Russell 2000 - Seasonality

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Russell 2000 - Seasonality

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	70%	56%	56%	56%	63%	78%	89%	56%	56%	67%	89%	56%
Average return %	+1.98%	-0.02%	-3.30%	-0.04%	+1.26%	+2.20%	+3.35%	+0.38%	-1.48%	+0.34%	+4.99%	-0.33%
2026	+5.31%	+1.26%	--	--	--	--	--	--	--	--	--	--
2025	+2.58%	-5.45%	-6.99%	-2.38%	+5.20%	+5.26%	+1.68%	+7.00%	+2.96%	+1.76%	+0.85%	-0.74%
2024	-3.93%	+5.52%	+3.39%	-7.09%	+4.87%	-1.08%	+10.10%	-1.63%	+0.56%	-1.49%	+10.84%	-8.40%
2023	+9.69%	-1.81%	-4.98%	-1.86%	-1.09%	+7.95%	+6.06%	-5.17%	-6.03%	-6.88%	+8.83%	+12.05%
2022	-9.66%	+0.97%	+1.08%	-9.95%	0.00%	-8.37%	+10.38%	-2.18%	-9.73%	+10.94%	+2.15%	-6.64%
2021	+5.00%	+6.14%	+0.88%	+2.07%	+0.11%	+1.83%	-3.65%	+2.13%	-3.05%	+4.21%	-4.28%	+2.11%
2020	-3.26%	-8.53%	-21.90%	+13.66%	+6.36%	+3.40%	+2.71%	+5.50%	-3.47%	+2.04%	+18.29%	+8.52%
2019	+11.19%	+5.08%	-2.27%	+3.34%	-7.90%	+6.90%	+0.51%	-5.07%	+1.91%	+2.57%	+3.97%	+2.71%
2018	+2.57%	-3.97%	+1.12%	+0.81%	+5.95%	+0.58%	+1.69%	+4.19%	-2.54%	-10.91%	+1.45%	-12.05%
2017	+0.35%	+1.83%	-0.05%	+1.05%	-2.16%	+3.30%	+0.69%	-1.39%	+6.09%	+0.78%	+2.77%	-0.56%

Seasonality Charts

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Correlation

2021

93.91%

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