Calamos S&P 500 Structured Alt Protection ETF – May (US12811T6055) - Seasonality

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Calamos S&P 500 Structured Alt Protection ETF – May (US12811T6055) - Seasonality

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Correlation

2024

88.02%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	100%	50%	100%	100%	67%	100%	100%	100%	100%	100%	100%
Average return %	+0.66%	+0.36%	-0.29%	+1.27%	+0.80%	+0.64%	+0.51%	+0.78%	+0.59%	+0.28%	+0.73%	+0.24%
2026	+0.38%	+0.31%	+0.10%	+0.73%	+0.76%	-0.10%	+0.31%	+0.65%	0.00%	--	--	--
2025	+0.94%	+0.41%	-0.67%	+1.82%	+0.84%	+0.98%	+0.32%	+0.64%	+0.53%	+0.32%	+0.39%	+0.49%
2024	--	--	--	--	--	+1.03%	+0.90%	+1.04%	+0.65%	+0.23%	+1.06%	0.00%

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