Calamos S&P 500 Structured Alt Protection ETF January
Symbol: CPSY
Exchange: NYSE ARCA
Sector: N/A
Category: Defined Outcome
Inception Date: 02/01/2025
Latest Date: 02/04/2026
Current Price: $25.06
Expense Ratio: 0.69%
Assets Under Management
$25.9M
0.22% 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
-0.57%
Volatility
3.06%
Sharpe Ratio
-3.176
VaR 95%
-0.29%
CVaR 95%:
-0.31%
Max Drawdown:
-1.23%
Sortino Ratio:
-6.483
Calmar Ratio:
-4.95
Return
-0.27%
Volatility
2.34%
Sharpe Ratio
-2.023
VaR 95%
-0.26%
CVaR 95%:
-0.28%
Max Drawdown:
-1.35%
Sortino Ratio:
-3.541
Calmar Ratio:
-0.83
Return
1.48%
Volatility
2.19%
Sharpe Ratio
-0.282
VaR 95%
-0.24%
CVaR 95%:
-0.29%
Max Drawdown:
-1.35%
Sortino Ratio:
-0.435
Calmar Ratio:
2.24
Return
6.82%
Volatility
3.17%
Sharpe Ratio
1.015
VaR 95%
-0.26%
CVaR 95%:
-0.42%
Max Drawdown:
-1.35%
Sortino Ratio:
1.393
Calmar Ratio:
5.09
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
0.026%
Best Day
1.424%
09/04/2025
Worst Day
-0.814%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $25.00 | $25.06 | $25.00 | $25.06 | 200 |
| 01/04/2026 | $25.02 | $25.11 | $25.02 | $25.07 | 1,200 |
| 31/03/2026 | $25.02 | $25.02 | $25.02 | $25.02 | 100 |
| 30/03/2026 | $24.89 | $24.91 | $24.89 | $24.91 | 600 |
| 27/03/2026 | $24.96 | $24.96 | $24.91 | $24.91 | 600 |
| 26/03/2026 | $24.99 | $24.99 | $24.98 | $24.98 | 1,600 |
| 25/03/2026 | $25.05 | $25.05 | $25.05 | $25.05 | 100 |
| 24/03/2026 | $25.00 | $25.07 | $24.98 | $25.02 | 1,700 |
| 23/03/2026 | $25.00 | $25.06 | $24.99 | $25.06 | 1,300 |
| 20/03/2026 | $24.99 | $24.99 | $24.99 | $24.99 | 100 |