Seasonality
JEF seasonality — Jefferies
Over the last 11 years, JEF's strongest month on average has been November (+8.3%) and its weakest March (-8.6%).
Average return by month
Month-by-month statistics
| Month | Avg | Median | Up % | Best | Worst | Yrs |
|---|---|---|---|---|---|---|
| Jan | +3.28% | +1.06% | 60% | +19.9% | -5.6% | 10 |
| Feb | -3.24% | -3.40% | 30% | +24.4% | -27.4% | 10 |
| Mar | -8.61% | -7.18% | 20% | +5.5% | -30.6% | 10 |
| Apr | +1.75% | +0.64% | 60% | +16.8% | -12.8% | 10 |
| May | +0.12% | +1.42% | 50% | +9.3% | -14.1% | 10 |
| Jun | +4.09% | +6.70% | 80% | +12.5% | -16.4% | 10 |
| Jul | +7.93% | +7.94% | 80% | +17.9% | -3.0% | 10 |
| Aug | +0.07% | -2.23% | 40% | +12.5% | -12.6% | 10 |
| Sep | -0.53% | +1.75% | 70% | +6.6% | -13.1% | 10 |
| Oct | +1.37% | +1.16% | 70% | +16.6% | -19.2% | 10 |
| Nov | +8.31% | +10.13% | 89% | +23.7% | -12.6% | 9 |
| Dec | +1.04% | +2.75% | 70% | +14.0% | -20.6% | 10 |
Monthly returns heat map — JEF
price return, %| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.3 | -27.4 | -7.0 | 16.8 | 9.3 | -5.2 | 9.2 | -3.6 | -13.1 | 0.8 | 2.7 | -23.5% | |
| 2025 | -1.9 | -13.9 | -19.1 | -12.8 | 4.0 | 12.5 | 5.4 | 12.5 | 0.9 | -19.2 | 8.9 | 7.7 | -21.0% |
| 2024 | 0.9 | 2.6 | 5.5 | -2.4 | 8.0 | 7.0 | 17.5 | 2.5 | 2.7 | 4.0 | 23.7 | -0.9 | +94.0% |
| 2023 | 19.9 | -3.8 | -16.0 | 0.9 | -6.1 | 10.3 | 10.9 | -3.0 | 2.6 | -12.2 | 10.1 | 14.0 | +23.3% |
| 2022 | -5.6 | -3.0 | -7.6 | -6.4 | 7.3 | -16.4 | 17.9 | -1.5 | -8.1 | 16.6 | 10.4 | -9.8 | -11.7% |
| 2021 | -5.1 | 24.4 | 3.6 | 8.0 | -1.2 | 6.4 | -3.0 | 11.4 | 0.5 | 15.8 | -12.6 | 3.2 | +57.7% |
| 2020 | 1.3 | -8.9 | -30.6 | 0.4 | 6.8 | 6.1 | 4.2 | 8.3 | 2.6 | 8.4 | 16.5 | 8.2 | +15.1% |
| 2019 | 19.9 | -2.6 | -7.3 | 9.5 | -14.1 | 8.8 | 10.9 | -12.6 | 5.4 | 1.5 | 11.9 | 2.2 | +31.5% |
| 2018 | 2.2 | -11.4 | -5.2 | 5.8 | -9.0 | 3.9 | 6.6 | -4.2 | -5.4 | -2.2 | 1.8 | -20.6 | -34.5% |
| 2017 | 2.6 | 11.6 | -2.3 | -2.4 | -3.9 | 7.3 | -0.5 | -9.0 | 6.6 | 0.2 | 4.0 | 0.7 | +13.9% |
| 2016 | 5.6 |