State Street (STT) 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 | +2.1% | -1.7% | -1.6% | +20.8% | +1.8% | +7.7% | — | — | — | — | — | — |
| 2025 | +4.3% | -2.4% | -9.8% | -0.8% | +9.3% | +10.4% | +5.8% | +2.9% | +0.9% | +0.4% | +2.9% | +8.4% |
| 2024 | -4.6% | -0.2% | +5.8% | -6.2% | +4.3% | -2.1% | +15.9% | +2.5% | +1.6% | +5.8% | +6.2% | -0.4% |
| 2023 | +17.8% | -2.9% | -13.9% | -4.5% | -5.9% | +8.5% | -1.0% | -5.1% | -1.6% | -3.5% | +12.7% | +7.3% |
| 2022 | +1.6% | -9.7% | +2.7% | -23.1% | +8.2% | -14.2% | +15.2% | -3.8% | -10.1% | +21.7% | +7.7% | -1.8% |
| 2021 | -3.8% | +4.0% | +16.1% | -0.1% | +3.6% | -4.8% | +5.9% | +6.6% | -8.2% | +16.3% | -9.7% | +5.2% |
| 2020 | -4.4% | -10.0% | -21.0% | +18.3% | -3.3% | +5.1% | +0.4% | +6.7% | -12.1% | -0.7% | +19.7% | +4.0% |
| 2019 | +12.4% | +1.4% | -7.8% | +2.8% | -18.3% | +2.3% | +3.6% | -11.7% | +16.4% | +11.6% | +13.7% | +6.0% |
| 2018 | +12.9% | -3.7% | -5.6% | +0.0% | -3.7% | -2.7% | -5.1% | -1.6% | -3.1% | -17.9% | +6.2% | -13.0% |
| 2017 | -2.0% | +4.6% | +0.3% | +5.4% | -2.9% | +10.6% | +3.9% | -0.8% | +3.8% | -3.7% | +3.6% | +2.8% |
| 2016 | -16.0% | -1.7% | +7.5% | +6.4% | +1.2% | -13.9% | +22.0% | +6.8% | -0.3% | +0.8% | +12.2% | -0.9% |
| 2015 | -8.9% | +4.1% | -0.8% | +4.9% | +1.1% | -0.8% | -0.6% | -6.1% | -6.1% | +2.7% | +5.2% | -8.1% |
| 2014 | -8.8% | -1.9% | +6.3% | -7.2% | +1.1% | +3.5% | +4.7% | +2.3% | +2.6% | +2.5% | +1.7% | +2.7% |
| 2013 | +18.4% | +1.7% | +4.9% | -1.0% | +13.2% | -1.1% | +6.8% | -4.2% | -1.1% | +6.6% | +3.6% | +1.4% |
| 2012 | -2.8% | +7.8% | +8.3% | +1.6% | -10.8% | +9.0% | -9.5% | +3.0% | +1.4% | +6.2% | -0.3% | +6.3% |
| 2011 | +0.8% | -4.3% | +0.9% | +3.6% | -1.7% | -1.0% | -8.1% | -14.3% | -9.0% | +25.6% | -1.8% | +2.1% |
| 2010 | -1.5% | +4.7% | +0.5% | -3.6% | -12.3% | -11.4% | +15.1% | -9.9% | +7.4% | +10.9% | +3.5% | +7.3% |
