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OverviewPerformanceCorrelations

Performance analysis of CPSD (Calamos S&P 500 Structured Alt Protection ETF December)

Annual Return

Since Dec 2, 2024, CPSD has had an average annual return of +6.79%, underperforming the benchmark SPY, which returned +17.96% annual.

202620252024
+2.48%+7.63%+0.04%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.41%+0.04%-0.86%+2.04%+0.90%-0.05%+2.48%
2025+0.50%+0.12%-1.78%+0.93%+1.08%+1.74%+0.88%+0.91%+1.13%+0.76%+0.72%+0.42%+7.63%
2024+0.04%+0.04%

Drawdown analysis of CPSD (Calamos S&P 500 Structured Alt Protection ETF December)

The maximum drawdown for the CPSD was -3.45%, occurring on Apr 7, 2025. Recovery took 44 trading sessions.

The current CPSD drawdown is -0.05%.

DepthStartTo BottomBottomTo RecoverEndTotal
-3.45%Feb 19, 202533Apr 7, 202544Jun 10, 202577
-1.49%Feb 25, 202623Mar 30, 20269Apr 13, 202632
-0.88%Nov 12, 20256Nov 20, 20252Nov 24, 20258
-0.86%Dec 16, 202417Jan 13, 20255Jan 21, 202522
-0.70%Jul 25, 20255Aug 1, 20255Aug 8, 202510
-0.62%Oct 8, 20252Oct 10, 20256Oct 20, 20258
-0.57%Jan 24, 20256Feb 3, 20253Feb 6, 20259
-0.54%Aug 22, 20253Aug 27, 20251Aug 28, 20254
-0.48%Aug 28, 20252Sep 2, 20254Sep 8, 20256
-0.39%Aug 13, 20256Aug 21, 20251Aug 22, 20257
-0.37%Feb 6, 20252Feb 10, 20255Feb 18, 20257
-0.36%Jan 28, 20266Feb 5, 20262Feb 9, 20268
-0.35%Jan 13, 20264Jan 20, 20264Jan 26, 20268
-0.32%Feb 11, 20261Feb 12, 20268Feb 25, 20269
-0.30%Jul 3, 20251Jul 7, 20253Jul 10, 20254
-0.30%Jun 12, 20251Jun 13, 20251Jun 16, 20252
-0.27%Jun 16, 20253Jun 20, 20252Jun 24, 20255
-0.26%Nov 5, 20251Nov 6, 20252Nov 10, 20253
-0.25%Dec 5, 20258Dec 17, 20252Dec 19, 202510
-0.25%Dec 26, 20254Jan 2, 20262Jan 6, 20266
-0.23%Sep 22, 20253Sep 25, 20251Sep 26, 20254
-0.18%May 14, 20263May 19, 20264May 26, 20267
-0.18%Dec 6, 20242Dec 10, 20244Dec 16, 20246
-0.18%Oct 27, 20253Oct 30, 20252Nov 3, 20255
-0.16%Oct 6, 20251Oct 7, 20251Oct 8, 20252