CPSM Performance — Calamos S&P 500 Structured Alt Protection ETF - May
Data updated: 2026-10-09
CPSM returned +2.58% year to date and +5.00% 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 0.97% a year. In the 12 months to Jul 2026 the fund lost a net $10.6M, and assets reached $56.62M.
CPSM Growth of $100
What $100 invested in Calamos S&P 500 Structured Alt Protection ETF - May grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | CPSM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $105 | $108 |
| Since data start (May 2024 – Jul 2026) | $118 | $152 |
CPSM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.58% |
| 1 year | +5.00% |
| 3 years (annualised) | +7.49% |
CPSM Annual Returns
Calendar-year total returns of Calamos S&P 500 Structured Alt Protection ETF - May, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +2.58% |
| 2025 | +7.11% |
| 2024 (May–Dec) | +7.07% |
CPSM 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% | +0.2% | +0.6% | +1.0% | −0.2% | +0.4% | — | — | — | — | — |
| 2025 | +0.7% | +0.3% | −0.5% | +1.6% | +1.1% | +1.0% | +0.4% | +0.4% | +0.6% | +0.5% | +0.4% | +0.4% |
| 2024 | — | — | — | — | +1.8% | +1.1% | +1.0% | +0.9% | +0.7% | 0.0% | +1.2% | +0.1% |
CPSM Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 0.97%
- Best month: +1.00% (May 2026)
- Worst month: −0.20% (Jun 2026)
CPSM Fund Flows
Monthly money in and out of Calamos S&P 500 Structured Alt Protection ETF - May, from SEC Form N-PORT.
- 12-month net flow: −$10.6M
- 12-month gross sales (incl. reinvestments): $3.6M
- Sales ÷ redemptions: 0.26×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $1.5M | $0 | $1.5M |
| May 2026 | $1.5M | $0 | $1.5M |
| Apr 2026 | $726K | $1.5M | −$725K |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $1.4M | −$1.4M |
| Jan 2026 | $0 | $1.4M | −$1.4M |
| Dec 2025 | $0 | $1.4M | −$1.4M |
| Nov 2025 | $0 | $2.1M | −$2.1M |
| Oct 2025 | $0 | $3.5M | −$3.5M |
| Sep 2025 | $0 | $1.4M | −$1.4M |
| Aug 2025 | $0 | $1.4M | −$1.4M |
CPSM Assets Under Management
Net assets of Calamos S&P 500 Structured Alt Protection ETF - May by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $56.62M |
| 2026-04-30 | $53.03M |
| 2026-01-31 | $54.65M |
| 2025-10-31 | $59.00M |
| 2025-07-31 | $64.42M |
| 2025-04-30 | $55.36M |
| 2025-01-31 | $66.72M |
| 2024-10-31 | $71.98M |
| 2024-07-31 | $107.80M |
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.