| 2009 | -40.8% | +8.6% | +21.9% | +10.9% | +36.1% | +1.7% | +6.6% | +4.3% | +0.3% | -20.2% | -1.6% | +5.4% |
| 2008 | +1.1% | -4.3% | +0.9% | -8.7% | -0.2% | -10.8% | +12.0% | -5.5% | -15.6% | -23.8% | -2.9% | -6.0% |
| 2007 | +5.4% | -7.8% | -0.8% | +6.4% | -0.9% | +0.5% | -2.0% | -8.5% | +11.5% | +17.0% | +0.1% | +1.9% |
| 2006 | +9.1% | +3.3% | -3.0% | +8.1% | -4.9% | -6.1% | +3.4% | +2.9% | +1.3% | +2.9% | -3.2% | +8.8% |
| 2005 | -8.8% | -2.1% | +0.1% | +5.7% | +3.8% | +0.9% | +3.1% | -2.8% | +1.6% | +12.9% | +4.5% | -3.6% |
| 2004 | +3.4% | -0.2% | -2.7% | -6.4% | -0.8% | +1.6% | -12.7% | +5.4% | -5.0% | +5.5% | -1.1% | +10.6% |
| 2003 | +1.5% | -6.9% | -13.8% | +10.8% | +9.4% | +3.2% | +16.5% | -4.2% | +2.7% | +16.3% | -2.7% | +2.5% |
| 2002 | +2.9% | -5.7% | +9.4% | -7.7% | -9.1% | -3.5% | -4.9% | +2.0% | -10.6% | +7.1% | +8.8% | -13.1% |
| 2001 | -9.1% | -11.0% | -6.8% | +11.1% | +5.9% | -9.8% | +8.7% | -9.7% | -6.1% | +0.1% | +14.9% | +0.0% |
| 2000 | +9.7% | -9.1% | +33.1% | +0.0% | +15.1% | -4.7% | -5.3% | +17.3% | +10.6% | -4.1% | +3.4% | -3.6% |
| 1999 | +1.9% | +7.3% | +7.5% | +6.3% | -12.8% | +12.1% | -17.0% | -15.5% | +8.2% | +17.8% | -3.5% | -0.3% |
| 1998 | -3.8% | +10.4% | +10.3% | +5.1% | -3.6% | +1.0% | -0.1% | -25.0% | +5.1% | +14.3% | +10.0% | +2.4% |
| 1997 | +13.2% | +9.9% | -13.4% | +13.5% | +13.3% | +4.0% | +21.2% | -11.0% | +22.4% | -8.5% | +6.7% | -2.0% |
| 1996 | +0.8% | -0.1% | +10.9% | -0.3% | +4.5% | -1.8% | -1.5% | +7.6% | +6.4% | +10.5% | +6.8% | -4.3% |
| 1995 | +15.0% | -3.2% | +0.7% | -0.4% | +6.1% | +10.0% | -4.1% | +4.3% | +8.9% | -2.6% | +15.6% | +0.3% |
| 1994 | +1.1% | -1.8% | -3.0% | +6.6% | +5.6% | -4.5% | -0.7% | +4.4% | -8.4% | -8.7% | -5.4% | -8.8% |
| 1993 | +1.6% | +6.1% | -5.4% | -20.9% | -12.3% | +7.6% | +4.7% | -1.8% | +5.2% | +7.9% | -1.6% | -0.4% |
| 1992 | -5.8% | +6.0% | +0.7% | +9.6% | +5.3% | -3.5% | +2.2% | -1.4% | +2.6% | -1.7% | +18.1% | +2.7% |
| 1991 | +2.5% | +15.5% | +10.6% | +4.5% | -1.2% | -4.6% | +10.4% | +12.9% | +0.3% | +8.1% | -1.2% | +8.5% |
| 1990 | -11.4% | +1.3% | +6.8% | -5.5% | +11.7% | +3.0% | -4.7% | -16.8% | -11.0% | -19.1% | +43.3% | +6.2% |
| 1989 | +7.5% | -2.1% | +2.2% | +7.5% | +8.0% | -6.0% | +11.8% | +8.8% | +2.8% | -1.6% | -1.2% | +6.5% |
| 1988 | +14.7% | +10.8% | -6.7% | -7.2% | -0.7% | +12.1% | +8.2% | -4.7% | +6.7% | -4.6% | -0.6% | +5.5% |
| 1987 | +31.1% | +2.6% | +7.0% | -16.4% | +4.5% | +3.8% | -5.2% | +15.3% | -8.5% | -26.4% | -19.0% | +12.2% |
| 1986 | +6.3% | +15.4% | -4.5% | +12.7% | -4.7% | +10.6% | -12.4% | +4.5% | -16.0% | +17.5% | +2.5% | -10.3% |
| 1985 | +7.6% | +5.2% | +0.5% | +4.9% | +19.3% | +3.4% | -8.8% | +0.0% | -1.1% | +11.9% | +16.3% | +5.8% |
| 1984 | +14.8% | -4.6% | +0.8% | +7.0% | -4.7% | +3.9% | -6.8% | +17.4% | +7.8% | +1.6% | +7.1% | +6.5% |
| 1983 | -5.2% | +11.9% | +15.7% | +17.0% | +0.8% | +16.8% | -14.4% | -9.6% | -11.5% | -0.8% | +5.8% | -13.7% |
| 1982 | +9.7% | +4.1% | -2.5% | +8.7% | -6.7% | +3.6% | -6.9% | +11.9% | +20.3% | +9.1% | +12.7% | -0.7% |
| 1981 | -0.6% | -0.6% | +1.2% | +12.1% | +8.1% | +16.5% | +0.0% | -3.4% | -4.9% | +11.2% | +2.9% | +0.8% |
| 1980 | — | — | — | +19.1% | +13.2% | +14.2% | +5.1% | +2.8% | +6.1% | +3.8% | -0.6% | +1.9% |
| Avg | +2.0% | +1.1% | +1.5% | +2.8% | +2.0% | +1.6% | +1.8% | -0.5% | +0.3% | +3.0% | +4.8% | +1.1% |
| Median | +1.6% | -0.2% | +0.7% | +4.9% | +1.1% | +1.6% | +1.3% | -0.4% | +1.1% | +3.4% | +3.5% | +2.0% |
| Last 5Y Avg | +4.2% | -3.4% | -3.3% | -2.8% | +3.6% | -0.4% | +8.4% | +0.6% | -3.5% | +8.2% | +3.9% | +3.7% |
| Std Dev (σ) | 11.2% | 6.6% | 9.6% | 9.6% | 9.5% | 7.7% | 9.3% | 9.1% | 8.8% | 11.7% | 9.5% | 6.3% |
| Consistency (μ/σ) | 0.18 | 0.16 | 0.16 | 0.29 | 0.21 | 0.21 | 0.19 | -0.06 | 0.04 | 0.26 | 0.51 | 0.18 |
| Win Rate (%) | 63% | 48% | 61% | 62% | 55% | 59% | 52% | 48% | 57% | 65% | 65% | 63% |
| Winning / Losing Months | ▲29▼17 | ▲22▼24 | ▲28▼18 | ▲29▼18 | ▲26▼21 | ▲27▼19 | ▲24▼22 | ▲22▼24 | ▲26▼20 | ▲30▼16 | ▲30▼16 | ▲29▼17 |
| Longest Win / Loss Streak | ▲6▼4 | ▲4▼6 | ▲7▼3 | ▲7▼5 | ▲4▼4 | ▲9▼3 | ▲4▼7 | ▲3▼3 | ▲6▼4 | ▲7▼4 | ▲8▼3 | ▲6▼2 |
| Best | +31.1%in January 1987 | +15.5%in February 1991 | +33.1%in March 2000 | +20.8%in April 2026 | +36.1%in May 2009 | +16.8%in June 1983 | +22.0%in July 2016 | +17.4%in August 1984 | +22.4%in September 1997 | +25.6%in October 2011 | +43.3%in November 1990 | +12.2%in December 1987 |
| Worst | -40.8%in January 2009 | -11.0%in February 2001 | -21.0%in March 2020 | -23.1%in April 2022 | -18.3%in May 2019 | -14.2%in June 2022 | -17.0%in July 1999 | -25.0%in August 1998 | -16.0%in September 1986 | -26.4%in October 1987 | -19.0%in November 1987 | -13.7%in December 1983 |
−40.8%+43.3%
2026
Jan+2.1%
Feb-1.7%
Mar-1.6%
Apr+20.8%
May+1.8%
Jun+7.7%
Jul—
Aug—
Sep—
Oct—
Nov—
Dec—
2025
Jan+4.3%
Feb-2.4%
Mar-9.8%
Apr-0.8%
May+9.3%
Jun+10.4%
Jul+5.8%
Aug+2.9%
Sep+0.9%
Oct+0.4%
Nov+2.9%
Dec+8.4%
2024
Jan-4.6%
Feb-0.2%
Mar+5.8%
Apr-6.2%
May+4.3%
Jun-2.1%
Jul+15.9%
Aug+2.5%
Sep+1.6%
Oct+5.8%
Nov+6.2%
Dec-0.4%
2023
Jan+17.8%
Feb-2.9%
Mar-13.9%
Apr-4.5%
May-5.9%
Jun+8.5%
Jul-1.0%
Aug-5.1%
Sep-1.6%
Oct-3.5%
Nov+12.7%
Dec+7.3%
2022
Jan+1.6%
Feb-9.7%
Mar+2.7%
Apr-23.1%
May+8.2%
Jun-14.2%
Jul+15.2%
Aug-3.8%
Sep-10.1%
Oct+21.7%
Nov+7.7%
Dec-1.8%
2021
Jan-3.8%
Feb+4.0%
Mar+16.1%
Apr-0.1%
May+3.6%
Jun-4.8%
Jul+5.9%
Aug+6.6%
Sep-8.2%
Oct+16.3%
Nov-9.7%
Dec+5.2%
2020
Jan-4.4%
Feb-10.0%
Mar-21.0%
Apr+18.3%
May-3.3%
Jun+5.1%
Jul+0.4%
Aug+6.7%
Sep-12.1%
Oct-0.7%
Nov+19.7%
Dec+4.0%
2019
Jan+12.4%
Feb+1.4%
Mar-7.8%
Apr+2.8%
May-18.3%
Jun+2.3%
Jul+3.6%
Aug-11.7%
Sep+16.4%
Oct+11.6%
Nov+13.7%
Dec+6.0%
2018
Jan+12.9%
Feb-3.7%
Mar-5.6%
Apr+0.0%
May-3.7%
Jun-2.7%
Jul-5.1%
Aug-1.6%
Sep-3.1%
Oct-17.9%
Nov+6.2%
Dec-13.0%
2017
Jan-2.0%
Feb+4.6%
Mar+0.3%
Apr+5.4%
May-2.9%
Jun+10.6%
Jul+3.9%
Aug-0.8%
Sep+3.8%
Oct-3.7%
Nov+3.6%
Dec+2.8%
2016
Jan-16.0%
Feb-1.7%
Mar+7.5%
Apr+6.4%
May+1.2%
Jun-13.9%
Jul+22.0%
Aug+6.8%
Sep-0.3%
Oct+0.8%
Nov+12.2%
Dec-0.9%
2015
Jan-8.9%
Feb+4.1%
Mar-0.8%
Apr+4.9%
May+1.1%
Jun-0.8%
Jul-0.6%
Aug-6.1%
Sep-6.1%
Oct+2.7%
Nov+5.2%
Dec-8.1%
2014
Jan-8.8%
Feb-1.9%
Mar+6.3%
Apr-7.2%
May+1.1%
Jun+3.5%
Jul+4.7%
Aug+2.3%
Sep+2.6%
Oct+2.5%
Nov+1.7%
Dec+2.7%
2013
Jan+18.4%
Feb+1.7%
Mar+4.9%
Apr-1.0%
May+13.2%
Jun-1.1%
Jul+6.8%
Aug-4.2%
Sep-1.1%
Oct+6.6%
Nov+3.6%
Dec+1.4%
2012
Jan-2.8%
Feb+7.8%
Mar+8.3%
Apr+1.6%
May-10.8%
Jun+9.0%
Jul-9.5%
Aug+3.0%
Sep+1.4%
Oct+6.2%
Nov-0.3%
Dec+6.3%
2011
Jan+0.8%
Feb-4.3%
Mar+0.9%
Apr+3.6%
May-1.7%
Jun-1.0%
Jul-8.1%
Aug-14.3%
Sep-9.0%
Oct+25.6%
Nov-1.8%
Dec+2.1%
2010
Jan-1.5%
Feb+4.7%
Mar+0.5%
Apr-3.6%
May-12.3%
Jun-11.4%
Jul+15.1%
Aug-9.9%
Sep+7.4%
Oct+10.9%
Nov+3.5%
Dec+7.3%
2009
Jan-40.8%
Feb+8.6%
Mar+21.9%
Apr+10.9%
May+36.1%
Jun+1.7%
Jul+6.6%
Aug+4.3%
Sep+0.3%
Oct-20.2%
Nov-1.6%
Dec+5.4%
2008
Jan+1.1%
Feb-4.3%
Mar+0.9%
Apr-8.7%
May-0.2%
Jun-10.8%
Jul+12.0%
Aug-5.5%
Sep-15.6%
Oct-23.8%
Nov-2.9%
Dec-6.0%
2007
Jan+5.4%
Feb-7.8%
Mar-0.8%
Apr+6.4%
May-0.9%
Jun+0.5%
Jul-2.0%
Aug-8.5%
Sep+11.5%
Oct+17.0%
Nov+0.1%
Dec+1.9%
2006
Jan+9.1%
Feb+3.3%
Mar-3.0%
Apr+8.1%
May-4.9%
Jun-6.1%
Jul+3.4%
Aug+2.9%
Sep+1.3%
Oct+2.9%
Nov-3.2%
Dec+8.8%
2005
Jan-8.8%
Feb-2.1%
Mar+0.1%
Apr+5.7%
May+3.8%
Jun+0.9%
Jul+3.1%
Aug-2.8%
Sep+1.6%
Oct+12.9%
Nov+4.5%
Dec-3.6%
2004
Jan+3.4%
Feb-0.2%
Mar-2.7%
Apr-6.4%
May-0.8%
Jun+1.6%
Jul-12.7%
Aug+5.4%
Sep-5.0%
Oct+5.5%
Nov-1.1%
Dec+10.6%
2003
Jan+1.5%
Feb-6.9%
Mar-13.8%
Apr+10.8%
May+9.4%
Jun+3.2%
Jul+16.5%
Aug-4.2%
Sep+2.7%
Oct+16.3%
Nov-2.7%
Dec+2.5%
2002
Jan+2.9%
Feb-5.7%
Mar+9.4%
Apr-7.7%
May-9.1%
Jun-3.5%
Jul-4.9%
Aug+2.0%
Sep-10.6%
Oct+7.1%
Nov+8.8%
Dec-13.1%
2001
Jan-9.1%
Feb-11.0%
Mar-6.8%
Apr+11.1%
May+5.9%
Jun-9.8%
Jul+8.7%
Aug-9.7%
Sep-6.1%
Oct+0.1%
Nov+14.9%
Dec+0.0%
2000
Jan+9.7%
Feb-9.1%
Mar+33.1%
Apr+0.0%
May+15.1%
Jun-4.7%
Jul-5.3%
Aug+17.3%
Sep+10.6%
Oct-4.1%
Nov+3.4%
Dec-3.6%
1999
Jan+1.9%
Feb+7.3%
Mar+7.5%
Apr+6.3%
May-12.8%
Jun+12.1%
Jul-17.0%
Aug-15.5%
Sep+8.2%
Oct+17.8%
Nov-3.5%
Dec-0.3%
1998
Jan-3.8%
Feb+10.4%
Mar+10.3%
Apr+5.1%
May-3.6%
Jun+1.0%
Jul-0.1%
Aug-25.0%
Sep+5.1%
Oct+14.3%
Nov+10.0%
Dec+2.4%
1997
Jan+13.2%
Feb+9.9%
Mar-13.4%
Apr+13.5%
May+13.3%
Jun+4.0%
Jul+21.2%
Aug-11.0%
Sep+22.4%
Oct-8.5%
Nov+6.7%
Dec-2.0%
1996
Jan+0.8%
Feb-0.1%
Mar+10.9%
Apr-0.3%
May+4.5%
Jun-1.8%
Jul-1.5%
Aug+7.6%
Sep+6.4%
Oct+10.5%
Nov+6.8%
Dec-4.3%
1995
Jan+15.0%
Feb-3.2%
Mar+0.7%
Apr-0.4%
May+6.1%
Jun+10.0%
Jul-4.1%
Aug+4.3%
Sep+8.9%
Oct-2.6%
Nov+15.6%
Dec+0.3%
1994
Jan+1.1%
Feb-1.8%
Mar-3.0%
Apr+6.6%
May+5.6%
Jun-4.5%
Jul-0.7%
Aug+4.4%
Sep-8.4%
Oct-8.7%
Nov-5.4%
Dec-8.8%
1993
Jan+1.6%
Feb+6.1%
Mar-5.4%
Apr-20.9%
May-12.3%
Jun+7.6%
Jul+4.7%
Aug-1.8%
Sep+5.2%
Oct+7.9%
Nov-1.6%
Dec-0.4%
1992
Jan-5.8%
Feb+6.0%
Mar+0.7%
Apr+9.6%
May+5.3%
Jun-3.5%
Jul+2.2%
Aug-1.4%
Sep+2.6%
Oct-1.7%
Nov+18.1%
Dec+2.7%
1991
Jan+2.5%
Feb+15.5%
Mar+10.6%
Apr+4.5%
May-1.2%
Jun-4.6%
Jul+10.4%
Aug+12.9%
Sep+0.3%
Oct+8.1%
Nov-1.2%
Dec+8.5%
1990
Jan-11.4%
Feb+1.3%
Mar+6.8%
Apr-5.5%
May+11.7%
Jun+3.0%
Jul-4.7%
Aug-16.8%
Sep-11.0%
Oct-19.1%
Nov+43.3%
Dec+6.2%
1989
Jan+7.5%
Feb-2.1%
Mar+2.2%
Apr+7.5%
May+8.0%
Jun-6.0%
Jul+11.8%
Aug+8.8%
Sep+2.8%
Oct-1.6%
Nov-1.2%
Dec+6.5%
1988
Jan+14.7%
Feb+10.8%
Mar-6.7%
Apr-7.2%
May-0.7%
Jun+12.1%
Jul+8.2%
Aug-4.7%
Sep+6.7%
Oct-4.6%
Nov-0.6%
Dec+5.5%
1987
Jan+31.1%
Feb+2.6%
Mar+7.0%
Apr-16.4%
May+4.5%
Jun+3.8%
Jul-5.2%
Aug+15.3%
Sep-8.5%
Oct-26.4%
Nov-19.0%
Dec+12.2%
1986
Jan+6.3%
Feb+15.4%
Mar-4.5%
Apr+12.7%
May-4.7%
Jun+10.6%
Jul-12.4%
Aug+4.5%
Sep-16.0%
Oct+17.5%
Nov+2.5%
Dec-10.3%
1985
Jan+7.6%
Feb+5.2%
Mar+0.5%
Apr+4.9%
May+19.3%
Jun+3.4%
Jul-8.8%
Aug+0.0%
Sep-1.1%
Oct+11.9%
Nov+16.3%
Dec+5.8%
1984
Jan+14.8%
Feb-4.6%
Mar+0.8%
Apr+7.0%
May-4.7%
Jun+3.9%
Jul-6.8%
Aug+17.4%
Sep+7.8%
Oct+1.6%
Nov+7.1%
Dec+6.5%
1983
Jan-5.2%
Feb+11.9%
Mar+15.7%
Apr+17.0%
May+0.8%
Jun+16.8%
Jul-14.4%
Aug-9.6%
Sep-11.5%
Oct-0.8%
Nov+5.8%
Dec-13.7%
1982
Jan+9.7%
Feb+4.1%
Mar-2.5%
Apr+8.7%
May-6.7%
Jun+3.6%
Jul-6.9%
Aug+11.9%
Sep+20.3%
Oct+9.1%
Nov+12.7%
Dec-0.7%
1981
Jan-0.6%
Feb-0.6%
Mar+1.2%
Apr+12.1%
May+8.1%
Jun+16.5%
Jul+0.0%
Aug-3.4%
Sep-4.9%
Oct+11.2%
Nov+2.9%
Dec+0.8%
1980
Jan—
Feb—
Mar—
Apr+19.1%
May+13.2%
Jun+14.2%
Jul+5.1%
Aug+2.8%
Sep+6.1%
Oct+3.8%
Nov-0.6%
Dec+1.9%
Avg
Jan+2.0%
Feb+1.1%
Mar+1.5%
Apr+2.8%
May+2.0%
Jun+1.6%
Jul+1.8%
Aug-0.5%
Sep+0.3%
Oct+3.0%
Nov+4.8%
Dec+1.1%
Median
Jan+1.6%
Feb-0.2%
Mar+0.7%
Apr+4.9%
May+1.1%
Jun+1.6%
Jul+1.3%
Aug-0.4%
Sep+1.1%
Oct+3.4%
Nov+3.5%
Dec+2.0%
Last 5Y Avg
Jan+4.2%
Feb-3.4%
Mar-3.3%
Apr-2.8%
May+3.6%
Jun-0.4%
Jul+8.4%
Aug+0.6%
Sep-3.5%
Oct+8.2%
Nov+3.9%
Dec+3.7%
Std Dev (σ)
Jan11.2%
Feb6.6%
Mar9.6%
Apr9.6%
May9.5%
Jun7.7%
Jul9.3%
Aug9.1%
Sep8.8%
Oct11.7%
Nov9.5%
Dec6.3%
Consistency (μ/σ)
Jan0.18
Feb0.16
Mar0.16
Apr0.29
May0.21
Jun0.21
Jul0.19
Aug-0.06
Sep0.04
Oct0.26
Nov0.51
Dec0.18
Win Rate (%)
Jan63%
Feb48%
Mar61%
Apr62%
May55%
Jun59%
Jul52%
Aug48%
Sep57%
Oct65%
Nov65%
Dec63%
Winning / Losing Months
Jan▲29▼17
Feb▲22▼24
Mar▲28▼18
Apr▲29▼18
May▲26▼21
Jun▲27▼19
Jul▲24▼22
Aug▲22▼24
Sep▲26▼20
Oct▲30▼16
Nov▲30▼16
Dec▲29▼17
Longest Win / Loss Streak
Jan▲6▼4
Feb▲4▼6
Mar▲7▼3
Apr▲7▼5
May▲4▼4
Jun▲9▼3
Jul▲4▼7
Aug▲3▼3
Sep▲6▼4
Oct▲7▼4
Nov▲8▼3
Dec▲6▼2
Best
Jan+31.1%1987
Feb+15.5%1991
Mar+33.1%2000
Apr+20.8%2026
May+36.1%2009
Jun+16.8%1983
Jul+22.0%2016
Aug+17.4%1984
Sep+22.4%1997
Oct+25.6%2011
Nov+43.3%1990
Dec+12.2%1987
Worst
Jan-40.8%2009
Feb-11.0%2001
Mar-21.0%2020
Apr-23.1%2022
May-18.3%2019
Jun-14.2%2022
Jul-17.0%1999
Aug-25.0%1998
Sep-16.0%1986
Oct-26.4%1987
Nov-19.0%1987
Dec-13.7%1983
−40.8%+43.3%
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