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Performance analysis of CPRJ (Calamos Russell 2000 Structured Alt Protection ETF July)

Annual Return

Since Jul 1, 2024, CPRJ has had an average annual return of +6.68%, underperforming the benchmark SPY, which returned +19.64% annual.

202620252024
+2.94%+5.03%+4.75%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.83%+0.29%-0.45%+1.67%+0.63%-0.05%+2.94%
2025+1.18%-1.42%-2.39%-1.05%+1.47%+3.40%+0.31%+1.51%+0.69%+0.41%+0.43%+0.50%+5.03%
2024+2.75%+0.48%+0.46%+0.00964%+2.30%-1.29%+4.75%

Drawdown analysis of CPRJ (Calamos Russell 2000 Structured Alt Protection ETF July)

The maximum drawdown for the CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The current CPRJ drawdown is -0.10%.

DepthStartTo BottomBottomTo RecoverEndTotal
-6.25%Feb 5, 202543Apr 8, 202562Jul 9, 2025105
-1.74%Dec 4, 202424Jan 10, 202513Jan 30, 202537
-1.66%Jul 16, 202416Aug 7, 202412Aug 23, 202428
-1.21%Aug 30, 20246Sep 10, 20245Sep 17, 202411
-1.07%Oct 24, 202519Nov 20, 20254Nov 26, 202523
-1.03%Feb 26, 202622Mar 30, 20266Apr 8, 202628
-0.94%Nov 11, 20244Nov 15, 20246Nov 25, 202410
-0.69%Oct 17, 20244Oct 23, 202410Nov 6, 202414
-0.67%Jul 23, 20257Aug 1, 20257Aug 12, 202514
-0.59%Sep 19, 202410Oct 3, 20247Oct 14, 202417
-0.57%Jan 30, 20252Feb 3, 20252Feb 5, 20254
-0.43%Jul 10, 20253Jul 15, 20255Jul 22, 20258
-0.40%Oct 8, 20252Oct 10, 20252Oct 14, 20254
-0.39%Aug 13, 20255Aug 20, 20252Aug 22, 20257
-0.37%Sep 22, 20253Sep 25, 20254Oct 1, 20257
-0.32%Dec 11, 20254Dec 17, 20253Dec 22, 20257
-0.30%Jan 21, 202611Feb 5, 20261Feb 6, 202612
-0.26%Feb 9, 20263Feb 12, 20268Feb 25, 202611
-0.26%Oct 20, 20252Oct 22, 20252Oct 24, 20254
-0.25%Jul 8, 20241Jul 9, 20241Jul 10, 20242
-0.25%Nov 25, 20241Nov 26, 20242Nov 29, 20243
-0.23%Aug 26, 20242Aug 28, 20242Aug 30, 20244
-0.17%Oct 14, 20253Oct 17, 20251Oct 20, 20254
-0.16%Dec 22, 20256Dec 31, 20251Jan 2, 20267
-0.15%Nov 29, 20242Dec 3, 20241Dec 4, 20243