CPRA Calamos Russell 2000 Structured Alt Protection ETF – April
Quote as of Aug 26, 2026 13:46 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.
| Previous Close | 27.91 | Day Range | 27.76 – 27.91 |
| 52-Week Range | 25.88 – 27.93 | Volume | 163 |
| Avg Volume | 1.18K | AUM | $13.3M (Aug 27, 2026) |
| Expense Ratio | 0.69% | Yield (TTM) | — |
| NAV | 28.00 | Premium/Discount | -0.30% indicative |
| Inception | Apr 01, 2025 | Holdings | 5 |
| Issuer | Calamos | Exchange | AMEX |
| Category | Small Cap International | Index Tracked | Russell 2000 |
| CUSIP | 12811T134 | ISIN | US12811T1346 |
| Management | Not stated in source data | ||
About this ETF
Calamos Structured Protection ETFs enable investors to participate in the positive price appreciation of the Russell 2000, up to a specified maximum gain. Simultaneously, these funds offer complete protection against any losses over a one-year period, prior to the deduction of fees and expenses.
Description from the fund data provider · profile as of Aug 27, 2026.
Price Chart
Daily closing prices (price return, not total return). Comparison lines are normalized to percent change from the range start. Source: Financial Modeling Prep.
Performance
| 1M | 3M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | Incep.* | |
|---|---|---|---|---|---|---|---|---|---|
| Price return | +0.72% | +1.38% | +4.22% | +5.16% | +7.80% | — | — | — | +12.40% |
| Total return | +0.72% | +1.38% | +4.22% | +5.16% | +7.80% | — | — | — | +12.40% |
* Annualized. Total return uses the dividend-adjusted price series (distributions reinvested); price return uses unadjusted closes. Performance through Aug 25, 2026. Past performance does not guarantee future results.
Fees
| Net expense ratio | 0.69% | Annual cost of a $10,000 investment | $69.00 |
Illustrative calculation only: expense ratio × $10,000. It excludes trading costs, bid/ask spreads, taxes and changes in investment value. Gross vs. net expense details and any fee waivers are in the prospectus.
Holdings
Holdings as of Aug 22, 2026 — portfolio reporting date from the data provider; holdings are not live positions. 5 rows in database.
| # | Holding | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|---|
| 1 | iShares Russell 2000 ETF (IWM) Long Call Option | — | 114.07% | 515 | $15.2M |
| 2 | iShares Russell 2000 ETF (IWM) Long Put Option | — | 1.83% | 515 | $243.3K |
| 3 | US DOLLAR | — | 0.60% | 80.17K | $80.2K |
| 4 | NET OTHER ASSETS | — | -0.10% | 0 | -$12.8K |
| 5 | iShares Russell 2000 ETF (IWM) Short Call Option | — | -16.41% | -515 | -$2.2M |
Click a ticker to see every ETF that owns it.
Sector Exposure
Geographic Exposure
Country weights as reported by the data provider. Developed/emerging/frontier labels follow the classification on the Methodology page. Currency hedged: No hedging indicated in the fund name.
Distributions
| Yield (TTM) | — | Paid (last 12 months) | — |
| Frequency | — | SEC yield | Not provided by our data source — see the issuer page |
| Last ex-date | — | Last payment | — |
| Growth 1Y | — | Growth 3Y / 5Y (ann.) | — / — |
No distributions in our database for this fund — it may not pay them, or history has not loaded yet.
Risk Statistics
| Volatility 1Y / 3Y | 1.96% / — | Sharpe 1Y / 3Y | 2.11 / — |
| Max drawdown 1Y / 3Y | -0.91% / — | Sortino 1Y | 3.61 |
| Beta vs S&P 500 (3Y) | 0.118 | Correlation vs S&P 500 (1Y) | 0.714 |
| Downside deviation 1Y | 1.15% | Risk-free rate used | 3.72% (3M T-bill, FRED) |
Computed by ETF Explorer from daily dividend-adjusted closes; volatility and drawdown are annualized/period figures; S&P 500 exposure proxied by SPY. As of Aug 26, 2026. Formulas →
Liquidity
| Volume today | 163 | Average volume | 1.18K |
| AUM | $13.3M | Premium/Discount | -0.30% |
| Bid/Ask spread | Not provided by our data source. Check your broker's quote screen; spreads are widest at the open and close. | ||
Premium/discount compares the delayed market price with the last reported NAV — an indicative figure, not the official closing premium/discount. How ETF liquidity works →
Fund Flows (estimated)
| Period | Est. net flow | % of starting AUM | AUM start → end |
|---|---|---|---|
| 1 Day | $0.00 | 0.00% | $13.3M → $13.3M |
| 1 Week | $0.00 | 0.00% | $13.3M → $13.3M |
ETF Explorer estimate: change in reported AUM minus the market-move effect, from our own daily snapshots. Not official issuer creation/redemption data.
Official Fund Resources
External links open the issuer's site or SEC EDGAR in a new tab. The prospectus and official documents are always the authoritative source — review them before investing.
Latest News for CPRA
No articles mention this fund directly in the last 7 days — showing general ETF coverage.
Guided help: AUM is fund size. The expense ratio is the yearly cost baked into returns. NAV is the value of what the fund owns per share; the market price can sit slightly above (premium) or below (discount) it. Total return assumes distributions were reinvested. Every dataset shows its own as-of date because holdings, assets and quotes update on different schedules.