L1 Long Short Fund Limited - Seasonality

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L1 Long Short Fund Limited - Seasonality

Seasonality Charts

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Correlation

2020

77.52%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	63%	75%	71%	75%	56%	56%	67%	50%	50%	67%	57%	50%
Average return %	+1.29%	-1.77%	-3.08%	+4.48%	+3.58%	-1.02%	+2.07%	+0.79%	+1.80%	+0.53%	+3.87%	+1.58%
2026	+5.76%	+4.74%	-10.63%	+4.30%	+8.98%	+5.12%	-2.75%	+7.84%	-1.62%	--	--	--
2025	-2.06%	-6.67%	+7.14%	-1.40%	-0.71%	+3.94%	+5.86%	+4.23%	+5.94%	+4.42%	+3.39%	+9.29%
2024	-1.35%	-2.74%	+1.41%	+3.82%	+6.69%	-0.31%	-0.63%	0.00%	-0.95%	0.00%	-2.24%	-4.90%
2023	+3.97%	-2.43%	+2.14%	-1.05%	-1.76%	+0.72%	+3.56%	-1.72%	-1.75%	-2.14%	+4.36%	+3.14%
2022	+2.55%	-0.36%	+5.36%	+0.34%	-2.70%	-11.11%	-1.56%	+0.40%	-0.79%	--	--	+6.54%
2021	+1.54%	+8.08%	+2.34%	+1.83%	+6.73%	+6.72%	+1.57%	-0.39%	+5.84%	+3.31%	-1.42%	-1.08%
2020	-9.70%	-14.09%	-32.42%	+22.54%	+21.70%	-5.43%	+4.92%	+7.03%	+5.11%	+3.47%	+31.54%	-0.51%
2019	+9.63%	-0.68%	0.00%	+5.44%	-7.74%	-1.40%	+4.96%	-4.05%	+9.86%	+2.56%	-0.62%	+3.77%
2018	--	--	--	--	+1.00%	-7.39%	+2.66%	-6.22%	-8.84%	-7.88%	-7.89%	-3.57%

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