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: 15/10/2026
Current price: $28.30
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
0.77%
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
1.82%
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
3.97%
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
6.21%
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
12.79%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.024%
Best day
0.54%
Worst day
-0.376%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.28 | $28.30 | $28.28 | $28.30 | 300 |
| 14/10/2026 | $28.27 | $28.29 | $28.26 | $28.27 | 3,000 |
| 13/10/2026 | $28.29 | $28.29 | $28.29 | $28.29 | 100 |
| 12/10/2026 | $28.28 | $28.30 | $28.28 | $28.29 | 3,800 |
| 09/10/2026 | $28.28 | $28.30 | $28.28 | $28.30 | 400 |
| 08/10/2026 | $28.32 | $28.32 | $28.26 | $28.27 | 1,800 |
| 07/10/2026 | $28.29 | $28.29 | $28.29 | $28.29 | 100 |
| 06/10/2026 | $28.29 | $28.29 | $28.29 | $28.29 | 100 |
| 05/10/2026 | $28.29 | $28.32 | $28.28 | $28.28 | 500 |
| 02/10/2026 | $28.28 | $28.29 | $28.25 | $28.25 | 1,100 |