Seasonality
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Seasonality
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Dec is the seasonally strongest month over 5Y.
Dec averages +29.0% with a 50% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -7.6% with only a 0% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +32.3% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +0.1% 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 -30.2% 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 | 7.14% | -5.33% | -11.27% | -11.11% | 21.43% | -8.82% | -8.06% | 17.54% | 7.46% | -13.89% | ||
| 2025 | 0.00% | 8.00% | 0.00% | -11.11% | 4.17% | 4.00% | 0.00% | 15.38% | 23.33% | 10.81% | -7.32% | 84.21% |
| 2024 | -9.52% | -10.53% | 0.00% | 29.41% | 36.36% | -3.33% | -13.79% | 8.00% | 11.11% | -6.67% | 0.00% | -10.71% |
| 2023 | 43.75% | -4.35% | -9.09% | 40.00% | -3.57% | -7.41% | -16.00% | 0.00% | 0.00% | -23.81% | 18.75% | 10.53% |
| 2022 | 0.00% | 8.33% | 0.00% | -3.85% | 0.00% | -20.00% | 5.00% | 4.76% | -13.64% | -5.26% | -5.56% | -5.88% |
| 2021 | -20.59% | 44.44% | -7.69% | 63.89% | -1.69% | -27.59% | 4.76% | -20.45% | -25.71% | 7.69% | -10.71% | -4.00% |
| 2020 | -11.11% | -25.00% | 33.33% | 12.50% | 11.11% | 50.00% | -20.00% | 0.00% | 0.00% | 41.67% | 100.00% | |
| Avg | 3.46% | 4.21% | -7.58% | 20.08% | 9.88% | -7.43% | 3.13% | 0.75% | 0.37% | -2.87% | 6.14% | 29.02% |
CUU.V - Average returns for the respective month in the last 5 years
CUU.V - Average growth of $100 invested at start of year
5 years of data
CUU.V Distribution of Daily Returns from 2021 to 2026
CUU.V Distribution of Daily % Changes