← PNL404 · Goldman SachsEnglish · 한국어 · 日本語

Goldman Sachs Seasonality

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

Based on 28 calendar years of monthly closes, starting 1999.

By Month

MonthAverageMedian% PositiveBestWorst
January+1.7%+0.8%52%+23.3%11.9%
February0.7%+0.1%56%+17.8%19.3%
March+0.2%1.6%41%+16.4%23.0%
April+1.5%+2.1%56%+21.2%14.9%
May0.4%0.6%44%+12.5%21.1%
June+1.0%0.1%50%+28.8%9.8%
July+3.2%+3.6%75%+14.9%13.1%
August0.3%+0.2%52%+31.2%13.9%
September1.1%1.3%48%+23.1%21.9%
October+4.3%+5.5%78%+17.6%27.7%
November+2.3%+2.3%63%+23.0%17.7%
December+3.1%+2.9%63%+30.2%13.7%

By Calendar Year

YearReturn
2025+53.5%
2024+48.4%
2023+12.3%
202210.2%
2021+45.1%
2020+14.7%
2019+37.6%
201834.4%
2017+6.4%
2016+32.9%
20157.0%
2014+9.3%
2013+39.0%
2012+41.1%
201146.2%
20100.4%
2009+100.1%
200860.8%
2007+7.9%
2006+56.1%
2005+22.8%
2004+5.4%
2003+45.0%
200226.6%
200113.3%
2000+13.5%

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

Goldman Sachs Seasonality · PNL404