evenfolioETF Details
Calamos·Defined Outcome·CPSF · NYSE Arca
Calamos S&P 500 Structured Alt Protection ETF - February (CPSF)
- Price
- $26.67
- —30 Oct 2026
- Assets
- $35.3M
- Total net assets
- Expense ratio
- 0.69%
- Category 0.76%
- Yield
- 0.00%
- Trailing distributions
- 1Y return
- 5.6%-2.7%
- Category 8.3%
- 3Y CAGR
- —
- Category 13.9%
- 5Y CAGR
- —
- Category 8.4%
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Calamos S&P 500 Structured Alt Protection ETF - February
Calendar-year returns
Fund only: no comparison series covers this fund's history.
Risk statistics
Five years of daily closes. Risk-free rate 4% a year.
- Standard deviation
- —
- Maximum drawdown
- —
- Sharpe ratio
- —
- Sortino ratio
- —
- Beta
- —
- Alpha
- —
- R²
- —
- Information ratio
- —
- Upside capture
- —
- Downside capture
- —
- Tracking error
- —
| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | +0.2% | +1.2% | +2.5% | +4.2% | +5.6% | — | — | — | +6.0% |
| Defined Outcome average | -0.6% | 1.0% | 3.2% | 7.0% | 8.3% | 13.9% | 8.4% | — | 8.0% |
| Difference | +0.8% | +0.2% | -0.7% | -2.8% | -2.7% | — | — | — | -2.0% |
Holdings
Allocation as last published by the fund.
Sector allocation
Share of the equity the fund holds.
- Technology35.1%
- Financial services13.1%
- Communication services10.9%
- Consumer discretionary10.6%
- Health care9.6%
- Industrials7.5%
- Consumer staples4.7%
- Energy2.8%
- Utilities2.3%
- Real estate1.8%
- Materials1.7%
Asset mix
- Stocks99.5%
- Cash0.6%
ETF details
- Issuer
- Calamos
- Category
- Alternatives · Defined Outcome
- Ticker
- CPSF
- Exchange
- NYSE Arca
- Inception
- 31 Jan 2025 (1.7 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.69% (category 0.76%)
- Holdings turnover
- 0% (category 4%)
- Distribution yield
- 0.00%
- Beta, 3 years
- 0.00
- Total net assets
- $35.3M
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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