Calamos Nasdaq-100 Structured Alt Protection ETF – March (US12811T8457) - Seasonality

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Calamos Nasdaq-100 Structured Alt Protection ETF – March (US12811T8457) - Seasonality

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Correlation

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	100%	100%	100%	100%	50%	50%	100%	100%	100%	100%	100%
Average return %	+0.46%	+0.38%	-0.65%	+1.25%	+1.19%	+0.68%	+0.30%	+0.72%	+0.83%	+0.55%	+0.35%	+0.74%
2026	+0.46%	+0.38%	-0.65%	+1.80%	+0.90%	-0.01%	-0.04%	+0.86%	+0.33%	--	--	--
2025	--	--	--	+0.70%	+1.48%	+1.37%	+0.64%	+0.59%	+0.83%	+0.55%	+0.35%	+0.74%

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