Copper Property CTL Pass Through Trust - Seasonality

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Copper Property CTL Pass Through Trust - Seasonality

Seasonality Charts

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Correlation

2023

75.85%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	50%	100%	75%	50%	100%	60%	80%	100%	50%	100%	75%	50%
Average return %	+0.14%	-2.70%	-2.05%	-1.57%	-1.02%	-3.09%	+1.32%	+4.38%	+2.81%	-3.00%	+0.14%	-1.09%
2026	-0.89%	-2.42%	-0.18%	+0.64%	-0.55%	+0.28%	-2.84%	+4.63%	-3.34%	--	--	--
2025	+4.74%	-0.55%	+1.33%	-7.12%	0.00%	+3.25%	+0.65%	+0.24%	-0.72%	-2.10%	-0.58%	-6.87%
2024	+0.50%	0.00%	-2.96%	-0.71%	-3.07%	-3.80%	+8.00%	+8.22%	+12.76%	-5.74%	+5.91%	+2.00%
2023	-3.77%	-7.84%	-6.38%	+0.91%	-0.45%	-4.98%	+0.10%	+4.66%	-3.64%	-1.60%	-2.01%	-1.17%
2022	--	--	--	--	--	-10.21%	+0.71%	+4.13%	+2.84%	-2.55%	-2.76%	+1.69%

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