Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Oct is the seasonally strongest month over 5Y.
Oct averages +18.4% with a 67% win rate across 5 years of history.
Aug shows persistent seasonal weakness.
Aug averages -4.9% with only a 14% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +26.1% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -4.9% historically, with January alone posting a 33% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 204 of the year, the current YTD return is -24.4% vs the historical average for the same point.
CAD.V - Average returns for the respective month in the last 5 years
CAD.V - Average growth of $100 invested at start of year
5 years of data
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 24.12% | -6.90% | -11.45% | -3.42% | 0.39% | -10.20% | 2.18% | -3.85% | -12.00% | 20.20% | ||
| 2025 | -12.09% | 8.13% | -8.09% | -5.03% | 3.97% | -15.92% | 13.64% | -3.33% | -1.38% | 3.50% | 36.49% | 27.23% |
| 2024 | 13.16% | 6.05% | 7.02% | 8.20% | -3.03% | -4.69% | 36.48% | -9.91% | -18.67% | -6.56% | -5.70% | -15.35% |
| 2023 | -10.16% | 28.70% | 11.49% | 6.67% | -7.95% | -6.17% | 11.84% | 0.00% | -5.88% | -7.50% | 22.30% | 4.97% |
| 2022 | -12.98% | -10.96% | 4.93% | -23.00% | 1.83% | 17.37% | 12.24% | -19.55% | -19.21% | 15.38% | -0.61% | -21.95% |
| 2021 | -15.91% | -2.70% | -5.56% | 0.00% | 1.47% | -4.35% | 30.30% | -2.33% | 76.19% | 102.70% | -0.67% | -12.08% |
| 2020 | -19.12% | -20.00% | 11.36% | 83.67% | 55.56% | -5.71% | 4.55% | 11.59% | 2.60% | -1.27% | 12.82% | |
| Avg | -2.31% | 0.46% | -3.10% | -0.75% | 11.48% | 4.51% | 14.42% | -4.92% | 4.38% | 18.35% | 8.42% | -0.73% |
CAD.V Distribution of Daily Returns from 2021 to 2026
CAD.V Distribution of Daily % Changes