CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF – FEBRUARY
Symbol: CPSF
Exchange: NYSE
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2025
Latest date: 16/07/2026
Current price: $26.28
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
0.22%
Ann. 9.90% (Sharpe / Sortino numerator)
Volatility
1.29%
Sharpe ratio
4.855
VaR 95%
-0.07%
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
1.46%
Ann. 6.79% (Sharpe / Sortino numerator)
Volatility
2.32%
Sharpe ratio
1.362
VaR 95%
-0.20%
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
2.30%
Ann. 6.54% (Sharpe / Sortino numerator)
Volatility
1.97%
Sharpe ratio
1.480
VaR 95%
-0.19%
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
6.58%
Ann. 8.18% (Sharpe / Sortino numerator)
Volatility
2.08%
Sharpe ratio
2.183
VaR 95%
-0.18%
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
0.455%
Worst day
-0.413%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $26.28 | $26.28 | $26.28 | $26.28 | 100 |
| 15/07/2026 | $26.28 | $26.30 | $26.28 | $26.30 | 500 |
| 14/07/2026 | $26.27 | $26.28 | $26.27 | $26.28 | 1,700 |
| 13/07/2026 | $26.27 | $26.27 | $26.27 | $26.27 | 100 |
| 10/07/2026 | $26.28 | $26.30 | $26.28 | $26.30 | 500 |
| 09/07/2026 | $26.26 | $26.28 | $26.26 | $26.27 | 1,600 |
| 08/07/2026 | $26.23 | $26.24 | $26.23 | $26.24 | 1,100 |
| 07/07/2026 | $26.25 | $26.26 | $26.24 | $26.24 | 1,100 |
| 06/07/2026 | $26.22 | $26.27 | $26.22 | $26.25 | 2,500 |
| 02/07/2026 | $26.21 | $26.21 | $26.21 | $26.21 | 100 |