Rydex S&P 500 Pure Value ETF

Historical seasonal analysis for RPV - Rydex S&P 500 Pure Value ETF This table shows the historical average percentage move if the stock was bought at the Open on the date in the first column and held for a number of trading days. The column headers - 1 to 10 - represent the trading days held and then a sell at the Close of the trading day.
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Day of Month 1 2 3 4 5 6 7 8 9 10
Jan 10.000.000.000.000.000.000.000.000.000.00
Jan 2-1.56-3.30-6.66-5.97-9.74-9.52-6.85-7.17-6.63-9.43
Jan 3-1.01-2.78-2.90-4.79-4.91-3.28-3.20-2.86-4.28-3.45
Jan 4-1.61-1.71-3.65-3.77-2.10-2.03-1.68-3.13-2.29-4.33
Jan 5-0.97-0.92-1.39-0.83-0.35-0.21-0.21-0.24-0.210.03
Jan 60.000.000.000.000.000.000.000.000.000.00
Jan 70.61-3.43-3.19-0.34-0.68-0.10-3.09-1.32-5.57-6.32
Jan 8-2.15-2.27-0.58-0.51-0.15-1.62-0.77-2.85-3.10-2.13
Jan 90.312.082.142.520.961.86-0.34-0.610.424.48
Jan 101.972.032.400.851.75-0.44-0.710.314.364.52
Jan 110.430.80-0.720.16-1.98-2.24-1.242.722.872.05
Jan 120.270.270.240.270.500.561.041.691.191.45
Jan 130.000.000.000.000.000.000.000.000.000.00
Jan 140.75-2.26-0.48-4.76-5.51-3.603.803.462.335.38
Jan 15-1.380.41-3.90-4.66-2.734.734.393.256.328.64
Jan 160.74-1.46-1.83-0.733.083.142.894.195.506.23
Jan 17-1.60-1.97-0.882.912.982.734.025.326.057.22
Jan 18-1.070.043.913.973.705.036.367.098.289.78
Jan 190.270.330.801.450.951.211.301.662.342.96
Jan 200.000.000.000.000.000.000.000.000.000.00
Jan 210.000.000.000.000.000.000.000.000.000.00
Jan 222.967.257.396.528.339.6310.5411.9513.4811.95
Jan 232.973.122.293.985.196.057.388.837.425.46
Jan 24-0.60-1.390.191.332.143.414.783.471.651.16
Jan 25-0.790.811.972.794.075.454.122.271.782.65
Jan 260.290.380.731.412.022.352.552.733.293.34
Jan 270.000.000.000.000.000.000.000.000.000.00
Jan 283.856.117.429.3511.548.504.523.344.563.75
Jan 290.301.102.353.692.410.620.151.000.650.12
Jan 300.812.063.402.120.34-0.130.720.37-0.16-0.30
Jan 313.194.563.251.430.951.811.450.920.781.97
Feb 10.72-0.49-2.20-2.65-1.82-2.16-2.67-2.81-1.66-2.19
Feb 2-0.060.140.320.860.920.540.521.171.952.18
Feb 30.000.000.000.000.000.000.000.000.000.00
Feb 4-1.14-4.77-5.84-4.74-5.47-6.12-6.37-4.74-6.58-6.00
Feb 5-0.94-1.41-0.56-0.91-1.43-1.57-0.41-0.97-0.55-1.32
Feb 6-0.690.16-0.20-0.72-0.870.32-0.270.16-0.630.61
Feb 70.530.17-0.36-0.510.680.090.51-0.280.970.10
Feb 8-0.27-0.79-0.940.25-0.340.08-0.700.53-0.330.08
Feb 9-0.93-0.96-0.310.450.680.561.161.190.730.71
Feb 100.000.000.000.000.000.000.000.000.000.00
Feb 111.671.403.161.171.800.302.230.431.732.60
Feb 12-0.760.42-0.160.26-0.530.71-0.150.250.661.27
Feb 13-0.13-0.71-0.29-1.070.16-0.69-0.290.110.72-0.90
Feb 14-0.70-0.28-1.070.17-0.69-0.290.120.73-0.871.26
Feb 150.980.171.430.540.971.392.010.412.50-0.44
Feb 160.080.670.700.250.220.53-2.704.212.983.74
