Northern Trust (NTRS) seasonality heatmap
Returns across monthly, quarterly, and yearly periods. Cell color encodes signed magnitude; the scale auto-fits each table.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.4% | -4.2% | -1.9% | +19.2% | -0.5% | +5.4% | — | — | — | — | — | — |
| 2025 | +9.6% | -1.8% | -9.8% | -4.7% | +13.6% | +19.6% | +2.5% | +1.0% | +3.2% | -4.4% | +2.1% | +4.6% |
| 2024 | -5.6% | +3.1% | +9.3% | -7.3% | +2.2% | +0.6% | +5.6% | +2.9% | -0.5% | +11.7% | +10.6% | -7.2% |
| 2023 | +9.6% | -1.7% | -6.7% | -11.3% | -8.0% | +4.1% | +8.1% | -5.1% | -7.7% | -5.1% | +20.2% | +7.5% |
| 2022 | -2.5% | -2.3% | +2.9% | -11.5% | +8.4% | -13.1% | +3.4% | -4.7% | -9.3% | -1.4% | +10.4% | -4.1% |
| 2021 | -4.2% | +6.7% | +11.3% | +8.3% | +6.5% | -4.0% | -2.4% | +5.0% | -8.5% | +14.1% | -6.0% | +4.0% |
| 2020 | -7.9% | -10.3% | -13.2% | +4.9% | -0.2% | +1.2% | -1.2% | +4.5% | -4.0% | +0.4% | +19.0% | +0.8% |
| 2019 | +5.8% | +5.3% | -2.4% | +9.0% | -13.2% | +6.0% | +8.9% | -10.3% | +6.9% | +6.8% | +7.6% | -0.3% |
| 2018 | +5.5% | +0.5% | -2.2% | +3.5% | -4.0% | +0.8% | +6.2% | -1.6% | -4.5% | -7.9% | +5.5% | -15.2% |
| 2017 | -6.8% | +5.8% | -0.9% | +4.0% | -2.4% | +11.2% | -10.0% | +1.6% | +3.9% | +1.7% | +5.0% | +2.2% |
| 2016 | -13.9% | -4.4% | +10.4% | +9.1% | +4.2% | -10.2% | +2.0% | +5.0% | -3.7% | +6.5% | +14.0% | +8.4% |
| 2015 | -3.0% | +6.8% | +0.2% | +5.0% | +1.9% | +3.1% | +0.0% | -8.7% | -1.9% | +3.3% | +6.5% | -3.3% |
| 2014 | -2.7% | +2.7% | +6.5% | -8.1% | +0.2% | +6.9% | +4.2% | +3.7% | -1.4% | -2.5% | +2.1% | +0.0% |
| 2013 | +2.6% | +3.3% | +3.1% | -1.2% | +7.8% | +0.1% | +1.1% | -6.3% | -0.3% | +3.8% | +4.5% | +5.5% |
| 2012 | +3.8% | +7.9% | +7.5% | +0.2% | -9.2% | +7.4% | -1.4% | +2.3% | +0.6% | +3.0% | +0.5% | +5.1% |
| 2011 | -6.2% | -0.8% | -1.1% | -1.5% | -2.4% | -5.2% | -2.3% | -14.4% | -8.3% | +15.7% | -7.0% | +6.1% |
