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Morgan Stanley Seasonality

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

Based on 34 calendar years of monthly closes, starting 1993.

By Month

MonthAverageMedian% PositiveBestWorst
January+4.2%+3.0%67%+26.1%18.6%
February1.3%0.9%39%+19.6%23.2%
March+0.7%+1.2%59%+17.7%24.5%
April+2.4%+2.4%62%+17.4%16.7%
May+0.8%+1.2%53%+28.3%22.7%
June+0.7%0.1%50%+17.1%18.4%
July+2.2%+1.5%68%+21.8%23.9%
August1.0%+0.4%51%+17.9%33.3%
September2.6%+0.6%52%+13.2%43.7%
October+4.3%+4.0%76%+50.7%24.0%
November+2.7%+3.0%61%+28.4%21.6%
December+2.9%+2.2%70%+25.0%11.8%

By Calendar Year

YearReturn
2025+41.2%
2024+34.8%
2023+9.7%
202213.4%
2021+43.2%
2020+34.1%
2019+28.9%
201824.4%
2017+24.2%
2016+32.8%
201518.0%
2014+23.7%
2013+64.0%
2012+26.4%
201144.4%
20108.1%
2009+84.5%
200869.8%
200734.8%
2006+43.5%
2005+2.2%
20044.1%
2003+45.0%
200228.6%
200129.4%
2000+11.0%
1999+101.1%
1998+20.1%
1997+78.5%
1996+41.0%
1995+38.7%
19942.2%
1993+4.5%

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