Summary
CPSO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.21% Volatility 3.19% Sharpe 0.84
Official loaded data — not a live quote.

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%

Assets under management
$26.5M
-0.13% 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

0.41%

Ann. -6.63% (Sharpe / Sortino numerator)

Volatility

3.40%

Sharpe ratio

-3.022

VaR 95%

-0.29%

CVaR 95%: -0.36%
Max drawdown: -1.33%
Sortino ratio: -5.383
Calmar ratio: -4.99

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%

CVaR 95%: -0.31%
Max drawdown: -1.45%
Sortino ratio: -2.224
Calmar ratio: -0.10

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%

CVaR 95%: -0.30%
Max drawdown: -1.45%
Sortino ratio: -1.271
Calmar ratio: 1.15

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%

CVaR 95%: -0.45%
Max drawdown: -1.45%
Sortino ratio: 1.030
Calmar ratio: 4.36

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%

CVaR 95%: -0.43%
Max drawdown: -3.23%
Sortino ratio: 0.931
Calmar ratio: 1.80

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

0.024%

Best day

0.58%

08/04/2026
Worst day

-0.425%

26/03/2026
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