Summary
CPSN
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 6.36% Volatility 2.06% Sharpe 1.88
Official loaded data — not a live quote.

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%

Assets under management
$34.7M
0.01% 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

0.34%

Ann. 13.00% (Sharpe / Sortino numerator)

Volatility

1.70%

Sharpe ratio

5.498

VaR 95%

-0.11%

CVaR 95%: -0.12%
Max drawdown: -0.13%
Sortino ratio: 15.205
Calmar ratio: 102.08

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%

CVaR 95%: -0.29%
Max drawdown: -1.46%
Sortino ratio: 3.730
Calmar ratio: 6.18

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

2.89%

Ann. 5.94% (Sharpe / Sortino numerator)

Volatility

2.40%

Sharpe ratio

0.962

VaR 95%

-0.24%

CVaR 95%: -0.29%
Max drawdown: -1.63%
Sortino ratio: 1.625
Calmar ratio: 3.65

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%

CVaR 95%: -0.26%
Max drawdown: -1.63%
Sortino ratio: 2.981
Calmar ratio: 4.61

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%

CVaR 95%: -0.43%
Max drawdown: -3.24%
Sortino ratio: 1.073
Calmar ratio: 1.92

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

0.025%

Best day

0.54%

08/04/2026
Worst day

-0.376%

26/03/2026
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