| 2010 | -3.6% | +5.5% | +4.3% | -0.5% | -7.6% | -7.6% | +0.6% | -1.8% | +5.2% | +2.9% | +1.3% | +10.8% |
| 2009 | +10.3% | -3.4% | +8.3% | -9.1% | +6.0% | -6.4% | +11.4% | -2.3% | -0.1% | -13.6% | -1.5% | +6.5% |
| 2008 | -4.2% | -7.8% | -1.3% | +11.5% | +2.6% | -9.5% | +14.0% | +2.9% | -9.9% | -22.0% | -18.5% | +14.3% |
| 2007 | +0.1% | -0.7% | +0.2% | +4.7% | +3.4% | -0.9% | -2.8% | -1.6% | +8.3% | +13.5% | +7.7% | -5.1% |
| 2006 | +0.8% | +1.0% | +0.0% | +12.2% | -5.0% | -0.7% | +3.3% | -2.0% | +4.8% | +0.5% | -3.0% | +7.0% |
| 2005 | -10.2% | -3.2% | +3.3% | +3.6% | +2.3% | -0.5% | +11.4% | -1.9% | +1.8% | +6.0% | -1.7% | -1.2% |
| 2004 | +2.5% | +4.6% | -5.8% | -9.4% | +1.8% | -1.2% | -5.0% | +7.2% | -4.8% | +4.3% | +10.6% | +3.7% |
| 2003 | -2.8% | -6.0% | -4.4% | +15.4% | +8.7% | +9.4% | +5.2% | -3.5% | +0.6% | +9.8% | -3.4% | +3.6% |
| 2002 | -3.0% | -7.3% | +11.4% | -11.6% | -2.4% | -14.7% | -9.6% | +7.3% | -11.4% | -7.7% | +11.2% | -9.0% |
| 2001 | -5.6% | -7.6% | -11.9% | +4.0% | +1.7% | -5.3% | +2.1% | -11.1% | -7.2% | -3.8% | +14.6% | +4.4% |
| 2000 | +13.9% | -6.4% | +19.8% | -5.1% | +2.6% | -0.9% | +15.1% | +12.6% | +5.6% | -3.9% | +0.9% | -5.1% |
| 1999 | -0.9% | +3.3% | -0.4% | +4.9% | -2.9% | +7.6% | -10.3% | -2.5% | -1.3% | +15.7% | +0.3% | +9.7% |
| 1998 | -3.4% | +12.9% | -1.4% | -2.4% | -3.4% | +8.5% | -3.5% | -24.2% | +22.8% | +8.0% | +9.5% | +8.4% |
| 1997 | +13.1% | +3.7% | -11.4% | +18.7% | +10.3% | -1.1% | +13.7% | -3.4% | +11.7% | -1.1% | +6.4% | +12.4% |
| 1996 | -5.3% | -0.4% | +2.8% | +4.3% | -2.6% | +6.0% | +2.3% | +11.1% | +0.6% | +5.4% | +4.9% | +0.3% |
| 1995 | -5.7% | +3.0% | +4.3% | +4.1% | +6.0% | +4.3% | -0.9% | +12.9% | +2.9% | +3.8% | +9.4% | +7.8% |
| 1994 | +8.5% | -1.1% | -2.0% | +0.8% | -0.7% | +0.0% | -9.8% | +2.7% | -2.0% | -2.5% | -7.0% | +4.3% |
| 1993 | +4.8% | +6.2% | +6.7% | -10.3% | -3.9% | -1.5% | -0.6% | -3.6% | +3.5% | -1.7% | -6.8% | +4.8% |
