Thomson Reuters/CoreCommodity CRB Total Return Index - Seasonality

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Thomson Reuters/CoreCommodity CRB Total Return Index - Seasonality

Seasonality Charts

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Correlation

2023

94.70%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	75%	75%	75%	75%	50%	75%	75%	100%	67%	50%	50%	75%
Average return %	+3.69%	-0.93%	+6.98%	+0.39%	-1.84%	+0.04%	+3.72%	+2.14%	+1.48%	+0.34%	+0.36%	+0.56%
2026	+8.66%	-3.13%	+19.49%	+6.41%	-3.43%	-6.75%	+9.26%	+6.96%	+3.12%	--	--	--
2025	+3.15%	-0.70%	+2.85%	-6.31%	+0.93%	+2.73%	+1.21%	+1.20%	-0.23%	+0.98%	-0.05%	+0.43%
2024	+3.75%	+1.41%	+5.96%	+0.89%	+0.01%	+0.52%	-3.79%	+0.03%	+3.29%	-1.40%	+2.90%	+3.81%
2023	-0.81%	-1.30%	-0.38%	+0.55%	-4.88%	+3.66%	+8.19%	+0.36%	+1.37%	-0.72%	-2.24%	-3.17%
2022	--	--	--	--	--	--	--	--	--	+2.50%	+0.85%	+1.18%

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