CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF – NOVEMBER
Symbol: CPSN
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 01/11/2024
Latest date: 02/06/2026
Current price: $27.65
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
1.00%
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
2.28%
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
3.13%
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
7.55%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.
Average daily return
0.029%
Best day
0.54%
Worst day
-0.376%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $27.65 | $27.67 | $27.65 | $27.65 | 6,000 |
| 01/06/2026 | $27.64 | $27.66 | $27.64 | $27.64 | 5,000 |
| 29/05/2026 | $27.63 | $27.64 | $27.63 | $27.63 | 1,600 |
| 28/05/2026 | $27.61 | $27.61 | $27.61 | $27.61 | 100 |
| 27/05/2026 | $27.60 | $27.60 | $27.59 | $27.59 | 1,200 |
| 26/05/2026 | $27.59 | $27.59 | $27.58 | $27.59 | 1,000 |
| 22/05/2026 | $27.57 | $27.57 | $27.56 | $27.56 | 400 |
| 21/05/2026 | $27.52 | $27.58 | $27.52 | $27.58 | 1,600 |
| 20/05/2026 | $27.49 | $27.53 | $27.49 | $27.53 | 4,700 |
| 19/05/2026 | $27.49 | $27.52 | $27.49 | $27.52 | 700 |