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$GT Seasonality

Seasonality Type

Analysis Period

Average Return By Month

19.3%

33.7%

25.6%

22.7%

-1.5%

-11.8%

3.2%

4.8%

-7.0%

11.0%

0.3%

5.2%

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec

Breakdown By Month

Month
# of Months
Included
Avg
Return
% of Pos
Months
% of Neg
Months
Max Return
Month
Min Return
Month
Rank
January
February
March
April
May
June
July
August
September
October
November
December
5
5
5
5
5
5
5
5
6
6
6
6
+19.3%
+33.7%
+25.6%
+22.7%
-1.5%
-11.8%
+3.2%
+4.8%
-7.0%
+11.0%
+0.3%
+5.2%
80%
80%
40%
60%
60%
20%
60%
40%
33%
67%
67%
33%
20%
20%
60%
40%
40%
80%
40%
60%
67%
33%
33%
67%
+45.4%
+114.3%
+106.8%
+132.7%
+8.0%
+1.5%
+11.9%
+20.8%
+15.7%
+56.1%
+33.9%
+46.2%
-8.2%
-2.4%
-28.8%
-28.4%
-12.7%
-27.3%
-4.5%
-5.9%
-28.6%
-10.3%
-33.9%
-16.6%