Feb 170.000.000.000.000.000.000.000.000.000.00
Feb 180.000.000.000.000.000.000.000.000.000.00
Feb 19-1.540.36-1.41-0.130.721.631.67-1.01-5.56-6.77
Feb 201.320.440.861.281.900.302.39-0.54-0.77-0.46
Feb 21-0.48-0.070.340.96-0.641.46-1.43-1.66-1.35-1.64
Feb 221.141.562.190.602.65-0.30-0.54-0.23-0.53-1.53
Feb 230.080.39-2.834.072.833.593.653.594.184.32
Feb 240.000.000.000.000.000.000.000.000.000.00
Feb 252.503.433.460.73-3.89-5.12-4.56-5.09-7.65-8.25
Feb 260.35-1.240.87-2.00-2.23-1.92-2.21-3.17-3.39-4.36
Feb 27-0.591.57-1.31-1.53-1.22-1.51-2.46-2.68-3.65-1.39
Feb 28-1.17-5.71-6.92-6.36-6.89-9.40-9.99-12.14-7.93-8.52
Feb 29-2.10-3.35-2.78-3.32-5.93-6.54-8.78-4.41-5.02-4.88
Feb 300.000.000.000.000.000.000.000.000.000.00
Feb 310.000.000.000.000.000.000.000.000.000.00
Mar 10.000.000.000.000.000.000.000.000.000.00
Mar 20.000.000.000.000.000.000.000.000.000.00
Mar 30.421.020.46-2.25-2.89-5.21-0.67-1.30-1.16-4.26
Mar 41.310.74-1.98-2.61-4.94-0.39-1.02-0.88-3.99-5.90
Mar 5-1.04-3.71-4.34-6.63-2.15-2.77-2.64-5.69-7.56-3.88
Mar 6-0.18-0.83-3.201.440.790.93-2.23-4.17-0.36-0.72
Mar 70.04-1.311.061.201.490.28-0.511.841.663.34
Mar 80.000.070.991.432.222.593.453.453.623.00
Mar 9-0.340.581.021.802.183.033.033.202.583.30
Mar 10-1.041.531.591.850.67-0.311.701.223.174.60
Mar 111.991.341.48-1.70-3.650.18-0.183.006.005.39
Mar 12-1.86-1.72-4.80-6.69-2.98-3.33-0.252.662.07-0.81
Mar 131.880.64-0.172.212.023.734.965.003.403.15
Mar 14-0.59-1.380.950.772.443.633.682.121.870.53
Mar 150.000.830.831.000.401.100.930.931.231.23
Mar 160.000.000.16-0.430.260.100.100.400.400.36
Mar 17-0.431.631.143.134.594.272.902.631.070.84
Mar 181.541.174.407.446.823.813.300.261.286.23
Mar 19-2.200.923.863.260.35-0.14-3.08-2.092.693.72
Mar 201.732.952.981.411.15-0.210.302.742.522.84
Mar 21-0.630.07-0.10-0.100.200.200.16-1.35-1.350.16
Mar 220.330.170.170.460.460.43-1.09-1.090.430.03
Mar 230.000.000.300.300.26-1.25-1.250.26-0.130.49
Mar 240.590.44-0.97-1.23-3.42-2.940.150.451.080.51
Mar 25-0.68-3.48-3.95-6.78-5.83-1.23-0.240.37-0.78-0.07
Mar 26-2.07-2.56-5.43-4.460.211.211.830.661.38-0.03
Mar 27-0.10-1.56-1.080.541.062.131.332.021.31-0.47
Mar 28-0.52-0.031.652.183.262.443.142.410.600.62
Mar 290.00-1.51-1.510.00-0.390.230.26-0.76-0.89-0.89
Mar 30-1.06-1.060.460.070.690.73-0.30-0.43-0.43-0.92
Mar 310.423.653.984.624.023.893.071.761.600.79
Apr 12.763.794.433.233.972.52-0.040.14-1.56-1.56
Apr 2-0.440.17-0.99-0.27-1.67-4.11-3.94-5.58-5.58-6.94
Apr 30.790.010.690.00-1.75-1.73-2.55-2.80-3.41-2.16
Apr 4-0.560.11-0.57-2.30-2.28-3.10-3.35-3.96-2.72-1.07
Apr 50.000.03-0.98-1.12-1.12-1.61-1.48-1.610.230.23
Apr 60.00-1.02-1.15-1.15-1.64-1.51-1.640.200.200.20
Apr 7-0.39-1.15-2.37-2.53-3.28-3.35-3.10-1.79-1.060.11
Apr 8-0.58-3.06-2.89-4.54-4.54-5.91-3.27-1.79-0.24-1.51
Apr 9-2.66-2.49-4.14-4.14-5.52-2.87-1.380.17-1.10-2.62
