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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.45%
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
1.81%
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
2.96%
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
6.38%
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
14.86%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.025%
Best day
0.619%
Worst day
-0.464%
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 |