Summary
CPSJ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.11% Volatility 5.13% Sharpe 0.87
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $27.76

Expense ratio: 0.69%

Assets under management
$41.5M
-0.06% 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

0.59%

Ann. -5.02% (Sharpe / Sortino numerator)

Volatility

3.92%

Sharpe ratio

-2.204

VaR 95%

-0.29%

CVaR 95%: -0.39%
Max drawdown: -1.29%
Sortino ratio: -4.514
Calmar ratio: -3.88

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. 0.80% (Sharpe / Sortino numerator)

Volatility

2.80%

Sharpe ratio

-1.010

VaR 95%

-0.27%

CVaR 95%: -0.33%
Max drawdown: -1.38%
Sortino ratio: -1.610
Calmar ratio: 0.58

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

2.94%

Ann. 2.48% (Sharpe / Sortino numerator)

Volatility

2.35%

Sharpe ratio

-0.490

VaR 95%

-0.26%

CVaR 95%: -0.30%
Max drawdown: -1.38%
Sortino ratio: -0.750
Calmar ratio: 1.79

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

6.11%

Ann. 8.12% (Sharpe / Sortino numerator)

Volatility

5.13%

Sharpe ratio

0.874

VaR 95%

-0.28%

CVaR 95%: -0.70%
Max drawdown: -2.23%
Sortino ratio: 1.006
Calmar ratio: 3.64

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

14.20%

Ann. 7.58% (Sharpe / Sortino numerator)

Volatility

4.72%

Sharpe ratio

0.845

VaR 95%

-0.42%

CVaR 95%: -0.67%
Max drawdown: -5.36%
Sortino ratio: 1.019
Calmar ratio: 1.41

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

0.024%

Best day

0.593%

08/04/2026
Worst day

-0.482%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $27.78 $27.79 $27.76 $27.76 21,800
15/07/2026 $27.80 $27.81 $27.77 $27.79 4,900
14/07/2026 $27.75 $27.78 $27.75 $27.78 12,600
13/07/2026 $27.73 $27.75 $27.71 $27.73 13,300
10/07/2026 $27.78 $27.78 $27.75 $27.75 8,300
09/07/2026 $27.72 $27.76 $27.72 $27.76 8,000
08/07/2026 $27.70 $27.70 $27.67 $27.70 7,800
07/07/2026 $27.73 $27.74 $27.69 $27.73 7,500
06/07/2026 $27.71 $27.76 $27.70 $27.73 8,300
02/07/2026 $27.71 $27.74 $27.67 $27.69 42,000