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CGCB Seasonality

Seasonality Type

Analysis Period

Average Return By Month

-0.3%

-1.4%

0.8%

-2.6%

1.9%

1.0%

2.5%

1.6%

1.3%

-2.1%

2.8%

1.1%

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
1
1
1
1
1
1
1
1
1
2
2
2
-0.3%
-1.4%
+0.8%
-2.6%
+1.9%
+1.0%
+2.5%
+1.6%
+1.3%
-2.1%
+2.8%
+1.1%
0%
0%
100%
0%
100%
100%
100%
100%
100%
0%
100%
50%
100%
100%
0%
100%
0%
0%
0%
0%
0%
100%
0%
50%
-0.3%
-1.4%
+0.8%
-2.6%
+1.9%
+1.0%
+2.5%
+1.6%
+1.3%
-1.6%
+4.4%
+3.9%
-0.3%
-1.4%
+0.8%
-2.6%
+1.9%
+1.0%
+2.5%
+1.6%
+1.3%
-2.7%
+1.2%
-1.6%

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