Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Apr is the seasonally strongest month over 5Y.
Apr averages +9.7% with a 57% win rate across 5 years of history.
Dec shows persistent seasonal weakness.
Dec averages -0.9% with only a 50% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +13.9% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +13.9% historically, with January alone posting a 67% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 205 of the year, the current YTD return is -11.2% 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 | 24.19% | 32.50% | -10.04% | -10.63% | 2.61% | -11.94% | -9.84% | 26.88% | -6.81% | -12.33% | ||
| 2025 | 4.19% | -2.76% | 5.76% | 12.35% | 10.42% | 18.33% | -0.88% | -2.57% | 27.83% | -0.44% | 12.13% | 4.59% |
| 2024 | 5.12% | 6.34% | 0.30% | 7.98% | 14.16% | -7.41% | 8.46% | -10.10% | 6.58% | 5.12% | 0.90% | -1.86% |
| 2023 | 16.85% | -10.28% | 5.33% | -1.34% | -4.93% | -6.76% | 2.47% | 3.05% | -7.94% | -2.80% | 11.02% | 1.40% |
| 2022 | -21.79% | 16.89% | 20.84% | -5.62% | -20.99% | -3.64% | 8.36% | 3.17% | -6.68% | 5.35% | -0.95% | -6.23% |
| 2021 | -1.76% | 22.00% | 8.48% | 16.09% | 1.61% | -12.86% | -5.76% | -7.08% | 9.76% | 8.12% | 10.77% | 2.90% |
| 2020 | -12.26% | -17.01% | 48.91% | 9.01% | 32.37% | 4.28% | 9.57% | -18.02% | -12.34% | -0.36% | -6.10% | |
| Avg | 4.47% | 7.49% | 1.95% | 9.68% | 1.70% | 1.15% | 1.01% | 3.28% | 0.67% | 0.50% | 5.58% | -0.88% |
SII.TO - Average returns for the respective month in the last 5 years
SII.TO - Average growth of $100 invested at start of year
5 years of data
SII.TO Distribution of Daily Returns from 2021 to 2026
SII.TO Distribution of Daily % Changes