Performance analysis of CPSN (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY)
Annual Return
Over the past 3 years, CPSN has had an average annual return of +936.74%, outperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, CPSN has had an average annual return of +94.48%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Aug 7, 2018, CPSN has had an average annual return of +42.58%, outperforming the benchmark SPY, which returned +14.62% annual.
| 2026 | 2025 | 2024 | 2022 | 2021 | 2020 | 2019 | 2018 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.22% | +6.38% | +4,959.34% | +0% | -37.50% | -68.00% | -3.47% | +56.97% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.41% | +0.04% | -0.96% | +2.28% | +0.91% | +0.20% | +0.32% | +3.22% | |||||
| 2025 | +0.89% | +0.01% | -1.10% | +0.78% | +1.05% | +1.30% | +0.71% | +0.68% | +0.76% | +0.53% | +0.36% | +0.26% | +6.38% |
| 2024 | +4,965.51% | -0.12% | +4,959.34% | ||||||||||
| 2022 | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | +0% | |||
| 2021 | +163.78% | -0.48% | +0% | +0% | -52.38% | +0% | +0% | -25.01% | -33.33% | +0% | +0% | +0% | -37.50% |
| 2020 | -60.00% | -20.01% | +0% | +0% | +0% | +0% | +0% | +0% | -68.00% | ||||
| 2019 | -32.43% | -18.28% | -9.09% | +92.31% | -3.47% | ||||||||
| 2018 | +52.73% | -12.70% | +0% | +17.73% | +56.97% |
Drawdown analysis of CPSN (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY)
The maximum drawdown for the CPSN was -87.50%, occurring on Sep 7, 2021. Recovery took 267 trading sessions.
The current CPSN drawdown is -0.07%.
Since Aug 7, 2018 CPSN has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.50% | Aug 27, 2018 | 351 | Sep 7, 2021 | 267 | Nov 1, 2024 | 618 |
| -6.40% | Aug 15, 2018 | 1 | Aug 16, 2018 | 1 | Aug 17, 2018 | 2 |
| -3.23% | Feb 19, 2025 | 34 | Apr 8, 2025 | 25 | May 14, 2025 | 59 |
| -1.63% | Feb 9, 2026 | 34 | Mar 30, 2026 | 9 | Apr 13, 2026 | 43 |
| -1.46% | Aug 17, 2018 | 1 | Aug 20, 2018 | 1 | Aug 21, 2018 | 2 |
| -0.62% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -0.61% | Aug 7, 2018 | 1 | Aug 8, 2018 | 1 | Aug 9, 2018 | 2 |
| -0.60% | Nov 10, 2025 | 8 | Nov 20, 2025 | 4 | Nov 26, 2025 | 12 |
| -0.60% | May 19, 2025 | 4 | May 23, 2025 | 6 | Jun 3, 2025 | 10 |
| -0.51% | Dec 16, 2024 | 2 | Dec 18, 2024 | 4 | Dec 24, 2024 | 6 |
| -0.51% | Jun 16, 2026 | 7 | Jun 26, 2026 | 2 | Jun 30, 2026 | 9 |
| -0.49% | Jan 6, 2025 | 4 | Jan 13, 2025 | 4 | Jan 17, 2025 | 8 |
| -0.41% | Jan 24, 2025 | 6 | Feb 3, 2025 | 6 | Feb 11, 2025 | 12 |
| -0.39% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -0.37% | Jan 12, 2026 | 5 | Jan 20, 2026 | 4 | Jan 26, 2026 | 9 |
| -0.37% | Dec 24, 2024 | 4 | Dec 31, 2024 | 3 | Jan 6, 2025 | 7 |
| -0.36% | Jul 28, 2025 | 4 | Aug 1, 2025 | 5 | Aug 8, 2025 | 9 |
| -0.33% | Nov 3, 2025 | 3 | Nov 6, 2025 | 2 | Nov 10, 2025 | 5 |
| -0.33% | Nov 8, 2024 | 5 | Nov 15, 2024 | 6 | Nov 25, 2024 | 11 |
| -0.30% | Dec 8, 2025 | 7 | Dec 17, 2025 | 2 | Dec 19, 2025 | 9 |
| -0.23% | Aug 18, 2025 | 3 | Aug 21, 2025 | 1 | Aug 22, 2025 | 4 |
| -0.21% | Jun 12, 2025 | 1 | Jun 13, 2025 | 5 | Jun 23, 2025 | 6 |
| -0.20% | Jul 10, 2026 | 6 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -0.15% | Oct 8, 2025 | 2 | Oct 10, 2025 | 1 | Oct 13, 2025 | 3 |
| -0.13% | Apr 17, 2026 | 2 | Apr 21, 2026 | 1 | Apr 22, 2026 | 3 |