Collateral Pay USD - Seasonality

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Collateral Pay USD - Seasonality

Seasonality Charts

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Correlation

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	50%	50%	50%	100%	100%	100%	50%	100%	100%	100%	100%	100%
Average return %	+0.45%	-0.63%	+8.79%	-9.28%	-24.66%	-34.98%	+14.60%	-12.67%	-12.16%	-12.48%	-17.23%	-45.53%
2026	--	--	--	--	--	--	--	--	--	--	--	--
2023	+39.01%	-10.25%	+51.12%	-5.96%	-2.12%	--	--	--	--	--	--	--
2022	-38.11%	+9.00%	-33.55%	-12.60%	-47.17%	-12.42%	+33.12%	-1.20%	-3.93%	-18.55%	-5.86%	-55.33%
2021	--	--	--	--	-24.68%	-57.55%	-3.92%	-24.14%	-20.40%	-6.42%	-28.60%	-35.74%

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Monthly average