CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY
Symbol: CPSN
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 31/10/2024
Latest date: 16/07/2026
Current price: $27.77
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
0.34%
Ann. 13.00% (Sharpe / Sortino numerator)
Volatility
1.70%
Sharpe ratio
5.498
VaR 95%
-0.11%
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
2.04%
Ann. 9.01% (Sharpe / Sortino numerator)
Volatility
2.74%
Sharpe ratio
1.963
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
2.89%
Ann. 5.94% (Sharpe / Sortino numerator)
Volatility
2.40%
Sharpe ratio
0.962
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
6.36%
Ann. 7.51% (Sharpe / Sortino numerator)
Volatility
2.06%
Sharpe ratio
1.885
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
10.70%
Ann. 6.23% (Sharpe / Sortino numerator)
Volatility
3.06%
Sharpe ratio
0.836
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.
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
0.025%
Best day
0.54%
Worst day
-0.376%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $27.77 | $27.77 | $27.77 | $27.77 | 200 |
| 15/07/2026 | $27.80 | $27.82 | $27.78 | $27.80 | 4,100 |
| 14/07/2026 | $27.76 | $27.77 | $27.76 | $27.77 | 2,400 |
| 13/07/2026 | $27.77 | $27.77 | $27.77 | $27.77 | 100 |
| 10/07/2026 | $27.84 | $27.84 | $27.76 | $27.80 | 12,500 |
| 09/07/2026 | $27.75 | $27.78 | $27.75 | $27.76 | 900 |
| 08/07/2026 | $27.71 | $27.73 | $27.70 | $27.71 | 500 |
| 07/07/2026 | $27.72 | $27.75 | $27.72 | $27.75 | 1,000 |
| 06/07/2026 | $27.74 | $27.74 | $27.73 | $27.73 | 1,000 |
| 02/07/2026 | $27.68 | $27.68 | $27.68 | $27.68 | 100 |