| 1992 | +2.0% | +3.8% | -3.5% | +17.7% | -0.4% | -0.4% | -1.2% | +0.0% | +0.4% | -2.1% | +12.7% | -1.5% |
| 1991 | +5.0% | +8.0% | +11.8% | +5.3% | -1.9% | -1.0% | +17.4% | +7.1% | +3.1% | -1.0% | -3.5% | +6.5% |
| 1990 | -0.4% | +2.9% | -2.0% | -0.8% | +4.1% | -4.4% | -4.6% | -13.5% | -14.6% | +15.4% | +13.8% | +7.7% |
| 1989 | +3.5% | +2.3% | +5.0% | +6.9% | +9.9% | -0.9% | +12.7% | +5.6% | -5.0% | +0.0% | -0.4% | -2.4% |
| 1988 | +15.8% | -1.3% | +5.3% | -3.1% | -3.9% | +8.7% | -1.9% | -2.5% | +3.9% | +9.9% | -6.8% | +3.0% |
| 1987 | +9.2% | +4.5% | -5.6% | -9.8% | +5.8% | +13.0% | -3.0% | +8.8% | -5.7% | -18.9% | +2.3% | -2.2% |
| 1986 | +7.8% | +0.9% | +10.8% | +0.0% | +18.7% | +4.8% | +1.3% | +1.9% | -16.5% | +7.6% | -1.4% | +1.4% |
| 1985 | +6.1% | +2.3% | +0.0% | -2.2% | +6.9% | +6.5% | -0.5% | -5.1% | +2.1% | +11.5% | +10.6% | +0.0% |
| 1984 | +1.2% | -0.6% | -0.6% | +0.6% | +0.0% | -0.6% | +0.0% | +4.8% | +0.0% | +0.6% | +0.6% | -7.3% |
| 1983 | -0.8% | +0.0% | +21.8% | +3.3% | +0.6% | +3.2% | +0.0% | +1.9% | +7.3% | -4.5% | -1.2% | +0.0% |
| 1982 | -2.0% | +4.0% | +7.7% | -1.8% | +0.0% | -6.4% | -7.6% | +5.1% | +8.0% | +14.8% | +5.6% | -4.6% |
| 1981 | +9.4% | -1.7% | +3.7% | +6.8% | +0.9% | +0.9% | -8.0% | -3.6% | -7.7% | +5.3% | +8.8% | -2.9% |
| 1980 | — | — | — | +8.7% | +6.4% | -0.8% | +6.8% | -0.7% | -2.9% | +5.1% | -0.7% | -6.3% |
| Avg | +1.3% | +0.8% | +2.0% | +1.8% | +1.5% | +0.8% | +1.6% | -0.4% | -0.7% | +2.2% | +3.7% | +1.8% |
| Median | +0.4% | +0.9% | +0.2% | +3.3% | +0.9% | -0.2% | +0.3% | -0.4% | -0.2% | +2.9% | +3.4% | +2.6% |
| Last 5Y Avg | +4.1% | -1.4% | -1.3% | -3.1% | +3.1% | +1.4% | +3.4% | -0.2% | -4.6% | +3.0% | +7.5% | +1.0% |
| Std Dev (σ) | 6.8% | 4.9% | 7.5% | 8.1% | 6.0% | 6.8% | 7.0% | 7.2% | 7.1% | 8.5% | 7.7% | 6.1% |
| Consistency (μ/σ) | 0.19 | 0.17 | 0.26 | 0.22 | 0.24 | 0.12 | 0.23 | -0.05 | -0.10 | 0.26 | 0.48 | 0.29 |
