| Browse All

Calamos Russell 2000 Structured Alt Protection ETF - January (CPRY)

Defined Outcome | Exchange Traded Fund | NYSEArca
27.57 USD

Short-term:★★★☆☆Long-term:★☆☆☆☆Dividends:★☆☆☆☆
Hot Take | April 19, 2026, 12:04 a.m. EDT

CPRY is a dead capital letter for investment; it is a leveraged ETF with zero dividend history, massive technical downside risk relative to its 52-week range, and statistically unreliable price forecasting models that contradict its daily performance momentum.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.006098
AutoARIMA0.010562
AutoETS0.010713
MSTL0.011853

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 41%
H-stat 31.70
Ljung-Box p 0.000
Jarque-Bera p 0.169
Excess Kurtosis -1.27

Info Dump

Attribute Value
All Time High 28.285
All Time Low 23.94
Ask 27.77
Ask Size 1,100
Average Daily Volume10 Day 3,160
Average Daily Volume3 Month 6,336
Average Volume 6,336
Average Volume10Days 3,160
Beta3 Year 0.0
Bid 27.43
Bid Size 200
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 27.59
Day Low 27.5301
Dividend Yield 0.0
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 27.25602
Fifty Day Average Change 0.31018066
Fifty Day Average Change Percent 0.011380263
Fifty Two Week Change Percent 12.65223
Fifty Two Week High 28.285
Fifty Two Week High Change -0.7187996
Fifty Two Week High Change Percent -0.02541275
Fifty Two Week Low 24.4
Fifty Two Week Low Change 3.1662006
Fifty Two Week Low Change Percent 0.12976232
Fifty Two Week Range 24.4 - 28.285
First Trade Date Milliseconds 1,735,828,200,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,735,776,000
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Optionsthat reference th e price performance of the iShares®?Russell 2000®? ETF. The fund is non-diversified.
Long Name Calamos Russell 2000 Structured Alt Protection ETF - January
Market us_market
Market State REGULAR
Max Age 86,400
Message Board Id finmb_1887784501
Nav Price 27.63
Net Assets 51,015,500.0
Net Expense Ratio 0.69
Open 27.59
Previous Close 27.5662
Price Hint 2
Quote Source Name Nasdaq Real Time Price
Quote Type ETF
Region US
Regular Market Change 0.0
Regular Market Change Percent 0.0
Regular Market Day High 27.59
Regular Market Day Low 27.5301
Regular Market Day Range 27.5301 - 27.59
Regular Market Open 27.59
Regular Market Previous Close 27.5662
Regular Market Price 27.5662
Regular Market Time 1,776,865,563
Regular Market Volume 7,393
Short Name Calamos Russell 2000 Structured
Source Interval 15
Symbol CPRY
Total Assets 51,015,500
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns 0.85248
Trailing Three Month Returns 0.85248
Triggerable 1
Two Hundred Day Average 26.450174
Two Hundred Day Average Change 1.1160259
Two Hundred Day Average Change Percent 0.042193517
Type Disp ETF
Volume 7,393
Yield 0.0
Ytd Return 0.85248