CalamosUS Stock StylesSmall Cap#617 of 702 by YTD

Calamos Russell 2000 Structured Alt Protection ETF – JulyCPRJ

S&P 500 Compare

$27.53+0.6%

+$0.16 · Nov 9 close

Buy

AUM: $43M
Fee: 0.69%
Yield: 0.0%

Bumpy · 1Y: 0.2×S&P
Volume: 662
NAV: $27.46

52-week range1% below the high

$26.19$27.89

Returns	Today	1W	1M	3M	YTD	1Y	3Y	5Y	Max
Total return	+0.6%	+0.2%	+0.6%	−0.9%	+2.8%	+4.1%	—	—	+13.1%
Peer average	+2.7%	+0.2%	+2.1%	−3.5%	+17.2%	+21.2%	+64.8%	+35.1%	—
S&P 500 · VOO	+2.3%	+0.1%	−3.3%	−2.1%	+11.3%	+13.6%	+81.6%	+75.4%	—

CPRJ in One Breath

CPRJ Among Small Cap ETFs

YTD

#1SFLOVictoryShares+32.5%$874M

#2CALFPacer+30.8%$3.8B

#3CAFGPacer+29.2%$44.1M

#4MYLDCambria Funds+27.8%$53.4M

#5FYTFirst Trust+27.7%$175M

#6TCVTowle+27.3%$198M

#7SVALiShares+25.3%$158M

#8FYXFirst Trust+25.1%$1.4B

#95CPRJCalamos+2.8%$42.6M

End-of-day Nov 9, 2026 · 97 Small cap ETFs by YTD

$10,000 in CPRJ

$10,000 in CPRJ became

$11,311

In the S&P 500 (VOO)

$14,182

Total return, dividends in · Jul 1, 2024 – Nov 9, 2026 · S&P 500 uses VOO

CPRJ Returns by Period

Today

YTD

MAX

CPRJ

+0.6%

−0.9%

+2.8%

+4.1%

—

+13.1%

Peer average

+2.7%

+2.1%

−3.5%

+17.2%

+21.2%

+64.8%

+35.1%

—

S&P 500 · VOO

+2.3%

−3.3%

−2.1%

+11.3%

+13.6%

+81.6%

+75.4%

—

End-of-day Nov 9, 2026 · total return, dividends in · peers = 110 Small cap ETFs

CPRJ’s US Stock Styles Rank

YTD

#617of 702
us stock styles ETFs

Best · NRGU+171.5%

Average+12.1%

CPRJ+2.8%

Worst · AMGR−98.9%

US Stock Styles ETFs by YTD return · Nov 9, 2026

CPRJ Price and 52-Week Range

From the 52-week high

−1.3%

From the 52-week low

+5.1%

Today $27.48 – $27.53

Previous close $27.37

$27.53 now

52-week low$26.1952-week high$27.89

End-of-day Nov 9, 2026 · box = today’s range, dashed = previous close

CPRJ’s Share of Small Cap ETFs

Today

0.0%

of the $574B in 111 Small cap ETFs

CPRJ$42.6M0.0%

IJR$104B18.1%

VB$76.9B13.4%

108 others$393B68.5%

Small cap ETF AUM · Nov 9, 2026

CPRJ Fee per $100 vs Peers

Today

$0.69a year
per $100

$69 a year on $10,000

VB$0.03

VBR$0.05

IJR$0.06

IWM$0.19

DFAS$0.30

CPRJ$0.69

Expense ratio · Small cap peers · Nov 9, 2026

Inside CPRJ

5 holdings

CPRJ

Calamos Russell 2000 Structured Alt Protection ETF – July

Today

CPRJ reports no holdings we can show: […]

Calamos CPRJ · holdings

How It Compares

CPRJ

Calamos Russell 2000 Structured Alt Protection ETF – July’s Peers

Today


IJR	iSharesRead Desk	0.06%	+3.0%	+22.8%	$103.8B
VB	VanguardRead Desk	0.03%	+3.1%	+19.2%	$76.9B
IWM	iSharesRead Desk	0.19%	+3.2%	+18.7%	$76.6B
VBR	VanguardRead Desk	0.05%	+2.6%	+24.0%	$35.1B
DFAS	DimensionalRead Desk	0.30%	+3.0%	+20.9%	$33.7B
CPRJ	CalamosThis fundRead Desk	0.69%	+0.6%	+4.1%	$43M

Small cap peers · Today’s and past-year returns · as of Nov 10, 2026 · sorted by AUM

Head to Head

Put CPRJ head to head with IJR →

IJR vs CPRJ

YTD

IJRiShares · Small capCPRJCalamos · Small cap

Year to date

+18.9%

+2.8%

IJR wins+16.1 pts

Past year

+22.8%

+4.1%

IJR wins+18.6 pts

Fee

0.06%

0.69%

IJR winslower fee

Yield

1.2%

0.0%

IJR wins+1.2 pts

AUM

$104B

$42.6M

IJR2437.6× more

4–0IJR wins

iShares IJR and Calamos CPRJ · year-to-date · as of Nov 10, 2026 · AUM not scored

CPRJ vs VOO

YTD

CPRJ · Calamos Russell 2000 Structured Alt Protection ETF – July

+2.8%

VOO · S&P 500

+11.3%

Gap

8.4 pts

Calamos CPRJ and Vanguard VOO · Today total return · as of Nov 10, 2026

CPRJ vs Its Peer Average

YTD

CPRJAvsBPeer average

1D+0.6%+2.7%

1M+0.6%+2.1%

3M−0.9%−3.5%

YTD+2.8%+17.2%

1Y+4.1%+21.2%

3Y[…]+64.8%

5Y[…]+35.1%

1–4Peer average wins

110 Small cap peers · each row scaled to its leader

How Bumpy Is CPRJ?