Apr 10-0.34-1.19-1.44-2.08-0.780.901.691.040.68-0.10
Apr 11-0.73-0.98-1.62-0.321.372.171.511.150.371.40
Apr 120.230.370.232.102.102.102.942.942.272.87
Apr 13-0.17-0.301.561.561.562.392.391.732.332.66
Apr 140.00-1.441.332.884.503.171.580.002.774.36
Apr 15-0.442.363.935.574.222.621.023.825.425.71
Apr 160.462.003.612.280.71-0.861.893.463.753.93
Apr 170.602.331.680.900.541.902.352.793.042.46
Apr 180.35-0.29-1.05-1.40-0.070.360.801.050.492.20
Apr 190.000.000.820.820.160.751.081.511.312.03
Apr 200.000.820.820.160.751.081.511.312.031.60
Apr 210.15-0.62-1.72-0.080.861.211.200.772.402.26
Apr 22-1.05-2.600.111.651.932.100.534.213.933.09
Apr 23-1.521.212.773.053.231.635.355.074.225.00
Apr 241.071.541.972.221.633.413.622.983.382.44
Apr 250.861.291.550.972.712.932.302.681.761.81
Apr 26-0.130.190.620.421.140.710.710.942.402.34
Apr 270.420.850.651.370.940.941.172.632.572.83
Apr 280.680.670.241.851.711.412.521.460.920.39
Apr 290.07-1.482.131.861.031.79-0.24-1.58-1.480.72
Apr 30-1.172.452.171.342.100.07-1.28-1.171.030.52
Apr 310.000.000.000.000.000.000.000.000.000.00
May 11.311.530.911.290.380.430.451.690.850.75
May 2-0.31-0.92-0.55-1.42-1.34-1.33-0.13-0.96-1.08-0.54
May 30.000.000.231.671.611.870.71-0.64-0.74-1.19
May 40.000.231.671.611.870.71-0.64-0.74-1.19-2.90
May 5-0.320.77-0.26-0.79-1.31-0.91-1.21-0.86-1.12-1.78
May 61.72-0.31-1.65-1.550.650.141.312.511.171.51
May 7-1.63-2.95-2.85-0.68-1.19-0.031.15-0.170.17-2.07
May 8-0.79-0.770.46-0.37-0.450.11-0.79-1.45-2.59-3.59
May 90.100.540.220.190.550.14-0.26-0.96-1.53-1.53
May 10-0.42-0.62-1.26-1.33-1.27-2.04-1.95-1.72-1.82-2.35
May 11-0.06-0.70-0.77-0.71-1.48-1.39-1.16-1.26-1.80-2.50
May 120.660.350.720.47-0.210.03-1.15-2.56-2.51-2.63
May 13-0.750.411.600.270.61-1.63-3.75-3.54-5.21-4.22
May 14-0.060.500.120.36-0.66-1.56-1.52-2.56-2.71-2.45
May 150.25-0.15-0.57-1.25-1.80-1.80-2.72-2.85-2.19-1.46
May 16-0.12-0.53-1.22-1.77-1.77-2.69-2.82-2.16-1.43-1.96
May 17-0.42-0.33-0.10-0.20-0.74-1.44-0.48-0.02-0.46-0.40
May 180.160.390.29-0.26-0.960.020.480.030.081.58
May 19-0.15-1.30-2.69-2.64-2.72-1.78-2.56-1.92-1.02-1.54
May 20-0.52-2.65-2.44-4.13-3.13-3.06-1.76-2.51-3.62-4.03
May 21-1.13-1.10-2.14-2.29-2.02-1.35-1.37-1.87-1.87-1.95
May 220.11-0.84-0.96-0.280.47-0.09-0.430.420.370.02
May 23-0.67-0.79-0.120.640.08-0.260.590.530.19-1.69
May 24-0.540.440.910.450.512.012.091.030.29-0.98
May 250.661.130.680.732.232.321.250.51-0.77-0.23
May 260.23-1.37-1.371.141.18-0.49-0.98-1.34-1.31-1.24
May 270.250.321.670.89-0.25-0.68-1.000.07-4.10-5.81
May 28-0.041.310.53-0.60-1.03-1.35-0.28-4.44-6.14-5.65
May 290.460.44-0.08-0.07-0.170.15-2.41-4.36-3.58-4.87
May 300.15-0.190.660.620.26-1.60-3.02-2.49-3.32-3.75
May 31-0.191.301.390.33-0.40-1.67-1.13-0.95-2.02-2.08
Jun 10.510.59-0.46-1.18-2.45-1.91-1.73-2.79-2.84-2.70
Jun 20.08-0.96-1.37-1.01-3.09-3.91-4.21-6.34-6.07-4.49