| Win Rate (%) | 52% | 54% | 54% | 57% | 55% | 48% | 52% | 48% | 46% | 61% | 67% | 59% |
| Winning / Losing Months | ▲24▼22 | ▲25▼21 | ▲25▼21 | ▲27▼20 | ▲26▼21 | ▲22▼24 | ▲24▼22 | ▲22▼24 | ▲21▼25 | ▲28▼18 | ▲31▼15 | ▲27▼19 |
| Longest Win / Loss Streak | ▲6▼4 | ▲5▼4 | ▲5▼4 | ▲7▼4 | ▲4▼4 | ▲4▼8 | ▲4▼5 | ▲3▼3 | ▲4▼5 | ▲5▼4 | ▲9▼2 | ▲7▼6 |
| Best | +15.8%in January 1988 | +12.9%in February 1998 | +21.8%in March 1983 | +19.2%in April 2026 | +18.7%in May 1986 | +19.6%in June 2025 | +17.4%in July 1991 | +12.9%in August 1995 | +22.8%in September 1998 | +15.7%in October 2011 | +20.2%in November 2023 | +14.3%in December 2008 |
| Worst | -13.9%in January 2016 | -10.3%in February 2020 | -13.2%in March 2020 | -11.6%in April 2002 | -13.2%in May 2019 | -14.7%in June 2002 | -10.3%in July 1999 | -24.2%in August 1998 | -16.5%in September 1986 | -22.0%in October 2008 | -18.5%in November 2008 | -15.2%in December 2018 |
−24.2%+22.8%
2026
Jan+9.4%
Feb-4.2%
Mar-1.9%
Apr+19.2%
May-0.5%
Jun+5.4%
Jul—
Aug—
Sep—
Oct—
Nov—
Dec—
2025
Jan+9.6%
Feb-1.8%
Mar-9.8%
Apr-4.7%
May+13.6%
Jun+19.6%
Jul+2.5%
Aug+1.0%
Sep+3.2%
Oct-4.4%
Nov+2.1%
Dec+4.6%
2024
Jan-5.6%
Feb+3.1%
Mar+9.3%
Apr-7.3%
May+2.2%
Jun+0.6%
Jul+5.6%
Aug+2.9%
Sep-0.5%
Oct+11.7%
Nov+10.6%
Dec-7.2%
2023
Jan+9.6%
Feb-1.7%
Mar-6.7%
Apr-11.3%
May-8.0%
Jun+4.1%
Jul+8.1%
Aug-5.1%
Sep-7.7%
Oct-5.1%
Nov+20.2%
Dec+7.5%
2022
Jan-2.5%
Feb-2.3%
Mar+2.9%
Apr-11.5%
May+8.4%
Jun-13.1%
Jul+3.4%
Aug-4.7%
Sep-9.3%
Oct-1.4%
Nov+10.4%
Dec-4.1%
2021
Jan-4.2%
Feb+6.7%
Mar+11.3%
Apr+8.3%
May+6.5%
Jun-4.0%
Jul-2.4%
Aug+5.0%
Sep-8.5%
Oct+14.1%
Nov-6.0%
Dec+4.0%
2020
Jan-7.9%
Feb-10.3%
Mar-13.2%
Apr+4.9%
May-0.2%
Jun+1.2%
Jul-1.2%
Aug+4.5%
Sep-4.0%
Oct+0.4%
Nov+19.0%
Dec+0.8%
2019
Jan+5.8%
Feb+5.3%
Mar-2.4%
Apr+9.0%
May-13.2%
Jun+6.0%
Jul+8.9%
Aug-10.3%
Sep+6.9%
Oct+6.8%
Nov+7.6%
Dec-0.3%
2018
Jan+5.5%
Feb+0.5%
Mar-2.2%
Apr+3.5%
May-4.0%
Jun+0.8%
Jul+6.2%
Aug-1.6%
Sep-4.5%
