Summary
CPSD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.66% Volatility 3.36% Sharpe 1.43
Official loaded data — not a live quote.

Calamos S&P 500 Structured Alt Protection ETF December

Symbol: CPSD

Exchange: NYSE

Sector: N/A

Category: Defined Outcome

Inception date: 29/11/2024

Latest date: 16/07/2026

Current price: $26.80

Expense ratio: 0.69%

Assets under management
$44.9M
0.00% 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

0.36%

Ann. -6.98% (Sharpe / Sortino numerator)

Volatility

3.38%

Sharpe ratio

-3.137

VaR 95%

-0.28%

CVaR 95%: -0.30%
Max drawdown: -1.35%
Sortino ratio: -7.300
Calmar ratio: -5.15

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

1.83%

Ann. -0.39% (Sharpe / Sortino numerator)

Volatility

2.69%

Sharpe ratio

-1.494

VaR 95%

-0.29%

CVaR 95%: -0.31%
Max drawdown: -1.49%
Sortino ratio: -2.436
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

2.65%

Ann. 3.26% (Sharpe / Sortino numerator)

Volatility

2.89%

Sharpe ratio

-0.128

VaR 95%

-0.29%

CVaR 95%: -0.37%
Max drawdown: -1.49%
Sortino ratio: -0.194
Calmar ratio: 2.19

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

7.66%

Ann. 8.44% (Sharpe / Sortino numerator)

Volatility

3.36%

Sharpe ratio

1.430

VaR 95%

-0.29%

CVaR 95%: -0.43%
Max drawdown: -1.49%
Sortino ratio: 2.200
Calmar ratio: 5.68

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

10.86%

Ann. 6.67% (Sharpe / Sortino numerator)

Volatility

3.38%

Sharpe ratio

0.898

VaR 95%

-0.30%

CVaR 95%: -0.47%
Max drawdown: -3.45%
Sortino ratio: 1.284
Calmar ratio: 1.93

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

0.03%

Best day

0.757%

28/08/2025
Worst day

-0.602%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $26.80 $26.80 $26.80 $26.80 100
15/07/2026 $26.81 $26.81 $26.80 $26.80 1,200
14/07/2026 $26.79 $26.80 $26.79 $26.80 1,700
13/07/2026 $26.77 $26.79 $26.77 $26.78 1,200
10/07/2026 $26.79 $26.79 $26.79 $26.79 100
09/07/2026 $26.77 $26.77 $26.77 $26.77 100
08/07/2026 $26.73 $26.73 $26.73 $26.73 100
07/07/2026 $26.74 $26.74 $26.74 $26.74 4,000
06/07/2026 $26.75 $26.75 $26.75 $26.75 600
02/07/2026 $26.70 $26.70 $26.70 $26.70 100