Calamos S&P 500 Structured Alt Protection ETF January
Symbol: CPSY
Exchange: NYSE
Sector: N/A
Category: Defined Outcome
Inception date: 31/12/2024
Latest date: 15/10/2026
Current price: $26.19
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
0.60%
Ann. -6.08% (Sharpe / Sortino numerator)
Volatility
3.06%
Sharpe ratio
-3.176
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
1.52%
Ann. -1.11% (Sharpe / Sortino numerator)
Volatility
2.34%
Sharpe ratio
-2.023
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
3.28%
Ann. 3.01% (Sharpe / Sortino numerator)
Volatility
2.19%
Sharpe ratio
-0.282
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
6.08%
Ann. 6.85% (Sharpe / Sortino numerator)
Volatility
3.17%
Sharpe ratio
1.015
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
11.52%
Ann. 6.47% (Sharpe / Sortino numerator)
Volatility
3.03%
Sharpe ratio
0.939
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.
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
0.454%
Worst day
-0.349%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.19 | $26.19 | $26.19 | $26.19 | 100 |
| 14/10/2026 | $26.14 | $26.17 | $26.14 | $26.17 | 300 |
| 13/10/2026 | $26.20 | $26.20 | $26.20 | $26.20 | 100 |
| 12/10/2026 | $26.21 | $26.21 | $26.20 | $26.20 | 600 |
| 09/10/2026 | $26.20 | $26.20 | $26.20 | $26.20 | 100 |
| 08/10/2026 | $26.17 | $26.19 | $26.16 | $26.19 | 1,200 |
| 07/10/2026 | $26.17 | $26.17 | $26.17 | $26.17 | 100 |
| 06/10/2026 | $26.18 | $26.18 | $26.18 | $26.18 | 100 |
| 05/10/2026 | $26.18 | $26.20 | $26.18 | $26.20 | 1,200 |
| 02/10/2026 | $26.15 | $26.16 | $26.15 | $26.16 | 2,300 |