CBOE S&P 500 6 Month Volatility - Seasonality

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CBOE S&P 500 6 Month Volatility - Seasonality

Seasonality Charts

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Correlation

Midterm

72.40%

2012

74.29%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	70%	60%	70%	80%	60%	60%	60%	56%	56%	78%	63%
Average return %	+0.55%	+7.23%	+4.93%	-1.29%	-3.35%	-2.87%	-1.92%	+3.05%	+3.75%	+3.42%	-5.63%	+1.42%
2026	+6.16%	+6.12%	+14.16%	-16.04%	-4.47%	-0.46%	-0.74%	-5.48%	+0.20%	--	--	--
2025	-3.80%	+7.08%	+6.05%	+15.77%	-12.58%	-6.38%	-2.02%	-0.05%	+0.58%	+7.59%	-1.95%	-5.25%
2024	+0.29%	-4.10%	+1.96%	+4.36%	-7.41%	+2.05%	+8.08%	+3.06%	+9.22%	+9.65%	-19.73%	+13.22%
2023	-15.08%	+3.60%	+0.87%	-2.02%	-1.01%	-18.71%	+0.49%	-0.71%	+10.33%	+5.75%	-16.07%	-2.12%
2022	+9.80%	+8.42%	-10.34%	+23.25%	-9.75%	+3.52%	-15.01%	+8.20%	+14.49%	-12.01%	-8.33%	0.00%
2021	+24.44%	-7.83%	-22.36%	-0.45%	-4.46%	-3.55%	+9.33%	-3.61%	+10.34%	-9.92%	+24.84%	-13.89%
2020	+7.06%	+41.28%	+63.91%	-18.79%	-7.34%	+3.66%	-5.80%	+3.17%	-0.06%	+6.59%	-24.29%	+5.08%
2019	-19.58%	-8.19%	-0.24%	-2.72%	+16.49%	-11.39%	+3.01%	+13.62%	-4.18%	-6.89%	-1.69%	-1.61%
2018	+6.29%	+24.47%	+5.30%	-12.92%	-4.31%	+3.14%	-10.39%	+1.36%	-2.74%	+31.41%	-7.19%	+17.65%
2017	-10.07%	+1.50%	-10.03%	-3.34%	+1.36%	-0.54%	-6.19%	+10.90%	-4.20%	-1.42%	+3.77%	-0.26%

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