On October 6, 2012, at 1217 central daylight time, a Cirrus SR22, N80KW, operated by a private individual, was substantially damaged during impact with terrain, after deployment of the Cirrus Airplane Parachute System (CAPS), following a loss of control during a missed approach at Birmingham International Airport (BHM), Birmingham, Alabama. The private pilot incurred minor injuries and the passenger was seriously injured. The personal flight was conducted under the provisions of 14 Code of Federal Regulations Part 91. Instrument meteorological conditions prevailed and an instrument flight rules flight plan was filed for the flight that departed Charles B Wheeler Downtown Airport (MKC), Kansas City, Missouri; destined for BHM. The pilot stated that while on the instrument landing system approach to runway 6 at BHM, he reported missed approach at 2,000 feet mean sea level (msl) to the BHM air traffic control tower. The tower controller instructed the pilot to fly the runway heading; however, the pilot reported to the controller that he was unable due to weather. The tower controller then instructed the pilot to fly a heading of 180 degrees and climb to 4,000 feet. The pilot acknowledged the instruction and during the turn, lost control of the airplane. He then observed the altimeter indicating a descent through 1,700 feet and elected to deploy the CAPS. The airplane subsequently descended via parachute and came to rest in a commercial parking lot, about 2 miles south of BHM. Review of Federal Aviation Administration (FAA) recorded radio communications between N80KW and BHM tower revealed that after the pilot declared a missed approach, the tower controller instructed the pilot to fly runway heading and climb to 4,000 feet. The pilot replied "Okay, I'm way off of runway heading…" and did not make any mention of not being able to turn due to weather. The controller then instructed the pilot twice to climb to 4,000 feet and make a left turn to 360 degrees as the airplane was approaching an antenna to the south. After a third query, the pilot replied that he was "going, trying to get around." About 20 seconds later, the pilot reported that he was "going down." Examination of the airplane by an FAA inspector revealed substantial damage to the fuselage and a puncture of the left wing near the left main landing gear. The airplane was equipped with an Avidyne primary flight display (PFD), which was forwarded to the NTSB Vehicle Recorder Laboratory, Washington, DC. The unit contained non-volatile memory, which was successfully downloaded. Review of the data revealed that the autopilot was engaged shortly after takeoff and remained on until 1215. At 1213, the autopilot approach mode was armed as the airplane was descending to 2,600 feet msl and had intercepted the localizer course. The autopilot was selected to vertical speed (VS) mode with the altitude armed, rather than the altitude mode. At 1214, the VS mode was automatically cancelled (and the autopilot automatically switched to altitude mode) as the airplane reached 2,600 feet; however, at that time the airplane was above the glideslope (GS) by 53 percent needle deflection. The airplane remained above the GS until the autopilot was disconnected at 1215 and the CAPS was deployed about 1217. According a representative from the PFD manufacturer, the autopilot would automatically arm the GS mode, provided seven criteria were met. Two of the seven criteria were altitude mode engaged and airplane no more than 10 percent needle deflection below GS (airplane above GS). Review of the data did not reveal any preimpact mechanical malfunctions with the airplane, nor did the pilot report any. The pilot reported a total flight experience of 1,944.7 hours; of which, 1,450 hours were in the same make and model as the accident airplane. He reported 17 and 75 total hours of actual and simulated instrument experience, respectively. The recorded weather at BHM, at 1153, included an overcast ceiling at 700 feet above ground level (1,350 msl).