ETF 360: Calamos Pioneers 100% Downside Protection

To kick off a new season of ETF 360, VettaFi’s Senior Industry Analyst Kirsten Chang talked to Calamos’ Head of ETFs Matt Kaufman about the Calamos S&P 500 Structured Alt Protection ETF – September (CPST) and the Calamos Nasdaq-100 Structured Alt Protection ETF – September (CPNS). These downside protection funds are drawing investor attention.

Downside Protection

These funds provide 100% downside protection, cementing Calamos as a pioneer in the space. Kaufman noted that these funds give protected exposure to indexes like the S&P 500, Nasdaq-100, and Russell-2000. “You get upside exposure to a reference asset with 100% protection over a one-year outcome period,” he explained

How CPST and CPNS Are Used

“We see a lot of advisors today using these as bond alternatives,” Kaufman said. He noted that the protection these funds provide allows them to operate as risk management tools, the same way bonds do, while also benefiting from market upside. Kaufman also shared that “the other way we see people using it is to de-risk equity exposure.”

The 100% Downside Protection Fund Track Record

Chang asked about how the funds performed during the recent volatility spike. “[They] have delivered on exactly what they have said they would do,” Kaufman offered. He pointed to the track record of buffered ETFs in times of volatility since they came to the market about six years ago as a good comparison point. Discussing their August fund that launched right before the market dropped 6%, Kaufman said, “we saw remarkable protection even along the way.” 

CPST and CPNS launched today. According to Kaufman, “We’ve seen advisors move in as they are building trust in these solutions.”

For additional details, please see the press release here.

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