Oct-7.9%
Nov+5.5%
Dec-15.2%
2017
Jan-6.8%
Feb+5.8%
Mar-0.9%
Apr+4.0%
May-2.4%
Jun+11.2%
Jul-10.0%
Aug+1.6%
Sep+3.9%
Oct+1.7%
Nov+5.0%
Dec+2.2%
2016
Jan-13.9%
Feb-4.4%
Mar+10.4%
Apr+9.1%
May+4.2%
Jun-10.2%
Jul+2.0%
Aug+5.0%
Sep-3.7%
Oct+6.5%
Nov+14.0%
Dec+8.4%
2015
Jan-3.0%
Feb+6.8%
Mar+0.2%
Apr+5.0%
May+1.9%
Jun+3.1%
Jul+0.0%
Aug-8.7%
Sep-1.9%
Oct+3.3%
Nov+6.5%
Dec-3.3%
2014
Jan-2.7%
Feb+2.7%
Mar+6.5%
Apr-8.1%
May+0.2%
Jun+6.9%
Jul+4.2%
Aug+3.7%
Sep-1.4%
Oct-2.5%
Nov+2.1%
Dec+0.0%
2013
Jan+2.6%
Feb+3.3%
Mar+3.1%
Apr-1.2%
May+7.8%
Jun+0.1%
Jul+1.1%
Aug-6.3%
Sep-0.3%
Oct+3.8%
Nov+4.5%
Dec+5.5%
2012
Jan+3.8%
Feb+7.9%
Mar+7.5%
Apr+0.2%
May-9.2%
Jun+7.4%
Jul-1.4%
Aug+2.3%
Sep+0.6%
Oct+3.0%
Nov+0.5%
Dec+5.1%
2011
Jan-6.2%
Feb-0.8%
Mar-1.1%
Apr-1.5%
May-2.4%
Jun-5.2%
Jul-2.3%
Aug-14.4%
Sep-8.3%
Oct+15.7%
Nov-7.0%
Dec+6.1%
2010
Jan-3.6%
Feb+5.5%
Mar+4.3%
Apr-0.5%
May-7.6%
Jun-7.6%
Jul+0.6%
Aug-1.8%
Sep+5.2%
Oct+2.9%
Nov+1.3%
Dec+10.8%
2009
Jan+10.3%
Feb-3.4%
Mar+8.3%
Apr-9.1%
May+6.0%
Jun-6.4%
Jul+11.4%
Aug-2.3%
Sep-0.1%
Oct-13.6%
Nov-1.5%
Dec+6.5%
2008
Jan-4.2%
Feb-7.8%
Mar-1.3%
Apr+11.5%
May+2.6%
Jun-9.5%
Jul+14.0%
Aug+2.9%
Sep-9.9%
Oct-22.0%
Nov-18.5%
Dec+14.3%
2007
Jan+0.1%
Feb-0.7%
Mar+0.2%
Apr+4.7%
May+3.4%
Jun-0.9%
Jul-2.8%
Aug-1.6%
Sep+8.3%
Oct+13.5%
Nov+7.7%
Dec-5.1%
2006
Jan+0.8%
Feb+1.0%
Mar+0.0%
Apr+12.2%
May-5.0%
Jun-0.7%
Jul+3.3%
Aug-2.0%
Sep+4.8%
Oct+0.5%
Nov-3.0%
Dec+7.0%
2005
Jan-10.2%
Feb-3.2%
Mar+3.3%
Apr+3.6%
May+2.3%
Jun-0.5%
Jul+11.4%
Aug-1.9%
Sep+1.8%
Oct+6.0%
Nov-1.7%
Dec-1.2%
2004
Jan+2.5%
Feb+4.6%
Mar-5.8%
Apr-9.4%
May+1.8%
Jun-1.2%
Jul-5.0%
Aug+7.2%
Sep-4.8%
Oct+4.3%
Nov+10.6%
Dec+3.7%
2003
Jan-2.8%
Feb-6.0%
Mar-4.4%
Apr+15.4%
May+8.7%
Jun+9.4%
Jul+5.2%
Aug-3.5%
Sep+0.6%
Oct+9.8%
Nov-3.4%
Dec+3.6%
2002
Jan-3.0%
Feb-7.3%
Mar+11.4%
Apr-11.6%
May-2.4%
Jun-14.7%
Jul-9.6%
Aug+7.3%
Sep-11.4%
Oct-7.7%
Nov+11.2%
Dec-9.0%
2001
Jan-5.6%
Feb-7.6%
Mar-11.9%
Apr+4.0%
