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ABLD Seasonality

Seasonality Type

Analysis Period

Average Return By Month

2.2%

0.4%

3.5%

-1.4%

0.6%

-2.0%

6.3%

-0.0%

-3.1%

2.4%

5.7%

-2.3%

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
4
4
3
3
3
3
3
3
3
3
3
3
+2.2%
+0.4%
+3.5%
-1.4%
+0.6%
-2.0%
+6.3%
-0.0%
-3.1%
+2.4%
+5.7%
-2.3%
75%
75%
67%
33%
67%
33%
100%
33%
33%
33%
100%
33%
25%
25%
33%
67%
33%
67%
0%
67%
67%
67%
0%
67%
+7.0%
+3.8%
+6.4%
+2.4%
+5.0%
+8.7%
+9.0%
+1.4%
+0.6%
+11.5%
+7.0%
+4.6%
-2.3%
-4.3%
-0.9%
-5.3%
-5.5%
-13.0%
+4.0%
-0.7%
-8.9%
-2.4%
+4.9%
-7.8%