CBOE S&P 500 3 Month Volatility - Seasonality

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CBOE S&P 500 3 Month Volatility - Seasonality

Seasonality Charts

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Correlation

2016

65.89%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	70%	50%	70%	80%	50%	60%	60%	56%	56%	78%	67%
Average return %	+4.86%	+10.00%	+3.84%	-2.02%	-5.25%	-2.58%	-1.26%	+2.96%	+4.95%	+5.38%	-7.69%	+2.37%
2026	+10.40%	+7.42%	+18.51%	-21.41%	-7.07%	+1.82%	+0.11%	-7.83%	+4.05%	--	--	--
2025	-2.90%	+9.50%	+8.87%	+16.25%	-16.29%	-9.07%	-1.54%	-4.13%	+2.29%	+9.16%	-4.15%	-7.43%
2024	+4.59%	-6.45%	+1.74%	+9.22%	-11.63%	-0.95%	+16.87%	+2.71%	+10.27%	+17.79%	-28.18%	+16.73%
2023	-14.33%	+2.45%	-0.42%	-7.96%	+3.43%	-20.73%	-0.06%	-0.56%	+16.27%	+5.29%	-20.78%	-1.17%
2022	+22.71%	+10.43%	-17.50%	+35.65%	-15.64%	+6.15%	-19.93%	+12.02%	+19.55%	-15.51%	-12.59%	+3.23%
2021	+34.02%	-12.63%	-25.17%	-0.36%	-7.20%	-4.74%	+13.69%	-7.94%	+16.90%	-14.66%	+38.10%	-22.22%
2020	+17.39%	+60.23%	+61.88%	-27.46%	-13.64%	+7.43%	-8.64%	+7.20%	-0.66%	+14.63%	-32.92%	+3.90%
2019	-24.65%	-9.96%	-1.86%	-3.61%	+23.64%	-14.71%	+5.29%	+15.55%	-8.09%	-10.63%	-3.36%	+2.32%
2018	+13.83%	+33.49%	+3.32%	-15.62%	-5.82%	+4.96%	-13.24%	+1.88%	-2.51%	+43.20%	-10.69%	+25.62%
2017	-12.45%	+5.52%	-10.99%	-4.93%	-2.32%	+4.04%	-5.10%	+10.67%	-9.49%	-0.88%	+5.33%	+0.38%