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: 15/10/2026
Current price: $27.25
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. -6.98% (Sharpe / Sortino numerator)
Volatility
3.38%
Sharpe ratio
-3.137
VaR 95%
-0.28%
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
1.66%
Ann. -0.39% (Sharpe / Sortino numerator)
Volatility
2.69%
Sharpe ratio
-1.494
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
3.67%
Ann. 3.26% (Sharpe / Sortino numerator)
Volatility
2.89%
Sharpe ratio
-0.128
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
6.73%
Ann. 8.44% (Sharpe / Sortino numerator)
Volatility
3.36%
Sharpe ratio
1.430
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
12.72%
Ann. 6.67% (Sharpe / Sortino numerator)
Volatility
3.38%
Sharpe ratio
0.898
VaR 95%
-0.30%
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
0.026%
Best day
0.527%
Worst day
-0.416%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $27.25 | $27.25 | $27.25 | $27.25 | 100 |
| 14/10/2026 | $27.23 | $27.23 | $27.21 | $27.23 | 800 |
| 13/10/2026 | $27.25 | $27.25 | $27.25 | $27.25 | 100 |
| 12/10/2026 | $27.25 | $27.25 | $27.25 | $27.25 | 800 |
| 09/10/2026 | $27.24 | $27.24 | $27.24 | $27.24 | 100 |
| 08/10/2026 | $27.20 | $27.21 | $27.20 | $27.21 | 500 |
| 07/10/2026 | $27.23 | $27.23 | $27.23 | $27.23 | 300 |
| 06/10/2026 | $27.22 | $27.23 | $27.22 | $27.23 | 200 |
| 05/10/2026 | $27.20 | $27.20 | $27.20 | $27.20 | 200 |
| 02/10/2026 | $27.18 | $27.19 | $27.16 | $27.18 | 2,600 |