YCG Enhanced - Seasonality

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YCG Enhanced - Seasonality

Seasonality Charts

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Correlation

Election

78.71%

2016

82.81%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	70%	50%	70%	70%	70%	80%	90%	60%	67%	56%	89%	67%
Average return %	+1.82%	-0.36%	-0.78%	+1.33%	+1.63%	+1.23%	+3.07%	+1.10%	-2.42%	+0.24%	+5.13%	-2.98%
2026	-1.30%	-2.27%	-8.16%	+3.71%	+1.03%	-2.84%	+4.15%	+1.91%	-5.78%	--	--	--
2025	+3.78%	+0.87%	-3.64%	-5.02%	+9.27%	+0.62%	-1.41%	+1.15%	-1.44%	-1.03%	+1.29%	-4.39%
2024	+1.21%	+4.15%	+2.21%	-4.90%	+1.66%	+1.90%	+1.70%	+3.38%	+0.59%	-2.63%	+6.25%	-7.44%
2023	+9.61%	-3.84%	+6.05%	+2.97%	-0.42%	+6.68%	+1.09%	-0.68%	-5.16%	-0.53%	+9.52%	+0.63%
2022	-6.77%	-6.60%	+2.84%	-8.91%	-1.81%	-6.44%	+10.50%	-4.69%	-10.28%	+5.34%	+8.76%	-4.32%
2021	-5.91%	+5.60%	+3.73%	+7.70%	+1.19%	+2.81%	+4.63%	+2.44%	-4.71%	+7.17%	-2.21%	-6.10%
2020	+0.56%	-7.58%	-14.75%	+10.40%	+5.72%	+1.47%	+4.49%	+6.30%	-1.84%	-2.88%	+12.34%	+5.07%
2019	+9.46%	+5.04%	+2.29%	+6.15%	-4.26%	+5.94%	+1.87%	-0.46%	+0.82%	+1.98%	+4.28%	+2.00%
2018	+4.97%	-2.98%	+0.24%	+0.30%	+1.56%	+1.06%	+2.28%	+2.17%	-1.45%	-5.96%	+2.47%	-10.42%
2017	+2.55%	+4.04%	+1.36%	+0.94%	+2.33%	+1.11%	+1.42%	-0.51%	+1.66%	+0.69%	+3.49%	-1.87%