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SLDB Seasonality

Seasonality Type

Analysis Period

Average Return By Month

-6.1%

3.7%

-10.4%

-0.7%

5.0%

3.7%

4.0%

2.0%

-9.6%

-2.9%

-6.5%

28.1%

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
7
8
7
7
7
7
7
7
7
7
7
7
-6.1%
+3.7%
-10.4%
-0.7%
+5.0%
+3.7%
+4.0%
+2.0%
-9.6%
-2.9%
-6.5%
+28.1%
29%
50%
29%
29%
57%
43%
43%
43%
29%
29%
57%
43%
71%
50%
71%
71%
43%
57%
57%
57%
71%
71%
43%
57%
+40.9%
+75.8%
+47.2%
+90.9%
+50.7%
+65.1%
+57.3%
+41.0%
+28.0%
+61.1%
+26.5%
+129.0%
-30.3%
-57.5%
-74.1%
-53.3%
-39.1%
-31.4%
-23.8%
-16.2%
-30.2%
-32.2%
-64.4%
-29.8%