Calamos Laddered S&P 500 Structured Alt Protection ETF
Symbol: CPSL
Exchange: BATS
Sector: N/A
Category: Defined Outcome
Inception date: 06/09/2024
Latest date: 16/07/2026
Current price: $28.04
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.25%
Ann. -5.00% (Sharpe / Sortino numerator)
Volatility
3.25%
Sharpe ratio
-2.659
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
1.48%
Ann. 0.37% (Sharpe / Sortino numerator)
Volatility
2.51%
Sharpe ratio
-1.299
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
2.56%
Ann. 3.08% (Sharpe / Sortino numerator)
Volatility
2.27%
Sharpe ratio
-0.240
VaR 95%
-0.24%
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
6.21%
Ann. 6.95% (Sharpe / Sortino numerator)
Volatility
3.66%
Sharpe ratio
0.907
VaR 95%
-0.25%
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
12.25%
Ann. 6.64% (Sharpe / Sortino numerator)
Volatility
3.45%
Sharpe ratio
0.884
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.
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
0.024%
Best day
0.567%
Worst day
-0.294%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $28.07 | $28.07 | $28.03 | $28.04 | 12,700 |
| 15/07/2026 | $28.09 | $28.09 | $27.95 | $28.02 | 75,400 |
| 14/07/2026 | $28.05 | $28.07 | $28.00 | $28.05 | 25,800 |
| 13/07/2026 | $28.06 | $28.07 | $28.00 | $28.02 | 15,800 |
| 10/07/2026 | $28.04 | $28.06 | $28.02 | $28.06 | 40,200 |
| 09/07/2026 | $27.97 | $28.03 | $27.97 | $28.03 | 28,800 |
| 08/07/2026 | $27.99 | $28.00 | $27.94 | $28.00 | 48,700 |
| 07/07/2026 | $28.00 | $28.00 | $27.96 | $28.00 | 41,200 |
| 06/07/2026 | $27.98 | $28.01 | $27.96 | $28.01 | 34,500 |
| 02/07/2026 | $27.98 | $27.99 | $27.93 | $27.99 | 21,600 |