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OverviewPerformanceCorrelations

Performance analysis of CPST (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - SEPTEMBER)

Annual Return

Since Sep 3, 2024, CPST has had an average annual return of +6.76%, underperforming the benchmark SPY, which returned +21.50% annual.

202620252024
+2.67%+6.74%+2.30%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.47%+0.13%-0.77%+2%+0.76%+0.08%+2.67%
2025+0.79%-0.05%-1.28%+0.31%+1.77%+1.58%+0.83%+0.86%+0.59%+0.55%+0.09%+0.52%+6.74%
2024+1.29%-0.08%+1.06%+0.02%+2.30%

Drawdown analysis of CPST (CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - SEPTEMBER)

The maximum drawdown for the CPST was -3.79%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.

DepthStartTo BottomBottomTo RecoverEndTotal
-3.79%Feb 19, 202534Apr 8, 202526May 15, 202560
-1.42%Feb 25, 202623Mar 30, 20267Apr 9, 202630
-0.89%Oct 27, 202518Nov 20, 20258Dec 3, 202526
-0.73%May 19, 20254May 23, 20256Jun 3, 202510
-0.54%Jan 23, 20257Feb 3, 20253Feb 6, 202510
-0.50%Dec 6, 20249Dec 19, 20243Dec 24, 202412
-0.43%Oct 22, 20249Nov 4, 20242Nov 6, 202411
-0.40%Jul 28, 20254Aug 1, 20253Aug 6, 20257
-0.40%Jan 6, 20253Jan 10, 20253Jan 15, 20256
-0.37%Nov 8, 20245Nov 15, 20247Nov 26, 202412
-0.36%Jan 28, 20266Feb 5, 20262Feb 9, 20268
-0.36%Jan 13, 20264Jan 20, 20265Jan 27, 20269
-0.36%Sep 25, 20248Oct 7, 20244Oct 11, 202412
-0.33%Oct 6, 20254Oct 10, 20256Oct 20, 202510
-0.31%Sep 22, 20253Sep 25, 20254Oct 1, 20257
-0.30%Feb 9, 20269Feb 23, 20262Feb 25, 202611
-0.30%Sep 4, 20242Sep 6, 20243Sep 11, 20245
-0.29%Jun 12, 20251Jun 13, 20251Jun 16, 20252
-0.27%Jun 16, 20252Jun 18, 20252Jun 23, 20254
-0.24%Dec 24, 20244Dec 31, 20243Jan 6, 20257
-0.19%Dec 26, 20253Dec 31, 20253Jan 6, 20266
-0.17%Dec 11, 20254Dec 17, 20252Dec 19, 20256
-0.16%Apr 17, 20264Apr 23, 20261Apr 24, 20265
-0.15%Jul 3, 20251Jul 7, 20252Jul 9, 20253
-0.15%Feb 11, 20251Feb 12, 20253Feb 18, 20254