Monthly summary for R2K From 1/2/1979 to 1/13/2009 The number following the year is the position in the presidential cycle. Monthly returns Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1979-3 6.4% -3.1% 8.9% 2.9% -1.9% 5.0% 3.9% 7.3% 1.1% -11.0% 7.3% 6.9% 34.6% 1980-4 10.1% -2.6% -17.9% 4.9% 8.3% 4.1% 10.5% 5.9% 2.0% 2.9% 6.4% -2.2% 33.8% 1981-1 -1.5% 2.9% 7.2% 1.8% 3.1% -2.6% -1.9% -7.5% -8.3% 7.4% 1.4% -1.8% -1.5% 1982-2 -4.0% -4.3% -1.8% 4.1% -3.3% -3.4% -1.2% 6.9% 4.0% 13.4% 8.0% -0.2% 20.7% 1983-3 8.2% 6.2% 1.9% 7.6% 7.6% 4.5% -3.9% -3.0% 1.2% -6.5% 5.6% -2.1% 26.3% 1984-4 -1.9% -5.4% -0.1% -0.4% -6.3% 1.3% -4.6% 9.9% -0.3% -1.3% -3.2% 2.0% -9.6% Avg 2.18% -0.63% -2.16% 3.62% 1.88% 0.80% -0.18% 2.44% -0.30% 3.20% 3.64% -0.88% 13.93% 1985-1 13.4% 2.5% -3.2% -1.5% 3.8% 0.9% 2.5% -1.8% -5.7% 3.1% 6.2% 4.5% 28.0% 1986-2 1.2% 6.5% 4.5% 2.0% 3.7% 0.1% -9.8% 3.2% -5.7% 3.3% -0.5% -2.6% 3.9% 1987-3 9.7% 6.9% 2.6% -2.5% -0.4% 2.5% 3.3% 2.9% -1.2% -30.9% -7.1% 8.2% -10.3% 1988-4 1.3% 8.3% 4.4% 3.4% -2.7% 5.8% -0.8% -3.3% 3.1% -0.4% -3.5% 3.4% 22.2% 1989-1 4.8% 0.1% 2.1% 4.0% 4.4% -2.9% 4.1% 2.3% -0.3% -6.4% 0.2% -0.1% 14.2% Avg 6.08% 4.88% 2.08% 1.08% 1.76% 1.30% -0.16% 0.66% -1.95% -6.26% -0.94% 2.67% 11.60% 1990-2 -9.8% 2.2% 3.5% -2.6% 6.6% -0.3% -4.4% -13.2% -8.9% -7.5% 7.2% 3.2% -21.5% 1991-3 9.5% 10.0% 6.1% 0.2% 3.6% -6.2% 2.6% 3.7% 1.2% 2.7% -4.5% 7.5% 43.7% 1992-4 8.0% 2.6% -3.8% -3.0% 1.0% -5.4% 2.7% -3.4% 2.0% 3.9% 7.0% 3.4% 16.4% 1993-1 3.8% -2.9% 4.4% -2.6% 3.8% 0.1% 1.0% 3.8% 2.4% 2.4% -3.5% 2.4% 17.0% 1994-2 3.9% -0.4% -5.0% 2.2% -1.9% -3.9% 1.2% 5.0% 0.0% 0.1% -3.6% 3.4% -3.2% Avg 3.08% 2.29% 1.02% -1.17% 2.62% -3.16% 0.61% -0.82% -0.67% 0.34% 0.52% 3.97% 10.48% 1995-3 -0.2% 3.7% 1.8% 2.1% 1.6% 4.5% 5.6% 2.3% 1.4% -3.5% 3.7% 2.0% 26.2% 1996-4 -0.5% 2.4% 2.1% 4.8% 3.3% -4.1% -9.1% 4.5% 3.9% -1.4% 4.2% 2.0% 14.8% 1997-1 2.9% -2.6% -5.0% 0.6% 10.2% 3.4% 5.2% 2.2% 6.0% -4.7% -2.5% 0.7% 20.5% 1998-2 -1.5% 6.3% 4.1% -0.4% -5.8% 1.4% -8.7% -18.2% 4.4% 8.0% 2.8% 5.8% -3.4% 1999-3 1.4% -7.9% 0.8% 8.5% 1.2% 4.6% -2.1% -3.3% -0.9% 1.2% 5.2% 11.3% 19.6% Avg 0.45% 0.36% 0.78% 3.11% 2.10% 1.94% -1.83% -2.50% 2.98% -0.07% 2.67% 4.36% 15.53% 2000-4 -0.2% 14.7% -8.4% -1.9% -8.2% 5.0% -4.5% 8.1% -3.8% -2.7% -9.9% 5.8% -4.2% 2001-1 