Calamos S&P 500 Structured Alt Protection ETF December
Symbol: CPSD
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 02/12/2024
Latest Date: 02/04/2026
Current Price: $25.98
Expense Ratio: 0.69%
Assets Under Management
$44.5M
0.19% 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
-0.66%
Volatility
3.38%
Sharpe Ratio
-3.137
VaR 95%
-0.28%
CVaR 95%:
-0.30%
Max Drawdown:
-1.35%
Sortino Ratio:
-7.300
Calmar Ratio:
-5.15
Return
-0.10%
Volatility
2.69%
Sharpe Ratio
-1.494
VaR 95%
-0.29%
CVaR 95%:
-0.31%
Max Drawdown:
-1.49%
Sortino Ratio:
-2.436
Calmar Ratio:
-0.26
Return
1.60%
Volatility
2.89%
Sharpe Ratio
-0.128
VaR 95%
-0.29%
CVaR 95%:
-0.37%
Max Drawdown:
-1.49%
Sortino Ratio:
-0.194
Calmar Ratio:
2.19
Return
8.40%
Volatility
3.36%
Sharpe Ratio
1.430
VaR 95%
-0.29%
CVaR 95%:
-0.43%
Max Drawdown:
-1.49%
Sortino Ratio:
2.200
Calmar Ratio:
5.68
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
0.032%
Best Day
1.013%
09/04/2025
Worst Day
-0.602%
10/10/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $25.93 | $25.98 | $25.93 | $25.98 | 3,100 |
| 01/04/2026 | $25.97 | $25.98 | $25.95 | $25.98 | 3,800 |
| 31/03/2026 | $25.89 | $25.91 | $25.89 | $25.91 | 100 |
| 30/03/2026 | $25.87 | $25.87 | $25.80 | $25.80 | 200 |
| 27/03/2026 | $25.83 | $25.83 | $25.81 | $25.81 | 300 |
| 26/03/2026 | $25.88 | $25.88 | $25.88 | $25.88 | 100 |
| 25/03/2026 | $25.95 | $25.96 | $25.95 | $25.96 | 400 |
| 24/03/2026 | $25.96 | $25.96 | $25.93 | $25.93 | 4,400 |
| 23/03/2026 | $25.97 | $25.98 | $25.97 | $25.97 | 1,900 |
| 20/03/2026 | $25.92 | $25.92 | $25.86 | $25.87 | 1,200 |