Calamos S&P 500 Structured Alt Protection ETF - September (US12811T8861) - Seasonality

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Calamos S&P 500 Structured Alt Protection ETF - September (US12811T8861) - 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%	100%
Average return %	+0.63%	+0.06%	-1.02%	+1.16%	+1.23%	+0.98%	+0.72%	+0.71%	+0.60%	+0.22%	+0.59%	+0.25%
2026	+0.48%	+0.15%	-0.74%	+2.00%	+0.73%	+0.36%	+0.61%	+0.54%	-0.21%	--	--	--
2025	+0.78%	-0.03%	-1.29%	+0.32%	+1.74%	+1.60%	+0.84%	+0.87%	+0.60%	+0.52%	+0.11%	+0.48%
2024	--	--	--	--	--	--	--	--	--	-0.08%	+1.06%	+0.02%

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