What is APAM January effect?
A
What is APAM January effect?
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APAM Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +0.19% | 4615% |
| February | -2.27% | 3846% |
| March | -2.10% | 5000% |
| April | +1.82% | 4615% |
| May | +2.60% | 6154% |
| June | +3.04% | 5385% |
| July | +4.63% | 7692% |
| August | -1.98% | 3846% |
| September | -1.55% | 3846% |
| October | +0.25% | 6154% |
| November | +7.84% | 8462% |
| December | -0.33% | 4615% |
Best month: November (+7.84%)
Worst month: February (-2.27%)
Earnings Seasonality
Beat Rate8/8 (100%)