Welcome to Android Central! Were those calendar events associated with the Phone account or your Google account? Check your Google Calendar on the web. If thery're not there, then the events were presumably associated with your Phone account, which doesn't get synced to anything unless you're using specific 3rd party software for it. With a factory reset, all Phone account data is lost.
In the future, I strongly recommend entering calendar events and contacts into your Google account, so that it gets automatically synced to the cloud. That way, if something happens to the phone, all of that information is still safe.