Calamos S&P 500 Structured Alt Protection ETF – August (US12811T7046) - Seasonality

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Calamos S&P 500 Structured Alt Protection ETF – August (US12811T7046) - 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%	50%	100%	50%
Average return %	+0.73%	+0.02%	-1.16%	+1.10%	+1.62%	+1.04%	+0.71%	+0.74%	+0.89%	+0.13%	+0.70%	+0.23%
2026	+0.52%	+0.18%	-0.85%	+2.08%	+0.87%	+0.33%	+0.58%	+0.61%	-0.14%	--	--	--
2025	+0.94%	-0.14%	-1.46%	+0.12%	+2.37%	+1.76%	+0.85%	+0.88%	+0.79%	+0.41%	+0.19%	+0.49%
2024	--	--	--	--	--	--	--	--	+0.98%	-0.14%	+1.21%	-0.04%

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