Free full Seasonality data:
CBOE seasonality
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Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2010 | - | - | - | - | - | - | -18.28% | -21.39% | -3.40% | 18.86% | -0.92% | -3.91% |
2011 | 0.66% | 28.60% | -2.10% | -7.42% | -1.86% | -6.53% | -6.34% | 9.59% | -3.09% | 6.78% | 3.02% | -3.94% |
2012 | -1.04% | 7.74% | 3.08% | -6.97% | -4.50% | 9.62% | 2.96% | -0.21% | 3.38% | 0.24% | 1.73% | -1.73% |
2013 | 15.00% | 6.02% | 2.84% | 1.60% | 6.95% | 16.19% | 7.42% | -8.40% | -1.44% | 7.07% | 8.80% | -1.39% |
2014 | 0.12% | 3.86% | 4.76% | -5.72% | -5.02% | -2.90% | -1.50% | 9.40% | 0.94% | 10.12% | 1.65% | 5.86% |
2015 | 1.66% | -6.89% | -4.37% | -1.98% | 4.00% | -2.22% | 8.32% | 2.07% | 6.04% | -0.06% | 7.71% | -10.12% |
2016 | 2.65% | -6.18% | 4.53% | -5.16% | 2.73% | 4.67% | 3.27% | -0.16% | -5.59% | -2.53% | 9.00% | 7.24% |
2017 | 7.75% | -1.97% | 3.87% | 1.65% | 4.81% | 5.82% | 3.42% | 6.73% | 6.68% | 5.05% | 9.17% | 0.94% |
2018 | 7.87% | -16.65% | 1.87% | -6.42% | -8.63% | 6.67% | -6.67% | 3.78% | -4.80% | 17.60% | -4.63% | -9.10% |
2019 | -4.66% | 2.83% | -0.49% | 6.46% | 6.82% | -4.52% | 5.48% | 9.01% | -3.57% | 0.21% | 3.26% | 0.93% |
2020 | 2.68% | -7.48% | -21.71% | 11.35% | 7.12% | -12.38% | -5.98% | 4.66% | -4.41% | -7.35% | 12.34% | 1.97% |
2021 | -1.49% | 7.88% | -0.27% | 5.76% | 6.64% | 6.96% | -0.49% | 6.48% | -1.82% | 6.52% | -2.27% | 1.13% |
2022 | -9.10% | -1.05% | -2.45% | -1.26% | -0.59% | 0.78% | 9.00% | -4.38% | -0.51% | 6.07% | 1.88% | -1.08% |
2023 | -2.06% | 2.68% | 6.40% | 4.07% | -5.21% | 4.22% | 1.21% | 7.18% | 4.34% | 4.92% | 11.17% | -1.99% |
2024 | 2.96% | 4.43% | -4.31% | -1.40% | -4.50% | -1.69% | 7.91% | 11.93% | -0.26% | 4.25% | 1.07% | -9.47% |
2025 | 4.57% | 3.17% | 7.35% | -1.98% | 3.30% | -2.35% |
CBOE Distribution of Daily % Changes
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CBOE - Average growth of $100 invested at start of year
12 years of data
12 years of data
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CBOE - Average returns for the respective month in the last 15 years
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CBOE Distribution of Daily Returns from 2015 to 2025
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