CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY
Symbol: CPSM
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 30/04/2024
Latest date: 16/07/2026
Current price: $29.34
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
0.17%
Ann. 2.11% (Sharpe / Sortino numerator)
Volatility
2.35%
Sharpe ratio
-0.648
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.
Period total return
1.12%
Ann. 3.67% (Sharpe / Sortino numerator)
Volatility
1.61%
Sharpe ratio
0.024
VaR 95%
-0.14%
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
2.27%
Ann. 4.20% (Sharpe / Sortino numerator)
Volatility
1.69%
Sharpe ratio
0.339
VaR 95%
-0.16%
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
5.14%
Ann. 6.99% (Sharpe / Sortino numerator)
Volatility
6.67%
Sharpe ratio
0.504
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
13.04%
Ann. 7.89% (Sharpe / Sortino numerator)
Volatility
5.19%
Sharpe ratio
0.826
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.
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
0.02%
Best day
0.357%
Worst day
-0.341%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $29.32 | $29.34 | $29.32 | $29.34 | 200 |
| 15/07/2026 | $29.37 | $29.37 | $29.34 | $29.34 | 500 |
| 14/07/2026 | $29.31 | $29.34 | $29.30 | $29.34 | 2,300 |
| 13/07/2026 | $29.30 | $29.30 | $29.30 | $29.30 | 100 |
| 10/07/2026 | $29.32 | $29.33 | $29.30 | $29.33 | 1,500 |
| 09/07/2026 | $29.30 | $29.31 | $29.28 | $29.31 | 1,400 |
| 08/07/2026 | $29.29 | $29.29 | $29.26 | $29.27 | 2,600 |
| 07/07/2026 | $29.28 | $29.29 | $29.28 | $29.29 | 800 |
| 06/07/2026 | $29.28 | $29.31 | $29.28 | $29.31 | 3,800 |
| 02/07/2026 | $29.25 | $29.28 | $29.25 | $29.28 | 600 |