May+1.7%
Jun-5.3%
Jul+2.1%
Aug-11.1%
Sep-7.2%
Oct-3.8%
Nov+14.6%
Dec+4.4%
2000
Jan+13.9%
Feb-6.4%
Mar+19.8%
Apr-5.1%
May+2.6%
Jun-0.9%
Jul+15.1%
Aug+12.6%
Sep+5.6%
Oct-3.9%
Nov+0.9%
Dec-5.1%
1999
Jan-0.9%
Feb+3.3%
Mar-0.4%
Apr+4.9%
May-2.9%
Jun+7.6%
Jul-10.3%
Aug-2.5%
Sep-1.3%
Oct+15.7%
Nov+0.3%
Dec+9.7%
1998
Jan-3.4%
Feb+12.9%
Mar-1.4%
Apr-2.4%
May-3.4%
Jun+8.5%
Jul-3.5%
Aug-24.2%
Sep+22.8%
Oct+8.0%
Nov+9.5%
Dec+8.4%
1997
Jan+13.1%
Feb+3.7%
Mar-11.4%
Apr+18.7%
May+10.3%
Jun-1.1%
Jul+13.7%
Aug-3.4%
Sep+11.7%
Oct-1.1%
Nov+6.4%
Dec+12.4%
1996
Jan-5.3%
Feb-0.4%
Mar+2.8%
Apr+4.3%
May-2.6%
Jun+6.0%
Jul+2.3%
Aug+11.1%
Sep+0.6%
Oct+5.4%
Nov+4.9%
Dec+0.3%
1995
Jan-5.7%
Feb+3.0%
Mar+4.3%
Apr+4.1%
May+6.0%
Jun+4.3%
Jul-0.9%
Aug+12.9%
Sep+2.9%
Oct+3.8%
Nov+9.4%
Dec+7.8%
1994
Jan+8.5%
Feb-1.1%
Mar-2.0%
Apr+0.8%
May-0.7%
Jun+0.0%
Jul-9.8%
Aug+2.7%
Sep-2.0%
Oct-2.5%
Nov-7.0%
Dec+4.3%
1993
Jan+4.8%
Feb+6.2%
Mar+6.7%
Apr-10.3%
May-3.9%
Jun-1.5%
Jul-0.6%
Aug-3.6%
Sep+3.5%
Oct-1.7%
Nov-6.8%
Dec+4.8%
1992
Jan+2.0%
Feb+3.8%
Mar-3.5%
Apr+17.7%
May-0.4%
Jun-0.4%
Jul-1.2%
Aug+0.0%
Sep+0.4%
Oct-2.1%
Nov+12.7%
Dec-1.5%
1991
Jan+5.0%
Feb+8.0%
Mar+11.8%
Apr+5.3%
May-1.9%
Jun-1.0%
Jul+17.4%
Aug+7.1%
Sep+3.1%
Oct-1.0%
Nov-3.5%
Dec+6.5%
1990
Jan-0.4%
Feb+2.9%
Mar-2.0%
Apr-0.8%
May+4.1%
Jun-4.4%
Jul-4.6%
Aug-13.5%
Sep-14.6%
Oct+15.4%
Nov+13.8%
Dec+7.7%
1989
Jan+3.5%
Feb+2.3%
Mar+5.0%
Apr+6.9%
May+9.9%
Jun-0.9%
Jul+12.7%
Aug+5.6%
Sep-5.0%
Oct+0.0%
Nov-0.4%
Dec-2.4%
1988
Jan+15.8%
Feb-1.3%
Mar+5.3%
Apr-3.1%
May-3.9%
Jun+8.7%
Jul-1.9%
Aug-2.5%
Sep+3.9%
Oct+9.9%
Nov-6.8%
Dec+3.0%
1987
Jan+9.2%
Feb+4.5%
Mar-5.6%
Apr-9.8%
May+5.8%
Jun+13.0%
Jul-3.0%
Aug+8.8%
Sep-5.7%
Oct-18.9%
Nov+2.3%
Dec-2.2%
1986
Jan+7.8%
Feb+0.9%
Mar+10.8%
Apr+0.0%
May+18.7%
Jun+4.8%
Jul+1.3%
Aug+1.9%
Sep-16.5%
Oct+7.6%
Nov-1.4%
Dec+1.4%
1985
Jan+6.1%
Feb+2.3%
Mar+0.0%
Apr-2.2%
May+6.9%
Jun+6.5%
Jul-0.5%
Aug-5.1%
Sep+2.1%
Oct+11.5%
Nov+10.6%
