Lehman Brothers Holdings Capital Trust V - LHHMQ - Seasonality

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Lehman Brothers Holdings Capital Trust V - LHHMQ - Seasonality

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Correlation

2023

58.99%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	78%	63%	75%	71%	50%	71%	63%	57%	71%	60%	57%
Average return %	+32.93%	+154.05%	+17.48%	-10.76%	+40.31%	+3.85%	+145.19%	-13.36%	-2.85%	+330.48%	-7.66%	+847.41%
2026	0.00%	+10.00%	0.00%	-9.09%	0.00%	+10.00%	0.00%	-9.09%	+10.00%	--	--	--
2025	0.00%	+133.33%	-57.14%	0.00%	0.00%	0.00%	+100.00%	+33.33%	+37.50%	-9.09%	0.00%	0.00%
2024	0.00%	0.00%	0.00%	--	--	--	--	--	0.00%	0.00%	0.00%	0.00%
2023	0.00%	+1400.00%	+166.67%	-99.50%	+200.00%	-66.67%	+50.00%	0.00%	0.00%	+3066.67%	+5.26%	-97.00%
2022	+6.67%	+25.00%	-68.00%	+65.63%	-39.62%	+65.63%	+1075.47%	-95.83%	-92.31%	0.00%	0.00%	+400.00%
2021	+44.09%	-25.87%	+25.09%	-35.30%	+81.06%	+35.01%	-54.55%	-49.90%	-95.61%	-22.73%	-94.12%	+7400.00%
2020	+140.48%	+12.42%	-25.87%	-10.10%	+44.49%	-7.62%	+50.00%	-16.67%	-21.33%	-32.20%	0.00%	+30.13%
2019	+37.04%	-36.94%	+42.86%	+113.50%	-6.79%	-78.39%	+134.88%	-15.84%	+121.18%	-43.62%	+41.51%	-66.73%
2018	+20.00%	+12.50%	+85.06%	-63.24%	+7.62%	+102.19%	-49.12%	+31.15%	+12.50%	+16.67%	-9.52%	-14.74%
2017	+81.00%	+10.10%	+6.09%	-58.78%	+76.07%	-25.51%	0.00%	+2.63%	+12.42%	-1.41%	-12.09%	-25.00%