Summary
CPSA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.38% Volatility 4.58% Sharpe 0.92
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $27.83

Expense ratio: 0.69%

Assets under management
$42.4M
-0.04% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.45%

Ann. -5.97% (Sharpe / Sortino numerator)

Volatility

3.89%

Sharpe ratio

-2.468

VaR 95%

-0.29%

CVaR 95%: -0.38%
Max drawdown: -1.45%
Sortino ratio: -5.072
Calmar ratio: -4.11

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

1.81%

Ann. 0.38% (Sharpe / Sortino numerator)

Volatility

2.85%

Sharpe ratio

-1.139

VaR 95%

-0.26%

CVaR 95%: -0.32%
Max drawdown: -1.47%
Sortino ratio: -1.953
Calmar ratio: 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

2.96%

Ann. 2.32% (Sharpe / Sortino numerator)

Volatility

2.42%

Sharpe ratio

-0.541

VaR 95%

-0.24%

CVaR 95%: -0.31%
Max drawdown: -1.47%
Sortino ratio: -0.856
Calmar ratio: 1.57

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

6.38%

Ann. 7.85% (Sharpe / Sortino numerator)

Volatility

4.58%

Sharpe ratio

0.922

VaR 95%

-0.27%

CVaR 95%: -0.64%
Max drawdown: -1.99%
Sortino ratio: 1.046
Calmar ratio: 3.95

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

14.86%

Ann. 7.59% (Sharpe / Sortino numerator)

Volatility

4.27%

Sharpe ratio

0.939

VaR 95%

-0.32%

CVaR 95%: -0.62%
Max drawdown: -4.71%
Sortino ratio: 1.123
Calmar ratio: 1.61

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

0.619%

08/04/2026
Worst day

-0.464%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $27.84 $27.84 $27.83 $27.83 500
15/07/2026 $27.84 $27.84 $27.83 $27.84 2,200
14/07/2026 $27.84 $27.86 $27.82 $27.84 20,000
13/07/2026 $27.83 $27.86 $27.83 $27.84 1,000
10/07/2026 $27.82 $27.82 $27.82 $27.82 800
09/07/2026 $27.82 $27.82 $27.80 $27.82 6,900
08/07/2026 $27.79 $27.81 $27.78 $27.81 600
07/07/2026 $27.79 $27.81 $27.79 $27.81 200
06/07/2026 $27.79 $27.82 $27.79 $27.80 3,600
02/07/2026 $27.77 $27.79 $27.77 $27.79 3,600