Seasonality
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Seasonality
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Mar is the seasonally strongest month over 5Y.
Mar averages +4.1% with a 71% win rate across 5 years of history.
Aug shows persistent seasonal weakness.
Aug averages -0.9% with only a 43% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +4.4% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +4.4% historically, with January alone posting a 50% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +10.0% 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 | 1.74% | 8.99% | -1.10% | 0.09% | -1.01% | 6.54% | -1.78% | -3.23% | -1.85% | 7.93% | ||
| 2025 | 3.63% | 3.49% | 3.33% | 4.15% | -0.86% | -3.03% | 4.28% | 1.71% | 3.28% | -0.13% | 4.83% | -2.59% |
| 2024 | -1.05% | -1.88% | 2.27% | 1.01% | 1.91% | -2.46% | 8.56% | 3.76% | 3.63% | -1.99% | 4.96% | -4.57% |
| 2023 | 0.90% | -0.21% | 6.39% | 3.55% | -3.12% | -0.02% | -1.54% | -4.73% | -2.64% | 6.73% | -0.23% | 0.28% |
| 2022 | -1.06% | -2.93% | 6.46% | 1.10% | 2.92% | -4.61% | -0.59% | -3.37% | -9.42% | 1.28% | 2.96% | 0.07% |
| 2021 | -0.54% | -4.32% | 11.29% | 0.55% | 0.91% | 0.09% | 3.12% | 3.04% | -2.79% | -1.96% | 1.27% | 10.44% |
| 2020 | -5.11% | -0.09% | -0.61% | -0.81% | -2.60% | 5.66% | -3.50% | 4.35% | -3.32% | 0.29% | -0.55% | |
| Avg | 0.60% | -0.28% | 4.08% | 1.41% | -0.01% | -0.87% | 2.53% | -0.90% | -0.78% | 0.10% | 2.35% | 0.51% |
FTS.TO - Average returns for the respective month in the last 5 years
FTS.TO - Average growth of $100 invested at start of year
5 years of data
FTS.TO Distribution of Daily Returns from 2021 to 2026
FTS.TO Distribution of Daily % Changes