Are you sure your device is connected to your icloud account (settings>icloud)? Are you sure all events are gone? To check this, using a computer's browser, log into icloud.com and check the Calendar page. Are the events still there or not?
If yes, then you device is not connecting to icloud. If not, then the only way to get your events back is to restore from a backup. On a device, do you have a recent backup in itunes or icloud? On a computer, if you have one connected to icloud, just restore the files for your calendars from you recent backup.