Dec+0.0%
1984
Jan+1.2%
Feb-0.6%
Mar-0.6%
Apr+0.6%
May+0.0%
Jun-0.6%
Jul+0.0%
Aug+4.8%
Sep+0.0%
Oct+0.6%
Nov+0.6%
Dec-7.3%
1983
Jan-0.8%
Feb+0.0%
Mar+21.8%
Apr+3.3%
May+0.6%
Jun+3.2%
Jul+0.0%
Aug+1.9%
Sep+7.3%
Oct-4.5%
Nov-1.2%
Dec+0.0%
1982
Jan-2.0%
Feb+4.0%
Mar+7.7%
Apr-1.8%
May+0.0%
Jun-6.4%
Jul-7.6%
Aug+5.1%
Sep+8.0%
Oct+14.8%
Nov+5.6%
Dec-4.6%
1981
Jan+9.4%
Feb-1.7%
Mar+3.7%
Apr+6.8%
May+0.9%
Jun+0.9%
Jul-8.0%
Aug-3.6%
Sep-7.7%
Oct+5.3%
Nov+8.8%
Dec-2.9%
1980
Jan—
Feb—
Mar—
Apr+8.7%
May+6.4%
Jun-0.8%
Jul+6.8%
Aug-0.7%
Sep-2.9%
Oct+5.1%
Nov-0.7%
Dec-6.3%
Avg
Jan+1.3%
Feb+0.8%
Mar+2.0%
Apr+1.8%
May+1.5%
Jun+0.8%
Jul+1.6%
Aug-0.4%
Sep-0.7%
Oct+2.2%
Nov+3.7%
Dec+1.8%
Median
Jan+0.4%
Feb+0.9%
Mar+0.2%
Apr+3.3%
May+0.9%
Jun-0.2%
Jul+0.3%
Aug-0.4%
Sep-0.2%
Oct+2.9%
Nov+3.4%
Dec+2.6%
Last 5Y Avg
Jan+4.1%
Feb-1.4%
Mar-1.3%
Apr-3.1%
May+3.1%
Jun+1.4%
Jul+3.4%
Aug-0.2%
Sep-4.6%
Oct+3.0%
Nov+7.5%
Dec+1.0%
Std Dev (σ)
Jan6.8%
Feb4.9%
Mar7.5%
Apr8.1%
May6.0%
Jun6.8%
Jul7.0%
Aug7.2%
Sep7.1%
Oct8.5%
Nov7.7%
Dec6.1%
Consistency (μ/σ)
Jan0.19
Feb0.17
Mar0.26
Apr0.22
May0.24
Jun0.12
Jul0.23
Aug-0.05
Sep-0.10
Oct0.26
Nov0.48
Dec0.29
Win Rate (%)
Jan52%
Feb54%
Mar54%
Apr57%
May55%
Jun48%
Jul52%
Aug48%
Sep46%
Oct61%
Nov67%
Dec59%
Winning / Losing Months
Jan▲24▼22
Feb▲25▼21
Mar▲25▼21
Apr▲27▼20
May▲26▼21
Jun▲22▼24
Jul▲24▼22
Aug▲22▼24
Sep▲21▼25
Oct▲28▼18
Nov▲31▼15
Dec▲27▼19
Longest Win / Loss Streak
Jan▲6▼4
Feb▲5▼4
Mar▲5▼4
Apr▲7▼4
May▲4▼4
Jun▲4▼8
Jul▲4▼5
Aug▲3▼3
Sep▲4▼5
Oct▲5▼4
Nov▲9▼2
Dec▲7▼6
Best
Jan+15.8%1988
Feb+12.9%1998
Mar+21.8%1983
Apr+19.2%2026
May+18.7%1986
Jun+19.6%2025
Jul+17.4%1991
Aug+12.9%1995
Sep+22.8%1998
Oct+15.7%2011
Nov+20.2%2023
Dec+14.3%2008
Worst
Jan-13.9%2016
Feb-10.3%2020
Mar-13.2%2020
Apr-11.6%2002
May-13.2%2019
Jun-14.7%2002
Jul-10.3%1999
Aug-24.2%1998
Sep-16.5%1986
Oct-22.0%2008
Nov-18.5%2008
Dec-15.2%2018
−24.2%+22.8%
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