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OverviewPerformanceCorrelations

Performance analysis of CPSA (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - AUGUST)

Annual Return

Since Aug 1, 2024, CPSA has had an average annual return of +7.54%, underperforming the benchmark SPY, which returned +21.43% annual.

202620252024
+2.81%+7.39%+3.51%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.49%+0.18%-0.83%+2.08%+0.86%+0.02%+2.81%
2025+0.94%-0.13%-1.49%+0.14%+2.37%+1.77%+0.85%+0.86%+0.81%+0.41%+0.20%+0.49%+7.39%
2024+1.47%+0.98%-0.14%+1.20%-0.04%+3.51%

Drawdown analysis of CPSA (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - AUGUST)

The maximum drawdown for the CPSA was -4.71%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.

DepthStartTo BottomBottomTo RecoverEndTotal
-4.71%Feb 19, 202534Apr 8, 202526May 15, 202560
-1.47%Feb 26, 202622Mar 30, 20266Apr 8, 202628
-0.93%Jan 24, 20256Feb 3, 20256Feb 11, 202512
-0.85%May 19, 20254May 23, 20256Jun 3, 202510
-0.80%Oct 28, 202517Nov 20, 20255Nov 28, 202522
-0.77%Aug 30, 20244Sep 6, 20245Sep 13, 20249
-0.62%Dec 11, 20246Dec 19, 20243Dec 24, 20249
-0.57%Aug 1, 20244Aug 7, 20244Aug 13, 20248
-0.52%Dec 24, 202410Jan 10, 20253Jan 15, 202513
-0.49%Oct 8, 20252Oct 10, 20257Oct 21, 20259
-0.46%Oct 18, 20249Oct 31, 20244Nov 6, 202413
-0.38%Nov 11, 20244Nov 15, 20246Nov 25, 202410
-0.37%Aug 13, 20256Aug 21, 20254Aug 27, 202510
-0.37%Jan 27, 20267Feb 5, 20262Feb 9, 20269
-0.36%Sep 25, 20244Oct 1, 20248Oct 11, 202412
-0.35%Jun 16, 20253Jun 20, 20251Jun 23, 20254
-0.31%Jun 12, 20251Jun 13, 20251Jun 16, 20252
-0.27%Feb 10, 20268Feb 23, 20262Feb 25, 202610
-0.24%Sep 19, 20254Sep 25, 20253Sep 30, 20257
-0.22%Jan 13, 20264Jan 20, 20262Jan 22, 20266
-0.22%Aug 21, 20241Aug 22, 20242Aug 26, 20243
-0.21%Dec 4, 20243Dec 9, 20242Dec 11, 20245
-0.20%Dec 11, 20254Dec 17, 20252Dec 19, 20256
-0.19%May 1, 20261May 4, 20261May 5, 20262
-0.18%Jan 15, 20251Jan 16, 20251Jan 17, 20252