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TSEC Seasonality

Seasonality Type

Analysis Period

Average Return By Month

1.1%

0.6%

1.1%

-0.2%

0.8%

0.8%

1.2%

1.1%

0.9%

-0.6%

1.0%

1.0%

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
2
2
1
1
1
1
1
2
2
2
2
2
+1.1%
+0.6%
+1.1%
-0.2%
+0.8%
+0.8%
+1.2%
+1.1%
+0.9%
-0.6%
+1.0%
+1.0%
100%
50%
100%
0%
100%
100%
100%
100%
100%
50%
100%
100%
0%
50%
0%
100%
0%
0%
0%
0%
0%
50%
0%
0%
+1.5%
+1.2%
+1.1%
-0.2%
+0.8%
+0.8%
+1.2%
+1.2%
+1.6%
+0.0%
+1.4%
+1.9%
+0.7%
-0.0%
+1.1%
-0.2%
+0.8%
+0.8%
+1.2%
+1.1%
+0.2%
-1.3%
+0.6%
+0.2%