Calamos S&P 500 Structured Alt Protection ETF July
Symbol: CPSJ
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 01/07/2024
Latest Date: 02/04/2026
Current Price: $26.95
Expense Ratio: 0.69%
Assets Under Management
$40.7M
0.00% 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
-0.47%
Volatility
3.92%
Sharpe Ratio
-2.204
VaR 95%
-0.29%
CVaR 95%:
-0.39%
Max Drawdown:
-1.29%
Sortino Ratio:
-4.514
Calmar Ratio:
-3.88
Return
0.20%
Volatility
2.80%
Sharpe Ratio
-1.010
VaR 95%
-0.27%
CVaR 95%:
-0.33%
Max Drawdown:
-1.38%
Sortino Ratio:
-1.610
Calmar Ratio:
0.58
Return
1.22%
Volatility
2.35%
Sharpe Ratio
-0.490
VaR 95%
-0.26%
CVaR 95%:
-0.30%
Max Drawdown:
-1.38%
Sortino Ratio:
-0.750
Calmar Ratio:
1.79
Return
8.09%
Volatility
5.13%
Sharpe Ratio
0.874
VaR 95%
-0.28%
CVaR 95%:
-0.70%
Max Drawdown:
-2.23%
Sortino Ratio:
1.006
Calmar Ratio:
3.64
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
2.445%
09/04/2025
Worst Day
-1.873%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $26.95 | $26.95 | $26.95 | $26.95 | 100 |
| 01/04/2026 | $26.95 | $26.96 | $26.94 | $26.96 | 700 |
| 31/03/2026 | $26.80 | $26.87 | $26.80 | $26.87 | 900 |
| 30/03/2026 | $26.75 | $26.75 | $26.71 | $26.73 | 400 |
| 27/03/2026 | $26.75 | $26.75 | $26.75 | $26.75 | 100 |
| 26/03/2026 | $26.92 | $26.92 | $26.82 | $26.82 | 500 |
| 25/03/2026 | $26.92 | $26.95 | $26.92 | $26.95 | 200 |
| 24/03/2026 | $26.91 | $26.91 | $26.89 | $26.89 | 900 |
| 23/03/2026 | $26.97 | $26.97 | $26.93 | $26.93 | 500 |
| 20/03/2026 | $26.86 | $26.86 | $26.86 | $26.86 | 100 |