Seasonality
Sign in to unlock 10Y & 20Y views
Nov is the seasonally strongest month over 5Y.
Nov averages +7.0% with a 100% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -5.2% with only a 17% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +13.5% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -6.1% historically, with January alone posting a 33% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +15.7% 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 | 8.37% | -3.03% | -11.92% | 13.94% | 10.65% | 9.76% | -3.03% | -6.40% | ||||
| 2025 | -2.58% | 3.59% | -10.02% | -4.14% | 27.94% | 5.27% | 5.88% | -1.98% | 1.78% | 5.39% | 7.86% | -1.72% |
| 2024 | -18.42% | 13.06% | 2.19% | -6.99% | -4.52% | 6.89% | 1.22% | -1.90% | -1.31% | -0.65% | 11.17% | -3.17% |
| 2023 | 9.50% | 4.99% | -0.50% | -3.42% | -1.27% | 18.25% | 2.08% | -6.83% | -8.40% | -8.07% | 5.32% | 12.72% |
| 2022 | -17.09% | -7.45% | 5.05% | -9.77% | -15.15% | -6.51% | 28.08% | -6.77% | -9.21% | 18.68% | 3.98% | -2.52% |
| 2021 | -0.91% | -1.69% | 9.11% | -0.44% | 0.20% | 8.46% | 7.48% | 6.22% | -9.65% | 8.62% | 5.62% | 3.76% |
| 2020 | -3.77% | -17.76% | 25.56% | 14.69% | -1.46% | 2.41% | 6.14% | -4.27% | 7.45% | 8.27% | -1.86% | |
| Avg | -3.52% | 0.81% | -3.41% | 2.10% | 4.65% | 5.81% | 6.30% | -0.85% | -5.18% | 5.24% | 7.04% | 1.20% |
ROK - Average returns for the respective month in the last 5 years
ROK - Average growth of $100 invested at start of year
5 years of data
ROK Distribution of Daily Returns from 2021 to 2026
ROK Distribution of Daily % Changes