Columbia EM Core ex-China ETF (XCEM)
Seasonality Analysis
Columbia EM Core ex-China ETF Annual Seasonality Statistics
Columbia EM Core ex-China ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 2.07% | Moderate | |
| February WORST | -1.19% | Weak | |
| March | -0.73% | Weak | |
| April | 1.61% | Strong | |
| May | 0.75% | Moderate | |
| June | 1.08% | Moderate | |
| July BEST | 2.16% | Strong | |
| August | 0.24% | Moderate | |
| September | -0.52% | Weak | |
| October | 1.20% | Moderate | |
| November | 1.25% | Weak | |
| December | -0.97% | Weak |
Columbia EM Core ex-China ETF 2026 vs Historical Pattern
Columbia EM Core ex-China ETF Interactive Seasonality Chart
Columbia EM Core ex-China ETF Pattern Scanner
Columbia EM Core ex-China ETF Seasonal Historical Performance
About Columbia EM Core ex-China ETF (XCEM) Seasonality
Columbia EM Core ex-China ETF (XCEM) has been analyzed using 11 years of historical data to identify seasonal patterns. Classified under ETFs, Columbia EM Core ex-China ETF shows distinct seasonal tendencies based on historical data.
The strongest month for Columbia EM Core ex-China ETF is historically July, with an average return of 2.16% and a win rate of 70%. Conversely, February tends to be the weakest month, averaging -1.19% return.
Looking at the full calendar year, Columbia EM Core ex-China ETF has an average annual return of 6.97% with an overall monthly win rate of 59.7%. Out of 12 months, 8 typically show positive average returns.
The seasonal pattern for Columbia EM Core ex-China ETF has a consistency score of 50.6 (Fair), based on 12 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Columbia EM Core ex-China ETF Seasonality FAQ
What is the best month to buy Columbia EM Core ex-China ETF (XCEM)?
Historically, July has been the best month for Columbia EM Core ex-China ETF, with an average return of 2.16% and a win rate of 70%. However, past performance does not guarantee future results.
What is the worst month for Columbia EM Core ex-China ETF (XCEM)?
Based on historical data, February has been the weakest month for Columbia EM Core ex-China ETF, with an average return of -1.19%. This is a historical observation and does not guarantee future results.
How reliable is XCEM seasonality data?
The seasonality analysis for Columbia EM Core ex-China ETF is based on 11 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Columbia EM Core ex-China ETF seasonality in my trading?
Use Columbia EM Core ex-China ETF (XCEM) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.