Seasolyze

Seasonal Evaluation for State Street SPDR S&P 500 ETF (SPY)

The following tables show quarterly and semi-annual reports.

In the quarterly breakdown, the first through fourth quarters correspond to spring, summer, fall, and winter, respectively.
Detailed definitions for the semi-annual periods are provided in the table headers.

Quarterly Seasonality for
State Street SPDR S&P 500 ETF (SPY)
Overview 1st Quarter
Jan. - Mar.
2nd Quarter
Apr. - Jun.
3rd Quarter
Jul. - Sep.
4th Quarter
Oct. - Dec.
Success Rate 70.00% 75.00% 75.00% 80.00%
Median Return 3.20% 3.31% 4.10% 6.69%
Average Return 4.41% 3.29% 4.34% 7.02%
Maximum Gain 13.52% 20.17% 15.38% 12.12%
Gain Year 2019 2020 2009 2020
Maximum Loss -19.43% -16.11% -13.82% -21.57%
Loss Year 2020 2022 2011 2008
Based on the past 20 years (2006-2025)

Half-Year Seasonality for
State Street SPDR S&P 500 ETF (SPY)
Overview Winter Season
Oct. - Mar.
Summer Season
Apr. - Sep.
First HY
Jan. - Jun.
Second HY
Jul. - Dec.
Success Rate 75.00% 75.00% 72.50% 77.50%
Median Return 5.66% 3.67% 3.31% 5.33%
Average Return 5.65% 3.78% 3.79% 5.56%
Maximum Gain 13.52% 20.17% 20.17% 15.38%
Gain Year 2019 2020 2020 2009
Maximum Loss -21.57% -16.11% -19.43% -21.57%
Loss Year 2008 2022 2020 2008
Based on the past 20 years (2006-2025)