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: 15/10/2026
Current price: $26.70
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
0.70%
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
1.52%
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
3.11%
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
6.10%
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.
Period total return
10.79%
Ann. 6.23% (Sharpe / Sortino numerator)
Volatility
2.69%
Sharpe ratio
0.912
VaR 95%
-0.22%
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
0.024%
Best day
0.455%
Worst day
-0.339%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.66 | $26.70 | $26.65 | $26.70 | 800 |
| 14/10/2026 | $26.68 | $26.68 | $26.66 | $26.66 | 800 |
| 13/10/2026 | $26.69 | $26.72 | $26.69 | $26.72 | 400 |
| 12/10/2026 | $26.71 | $26.71 | $26.71 | $26.71 | 900 |
| 09/10/2026 | $26.68 | $26.72 | $26.68 | $26.72 | 1,300 |
| 08/10/2026 | $26.67 | $26.67 | $26.66 | $26.66 | 3,400 |
| 07/10/2026 | $26.70 | $26.70 | $26.70 | $26.70 | 100 |
| 06/10/2026 | $26.70 | $26.70 | $26.70 | $26.70 | 100 |
| 05/10/2026 | $26.66 | $26.69 | $26.66 | $26.67 | 2,300 |
| 02/10/2026 | $26.63 | $26.66 | $26.62 | $26.66 | 1,200 |