S&P 500 Structured Alt Protection ETF August
Symbol: CPSA
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 01/08/2024
Latest Date: 02/04/2026
Current Price: $26.97
Expense Ratio: 0.69%
Assets Under Management
$43.4M
0.14% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
-0.56%
Volatility
3.89%
Sharpe Ratio
-2.468
VaR 95%
-0.29%
CVaR 95%:
-0.38%
Max Drawdown:
-1.45%
Sortino Ratio:
-5.072
Calmar Ratio:
-4.11
Return
0.09%
Volatility
2.85%
Sharpe Ratio
-1.139
VaR 95%
-0.26%
CVaR 95%:
-0.32%
Max Drawdown:
-1.47%
Sortino Ratio:
-1.953
Calmar Ratio:
0.26
Return
1.14%
Volatility
2.42%
Sharpe Ratio
-0.541
VaR 95%
-0.24%
CVaR 95%:
-0.31%
Max Drawdown:
-1.47%
Sortino Ratio:
-0.856
Calmar Ratio:
1.57
Return
7.82%
Volatility
4.58%
Sharpe Ratio
0.922
VaR 95%
-0.27%
CVaR 95%:
-0.64%
Max Drawdown:
-1.99%
Sortino Ratio:
1.046
Calmar Ratio:
3.95
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.03%
Best Day
2.294%
09/04/2025
Worst Day
-1.655%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $26.93 | $26.97 | $26.93 | $26.97 | 400 |
| 01/04/2026 | $26.96 | $26.97 | $26.95 | $26.97 | 3,000 |
| 31/03/2026 | $26.86 | $26.94 | $26.86 | $26.89 | 2,300 |
| 30/03/2026 | $26.73 | $26.74 | $26.73 | $26.73 | 700 |
| 27/03/2026 | $26.78 | $26.78 | $26.77 | $26.77 | 300 |
| 26/03/2026 | $26.91 | $26.91 | $26.84 | $26.84 | 2,200 |
| 25/03/2026 | $26.96 | $26.96 | $26.96 | $26.96 | 100 |
| 24/03/2026 | $26.93 | $26.93 | $26.91 | $26.91 | 200 |
| 23/03/2026 | $26.93 | $27.00 | $26.92 | $26.96 | 2,300 |
| 20/03/2026 | $26.88 | $26.88 | $26.86 | $26.88 | 5,000 |