View

CPRJ

How Bumpy

0.2×the S&P 500’s swings

CalmerBumpierS&P 1×CPRJ

Calmest of 7 small cap fundsCPRJ

Other small cap funds1.1× to 1.4×

Calamos CPRJ · daily swings over the past year vs the S&P 500

CPRJ

Worst Drop

−2.4%from its Aug 14 high

Still below the high−1.3%

$10,000 at the high is now$9,870

Calamos CPRJ · fall from the highest close, past year

CPRJ

On a Bad Day

0.1×the S&P 500’s fall

CPRJ’s worst day: Thursday, Nov 5

CPRJ

−0.6%

S&P 500

−4.4%

Up days50 of every 100

S&P 500 up days52 of every 100

Calamos CPRJ · average move on days the S&P 500 fell

CPRJ

Return for the Bumps

1Y#7 of 7 small cap funds

#1AVUVAvantis

most for the bumps

#2VBRVanguard

#3IJRiShares

#4DFASDimensional

#5VBVanguard

#6IWMiShares

#7CPRJCalamos

calmest ride

Ranked by return above cash for each unit of bumpiness (Sharpe ratio) · cash = 3.8%

CPRJ

Cost

Today

$69a year per $10,000

VBR

IJR

IWM

$19

AVUV

$25

DFAS

$30

CPRJ

$69

Expense ratio 0.69%, taken from the fund’s value

CPRJ

Volatility & Beta

2.7%annual volatility

S&P 500 volatility13.7%

Downside volatility1.8%

Beta vs SPY0.13

Correlation vs SPY0.68

Lowest beta of 7 small cap fundsCPRJ

Daily total returns × √252 · past 254 trading days

CPRJ

Max Drawdown

−2.4%peak to trough

Peak closeAug 14, 2026

Current drawdown−1.3%

Worst day−0.62% · Nov 5

Closing prices, dividends in

CPRJ

Up / Down Capture

13%down capture vs SPY

Down days

13%

Up days

15%

S&P 500

100%

Up ÷ down capture1.20

Up days50.0% (S&P 52.4%)

Average daily move on SPY up days and down days

CPRJ

Sharpe & Sortino vs Peers

Fund	Sharpe	Sortino	Volatility	Max DD	Beta	Fee / $10k
AVUV	1.62	2.56	15.3%	−8.2%	0.71	$25
VBR	1.39	2.17	14.4%	−8.9%	0.74	$5
IJR	1.17	1.80	16.5%	−9.7%	0.92	$6
DFAS	1.07	1.64	16.0%	−9.4%	0.92	$30
VB	0.91	1.35	16.5%	−9.0%	1.01	$3
IWM	0.77	1.12	18.9%	−11.1%	1.14	$19
CPRJ	0.06	0.09	2.7%	−2.4%	0.13	$69

Sharpe = (return − 3.8% cash) ÷ volatility · Sortino uses downside volatility only

CPRJ

Trading

Today

+0.25%above its holdings’ value

Close$27.53

NAV$27.46

Fee per $10,000$69 a year

Avg. volume 30D7K shares

Premium / discount history starts once daily NAV is saved

Close vs net asset value, Nov 9

The Details

CPRJ

Fund Facts

Today

2024launched Jul 1

Tracks[…]

Exchange · CUSIPAMEX · 12811T837

StructureETF

Leverage1x

Cost on $10,000$69 a year

Go deeper

Prospectus & documents Trading & liquidity Fees & costs Distributions

Calamos CPRJ · fund facts · as of Nov 10, 2026

CPRJ

Payouts by Year

Today

$0no payouts on record

CPRJ does not pay a distribution.

Distribution yield0.0%

Paid[…]

Latest ex-date · paid[…]

12 payouts added up[…]

Calamos CPRJ · distributions by ex-date

All Fund FactsDocuments · trading · fees · every payout

Prospectus & Documents

Official documents are being connected from SEC EDGAR: […]. Read the issuer’s prospectus before investing.

Trading & Liquidity

Net asset value$27.46

Premium / discount[…]

Median spread · 30D[…]

Volume today662

Average volume · 30D7K

Shares outstanding[…]

Options[…]

Fees & Costs

Net expense ratio0.69%

Gross expense ratio[…]

Management fee[…]

Cost on $10,000 a year$69.00

Our risk indicator4/5

Estimated yearly cost excludes trading costs and assumes constant assets.

Distributions

No payouts on record: […]

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