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Russell 2000 seasonality: the best and worst months
Since 1987, the Russell 2000's strongest month on average has been December (+2.38%) and its weakest September (−0.56%). Below: every month's average and median return, how often it rose, and the strongest and weakest days of the year.
Average monthly return of the Russell 2000, 1987 to last month. Strongest month outlined.
Every month
| Month | Average | Median | Years up | Years |
|---|---|---|---|---|
| January | +0.74% | +1.25% | 54% | 39 |
| February | +1.01% | +0.97% | 59% | 39 |
| March | +0.41% | +1.12% | 67% | 39 |
| April | +1.24% | +0.81% | 59% | 39 |
| May | +1.38% | +2.12% | 67% | 39 |
| June | +0.80% | +0.60% | 64% | 39 |
| July | +0.45% | +1.33% | 56% | 39 |
| August | −0.33% | +1.64% | 54% | 39 |
| September | −0.56% | +0.56% | 56% | 39 |
| October | −0.54% | +1.76% | 56% | 39 |
| November | +2.24% | +3.01% | 69% | 39 |
| December | +2.38% | +2.63% | 77% | 39 |
Strongest and weakest days of the year
| Strongest days | Avg | Up |
|---|---|---|
| Nov 24 | +1.08% | 82% |
| May 27 | +0.86% | 77% |
| Apr 9 | +0.85% | 60% |
| Feb 1 | +0.78% | 82% |
| May 26 | +0.72% | 74% |
| Weakest days | Avg | Up |
|---|---|---|
| Oct 7 | −0.71% | 34% |
| Apr 3 | −0.68% | 42% |
| Sep 21 | −0.67% | 24% |
| Nov 19 | −0.59% | 41% |
| Feb 21 | −0.57% | 30% |
Average one-day return on each calendar date, across every year it was a trading day.
See every Russell 2000 day in the calendar →