CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - AUGUST
Symbol: CPSA
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 31/07/2024
Latest date: 15/10/2026
Current price: $28.21
Expense ratio: 0.69%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.72%
Ann. -5.97% (Sharpe / Sortino numerator)
Volatility
3.89%
Sharpe ratio
-2.468
VaR 95%
-0.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.34%
Ann. 0.38% (Sharpe / Sortino numerator)
Volatility
2.85%
Sharpe ratio
-1.139
VaR 95%
-0.26%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.28%
Ann. 2.32% (Sharpe / Sortino numerator)
Volatility
2.42%
Sharpe ratio
-0.541
VaR 95%
-0.24%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.87%
Ann. 7.85% (Sharpe / Sortino numerator)
Volatility
4.58%
Sharpe ratio
0.922
VaR 95%
-0.27%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
13.49%
Ann. 7.59% (Sharpe / Sortino numerator)
Volatility
4.27%
Sharpe ratio
0.939
VaR 95%
-0.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.023%
Best day
0.619%
Worst day
-0.464%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.20 | $28.21 | $28.20 | $28.21 | 300 |
| 14/10/2026 | $28.18 | $28.22 | $28.16 | $28.19 | 22,000 |
| 13/10/2026 | $28.23 | $28.23 | $28.23 | $28.23 | 100 |
| 12/10/2026 | $28.27 | $28.27 | $28.24 | $28.24 | 700 |
| 09/10/2026 | $28.25 | $28.25 | $28.25 | $28.25 | 100 |
| 08/10/2026 | $28.18 | $28.18 | $28.18 | $28.18 | 200 |
| 07/10/2026 | $28.19 | $28.19 | $28.19 | $28.19 | 300 |
| 06/10/2026 | $28.19 | $28.20 | $28.19 | $28.20 | 1,000 |
| 05/10/2026 | $28.17 | $28.22 | $28.14 | $28.19 | 3,500 |
| 02/10/2026 | $28.17 | $28.18 | $28.17 | $28.18 | 1,000 |