CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY
Symbol: CPSJ
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 28/06/2024
Latest date: 15/10/2026
Current price: $28.07
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
0.57%
Ann. -5.02% (Sharpe / Sortino numerator)
Volatility
3.92%
Sharpe ratio
-2.204
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
1.00%
Ann. 0.80% (Sharpe / Sortino numerator)
Volatility
2.80%
Sharpe ratio
-1.010
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
2.79%
Ann. 2.48% (Sharpe / Sortino numerator)
Volatility
2.35%
Sharpe ratio
-0.490
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
5.48%
Ann. 8.12% (Sharpe / Sortino numerator)
Volatility
5.13%
Sharpe ratio
0.874
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
13.41%
Ann. 7.58% (Sharpe / Sortino numerator)
Volatility
4.72%
Sharpe ratio
0.845
VaR 95%
-0.42%
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
0.021%
Best day
0.593%
Worst day
-0.482%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.09 | $28.09 | $28.05 | $28.07 | 2,100 |
| 14/10/2026 | $28.09 | $28.09 | $28.00 | $28.05 | 700 |
| 13/10/2026 | $28.13 | $28.13 | $28.11 | $28.11 | 5,900 |
| 12/10/2026 | $28.12 | $28.14 | $28.10 | $28.11 | 1,100 |
| 09/10/2026 | $28.12 | $28.12 | $28.09 | $28.09 | 100 |
| 08/10/2026 | $28.11 | $28.11 | $28.07 | $28.07 | 200 |
| 07/10/2026 | $28.10 | $28.10 | $28.09 | $28.09 | 300 |
| 06/10/2026 | $28.12 | $28.12 | $28.08 | $28.08 | 100 |
| 05/10/2026 | $28.03 | $28.08 | $28.02 | $28.07 | 3,500 |
| 02/10/2026 | $28.07 | $28.07 | $27.98 | $28.02 | 3,400 |