Performance analysis of CPSM (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY)
Annual Return
Since May 1, 2024, CPSM has had an average annual return of +7.34%, underperforming the benchmark SPY, which returned +20.88% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +2.33% | +7.21% | +6.67% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.40% | +0.31% | +0.09% | +0.74% | +0.77% | -0.12% | +0.11% | +2.33% | |||||
| 2025 | +0.92% | +0.45% | -0.67% | +1.81% | +0.84% | +0.96% | +0.33% | +0.64% | +0.53% | +0.30% | +0.39% | +0.49% | +7.21% |
| 2024 | +1.59% | +1.03% | +0.90% | +1.02% | +0.66% | +0.23% | +1.07% | -0.00937% | +6.67% |
Drawdown analysis of CPSM (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY)
The maximum drawdown for the CPSM was -5.19%, occurring on Apr 8, 2025. Recovery took 13 trading sessions.
The current CPSM drawdown is -0.19%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.19% | Feb 19, 2025 | 34 | Apr 8, 2025 | 13 | Apr 28, 2025 | 47 |
| -1.16% | Jul 15, 2024 | 16 | Aug 6, 2024 | 5 | Aug 13, 2024 | 21 |
| -0.59% | Aug 30, 2024 | 4 | Sep 6, 2024 | 4 | Sep 12, 2024 | 8 |
| -0.49% | May 29, 2026 | 8 | Jun 10, 2026 | 16 | Jul 6, 2026 | 24 |
| -0.45% | Sep 25, 2024 | 6 | Oct 3, 2024 | 7 | Oct 14, 2024 | 13 |
| -0.45% | Nov 11, 2025 | 5 | Nov 18, 2025 | 6 | Nov 26, 2025 | 11 |
| -0.43% | Dec 16, 2024 | 3 | Dec 19, 2024 | 3 | Dec 24, 2024 | 6 |
| -0.38% | Mar 23, 2026 | 4 | Mar 27, 2026 | 3 | Apr 1, 2026 | 7 |
| -0.35% | Jan 6, 2025 | 3 | Jan 10, 2025 | 3 | Jan 15, 2025 | 6 |
| -0.35% | May 28, 2024 | 2 | May 30, 2024 | 4 | Jun 5, 2024 | 6 |
| -0.32% | Jan 24, 2025 | 1 | Jan 27, 2025 | 10 | Feb 10, 2025 | 11 |
| -0.30% | Oct 14, 2024 | 1 | Oct 15, 2024 | 9 | Oct 28, 2024 | 10 |
| -0.30% | Aug 21, 2024 | 1 | Aug 22, 2024 | 1 | Aug 23, 2024 | 2 |
| -0.29% | Aug 27, 2024 | 2 | Aug 29, 2024 | 1 | Aug 30, 2024 | 3 |
| -0.28% | May 15, 2024 | 1 | May 16, 2024 | 7 | May 28, 2024 | 8 |
| -0.27% | Jun 18, 2024 | 3 | Jun 24, 2024 | 6 | Jul 2, 2024 | 9 |
| -0.27% | May 19, 2025 | 3 | May 22, 2025 | 4 | May 29, 2025 | 7 |
| -0.26% | Dec 24, 2024 | 4 | Dec 31, 2024 | 2 | Jan 3, 2025 | 6 |
| -0.26% | Mar 17, 2026 | 3 | Mar 20, 2026 | 1 | Mar 23, 2026 | 4 |
| -0.25% | Oct 29, 2024 | 2 | Oct 31, 2024 | 4 | Nov 6, 2024 | 6 |
| -0.24% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -0.22% | Oct 28, 2025 | 7 | Nov 6, 2025 | 2 | Nov 10, 2025 | 9 |
| -0.21% | Aug 13, 2025 | 6 | Aug 21, 2025 | 1 | Aug 22, 2025 | 7 |
| -0.21% | Apr 17, 2026 | 4 | Apr 23, 2026 | 6 | May 1, 2026 | 10 |
| -0.19% | Jul 15, 2026 | 3 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |