Seasonality
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Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +9.4% with a 50% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -6.9% with only a 43% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +18.5% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -7.8% historically, with January alone posting a 50% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 204 of the year, the current YTD return is -22.6% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.55% | -7.31% | -10.46% | -1.99% | 0.54% | -0.50% | 1.83% | -7.27% | 2.09% | 2.25% | ||
| 2025 | -6.11% | 2.45% | 0.77% | -2.52% | 2.44% | 12.96% | -1.00% | -6.28% | 11.29% | -4.44% | -2.92% | 9.18% |
| 2024 | -5.87% | -5.87% | 10.38% | -5.04% | -3.65% | -0.70% | -1.14% | -4.02% | 5.31% | -3.51% | 34.33% | 10.91% |
| 2023 | 14.74% | 2.40% | -0.68% | -0.23% | -8.95% | 6.81% | 1.62% | 8.16% | -2.70% | -8.67% | -6.84% | 6.00% |
| 2022 | 0.60% | 5.64% | -4.04% | -6.12% | 3.40% | 0.41% | 6.81% | -29.22% | -11.63% | 22.70% | 11.88% | -9.97% |
| 2021 | -18.09% | 16.58% | 6.32% | 7.51% | -3.38% | 2.63% | -0.29% | -4.31% | 3.87% | -0.82% | -18.20% | 3.94% |
| 2020 | -8.51% | -50.28% | 29.29% | -10.17% | 6.58% | -9.22% | 3.45% | -5.80% | 16.89% | 37.99% | 12.25% | |
| Avg | -1.70% | 0.77% | -6.86% | 2.99% | -2.83% | 4.03% | -0.20% | -5.64% | 0.35% | 3.69% | 9.37% | 5.39% |
CAE.TO - Average returns for the respective month in the last 5 years
CAE.TO - Average growth of $100 invested at start of year
5 years of data
CAE.TO Distribution of Daily Returns from 2021 to 2026
CAE.TO Distribution of Daily % Changes