Calamos ETF Trust Calamos S&P 500 Structured Alt Protection ETF May
Symbol: CPSM
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 01/05/2024
Latest Date: 02/04/2026
Current Price: $28.89
Expense Ratio: 0.69%
Assets Under Management
$53.4M
0.07% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
0.19%
Volatility
2.35%
Sharpe Ratio
-0.648
VaR 95%
-0.22%
CVaR 95%:
-0.23%
Max Drawdown:
-0.38%
Sortino Ratio:
-1.303
Calmar Ratio:
5.54
Return
0.89%
Volatility
1.61%
Sharpe Ratio
0.024
VaR 95%
-0.14%
CVaR 95%:
-0.19%
Max Drawdown:
-0.38%
Sortino Ratio:
0.037
Calmar Ratio:
9.63
Return
2.06%
Volatility
1.69%
Sharpe Ratio
0.339
VaR 95%
-0.16%
CVaR 95%:
-0.20%
Max Drawdown:
-0.45%
Sortino Ratio:
0.566
Calmar Ratio:
9.27
Return
6.96%
Volatility
6.67%
Sharpe Ratio
0.504
VaR 95%
-0.18%
CVaR 95%:
-0.87%
Max Drawdown:
-3.77%
Sortino Ratio:
0.503
Calmar Ratio:
1.85
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
0.028%
Best Day
4.033%
09/04/2025
Worst Day
-2.243%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $28.87 | $28.91 | $28.87 | $28.89 | 2,000 |
| 01/04/2026 | $28.87 | $28.91 | $28.87 | $28.91 | 4,800 |
| 31/03/2026 | $28.80 | $28.88 | $28.80 | $28.86 | 21,400 |
| 30/03/2026 | $28.80 | $28.80 | $28.75 | $28.77 | 4,400 |
| 27/03/2026 | $28.75 | $28.85 | $28.75 | $28.77 | 4,600 |
| 26/03/2026 | $28.81 | $28.91 | $28.80 | $28.80 | 600 |
| 25/03/2026 | $28.92 | $28.92 | $28.86 | $28.86 | 3,000 |
| 24/03/2026 | $28.85 | $28.89 | $28.81 | $28.81 | 1,200 |
| 23/03/2026 | $28.92 | $28.92 | $28.85 | $28.88 | 500 |
| 20/03/2026 | $28.82 | $28.84 | $28.75 | $28.80 | 1,200 |