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$LEO Seasonality

Seasonality Type

Analysis Period

Average Return By Month

-0.2%

26.4%

8.7%

3.4%

0.9%

8.4%

-3.7%

0.3%

-7.3%

5.1%

5.3%

-0.6%

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
6
6
6
6
6
6
6
-0.2%
+26.4%
+8.7%
+3.4%
+0.9%
+8.4%
-3.7%
+0.3%
-7.3%
+5.1%
+5.3%
-0.6%
20%
80%
80%
60%
40%
83%
17%
50%
33%
67%
67%
50%
80%
20%
20%
40%
60%
17%
83%
50%
67%
33%
33%
50%
+6.9%
+60.3%
+26.2%
+18.2%
+10.8%
+17.6%
+20.2%
+15.5%
+2.0%
+18.7%
+44.6%
+12.2%
-4.1%
-5.9%
-2.2%
-2.9%
-6.4%
-1.7%
-25.5%
-13.3%
-27.5%
-5.8%
-13.5%
-10.7%