Performance analysis of CPSJ (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY)
Annual Return
Since Jul 1, 2024, CPSJ has had an average annual return of +7.20%, underperforming the benchmark SPY, which returned +17.53% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.08% | +7.43% | +4.14% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.52% | +0.19% | -0.75% | +1.96% | +0.55% | +0.42% | +0.17% | +3.08% | |||||
| 2025 | +0.98% | -0.07% | -1.74% | -0.10% | +3.02% | +2.08% | +0.50% | +0.57% | +0.89% | +0.49% | +0.16% | +0.48% | +7.43% |
| 2024 | +0.68% | +1.39% | +0.76% | +0.09% | +1.34% | -0.18% | +4.14% |
Drawdown analysis of CPSJ (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY)
The maximum drawdown for the CPSJ was -5.36%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.
The current CPSJ drawdown is -0.28%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.36% | Feb 20, 2025 | 33 | Apr 8, 2025 | 24 | May 13, 2025 | 57 |
| -1.48% | Jul 16, 2024 | 14 | Aug 5, 2024 | 8 | Aug 15, 2024 | 22 |
| -1.39% | Feb 25, 2026 | 23 | Mar 30, 2026 | 6 | Apr 8, 2026 | 29 |
| -1.11% | May 16, 2025 | 5 | May 23, 2025 | 5 | Jun 2, 2025 | 10 |
| -0.94% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -0.76% | Oct 27, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -0.75% | Dec 16, 2024 | 3 | Dec 19, 2024 | 17 | Jan 16, 2025 | 20 |
| -0.64% | Sep 25, 2024 | 8 | Oct 7, 2024 | 5 | Oct 14, 2024 | 13 |
| -0.62% | Oct 22, 2024 | 9 | Nov 4, 2024 | 2 | Nov 6, 2024 | 11 |
| -0.61% | Jan 24, 2025 | 6 | Feb 3, 2025 | 6 | Feb 11, 2025 | 12 |
| -0.50% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -0.44% | Jun 16, 2025 | 1 | Jun 17, 2025 | 3 | Jun 23, 2025 | 4 |
| -0.43% | Jun 10, 2025 | 3 | Jun 13, 2025 | 1 | Jun 16, 2025 | 4 |
| -0.34% | Jul 25, 2025 | 5 | Aug 1, 2025 | 5 | Aug 8, 2025 | 10 |
| -0.28% | Jul 15, 2026 | 3 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -0.28% | Aug 21, 2024 | 1 | Aug 22, 2024 | 1 | Aug 23, 2024 | 2 |
| -0.27% | Jan 28, 2026 | 6 | Feb 5, 2026 | 1 | Feb 6, 2026 | 7 |
| -0.27% | Feb 20, 2026 | 1 | Feb 23, 2026 | 2 | Feb 25, 2026 | 3 |
| -0.24% | Oct 14, 2024 | 1 | Oct 15, 2024 | 3 | Oct 18, 2024 | 4 |
| -0.24% | Jan 13, 2026 | 4 | Jan 20, 2026 | 2 | Jan 22, 2026 | 6 |
| -0.24% | Nov 29, 2024 | 1 | Dec 2, 2024 | 1 | Dec 3, 2024 | 2 |
| -0.23% | Jul 3, 2025 | 1 | Jul 7, 2025 | 7 | Jul 16, 2025 | 8 |
| -0.22% | Dec 11, 2025 | 4 | Dec 17, 2025 | 3 | Dec 22, 2025 | 7 |
| -0.22% | Feb 10, 2026 | 2 | Feb 12, 2026 | 5 | Feb 20, 2026 | 7 |
| -0.22% | Aug 28, 2025 | 1 | Aug 29, 2025 | 3 | Sep 4, 2025 | 4 |