Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Nov is the seasonally strongest month over 5Y.
Nov averages +6.4% with a 67% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -2.0% with only a 57% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +8.2% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -0.2% historically, with January alone posting a 83% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +29.2% 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 | 0.14% | 5.28% | -2.52% | 12.30% | 2.21% | 12.38% | 4.45% | -5.59% | 1.90% | -0.13% | ||
| 2025 | -1.80% | -2.97% | 2.36% | -0.26% | 8.68% | 2.50% | -6.77% | -4.00% | 4.18% | 2.08% | -1.84% | 3.44% |
| 2024 | 1.41% | 4.53% | 2.54% | -4.90% | -1.66% | -1.80% | 2.18% | 8.37% | 6.79% | -1.59% | 12.71% | -0.95% |
| 2023 | 6.38% | -0.30% | -4.25% | 5.26% | 0.05% | 5.03% | 0.49% | -3.92% | 0.55% | -4.42% | 9.40% | 0.29% |
| 2022 | 2.24% | -7.40% | 5.76% | -8.44% | -2.28% | -4.53% | 0.81% | -1.57% | -5.06% | 5.33% | 11.46% | -1.40% |
| 2021 | 4.42% | 4.53% | 3.71% | 4.41% | -1.63% | -1.18% | 1.66% | 0.81% | 0.37% | 8.17% | -2.92% | 3.80% |
| 2020 | -5.95% | -21.93% | 5.39% | 0.16% | 5.63% | 4.65% | 5.28% | -0.33% | -2.30% | 9.81% | -1.86% | |
| Avg | 2.13% | -0.32% | -2.05% | 1.97% | 0.79% | 2.58% | 1.07% | -0.09% | 1.20% | 1.21% | 6.44% | 0.56% |
SLF.TO - Average growth of $100 invested at start of year
5 years of data
SLF.TO - Average returns for the respective month in the last 5 years
SLF.TO Distribution of Daily Returns from 2021 to 2026
SLF.TO Distribution of Daily % Changes