CPSY Calamos S&P 500 Structured Alt Protection ETF – January
Quote as of Aug 26, 2026 13:33 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.
| Previous Close | 25.98 | Day Range | 25.98 – 25.98 |
| 52-Week Range | 24.43 – 26.02 | Volume | 147 |
| Avg Volume | 1.31K | AUM | $27.3M (Aug 26, 2026) |
| Expense Ratio | 0.69% | Yield (TTM) | — |
| NAV | 26.01 | Premium/Discount | -0.12% indicative |
| Inception | Jan 02, 2025 | Holdings | 5 |
| Issuer | Calamos | Exchange | AMEX |
| Category | International | Index Tracked | S&P 500 |
| CUSIP | 12811T787 | ISIN | US12811T7871 |
| Management | Not stated in source data | ||
About this ETF
These Calamos Structured Protected ETFs are engineered to replicate the S&P 500's positive price performance, capped at a predetermined limit. Crucially, they also aim to fully safeguard against any capital depreciation throughout a one-year term, before accounting for any associated fees and expenses.
Description from the fund data provider · profile as of Aug 26, 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 | +0.91% | +1.42% | +3.12% | +3.57% | +6.19% | — | — | — | +6.36% |
| Total return | +0.93% | +1.44% | +3.13% | +3.59% | +6.21% | — | — | — | +6.38% |
* 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 | SPDR S&P 500 ETF Trust (SPY) Long Call Option | — | 106.81% | 386 | $29.2M |
| 2 | SPDR S&P 500 ETF Trust (SPY) Long Put Option | — | 1.21% | 386 | $330.8K |
| 3 | US DOLLAR | — | 0.43% | 116.91K | $116.9K |
| 4 | NET OTHER ASSETS | — | -0.09% | 0 | -$25.7K |
| 5 | SPDR S&P 500 ETF Trust (SPY) Short Call Option | — | -8.36% | -386 | -$2.3M |
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 | 2.01% / — | Sharpe 1Y / 3Y | 1.26 / — |
| Max drawdown 1Y / 3Y | -1.35% / — | Sortino 1Y | 2.01 |
| Beta vs S&P 500 (3Y) | 0.147 | Correlation vs S&P 500 (1Y) | 0.813 |
| Downside deviation 1Y | 1.26% | 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 | 147 | Average volume | 1.31K |
| AUM | $27.3M | Premium/Discount | -0.12% |
| 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% | $27.3M → $27.3M |
| 1 Week | -$5.3K | -0.02% | $27.3M → $27.3M |
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 CPSY
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.