CME Group (CME)
S&P 500 · Financials · data since 2002-12-06 · last close 2026-07-24
1d
+0.39%
7d
+4.19%
30d
+10.20%
YTD
-3.78%
1y
-4.31%
CME Group (CME) monthly returns (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.8 | 10.5 | -5.3 | -2.5 | -5.0 | -18.9 | 15.6 | · | · | · | · | · |
| 2025 | 1.9 | 7.3 | 5.1 | 4.4 | 4.3 | -4.2 | 1.0 | -4.2 | 1.9 | -1.7 | 6.0 | -2.5 |
| 2024 | -2.3 | 7.0 | -1.8 | -2.6 | -3.2 | -2.6 | -1.5 | 11.4 | 2.8 | 2.1 | 5.6 | 0.5 |
| 2023 | 5.0 | 4.9 | 4.0 | -3.0 | -3.8 | 4.3 | 7.4 | 1.9 | -0.7 | 6.6 | 2.3 | -0.6 |
| 2022 | 0.5 | 3.1 | 1.0 | -7.8 | -9.3 | 3.5 | -2.5 | -1.9 | -9.0 | -2.2 | 1.9 | -1.6 |
| 2021 | -0.2 | 9.9 | 2.7 | -1.1 | 8.3 | -2.4 | -0.3 | -4.9 | -3.7 | 14.1 | -0.0 | 5.5 |
| 2020 | 8.2 | -8.4 | -12.7 | 3.1 | 2.5 | -10.6 | 2.2 | 5.8 | -4.4 | -9.9 | 16.1 | 6.0 |
| 2019 | -3.1 | -0.2 | -9.1 | 8.7 | 7.4 | 1.4 | 0.2 | 11.8 | -2.4 | -2.6 | -1.5 | 0.6 |
| 2018 | 5.1 | 8.3 | -2.3 | -2.5 | 3.3 | 1.0 | -2.9 | 9.8 | -2.2 | 7.7 | 3.7 | 0.3 |
| 2017 | 5.0 | 0.3 | -1.7 | -2.2 | 0.9 | 7.4 | -2.1 | 2.6 | 8.4 | 1.1 | 9.0 | 0.5 |
| 2016 | -0.8 | 1.8 | 5.7 | -4.3 | 6.5 | 0.1 | 5.0 | 6.0 | -3.0 | -4.2 | 12.8 | 5.5 |
| 2015 | -3.8 | 12.5 | -0.8 | -4.0 | 3.6 | -0.7 | 3.2 | -1.7 | -1.3 | 1.9 | 3.4 | -3.8 |
| 2014 | -4.7 | -1.3 | 0.9 | -4.9 | 2.3 | -0.8 | 4.2 | 3.5 | 5.1 | 4.8 | 1.0 | 7.6 |
| 2013 | 14.2 | 3.2 | 3.7 | -0.9 | 11.6 | 12.5 | -2.5 | -4.0 | 4.5 | 0.5 | 10.4 | -0.6 |
| 2012 | -1.7 | 20.9 | 1.9 | -8.1 | -3.1 | 5.0 | -2.8 | 5.3 | 5.2 | -2.4 | -1.2 | -5.2 |
| 2011 | -4.1 | 0.9 | -2.7 | -1.9 | -3.4 | 2.6 | -0.8 | -7.6 | -7.3 | 11.8 | -9.5 | -1.7 |
| 2010 | -14.6 | 5.2 | 5.2 | 4.2 | -3.8 | -10.7 | -1.0 | -11.0 | 5.4 | 11.2 | -0.6 | 12.1 |
| 2009 | -16.4 | 4.9 | 35.9 | -10.2 | 45.3 | -2.9 | -10.4 | 4.4 | 6.3 | -1.8 | 8.5 | 2.7 |
| 2008 | -10.0 | -16.9 | -8.4 | -2.5 | -5.9 | -10.7 | -6.0 | -6.9 | 12.6 | -24.1 | -24.9 | -1.2 |
| 2007 | 10.5 | -4.3 | -1.1 | -3.0 | 2.8 | 0.8 | 3.4 | 0.4 | 6.0 | 13.4 | -1.1 | 4.3 |
| 2006 | 15.2 | 0.6 | 5.3 | 2.4 | -3.6 | 11.5 | -6.1 | -4.6 | 8.8 | 4.8 | 6.9 | -4.7 |
| 2005 | -6.2 | -3.7 | -5.9 | 0.8 | 10.6 | 36.9 | 1.9 | -7.8 | 21.7 | 8.3 | -3.0 | 3.9 |
| 2004 | 20.8 | 6.7 | 4.0 | 21.3 | 10.1 | 12.0 | -13.1 | 6.1 | 21.4 | 8.9 | 11.4 | 17.0 |
| 2003 | -2.7 | 1.3 | 12.2 | 17.4 | 8.7 | 13.5 | 5.8 | -4.4 | -2.0 | -1.3 | 0.8 | 6.0 |
| 2002 | · | · | · | · | · | · | · | · | · | · | · | 1.8 |
| Avg | 0.9 | 3.1 | 1.5 | 0.0 | 3.6 | 2.0 | -0.1 | 0.4 | 3.2 | 2.0 | 2.5 | 2.2 |
Values in %. Current and first-listed months are partial (greyed).
returnsview.com
Seasonality — average by calendar month
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | +0.9% | +3.1% | +1.5% | +0.0% | +3.6% | +2.0% | -0.8% | +0.4% | +3.2% | +2.0% | +2.5% | +2.2% |
| Win rate | 46%/24 | 75%/24 | 54%/24 | 33%/24 | 62%/24 | 58%/24 | 43%/23 | 52%/23 | 57%/23 | 61%/23 | 65%/23 | 62%/24 |
Win rate = share of positive months / sample size.
Risk & extremes
Max drawdown
-77.5%
Worst peak-to-trough fall on record
Monthly volatility
±8.1%
Std. dev. of monthly returns
Positive months
56%
Share of completed months in the green
Best month
+45.31%
2009-05
Worst month
-24.88%
2008-11
Longest streaks
10▲ / 8▼
Consecutive up / down months
Drawdown & rolling returns
Percent below the all-time high at each month-end — how far underwater the asset was.
About CME Group
CME Group moves money around and keeps a slice for the trouble — with price receipts on this site going back to 2002. And the long game: $100 at its first close here (2002) would be about $5,307 today.
Did you know?
- Its best month on record was May 2009 at +45.31%; its worst, November 2008 at -24.88%.
- It has closed February in the green 18 out of 24 times — not a promise, just a suspicious habit.
Trivia for entertainment — the numbers come from our price data; the jokes don't.