Calamos S&P 500 Structured Alt Protection ETF – July (US12811T8036) - Seasonality

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Calamos S&P 500 Structured Alt Protection ETF – July (US12811T8036) - Seasonality

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Correlation

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	50%	100%	50%	100%	100%	100%	100%	100%	100%	100%	50%
Average return %	+0.74%	+0.05%	-1.26%	+0.94%	+1.79%	+1.26%	+0.45%	+0.86%	+0.84%	+0.28%	+0.74%	+0.16%
2026	+0.52%	+0.18%	-0.78%	+1.97%	+0.55%	+0.44%	+0.40%	+0.61%	-0.11%	--	--	--
2025	+0.96%	-0.08%	-1.74%	-0.08%	+3.03%	+2.08%	+0.50%	+0.57%	+0.91%	+0.49%	+0.15%	+0.49%
2024	--	--	--	--	--	--	--	+1.41%	+0.77%	+0.08%	+1.33%	-0.16%

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