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OverviewPerformanceCorrelations

Performance analysis of CPSY (Calamos S&P 500 Structured Alt Protection ETF January)

Annual Return

Since Jan 2, 2025, CPSY has had an average annual return of +6.52%, underperforming the benchmark SPY, which returned +20.92% annual.

20262025
+2.37%+6.83%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.38%+0.09%-0.72%+1.80%+0.75%+0.05%+2.37%
2025+0.68%+0.08%-1.13%+0.97%+0.87%+1.37%+0.69%+0.69%+0.78%+0.50%+0.56%+0.58%+6.83%

Drawdown analysis of CPSY (Calamos S&P 500 Structured Alt Protection ETF January)

The maximum drawdown for the CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.

DepthStartTo BottomBottomTo RecoverEndTotal
-3.01%Feb 14, 202536Apr 8, 202526May 15, 202562
-1.35%Feb 10, 202632Mar 27, 202610Apr 13, 202642
-0.57%Nov 11, 20257Nov 20, 20253Nov 25, 202510
-0.53%May 19, 20254May 23, 20255Jun 2, 20259
-0.40%Oct 8, 20252Oct 10, 20256Oct 20, 20258
-0.39%Jul 25, 20255Aug 1, 20255Aug 8, 202510
-0.38%Jan 8, 20252Jan 13, 20252Jan 15, 20254
-0.38%Jan 21, 20259Feb 3, 20258Feb 13, 202517
-0.30%Jan 9, 20266Jan 20, 20265Jan 27, 202611
-0.30%Jan 27, 20267Feb 5, 20262Feb 9, 20269
-0.29%Jun 12, 20251Jun 13, 20251Jun 16, 20252
-0.24%Jun 16, 20251Jun 17, 20253Jun 23, 20254
-0.23%Dec 15, 20252Dec 17, 20255Dec 24, 20257
-0.23%Jul 3, 20251Jul 7, 20254Jul 11, 20255
-0.16%Aug 28, 20252Sep 2, 20252Sep 4, 20254
-0.16%Oct 27, 20258Nov 6, 20252Nov 10, 202510
-0.16%May 14, 20263May 19, 20263May 22, 20266
-0.14%Sep 22, 20253Sep 25, 20251Sep 26, 20254
-0.14%Apr 17, 20262Apr 21, 20263Apr 24, 20265
-0.12%Aug 13, 20256Aug 21, 20251Aug 22, 20257
-0.12%Sep 15, 20251Sep 16, 20252Sep 18, 20253
-0.12%Jan 6, 20251Jan 7, 20251Jan 8, 20252
-0.11%Aug 22, 20252Aug 26, 20251Aug 27, 20253
-0.10%May 1, 20261May 4, 20261May 5, 20262
-0.10%Jun 4, 20251Jun 5, 20251Jun 6, 20252