Calamos SAMPP 500 ETF Performance

CPSJ ETF   27.45  -0.03  -0.11%   
Calamos SAMPP has performed against its sector and the broad market over time. Based on the 3 months horizon, Calamos SAMPP shows an expected return of 0.0238%.
Risk-Adjusted Performance
0100
9 · Moderate
Over the last 90 days, Calamos SAMPP 500 ranks in the bottom 91% of global equities and portfolios on a risk-adjusted return basis. A lower ranking does not preclude recovery, but it does signal that recent efficiency has lagged peers. The return profile for Calamos SAMPP reflects marginal performance across the measured horizon. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 2,704 in Calamos SAMPP 500 on February 6, 2026 and sold it today, you would have earned $ 40.50 , a return of 1.5% over 90 days. Calamos SAMPP 500 is currently generating a 0.0238% daily expected return and carries 0.1917% risk (volatility on return distribution) over a 90-day horizon. In relative terms, Calamos SAMPP exhibits above-average volatility, exceeding roughly 99% of comparable etfs, and CPSJ has trailed 99% of traded instruments in return over the 90-day horizon.
  Expected Return   
       Risk  
This market-relative note looks at return potential and the amount of risk required to get it. It highlights whether the current reward profile compensates for the level of uncertainty assumed. Given a 90-day horizon, CPSJ generates 0.21 times more return on investment than the market. Moreover, CPSJ is 4.82 times less risky than the market. Its risk-adjusted efficiency stands at about 0.12% per unit of risk. Dow Jones Industrial is currently generating roughly -0.01% per unit of risk.

Target Price Odds to finish over Current Price

For Calamos SAMPP ETF, the tendency of price to converge toward a long-term average provides a useful forecasting baseline. Investors have relied on this tendency for decades, though persistent mispricings in some instruments suggest additional risk factors.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
27.45 90 days 27.45
about 1.71 %
Based on standard probability analysis, the odds of Calamos SAMPP moving above the current price in 90 days from now are about 1.71 %. Over this horizon, the return distribution for this ETF has leaned toward above-current outcomes historically. (The curve highlights the price band where the market has recently concentrated expectations for Calamos SAMPP ETF over the next 90 days). A narrower shape indicates the market has recently priced Calamos SAMPP ETF into a more concentrated outcome range.
Given a 90-day horizon, Calamos SAMPP 500 has a beta of -0.0068 suggesting that as returns on the benchmark increase, returns on Calamos SAMPP tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Calamos SAMPP 500 tends to outperform the market. Additionally, Calamos SAMPP 500 has an alpha of 0.0142, implying that it can generate a 0.0142 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   Calamos SAMPP Price Density   
       Price  

Predictive Modules for Calamos SAMPP

A variety of analytical techniques are available for forecasting Calamos SAMPP 500 and the broader ETF market. From technical pattern analysis to statistical models, each method contributes a different perspective on Calamos SAMPP 500.
The mean reversion principle applied to Calamos SAMPP's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Calamos SAMPP's price dislocation is essential before acting on a mean reversion signal.
Sentiment
Range
LowSentimentHigh
27.2627.4527.64
Details
Intrinsic
Valuation
LowIntrinsicHigh
27.1727.3627.55
Details
Naive
Forecast
LowNextHigh
27.1427.3327.52
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.0327.3027.57
Details
Competitive analysis for Calamos SAMPP compares its financial performance and valuation metrics against sector peers. Cross-sectional comparison separates idiosyncratic performance from sector-level dynamics.

Primary Risk Indicators

The past 10-20 years have brought considerable volatility to the ETF market, with Calamos SAMPP experiencing notable price swings. Calamos SAMPP has reflected this volatile environment with periods of significant price swings.
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones-0.0068
σ
Overall volatility
0.17
Ir
Information ratio 0.02

Performance Metrics & Calculation Methodology

Drawdown and recovery analysis for Calamos SAMPP reveals how the fund behaves during stress episodes and subsequent rebounds. Drawdown frequency and clustering can signal regime sensitivity beyond what returns alone capture.

Calamos SAMPP 500 figures are aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Return and risk statistics are calculated from historical price series.

Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board