CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - SEPTEMBER
Symbol: CPST
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 30/08/2024
Latest date: 16/07/2026
Current price: $27.91
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
0.43%
Ann. -5.42% (Sharpe / Sortino numerator)
Volatility
3.37%
Sharpe ratio
-2.689
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
1.92%
Ann. 0.15% (Sharpe / Sortino numerator)
Volatility
2.57%
Sharpe ratio
-1.356
VaR 95%
-0.24%
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
2.91%
Ann. 2.04% (Sharpe / Sortino numerator)
Volatility
2.31%
Sharpe ratio
-0.688
VaR 95%
-0.23%
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
6.49%
Ann. 7.10% (Sharpe / Sortino numerator)
Volatility
3.63%
Sharpe ratio
0.956
VaR 95%
-0.24%
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
12.75%
Ann. 6.74% (Sharpe / Sortino numerator)
Volatility
3.49%
Sharpe ratio
0.904
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.
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
0.025%
Best day
0.573%
Worst day
-0.425%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $27.93 | $27.93 | $27.91 | $27.91 | 500 |
| 15/07/2026 | $27.93 | $27.93 | $27.91 | $27.91 | 300 |
| 14/07/2026 | $27.88 | $27.93 | $27.88 | $27.91 | 1,900 |
| 13/07/2026 | $27.89 | $27.89 | $27.89 | $27.89 | 100 |
| 10/07/2026 | $27.90 | $27.90 | $27.90 | $27.90 | 100 |
| 09/07/2026 | $27.88 | $27.88 | $27.87 | $27.87 | 200 |
| 08/07/2026 | $27.86 | $27.86 | $27.86 | $27.86 | 100 |
| 07/07/2026 | $27.86 | $27.86 | $27.86 | $27.86 | 100 |
| 06/07/2026 | $27.78 | $27.86 | $27.78 | $27.86 | 2,100 |
| 02/07/2026 | $27.82 | $27.82 | $27.82 | $27.82 | 100 |