GMO US Quality ETF (US90139K1007) - Seasonality

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GMO US Quality ETF (US90139K1007) - Seasonality

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Correlation

2008

90.71%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	67%	67%	67%	100%	100%	67%	100%	100%	50%	100%	67%
Average return %	+3.36%	+1.05%	-3.30%	+1.73%	+4.21%	+3.60%	+0.11%	+2.78%	+2.73%	+0.02%	+3.51%	+0.16%
2026	+2.05%	-1.32%	-6.58%	+10.12%	+4.22%	+0.24%	+0.38%	+3.09%	-1.30%	--	--	--
2025	+4.94%	-1.28%	-5.62%	-1.66%	+5.30%	+5.84%	-0.47%	+2.32%	+3.73%	+3.29%	+2.65%	+0.23%
2024	+3.08%	+5.76%	+2.31%	-3.27%	+3.10%	+4.73%	+0.42%	+2.92%	+1.72%	-3.25%	+4.37%	-2.92%
2023	--	--	--	--	--	--	--	--	--	--	--	+3.18%
2022	--	--	--	--	--	--	--	--	--	--	--	--
2021	--	--	--	--	--	--	--	--	--	--	--	--
2020	--	--	--	--	--	--	--	--	--	--	--	--
2019	--	--	--	--	--	--	--	--	--	--	--	--
2018	--	--	--	--	--	--	--	--	--	--	--	--
2017	--	--	--	--	--	--	--	--	--	--	--	--

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