Calamos S&P 500 Structured Alt Protection ETF April
Symbol: CPSP
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 31/03/2025
Latest date: 15/10/2026
Current price: $27.33
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
0.55%
Ann. 7.77% (Sharpe / Sortino numerator)
Volatility
1.20%
Sharpe ratio
3.453
VaR 95%
-0.09%
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
1.11%
Ann. 6.06% (Sharpe / Sortino numerator)
Volatility
0.99%
Sharpe ratio
2.454
VaR 95%
-0.06%
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
2.57%
Ann. 5.60% (Sharpe / Sortino numerator)
Volatility
1.23%
Sharpe ratio
1.595
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
6.12%
Ann. 6.97% (Sharpe / Sortino numerator)
Volatility
2.50%
Sharpe ratio
1.339
VaR 95%
-0.14%
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
0.393%
Worst day
-0.193%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $27.30 | $27.33 | $27.30 | $27.33 | 300 |
| 14/10/2026 | $27.36 | $27.36 | $27.32 | $27.32 | 900 |
| 13/10/2026 | $27.34 | $27.34 | $27.34 | $27.34 | 100 |
| 12/10/2026 | $27.33 | $27.33 | $27.33 | $27.33 | 300 |
| 09/10/2026 | $27.30 | $27.34 | $27.29 | $27.34 | 11,400 |
| 08/10/2026 | $27.34 | $27.36 | $27.32 | $27.32 | 1,600 |
| 07/10/2026 | $27.34 | $27.36 | $27.32 | $27.32 | 500 |
| 06/10/2026 | $27.36 | $27.37 | $27.32 | $27.32 | 5,500 |
| 05/10/2026 | $27.30 | $27.30 | $27.30 | $27.30 | 100 |
| 02/10/2026 | $27.25 | $27.28 | $27.25 | $27.28 | 500 |