Summary
CPSM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.14% Volatility 6.67% Sharpe 0.50
Official loaded data — not a live quote.

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%

Assets under management
$56.4M
0.04% 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

0.17%

Ann. 2.11% (Sharpe / Sortino numerator)

Volatility

2.35%

Sharpe ratio

-0.648

VaR 95%

-0.22%

CVaR 95%: -0.23%
Max drawdown: -0.38%
Sortino ratio: -1.303
Calmar ratio: 5.54

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%

CVaR 95%: -0.19%
Max drawdown: -0.38%
Sortino ratio: 0.037
Calmar ratio: 9.63

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%

CVaR 95%: -0.20%
Max drawdown: -0.45%
Sortino ratio: 0.566
Calmar ratio: 9.27

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

5.14%

Ann. 6.99% (Sharpe / Sortino numerator)

Volatility

6.67%

Sharpe ratio

0.504

VaR 95%

-0.18%

CVaR 95%: -0.87%
Max drawdown: -3.77%
Sortino ratio: 0.503
Calmar ratio: 1.85

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%

CVaR 95%: -0.65%
Max drawdown: -5.19%
Sortino ratio: 0.876
Calmar ratio: 1.52

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

0.02%

Best day

0.357%

22/08/2025
Worst day

-0.341%

17/06/2026
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