CPSJ Performance — Calamos S&P 500 Structured Alt Protection ETF - July
Data updated: 2026-10-09
CPSJ returned +3.43% year to date and +6.28% 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 1.93% a year. In the 12 months to Jul 2026 the fund took in a net $834K, and assets reached $46.68M.
CPSJ Growth of $100
What $100 invested in Calamos S&P 500 Structured Alt Protection ETF - July grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | CPSJ | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $108 |
| Since data start (Jul 2024 – Jul 2026) | $116 | $148 |
CPSJ Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.43% |
| 1 year | +6.28% |
| 3 years (annualised) | +7.54% |
CPSJ Annual Returns
Calendar-year total returns of Calamos S&P 500 Structured Alt Protection ETF - July, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.43% |
| 2025 | +7.50% |
| 2024 (Jul–Dec) | +4.64% |
CPSJ 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% | +0.3% | −0.6% | +1.9% | +0.5% | +0.3% | +0.7% | — | — | — | — | — |
| 2025 | +0.9% | −0.2% | −1.8% | −0.3% | +3.1% | +2.2% | +0.6% | +0.8% | +0.8% | +0.4% | +0.3% | +0.4% |
| 2024 | — | — | — | — | — | — | +1.3% | +1.1% | +1.1% | −0.6% | +1.8% | −0.2% |
CPSJ Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 1.93%
- Best month: +1.86% (Apr 2026)
- Worst month: −0.59% (Mar 2026)
CPSJ Fund Flows
Monthly money in and out of Calamos S&P 500 Structured Alt Protection ETF - July, from SEC Form N-PORT.
- 12-month net flow: $834K
- 12-month gross sales (incl. reinvestments): $5.5M
- Sales ÷ redemptions: 1.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $4.8M | $0 | $4.8M |
| Jun 2026 | $691K | $691K | −$74 |
| 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 | $0 | $1.3M | −$1.3M |
| Aug 2025 | $0 | $0 | $0 |
CPSJ Assets Under Management
Net assets of Calamos S&P 500 Structured Alt Protection ETF - July by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $46.68M |
| 2026-04-30 | $41.15M |
| 2026-01-31 | $41.88M |
| 2025-10-31 | $41.47M |
| 2025-07-31 | $43.29M |
| 2025-04-30 | $32.76M |
| 2025-01-31 | $37.94M |
| 2024-10-31 | $36.41M |
| 2024-07-31 | $30.35M |
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.