Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Nov is the seasonally strongest month over 5Y.
Nov averages +4.7% with a 67% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -4.2% 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 +7.2% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +1.2% historically, with January alone posting a 67% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 204 of the year, the current YTD return is -11.6% vs the historical average for the same point.
SIA.TO Distribution of Daily Returns from 2021 to 2026
SIA.TO Distribution of Daily % Changes
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.20% | 11.08% | -7.46% | 8.45% | -9.16% | 3.72% | 2.18% | -6.16% | -3.04% | 1.99% | ||
| 2025 | 0.56% | 0.50% | 6.72% | 2.46% | 10.45% | 2.74% | -5.63% | -0.34% | 5.45% | 3.05% | 8.66% | -1.02% |
| 2024 | 5.46% | 11.12% | 1.50% | 0.44% | 7.75% | -0.22% | 9.46% | 0.51% | 8.75% | 2.96% | -0.94% | -7.54% |
| 2023 | 12.64% | -6.85% | -4.17% | 2.22% | 3.00% | 4.03% | 0.33% | 2.94% | -8.28% | -5.44% | 7.25% | 8.32% |
| 2022 | -1.12% | 5.00% | -0.34% | -8.78% | -1.60% | -3.84% | 5.15% | -1.27% | -11.04% | 0.40% | 0.34% | -6.23% |
| 2021 | -6.45% | 7.29% | 2.62% | 2.78% | 11.19% | 1.96% | -2.75% | 0.80% | -9.43% | -0.77% | -3.93% | 11.42% |
| 2020 | -8.69% | -27.99% | 8.91% | -27.39% | -2.33% | 11.98% | 9.52% | 0.87% | 4.36% | 16.77% | 5.48% | |
| Avg | 2.55% | 2.78% | -4.16% | 2.35% | -0.82% | 0.86% | 2.96% | 0.86% | -2.39% | 0.76% | 4.69% | 1.74% |
SIA.TO - Average growth of $100 invested at start of year
5 years of data
SIA.TO - Average returns for the respective month in the last 5 years