Distillate Small/Mid Cash Flow ETF (US26922B6671) - Seasonality

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Distillate Small/Mid Cash Flow ETF (US26922B6671) - Seasonality

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Correlation

2023

80.67%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	75%	50%	75%	75%	75%	75%	100%	50%	67%	100%	100%	50%
Average return %	+4.53%	-1.23%	-0.63%	-1.97%	+1.39%	+3.17%	+5.25%	+1.74%	-0.82%	-4.17%	+6.89%	-0.84%
2026	+6.26%	+0.27%	-0.16%	+5.27%	+0.60%	+1.00%	+5.55%	+3.71%	-3.30%	--	--	--
2025	+1.62%	-7.99%	-3.49%	-5.04%	+4.51%	+3.90%	+2.77%	+8.80%	-1.32%	-3.60%	+1.82%	+0.71%
2024	-2.35%	+4.82%	+4.88%	-5.87%	+3.79%	-3.88%	+6.45%	-3.27%	+0.87%	-3.44%	+9.19%	-8.07%
2023	+12.60%	-2.01%	-3.74%	-2.24%	-3.33%	+11.67%	+6.24%	-2.28%	-2.01%	-5.48%	+8.11%	+9.89%
2022	--	--	--	--	--	--	--	--	--	--	+8.46%	-5.91%

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