Grant Park Multi Alternative Strategies Fund - Seasonality

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Grant Park Multi Alternative Strategies Fund - Seasonality

Seasonality Charts

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Correlation

2014

91.57%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	75%	60%	60%	67%	60%	60%	78%	78%	67%	56%	78%	67%
Average return %	+1.59%	+0.35%	+0.03%	+0.81%	+0.16%	+0.00%	+0.64%	+0.77%	-0.44%	-0.25%	+0.64%	-2.66%
2026	+4.88%	+2.96%	-5.09%	+2.25%	+0.08%	-0.85%	-0.26%	+2.56%	+2.25%	--	--	--
2025	+1.64%	-0.19%	-0.28%	-0.76%	+1.05%	+2.37%	+0.19%	+1.76%	+3.55%	+1.05%	+0.17%	-2.17%
2024	-1.53%	+1.46%	+2.49%	0.00%	-0.28%	-1.03%	0.00%	+0.38%	+2.92%	-4.30%	+1.05%	-1.61%
2023	+2.05%	-2.58%	-0.39%	+1.38%	-0.78%	+2.05%	+0.10%	-1.34%	-1.07%	-0.88%	+1.09%	+2.45%
2022	-0.37%	+1.31%	+2.58%	-0.09%	-0.63%	-1.09%	+1.10%	-2.53%	-0.93%	+0.28%	-0.47%	-3.66%
2021	0.00%	+2.93%	-0.95%	+2.26%	+0.94%	-1.52%	-0.17%	0.00%	+0.26%	+3.93%	-2.14%	-9.66%
2020	0.00%	+0.95%	+0.56%	+1.03%	+0.65%	+0.09%	+1.38%	+0.54%	-1.98%	-1.01%	+2.70%	+2.08%
2019	+1.24%	-0.19%	+4.16%	+1.36%	+0.54%	+3.39%	+1.21%	+3.75%	-2.63%	-0.93%	+0.09%	-10.46%
2018	+7.14%	-6.17%	-1.40%	-0.36%	-1.79%	-0.91%	+0.28%	+0.18%	-0.37%	-4.49%	+1.54%	-1.13%
2017	+0.87%	+2.99%	-1.40%	+1.04%	+1.78%	-2.49%	+2.55%	+2.40%	-3.69%	+4.12%	+1.71%	+0.18%

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