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OverviewHoldingsPerformanceCorrelations

Performance analysis of CPSL (Calamos Laddered S&P 500 Structured Alt Protection ETF)

Annual Return

Since Sep 9, 2024, CPSL has had an average annual return of +6.38%, underperforming the benchmark SPY, which returned +19.37% annual.

202620252024
+3.03%+6.43%+2.32%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.46%+0.26%-0.60%+1.71%+0.79%-0%+0.39%+3.03%
2025+0.81%-0.06%-1.25%+0.30%+1.68%+1.44%+0.62%+0.90%+0.52%+0.56%+0.44%+0.31%+6.43%
2024+1.42%-0.18%+1.17%-0.10%+2.32%

Drawdown analysis of CPSL (Calamos Laddered S&P 500 Structured Alt Protection ETF)

The maximum drawdown for the CPSL was -3.71%, occurring on Apr 4, 2025. Recovery took 28 trading sessions.

The current CPSL drawdown is -0.11%.

DepthStartTo BottomBottomTo RecoverEndTotal
-3.71%Feb 20, 202531Apr 4, 202528May 15, 202559
-1.17%Feb 25, 202623Mar 30, 20266Apr 8, 202629
-0.63%Nov 12, 20256Nov 20, 20253Nov 25, 20259
-0.59%May 19, 20254May 23, 20256Jun 3, 202510
-0.55%Dec 13, 20243Dec 18, 20245Dec 26, 20248
-0.52%Jan 6, 20254Jan 13, 20254Jan 17, 20258
-0.51%Oct 28, 20243Oct 31, 20244Nov 6, 20247
-0.46%Jun 3, 20252Jun 5, 20255Jun 12, 20257
-0.43%Jun 2, 20266Jun 10, 20263Jun 15, 20269
-0.43%Jun 16, 20265Jun 24, 20266Jul 2, 202611
-0.39%Dec 26, 20244Jan 2, 20252Jan 6, 20256
-0.35%Sep 23, 20248Oct 3, 20247Oct 14, 202415
-0.35%Jul 29, 20253Aug 1, 20254Aug 7, 20257
-0.33%Oct 1, 20257Oct 10, 20257Oct 21, 202514
-0.31%Jun 12, 20251Jun 13, 20251Jun 16, 20252
-0.30%Oct 27, 20259Nov 7, 20253Nov 12, 202512
-0.29%Jan 23, 20252Jan 27, 20253Jan 30, 20255
-0.28%Dec 15, 20252Dec 17, 20252Dec 19, 20254
-0.27%Nov 13, 20242Nov 15, 20245Nov 22, 20247
-0.26%Feb 10, 20263Feb 13, 20264Feb 20, 20267
-0.26%Aug 28, 20252Sep 2, 20254Sep 8, 20256
-0.26%Jan 16, 20261Jan 20, 20263Jan 23, 20264
-0.26%Jan 29, 20265Feb 5, 20262Feb 9, 20267
-0.24%Dec 29, 20252Dec 31, 20252Jan 5, 20264
-0.23%Jan 30, 20252Feb 3, 20253Feb 6, 20255