9.9% -6.8% -4.8% 10.4% 1.2% 2.3% -2.9% -4.2% -13.3% 7.7% 6.0% 6.9% 1.0% 2002-2 -0.8% -2.2% 5.9% 1.2% -4.6% -2.5% -12.4% 0.4% -4.4% 1.5% 6.0% -6.2% -21.6% 2003-3 -5.2% -2.6% 1.5% 8.1% 10.6% 1.3% 6.0% 6.3% -3.9% 5.6% 1.6% 0.4% 45.4% 2004-4 3.5% 0.9% -0.7% -6.0% 0.5% 3.3% -5.3% -0.7% 3.7% -0.2% 8.0% 1.2% 17.0% Avg 1.45% 0.78% -1.32% 2.37% -0.10% 1.89% -3.81% 1.97% -4.35% 2.36% 2.31% 1.63% 7.52% 2005-1 -2.6% 0.9% -3.7% -5.3% 5.3% 2.6% 5.7% -2.4% -0.1% -3.6% 5.3% -2.5% 3.3% 2006-2 7.2% -0.7% 3.1% 0.7% -5.3% -1.6% -4.1% 4.4% 0.6% 6.7% 4.5% 0.8% 17.0% 2007-3 1.6% -1.8% 1.2% 1.4% 3.8% -2.3% -8.2% 1.9% 0.6% 0.4% -3.4% 0.8% -2.7% 2008-4 -5.3% -6.1% 0.5% 0.8% 2.5% -6.9% 3.3% 3.3% -8.0% -20.0% -12.1% 19.8% -34.8% 2009-1 1.3% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% .0% Avg 0.44% -1.89% 0.29% -0.59% 1.58% -2.07% -0.82% 1.81% -1.73% -4.11% -1.43% 4.73% -4.31% Averages 2.4% 0.9% 0.4% 1.5% 1.5% 0.4% -0.9% 0.8% -0.9% -1.0% 1.4% 2.8% 10.8% Win% 61% 53% 63% 67% 67% 60% 47% 63% 53% 53% 63% 73% 69% Break down by presidential years Year 1 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1981-1 -1.5% 2.9% 7.2% 1.8% 3.1% -2.6% -1.9% -7.5% -8.3% 7.4% 1.4% -1.8% -1.5% 1985-1 13.4% 2.5% -3.2% -1.5% 3.8% 0.9% 2.5% -1.8% -5.7% 3.1% 6.2% 4.5% 28.0% 1989-1 4.8% 0.1% 2.1% 4.0% 4.4% -2.9% 4.1% 2.3% -0.3% -6.4% 0.2% -0.1% 14.2% 1993-1 3.8% -2.9% 4.4% -2.6% 3.8% 0.1% 1.0% 3.8% 2.4% 2.4% -3.5% 2.4% 17.0% 1997-1 2.9% -2.6% -5.0% 0.6% 10.2% 3.4% 5.2% 2.2% 6.0% -4.7% -2.5% 0.7% 20.5% 2001-1 9.9% -6.8% -4.8% 10.4% 1.2% 2.3% -2.9% -4.2% -13.3% 7.7% 6.0% 6.9% 1.0% 2005-1 -2.6% 0.9% -3.7% -5.3% 5.3% 2.6% 5.7% -2.4% -0.1% -3.6% 5.3% -2.5% 3.3% 2009-1 1.3% .0% Avg 3.07% -2.84% -2.27% 0.78% 5.12% 2.07% 2.25% -0.14% -1.25% 0.46% 1.32% 1.86% 10.47% Averages 4.0% -0.8% -0.4% 1.1% 4.5% 0.5% 2.0% -1.1% -2.8% 0.8% 1.9% 1.4% 11.8% Win% 75% 57% 43% 57% 100% 71% 71% 43% 29% 57% 71% 57% 86% Year 2 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1982-2 -4.0% -4.3% -1.8% 4.1% -3.3% -3.4% -1.2% 6.9% 4.0% 13.4% 8.0% -0.2% 20.7% 1986-2 1.2% 6.5% 4.5% 2.0% 3.7% 0.1% -9.8% 3.2% -5.7% 3.3% -0.5% -2.6% 3.9% 1990-2 -9.8% 2.2% 3.5% -2.6% 6.6% -0.3% -4.4% -13.2% -8.9% -7.5% 7.2% 3.2% -21.5% 1994-2 3.9% -0.4% -5.0% 2.2% -1.9% -3.9% 1.2% 5.0% 0.0% 0.1% -3.6% 3.4% -3.2% 1998-2 -1.5% 