 | $37.36M |
| 2025-04-30 | $37.35M |
| 2025-01-31 | $41.77M |
| 2024-10-31 | $42.91M |
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.