Calamos ETF Trust - Laddered S&P 500 Structured Alt Protection ETF (US12811T7384) - Seasonality

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Calamos ETF Trust - Laddered S&P 500 Structured Alt Protection ETF (US12811T7384) - 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 %	+0.65%	+0.09%	-0.93%	+1.02%	+1.24%	+0.71%	+0.61%	+0.80%	+0.52%	+0.20%	+0.79%	+0.10%
2026	+0.48%	+0.26%	-0.62%	+1.73%	+0.79%	0.00%	+0.61%	+0.68%	-0.04%	--	--	--
2025	+0.82%	-0.08%	-1.24%	+0.31%	+1.69%	+1.43%	+0.61%	+0.91%	+0.52%	+0.56%	+0.44%	+0.29%
2024	--	--	--	--	--	--	--	--	--	-0.16%	+1.15%	-0.08%

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