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Cotton Seasonality

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

Based on 27 calendar years of monthly closes, starting 2000.

By Month

MonthAverageMedian% PositiveBestWorst
January+1.3%+0.2%50%+16.3%8.7%
February+1.9%+0.5%56%+21.8%14.9%
March+0.4%+0.7%52%+17.8%17.0%
April+0.4%1.6%44%+15.1%14.7%
May2.2%4.1%33%+18.4%18.0%
June1.0%+0.7%52%+18.6%25.2%
July+0.2%+0.3%56%+18.1%36.1%
August+1.4%+1.3%54%+22.7%11.9%
September1.6%2.3%42%+17.0%21.2%
October+0.7%+1.2%65%+20.2%22.8%
November+1.5%+1.0%58%+24.7%11.7%
December+3.7%+3.3%69%+16.9%8.0%

By Calendar Year

YearReturn
20256.0%
202415.6%
20232.8%
202226.0%
2021+44.1%
2020+13.1%
20194.4%
20188.2%
2017+11.3%
2016+11.6%
2015+5.0%
201428.8%
2013+12.6%
201218.1%
201136.6%
2010+91.5%
2009+54.2%
200827.9%
2007+21.0%
2006+3.7%
2005+21.0%
200440.4%
2003+46.7%
2002+43.7%
200142.9%
2000+7.6%

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