Calamos S&P 500 Structured Alt Protection ETF September
Symbol: CPST
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 03/09/2024
Latest Date: 02/04/2026
Current Price: $27.05
Expense Ratio: 0.69%
Assets Under Management
$32.0M
0.14% 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
-0.51%
Volatility
3.37%
Sharpe Ratio
-2.689
VaR 95%
-0.26%
CVaR 95%:
-0.34%
Max Drawdown:
-1.32%
Sortino Ratio:
-5.540
Calmar Ratio:
-4.10
Return
0.04%
Volatility
2.57%
Sharpe Ratio
-1.356
VaR 95%
-0.24%
CVaR 95%:
-0.29%
Max Drawdown:
-1.42%
Sortino Ratio:
-2.240
Calmar Ratio:
0.11
Return
1.01%
Volatility
2.31%
Sharpe Ratio
-0.688
VaR 95%
-0.23%
CVaR 95%:
-0.28%
Max Drawdown:
-1.42%
Sortino Ratio:
-1.135
Calmar Ratio:
1.44
Return
7.07%
Volatility
3.63%
Sharpe Ratio
0.956
VaR 95%
-0.24%
CVaR 95%:
-0.50%
Max Drawdown:
-1.42%
Sortino Ratio:
1.147
Calmar Ratio:
5.01
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
1.646%
09/04/2025
Worst Day
-1.306%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $27.01 | $27.05 | $27.01 | $27.05 | 600 |
| 01/04/2026 | $27.05 | $27.05 | $27.05 | $27.05 | 100 |
| 31/03/2026 | $26.87 | $27.02 | $26.87 | $26.98 | 1,100 |
| 30/03/2026 | $26.85 | $26.85 | $26.79 | $26.83 | 600 |
| 27/03/2026 | $26.88 | $26.88 | $26.84 | $26.87 | 400 |
| 26/03/2026 | $26.96 | $26.96 | $26.93 | $26.93 | 2,200 |
| 25/03/2026 | $27.03 | $27.08 | $27.03 | $27.04 | 2,400 |
| 24/03/2026 | $26.99 | $27.00 | $26.99 | $26.99 | 1,000 |
| 23/03/2026 | $27.02 | $27.02 | $27.02 | $27.02 | 100 |
| 20/03/2026 | $26.96 | $26.96 | $26.96 | $26.96 | 100 |