S&P 500 Structured Alt Protection ETF - October
Symbol: CPSO
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 30/09/2024
Latest date: 16/07/2026
Current price: $27.95
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
0.41%
Ann. -6.63% (Sharpe / Sortino numerator)
Volatility
3.40%
Sharpe ratio
-3.022
VaR 95%
-0.29%
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
1.93%
Ann. -0.15% (Sharpe / Sortino numerator)
Volatility
2.67%
Sharpe ratio
-1.415
VaR 95%
-0.26%
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. 1.66% (Sharpe / Sortino numerator)
Volatility
2.34%
Sharpe ratio
-0.842
VaR 95%
-0.26%
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. 6.32% (Sharpe / Sortino numerator)
Volatility
3.19%
Sharpe ratio
0.844
VaR 95%
-0.26%
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
10.54%
Ann. 5.81% (Sharpe / Sortino numerator)
Volatility
3.12%
Sharpe ratio
0.709
VaR 95%
-0.28%
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
0.024%
Best day
0.58%
Worst day
-0.425%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $27.98 | $27.98 | $27.95 | $27.95 | 400 |
| 15/07/2026 | $27.95 | $27.95 | $27.95 | $27.95 | 100 |
| 14/07/2026 | $27.93 | $27.94 | $27.93 | $27.94 | 1,600 |
| 13/07/2026 | $27.94 | $27.94 | $27.93 | $27.93 | 200 |
| 10/07/2026 | $27.96 | $27.96 | $27.96 | $27.96 | 100 |
| 09/07/2026 | $27.88 | $27.94 | $27.88 | $27.94 | 1,100 |
| 08/07/2026 | $27.86 | $27.89 | $27.86 | $27.89 | 200 |
| 07/07/2026 | $27.90 | $27.91 | $27.89 | $27.89 | 1,100 |
| 06/07/2026 | $27.90 | $27.92 | $27.89 | $27.89 | 1,400 |
| 02/07/2026 | $27.86 | $27.86 | $27.86 | $27.86 | 100 |