6.3% 4.1% -0.4% -5.8% 1.4% -8.7% -18.2% 4.4% 8.0% 2.8% 5.8% -3.4% 2002-2 -0.8% -2.2% 5.9% 1.2% -4.6% -2.5% -12.4% 0.4% -4.4% 1.5% 6.0% -6.2% -21.6% 2006-2 7.2% -0.7% 3.1% 0.7% -5.3% -1.6% -4.1% 4.4% 0.6% 6.7% 4.5% 0.8% 17.0% Avg -0.21% 1.05% 2.32% 0.22% -2.20% -1.39% -5.68% -4.31% -1.66% 1.76% 3.38% 1.40% -6.53% Averages -0.5% 1.1% 2.0% 1.0% -1.5% -1.5% -5.6% -1.6% -1.4% 3.6% 3.5% 0.6% -1.2% Win% 43% 43% 71% 71% 29% 29% 14% 71% 57% 86% 71% 57% 43% Year 3 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1979-3 6.4% -3.1% 8.9% 2.9% -1.9% 5.0% 3.9% 7.3% 1.1% -11.0% 7.3% 6.9% 34.6% 1983-3 8.2% 6.2% 1.9% 7.6% 7.6% 4.5% -3.9% -3.0% 1.2% -6.5% 5.6% -2.1% 26.3% 1987-3 9.7% 6.9% 2.6% -2.5% -0.4% 2.5% 3.3% 2.9% -1.2% -30.9% -7.1% 8.2% -10.3% 1991-3 9.5% 10.0% 6.1% 0.2% 3.6% -6.2% 2.6% 3.7% 1.2% 2.7% -4.5% 7.5% 43.7% 1995-3 -0.2% 3.7% 1.8% 2.1% 1.6% 4.5% 5.6% 2.3% 1.4% -3.5% 3.7% 2.0% 26.2% 1999-3 1.4% -7.9% 0.8% 8.5% 1.2% 4.6% -2.1% -3.3% -0.9% 1.2% 5.2% 11.3% 19.6% 2003-3 -5.2% -2.6% 1.5% 8.1% 10.6% 1.3% 6.0% 6.3% -3.9% 5.6% 1.6% 0.4% 45.4% 2007-3 1.6% -1.8% 1.2% 1.4% 3.8% -2.3% -8.2% 1.9% 0.6% 0.4% -3.4% 0.8% -2.7% Avg 1.44% 0.26% 2.28% 4.07% 4.16% 0.37% 0.78% 2.17% -0.31% 1.28% 0.50% 4.40% 26.43% Averages 3.9% 1.4% 3.1% 3.5% 3.3% 1.7% 0.9% 2.3% -0.1% -5.2% 1.0% 4.4% 22.8% Win% 75% 50% 100% 88% 75% 75% 63% 75% 63% 50% 63% 88% 75% Year 4 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1980-4 10.1% -2.6% -17.9% 4.9% 8.3% 4.1% 10.5% 5.9% 2.0% 2.9% 6.4% -2.2% 33.8% 1984-4 -1.9% -5.4% -0.1% -0.4% -6.3% 1.3% -4.6% 9.9% -0.3% -1.3% -3.2% 2.0% -9.6% 1988-4 1.3% 8.3% 4.4% 3.4% -2.7% 5.8% -0.8% -3.3% 3.1% -0.4% -3.5% 3.4% 22.2% 1992-4 8.0% 2.6% -3.8% -3.0% 1.0% -5.4% 2.7% -3.4% 2.0% 3.9% 7.0% 3.4% 16.4% 1996-4 -0.5% 2.4% 2.1% 4.8% 3.3% -4.1% -9.1% 4.5% 3.9% -1.4% 4.2% 2.0% 14.8% 2000-4 -0.2% 14.7% -8.4% -1.9% -8.2% 5.0% -4.5% 8.1% -3.8% -2.7% -9.9% 5.8% -4.2% 2004-4 3.5% 0.9% -0.7% -6.0% 0.5% 3.3% -5.3% -0.7% 3.7% -0.2% 8.0% 1.2% 17.0% 2008-4 -5.3% -6.1% 0.5% 0.8% 2.5% -6.9% 3.3% 3.3% -8.0% -20.0% -12.1% 19.8% -34.8% Avg 1.12% 2.89% -2.07% -1.07% -0.18% -1.62% -2.58% 2.35% -0.44% -4.07% -0.59% 6.45% 1.82% Averages 1.9% 1.8% -3.0% 0.3% -0.2% 0.4% -1.0% 3.0% 0.3% -2.4% -0.4% 4.4% 6.9% Win% 50% 63% 38% 50% 63% 63% 38% 63% 63% 25% 50% 88% 63%