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: 15/10/2026
Current price: $28.48
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
0.84%
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
1.87%
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
3.90%
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
6.17%
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
12.49%
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: 15/10/2025 - 15/10/2026.
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 |
|---|---|---|---|---|---|
| 15/10/2026 | $28.58 | $28.58 | $28.42 | $28.48 | 16,100 |
| 14/10/2026 | $28.49 | $28.49 | $28.42 | $28.46 | 4,500 |
| 13/10/2026 | $28.49 | $28.54 | $28.49 | $28.54 | 2,900 |
| 12/10/2026 | $28.52 | $28.53 | $28.50 | $28.51 | 3,700 |
| 09/10/2026 | $28.53 | $28.55 | $28.50 | $28.54 | 11,700 |
| 08/10/2026 | $28.51 | $28.53 | $28.48 | $28.52 | 11,000 |
| 07/10/2026 | $28.50 | $28.53 | $28.46 | $28.52 | 9,600 |
| 06/10/2026 | $28.45 | $28.55 | $28.45 | $28.53 | 8,500 |
| 05/10/2026 | $28.52 | $28.53 | $28.40 | $28.45 | 5,700 |
| 02/10/2026 | $28.45 | $28.47 | $28.40 | $28.41 | 28,500 |