Calamos S&P 500 Structured Alt Protection ETF - May (CPSM)
CPSM is an actively managed ETF by Calamos. CPSM launched on Apr 30, 2024 and has a 0.69% expense ratio.
ETF Info
| Issuer | Calamos |
|---|---|
| Inception Date | Apr 30, 2024 |
| Category | Options Trading |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Alternatives |
Expense Ratio
CPSM features an expense ratio of 0.69%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CPSM vs. SPY, CPSM vs. QQQ, CPSM vs. FNILX, CPSM vs. VOO, CPSM vs. SPLG, CPSM vs. SPYI
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calamos S&P 500 Structured Alt Protection ETF - May, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | N/A | 18.13% |
| 1 month | 0.79% | 1.45% |
| 6 months | N/A | 8.81% |
| 1 year | N/A | 26.52% |
| 5 years (annualized) | N/A | 13.43% |
| 10 years (annualized) | N/A | 10.88% |
Monthly Returns
The table below presents the monthly returns of CPSM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.59% | 1.03% | 0.90% | 1.03% | 4.86% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Not enough dataDividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos S&P 500 Structured Alt Protection ETF - May. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calamos S&P 500 Structured Alt Protection ETF - May was 1.16%, occurring on Aug 6, 2024. Recovery took 5 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.16% | Jul 17, 2024 | 15 | Aug 6, 2024 | 5 | Aug 13, 2024 | 20 |
| -0.6% | Sep 3, 2024 | 4 | Sep 6, 2024 | 4 | Sep 12, 2024 | 8 |
| -0.35% | May 29, 2024 | 2 | May 30, 2024 | 4 | Jun 5, 2024 | 6 |
| -0.31% | Aug 22, 2024 | 1 | Aug 22, 2024 | 1 | Aug 23, 2024 | 2 |
| -0.29% | Aug 28, 2024 | 2 | Aug 29, 2024 | 1 | Aug 30, 2024 | 3 |
Volatility
Volatility Chart
The current Calamos S&P 500 Structured Alt Protection ETF - May volatility is 0.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.