Lehman Brothers Holdings Capital Trust VI - Seasonality

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Lehman Brothers Holdings Capital Trust VI - Seasonality

Seasonality Charts

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Correlation

Election

67.27%

2010

76.98%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	83%	63%	63%	57%	71%	63%	63%	83%	67%	67%	67%	83%
Average return %	+127.16%	+18.69%	+5.89%	+7.58%	-9.28%	+3.68%	+20.59%	+10.56%	-7.96%	+0.03%	+421.88%	+22.48%
2026	0.00%	0.00%	0.00%	+20.00%	-16.67%	0.00%	0.00%	+10.00%	0.00%	--	--	--
2025	0.00%	+133.33%	-57.14%	0.00%	0.00%	+33.33%	+25.00%	+60.00%	+25.00%	0.00%	0.00%	0.00%
2024	--	--	--	--	0.00%	0.00%	--	--	--	--	--	0.00%
2023	+910.00%	+98.02%	+150.00%	-20.00%	-87.00%	-94.23%	-33.33%	0.00%	0.00%	0.00%	+50.00%	0.00%
2022	0.00%	-69.33%	+4.35%	0.00%	0.00%	+20.83%	+141.38%	0.00%	0.00%	-62.86%	+3361.54%	-98.89%
2021	+40.19%	-0.07%	+6.74%	-6.25%	-8.00%	+81.16%	-4.08%	-91.20%	-89.57%	-27.27%	0.00%	+368.75%
2020	-18.87%	+7.75%	-64.03%	+40.00%	+78.57%	-4.80%	+9.24%	+46.15%	-21.05%	-26.00%	+33.33%	-27.70%
2019	+119.78%	-20.50%	+55.97%	+0.81%	-73.00%	+18.52%	+26.25%	+57.43%	+18.87%	-4.76%	+5.00%	-15.87%
2018	+42.67%	+0.47%	+5.81%	-22.09%	+40.27%	-19.56%	+25.00%	0.00%	+1.10%	+114.54%	-50.71%	-14.87%
2017	+50.71%	+18.58%	-48.68%	+55.76%	-27.00%	+1.51%	-4.18%	+12.68%	+2.00%	+6.62%	-24.14%	-9.09%