CBOE Russell 2000 Volatility Index - Seasonality

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CBOE Russell 2000 Volatility Index - Seasonality

Seasonality Charts

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Correlation

Midterm

79.45%

2016

82.72%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	80%	60%	70%	70%	78%	60%	80%	56%	67%	78%	67%
Average return %	+8.73%	+15.21%	-0.40%	-5.61%	-2.71%	-3.59%	+2.09%	-3.02%	+5.98%	+12.07%	-6.03%	+0.41%
2026	+17.60%	+13.39%	+18.72%	-25.16%	-4.30%	-1.41%	-6.68%	-7.25%	+3.14%	--	--	--
2025	-5.90%	+6.94%	+8.39%	+10.66%	-18.52%	-0.95%	+7.45%	-10.62%	+2.59%	+3.49%	-8.24%	-9.54%
2024	+7.54%	+2.08%	-16.84%	+9.54%	-12.24%	-3.34%	+42.81%	-11.26%	-4.03%	+31.23%	-23.11%	+5.41%
2023	-8.22%	+7.52%	-2.87%	-13.40%	+15.09%	-21.54%	+2.66%	-9.43%	+18.32%	+9.53%	-10.87%	+6.44%
2022	+39.64%	+5.37%	-22.30%	+38.01%	-14.43%	+6.62%	-23.09%	+15.31%	+22.08%	-16.32%	-19.73%	+1.50%
2021	+27.34%	-5.89%	-16.39%	-15.26%	-10.30%	-4.17%	+15.70%	-7.25%	+20.78%	-23.57%	+65.49%	-35.44%
2020	+26.82%	+108.90%	+42.36%	-29.51%	-10.51%	0.00%	-13.21%	-4.38%	+8.97%	+19.92%	-28.00%	+2.55%
2019	-33.08%	-10.16%	+3.73%	-4.16%	+26.08%	-16.09%	+2.60%	+18.90%	-8.81%	-14.29%	-11.56%	+5.32%
2018	+19.28%	+22.20%	-3.75%	-21.78%	-1.70%	+9.40%	-9.21%	-10.15%	-0.49%	+85.38%	-20.85%	+35.45%
2017	-3.71%	+1.76%	-15.08%	-5.07%	+3.72%	-4.46%	+1.84%	-4.07%	-5.59%	+13.27%	+2.64%	-8.04%

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