Calamos Laddered S&P 500 Structured Alt Protection ETF
Symbol: CPSL
Exchange: BATS
Sector: N/A
Category: Defined Outcome
Inception Date: 09/09/2024
Latest Date: 02/04/2026
Current Price: $27.28
Expense Ratio: 0.79%
Assets Under Management
$106.8M
0.34% 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
3.25%
Sharpe Ratio
-2.659
VaR 95%
-0.29%
CVaR 95%:
-0.29%
Max Drawdown:
-1.03%
Sortino Ratio:
-5.489
Calmar Ratio:
-4.84
Return
0.09%
Volatility
2.51%
Sharpe Ratio
-1.299
VaR 95%
-0.26%
CVaR 95%:
-0.28%
Max Drawdown:
-1.18%
Sortino Ratio:
-2.242
Calmar Ratio:
0.32
Return
1.52%
Volatility
2.27%
Sharpe Ratio
-0.240
VaR 95%
-0.24%
CVaR 95%:
-0.27%
Max Drawdown:
-1.18%
Sortino Ratio:
-0.404
Calmar Ratio:
2.62
Return
6.92%
Volatility
3.66%
Sharpe Ratio
0.907
VaR 95%
-0.25%
CVaR 95%:
-0.48%
Max Drawdown:
-1.34%
Sortino Ratio:
1.160
Calmar Ratio:
5.19
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
0.027%
Best Day
1.544%
09/04/2025
Worst Day
-1.207%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $27.19 | $27.28 | $27.19 | $27.28 | 15,200 |
| 01/04/2026 | $27.30 | $27.30 | $27.25 | $27.26 | 6,400 |
| 31/03/2026 | $27.19 | $27.23 | $27.16 | $27.23 | 26,300 |
| 30/03/2026 | $27.17 | $27.17 | $27.09 | $27.12 | 19,400 |
| 27/03/2026 | $27.18 | $27.18 | $27.12 | $27.14 | 17,200 |
| 26/03/2026 | $27.26 | $27.26 | $27.19 | $27.22 | 20,200 |
| 25/03/2026 | $27.28 | $27.30 | $27.23 | $27.29 | 15,800 |
| 24/03/2026 | $27.23 | $27.27 | $27.21 | $27.25 | 12,100 |
| 23/03/2026 | $27.25 | $27.32 | $27.25 | $27.29 | 22,200 |
| 20/03/2026 | $27.30 | $27.31 | $27.18 | $27.19 | 9,400 |