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: 16/07/2026
Current price: $25.77
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
0.35%
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
1.62%
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
2.32%
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
6.46%
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.
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
0.454%
Worst day
-0.401%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $25.81 | $25.81 | $25.77 | $25.77 | 1,000 |
| 15/07/2026 | $25.81 | $25.81 | $25.77 | $25.80 | 500 |
| 14/07/2026 | $25.76 | $25.77 | $25.76 | $25.77 | 1,700 |
| 13/07/2026 | $25.75 | $25.75 | $25.75 | $25.75 | 100 |
| 10/07/2026 | $25.79 | $25.79 | $25.77 | $25.77 | 200 |
| 09/07/2026 | $25.78 | $25.78 | $25.75 | $25.75 | 500 |
| 08/07/2026 | $25.73 | $25.73 | $25.73 | $25.73 | 100 |
| 07/07/2026 | $25.73 | $25.73 | $25.73 | $25.73 | 100 |
| 06/07/2026 | $25.76 | $25.76 | $25.74 | $25.74 | 900 |
| 02/07/2026 | $25.72 | $25.72 | $25.71 | $25.71 | 200 |