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US Dollar Index Seasonality

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

Based on 42 calendar years of monthly closes, starting 1985.

By Month

MonthAverageMedian% PositiveBestWorst
January+0.7%+0.7%56%+5.8%3.6%
February+0.3%+0.4%60%+5.0%5.3%
March0.0%+0.3%52%+9.4%7.0%
April0.6%0.7%33%+4.7%5.2%
May+0.6%+0.6%57%+5.8%4.9%
June0.2%0.4%43%+5.1%5.1%
July0.5%0.2%45%+4.1%6.1%
August+0.1%0.1%47%+5.7%3.7%
September0.4%0.1%46%+6.0%5.4%
October+0.1%0.1%44%+8.1%5.0%
November0.0%+0.3%54%+5.1%5.0%
December0.9%0.8%34%+4.0%6.0%

By Calendar Year

YearReturn
20259.4%
2024+7.1%
20232.1%
2022+8.2%
2021+6.4%
20206.7%
2019+0.2%
2018+4.4%
201710.0%
2016+3.8%
2015+9.3%
2014+12.8%
2013+0.3%
20120.5%
2011+1.4%
2010+1.5%
20094.2%
2008+6.0%
20078.4%
20068.2%
2005+12.8%
20047.0%
200314.7%
200212.8%
2001+6.6%
2000+7.5%
1999+8.2%
19985.5%
1997+13.0%
1996+4.0%
19954.5%
19948.4%
1993+4.9%
1992+10.6%
1991+0.5%
199010.9%
1989+0.8%
1988+8.3%
198717.5%
198616.1%
198519.2%

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