S&P 500 Structured Alt Protection ETF - October
Symbol: CPSO
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 01/10/2024
Latest Date: 02/04/2026
Current Price: $27.06
Expense Ratio: 0.69%
Assets Under Management
$25.9M
0.04% 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
-0.62%
Volatility
3.40%
Sharpe Ratio
-3.022
VaR 95%
-0.29%
CVaR 95%:
-0.36%
Max Drawdown:
-1.33%
Sortino Ratio:
-5.383
Calmar Ratio:
-4.99
Return
-0.04%
Volatility
2.67%
Sharpe Ratio
-1.415
VaR 95%
-0.26%
CVaR 95%:
-0.31%
Max Drawdown:
-1.45%
Sortino Ratio:
-2.224
Calmar Ratio:
-0.10
Return
0.82%
Volatility
2.34%
Sharpe Ratio
-0.842
VaR 95%
-0.26%
CVaR 95%:
-0.30%
Max Drawdown:
-1.45%
Sortino Ratio:
-1.271
Calmar Ratio:
1.15
Return
6.29%
Volatility
3.19%
Sharpe Ratio
0.844
VaR 95%
-0.26%
CVaR 95%:
-0.45%
Max Drawdown:
-1.45%
Sortino Ratio:
1.030
Calmar Ratio:
4.36
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
0.025%
Best Day
1.417%
09/04/2025
Worst Day
-1.037%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $27.05 | $27.06 | $27.02 | $27.06 | 2,500 |
| 01/04/2026 | $27.10 | $27.10 | $27.05 | $27.05 | 1,100 |
| 31/03/2026 | $26.94 | $27.00 | $26.94 | $27.00 | 100 |
| 30/03/2026 | $26.85 | $26.86 | $26.85 | $26.86 | 300 |
| 27/03/2026 | $26.92 | $26.92 | $26.86 | $26.87 | 1,300 |
| 26/03/2026 | $26.96 | $26.96 | $26.93 | $26.93 | 300 |
| 25/03/2026 | $27.05 | $27.05 | $27.05 | $27.05 | 100 |
| 24/03/2026 | $27.04 | $27.04 | $27.02 | $27.02 | 200 |
| 23/03/2026 | $27.07 | $27.07 | $27.01 | $27.05 | 500 |
| 20/03/2026 | $26.97 | $27.00 | $26.97 | $26.98 | 2,500 |