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OverviewPerformanceCorrelations

Performance analysis of CPSF (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF – FEBRUARY)

Annual Return

Since Feb 3, 2025, CPSF has had an average annual return of +6.28%, underperforming the benchmark SPY, which returned +18.54% annual.

20262025
+2.27%+6.18%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.58%+0.14%-0.73%+1.71%+0.61%-0.06%+2.27%
2025+0.03%-1.07%+0.72%+0.90%+1.47%+0.63%+0.83%+0.81%+0.50%+0.44%+0.78%+6.18%

Drawdown analysis of CPSF (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF – FEBRUARY)

The maximum drawdown for the CPSF was -2.88%, occurring on Apr 7, 2025. Recovery took 38 trading sessions.

The current CPSF drawdown is -0.19%.

DepthStartTo BottomBottomTo RecoverEndTotal
-2.88%Feb 19, 202533Apr 7, 202538Jun 2, 202571
-1.30%Feb 10, 202632Mar 27, 202611Apr 14, 202643
-0.81%Nov 12, 20256Nov 20, 20254Nov 26, 202510
-0.49%Oct 8, 20252Oct 10, 20256Oct 20, 20258
-0.47%Jun 2, 20266Jun 10, 2026OngoingOngoingOngoing
-0.42%Jul 25, 20255Aug 1, 20255Aug 8, 202510
-0.34%Feb 2, 20263Feb 5, 20263Feb 10, 20266
-0.32%Aug 14, 20255Aug 21, 20251Aug 22, 20256
-0.27%Dec 15, 20252Dec 17, 20252Dec 19, 20254
-0.26%Aug 28, 20252Sep 2, 20253Sep 5, 20255
-0.26%Oct 28, 20257Nov 6, 20252Nov 10, 20259
-0.18%Jun 12, 20251Jun 13, 20251Jun 16, 20252
-0.18%Jun 16, 20251Jun 17, 20254Jun 24, 20255
-0.17%May 14, 20263May 19, 20264May 26, 20267
-0.16%Oct 21, 20251Oct 22, 20252Oct 24, 20253
-0.16%Feb 6, 20251Feb 7, 20254Feb 13, 20255
-0.16%Jul 3, 20251Jul 7, 20254Jul 11, 20255
-0.15%Sep 22, 20253Sep 25, 20251Sep 26, 20254
-0.13%Jan 28, 20261Jan 29, 20262Feb 2, 20263
-0.12%Apr 17, 20262Apr 21, 20263Apr 24, 20265
-0.11%Aug 8, 20251Aug 11, 20251Aug 12, 20252
-0.10%Jan 16, 20261Jan 20, 20261Jan 21, 20262
-0.09%Jan 12, 20261Jan 13, 20263Jan 16, 20264
-0.09%Dec 11, 20251Dec 12, 20251Dec 15, 20252
-0.08%Jun 4, 20251Jun 5, 20251Jun 6, 20252