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Russell 2000 Seasonality

Historical month-by-month and year-by-year returns

Based on 40 calendar years of monthly closes, starting 1987.

By Month

MonthAverageMedian% PositiveBestWorst
January+0.7%+1.2%54%+11.2%11.2%
February+1.0%+1.0%59%+16.4%12.3%
March+0.4%+1.1%67%+8.7%21.9%
April+1.2%+0.8%59%+15.3%10.0%
May+1.4%+2.1%67%+11.0%7.9%
June+0.8%+0.6%64%+8.6%8.4%
July+0.4%+1.3%56%+10.4%15.2%
August0.3%+1.5%53%+7.4%19.5%
September0.4%+0.6%58%+12.3%13.6%
October0.5%+1.8%56%+15.0%30.8%
November+2.2%+3.0%69%+18.3%12.0%
December+2.4%+2.6%77%+12.1%12.0%

By Calendar Year

YearReturn
2025+11.3%
2024+10.0%
2023+15.1%
202221.6%
2021+13.7%
2020+18.4%
2019+23.7%
201812.2%
2017+13.1%
2016+19.5%
20155.7%
2014+3.5%
2013+37.0%
2012+14.6%
20115.5%
2010+25.3%
2009+25.2%
200834.8%
20072.7%
2006+17.0%
2005+3.3%
2004+17.0%
2003+45.4%
200221.6%
2001+1.0%
20004.2%
1999+19.6%
19983.4%
1997+20.5%
1996+14.8%
1995+26.2%
19943.2%
1993+17.0%
1992+16.4%
1991+43.7%
199021.5%
1989+14.2%
1988+22.4%

These are historical patterns, not a forecast — past calendar-month performance does not predict future returns.