Calamos Russell 2000 Structured Alt Protection ETF – October (US12811T1189) - Seasonality

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Calamos Russell 2000 Structured Alt Protection ETF – October (US12811T1189) - Seasonality

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Correlation

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	50%	100%	100%	100%	100%	100%	100%	100%	100%	100%	50%
Average return %	+0.94%	-0.31%	-0.97%	+1.08%	+0.73%	+0.90%	+0.55%	+1.90%	+3.01%	+0.45%	+0.98%	-0.39%
2026	+1.11%	+0.33%	-0.69%	+2.17%	+0.86%	+0.66%	+0.46%	+0.64%	+0.14%	--	--	--
2025	+0.76%	-0.96%	-1.25%	0.00%	+0.61%	+1.13%	+0.64%	+3.15%	+3.01%	+0.45%	+0.34%	+0.26%
2024	--	--	--	--	--	--	--	--	--	--	+1.62%	-1.03%
2023	--	--	--	--	--	--	--	--	--	--	--	--
2022	--	--	--	--	--	--	--	--	--	--	--	--
2021	--	--	--	--	--	--	--	--	--	--	--	--
2020	--	--	--	--	--	--	--	--	--	--	--	--
2019	--	--	--	--	--	--	--	--	--	--	--	--
2018	--	--	--	--	--	--	--	--	--	--	--	--
2017	--	--	--	--	--	--	--	--	--	--	--	--

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