Calamos S&P 500 Structured Alt Protection ETF April
Symbol: CPSP
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 01/04/2025
Latest Date: 02/04/2026
Current Price: $26.46
Expense Ratio: 0.69%
Assets Under Management
$15.8M
0.11% 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
0.68%
Volatility
1.20%
Sharpe Ratio
3.453
VaR 95%
-0.09%
CVaR 95%:
-0.11%
Max Drawdown:
-0.15%
Sortino Ratio:
8.373
Calmar Ratio:
51.05
Return
1.46%
Volatility
0.99%
Sharpe Ratio
2.454
VaR 95%
-0.06%
CVaR 95%:
-0.09%
Max Drawdown:
-0.15%
Sortino Ratio:
6.069
Calmar Ratio:
39.81
Return
2.74%
Volatility
1.23%
Sharpe Ratio
1.595
VaR 95%
-0.11%
CVaR 95%:
-0.14%
Max Drawdown:
-0.38%
Sortino Ratio:
2.748
Calmar Ratio:
14.91
Return
6.94%
Volatility
2.50%
Sharpe Ratio
1.339
VaR 95%
-0.14%
CVaR 95%:
-0.33%
Max Drawdown:
-1.08%
Sortino Ratio:
1.557
Calmar Ratio:
6.44
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
1.217%
09/04/2025
Worst Day
-0.936%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $26.43 | $26.46 | $26.40 | $26.46 | 19,900 |
| 01/04/2026 | $26.40 | $26.49 | $26.40 | $26.45 | 52,800 |
| 31/03/2026 | $26.40 | $26.41 | $26.33 | $26.41 | 7,400 |
| 30/03/2026 | $26.39 | $26.39 | $26.39 | $26.39 | 100 |
| 27/03/2026 | $26.38 | $26.38 | $26.38 | $26.38 | 100 |
| 26/03/2026 | $26.38 | $26.38 | $26.38 | $26.38 | 200 |
| 25/03/2026 | $26.39 | $26.39 | $26.39 | $26.39 | 100 |
| 24/03/2026 | $26.36 | $26.36 | $26.36 | $26.36 | 100 |
| 23/03/2026 | $26.37 | $26.40 | $26.36 | $26.36 | 3,400 |
| 20/03/2026 | $26.35 | $26.35 | $26.33 | $26.33 | 600 |