Jun 3-0.64-0.960.11-4.06-5.78-5.28-8.16-7.27-6.92-5.28
Jun 40.090.41-2.18-4.13-3.35-4.67-4.72-3.90-2.75-3.37
Jun 5-0.39-2.27-3.68-3.15-4.00-4.41-4.32-3.67-3.14-3.95
Jun 6-0.95-2.38-1.85-2.70-3.12-3.03-2.38-1.83-2.66-2.75
Jun 7-1.51-0.97-0.79-1.86-1.90-1.75-0.20-0.50-0.88-1.50
Jun 80.490.67-0.42-0.45-0.301.270.960.58-0.050.71
Jun 9-1.10-1.40-3.60-3.31-1.69-0.92-2.24-3.17-2.44-3.76
Jun 100.64-2.42-1.48-1.100.64-0.91-2.88-2.35-4.85-6.86
Jun 11-1.24-1.28-0.440.760.11-1.09-0.65-2.56-3.29-3.60
Jun 12-0.61-0.500.180.70-0.17-0.24-1.50-1.68-1.96-1.18
Jun 13-0.170.521.050.180.10-1.16-1.33-1.61-0.84-2.27
Jun 14-0.161.441.140.740.120.880.280.06-0.030.04
Jun 150.550.25-0.14-0.760.00-0.60-0.82-0.91-0.83-0.30
Jun 160.63-0.72-1.67-0.93-2.28-3.31-2.84-1.95-3.74-4.40
Jun 17-1.02-2.99-2.46-4.96-6.96-6.58-3.86-7.91-9.23-10.40
Jun 18-0.64-0.19-2.11-2.87-3.18-1.99-4.43-4.54-4.86-4.86
Jun 190.25-1.03-1.21-1.48-0.69-2.15-2.55-2.60-2.59-1.85
Jun 20-0.77-0.97-1.23-0.43-1.91-2.31-2.37-2.36-1.63-1.79
Jun 210.49-0.12-0.34-0.44-0.350.19-0.041.852.081.61
Jun 220.04-0.18-0.29-0.190.350.112.012.241.771.86
Jun 23-0.96-0.480.48-1.41-2.10-1.47-1.12-2.22-2.64-3.64
Jun 241.564.520.12-1.32-2.59-2.10-3.74-4.69-6.29-3.87
Jun 250.11-2.39-2.51-2.84-2.83-2.98-3.33-4.27-3.04-3.27
Jun 26-0.66-1.08-1.14-1.13-0.42-0.58-1.42-0.56-0.86-2.16
Jun 270.05-0.02-0.010.710.54-0.310.570.26-1.06-1.60
Jun 280.17-0.071.832.051.591.681.570.950.981.64
Jun 29-0.411.481.701.241.331.220.610.631.290.71
Jun 30-0.320.05-1.08-1.53-2.56-1.10-1.53-3.11-4.83-6.34
Jun 310.000.000.000.000.000.000.000.000.000.00
Jul 11.49-0.21-1.19-2.86-0.34-1.07-3.84-5.59-7.97-8.57
Jul 2-0.28-0.66-1.65-0.35-0.60-2.82-3.57-3.89-3.88-2.45
Jul 3-0.59-1.45-0.55-0.86-2.19-2.75-3.11-3.68-2.95-1.34
Jul 40.000.000.000.000.000.000.000.000.000.00
Jul 5-0.070.02-0.08-0.70-0.67-0.01-0.58-0.91-1.27-1.40
Jul 60.160.06-0.56-0.530.13-0.43-0.76-1.13-1.25-0.42
Jul 7-1.420.07-0.38-1.98-3.72-5.27-5.57-4.08-0.55-0.75
Jul 83.042.29-0.57-2.38-4.85-5.47-2.513.263.663.44
Jul 9-1.21-3.42-4.17-4.49-4.48-3.06-0.67-0.65-0.64-0.79
Jul 10-0.97-1.54-1.92-2.49-1.74-0.08-0.030.450.101.39
Jul 110.22-0.18-0.760.031.771.822.301.973.310.94
Jul 120.32-0.25-0.57-0.94-1.07-0.23-1.34-1.44-2.14-1.70
Jul 13-0.25-0.58-0.95-1.07-0.23-1.34-1.44-2.11-1.67-2.67
Jul 14-1.17-1.480.083.783.593.144.507.044.323.62
Jul 15-0.282.848.939.359.1210.3714.708.888.426.14
Jul 161.394.064.094.104.016.402.081.87-0.370.36
Jul 170.690.741.240.892.18-0.090.06-1.32-1.210.01
Jul 18-0.440.07-0.310.92-1.27-1.11-2.47-2.42-1.20-1.03
Jul 190.09-1.03-1.13-1.81-1.36-2.37-3.96-2.54-3.01-2.96
Jul 20-1.03-1.13-1.81-1.36-2.38-3.97-2.54-3.01-2.97-2.58
Jul 21-0.760.562.950.42-0.26-0.770.881.001.981.88
Jul 221.805.790.430.00-2.101.332.153.652.791.93
Jul 230.50-3.49-3.68-5.81-5.31-4.00-3.72-3.80-4.07-3.92
Jul 24-1.99-1.83-3.19-3.17-1.95-1.79-2.03-2.04