Performance analysis of CPSP (Calamos S&P 500 Structured Alt Protection ETF April)
Annual Return
Since Apr 1, 2025, CPSP has had an average annual return of +6.94%, underperforming the benchmark SPY, which returned +26.07% annual.
| 2026 | 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.49% | +5.46% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.41% | +0.42% | +0.49% | +1.27% | +0.56% | +0.04% | +0.26% | +3.49% | |||||
| 2025 | +0.34% | +0.99% | +1.13% | +0.33% | +0.61% | +0.70% | +0.23% | +0.41% | +0.60% | +5.46% |
Drawdown analysis of CPSP (Calamos S&P 500 Structured Alt Protection ETF April)
The maximum drawdown for the CPSP was -1.73%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.
The current CPSP drawdown is -0.20%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.73% | Apr 2, 2025 | 4 | Apr 8, 2025 | 14 | Apr 29, 2025 | 18 |
| -0.38% | May 16, 2025 | 5 | May 23, 2025 | 4 | May 30, 2025 | 9 |
| -0.37% | Nov 11, 2025 | 7 | Nov 20, 2025 | 3 | Nov 25, 2025 | 10 |
| -0.36% | Jun 12, 2025 | 1 | Jun 13, 2025 | 5 | Jun 23, 2025 | 6 |
| -0.30% | Jun 4, 2026 | 4 | Jun 10, 2026 | 15 | Jul 2, 2026 | 19 |
| -0.25% | Aug 13, 2025 | 6 | Aug 21, 2025 | 1 | Aug 22, 2025 | 7 |
| -0.25% | Jul 15, 2026 | 3 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -0.22% | Oct 6, 2025 | 4 | Oct 10, 2025 | 6 | Oct 20, 2025 | 10 |
| -0.17% | Oct 27, 2025 | 8 | Nov 6, 2025 | 2 | Nov 10, 2025 | 10 |
| -0.16% | Aug 27, 2025 | 3 | Sep 2, 2025 | 2 | Sep 4, 2025 | 5 |
| -0.16% | Jul 25, 2025 | 4 | Jul 31, 2025 | 2 | Aug 4, 2025 | 6 |
| -0.15% | Sep 15, 2025 | 1 | Sep 16, 2025 | 1 | Sep 17, 2025 | 2 |
| -0.15% | Mar 4, 2026 | 2 | Mar 6, 2026 | 2 | Mar 10, 2026 | 4 |
| -0.15% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -0.14% | Oct 21, 2025 | 1 | Oct 22, 2025 | 2 | Oct 24, 2025 | 3 |
| -0.13% | Feb 2, 2026 | 3 | Feb 5, 2026 | 1 | Feb 6, 2026 | 4 |
| -0.13% | Apr 17, 2026 | 2 | Apr 21, 2026 | 3 | Apr 24, 2026 | 5 |
| -0.13% | May 1, 2025 | 3 | May 6, 2025 | 3 | May 9, 2025 | 6 |
| -0.13% | Aug 22, 2025 | 1 | Aug 25, 2025 | 2 | Aug 27, 2025 | 3 |
| -0.12% | Dec 17, 2025 | 1 | Dec 18, 2025 | 1 | Dec 19, 2025 | 2 |
| -0.12% | Sep 22, 2025 | 3 | Sep 25, 2025 | 1 | Sep 26, 2025 | 4 |
| -0.11% | Dec 10, 2025 | 2 | Dec 12, 2025 | 1 | Dec 15, 2025 | 3 |
| -0.10% | Dec 15, 2025 | 1 | Dec 16, 2025 | 1 | Dec 17, 2025 | 2 |
| -0.10% | Jul 17, 2025 | 2 | Jul 21, 2025 | 2 | Jul 23, 2025 | 4 |
| -0.10% | Sep 9, 2025 | 1 | Sep 10, 2025 | 1 | Sep 11, 2025 | 2 |