Seasonality
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Seasonality
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Mar is the seasonally strongest month over 5Y.
Mar averages +31.4% with a 86% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -6.2% with only a 14% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +61.4% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +61.4% historically, with January alone posting a 50% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 205 of the year, the current YTD return is -120.3% 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 | -2.39% | 7.69% | 19.16% | -15.26% | -12.86% | -5.90% | -11.76% | 9.33% | -8.54% | -10.22% | ||
| 2025 | 8.43% | 11.40% | 3.26% | 4.65% | -5.29% | 29.77% | 7.53% | -2.33% | -3.07% | 22.54% | -11.51% | 0.00% |
| 2024 | -2.29% | -7.81% | 12.71% | 3.76% | 0.00% | -2.17% | 6.67% | 9.72% | 0.00% | 3.16% | 5.52% | 3.49% |
| 2023 | 6.29% | 3.95% | 32.91% | -8.57% | -13.54% | -14.46% | 7.04% | -5.26% | -9.72% | -3.85% | 12.00% | -6.43% |
| 2022 | -19.46% | 46.67% | 69.89% | 5.02% | -9.87% | -36.40% | -6.67% | 53.57% | -30.23% | 15.56% | -25.48% | -7.74% |
| 2021 | 180.00% | 2.86% | -8.33% | 6.06% | 57.14% | 43.64% | -8.23% | -19.31% | 11.11% | -10.00% | 23.93% | 2.76% |
| 2020 | -54.35% | 90.48% | -20.00% | -15.62% | 0.00% | 11.11% | 23.33% | -2.70% | -11.11% | 0.00% | -21.87% | |
| Avg | 28.43% | 1.49% | 31.44% | -3.48% | -0.01% | 2.07% | 0.81% | 9.86% | -6.17% | 2.72% | 0.74% | -4.97% |
IFOS.V - Average growth of $100 invested at start of year
5 years of data
IFOS.V - Average returns for the respective month in the last 5 years
IFOS.V Distribution of Daily Returns from 2021 to 2026
IFOS.V Distribution of Daily % Changes