Cotton (CT-F)
Commodities · Softs · data since 2000-01-03 · last close 2026-07-24
1d
-1.88%
7d
+3.80%
30d
+10.97%
YTD
+24.47%
1y
+18.80%
Cotton (CT-F) monthly returns (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.7 | 0.7 | 10.1 | 14.1 | -4.7 | -5.2 | 10.8 | · | · | · | · | · |
| 2025 | -3.7 | -3.0 | 4.6 | -1.6 | -1.1 | 1.9 | -1.0 | -0.6 | -2.9 | 3.5 | -4.0 | 2.2 |
| 2024 | 5.2 | 19.2 | -10.0 | -14.7 | -2.3 | -8.3 | -2.6 | 2.7 | 5.4 | -5.4 | 5.4 | -6.8 |
| 2023 | 3.4 | -2.4 | -1.7 | -4.5 | 5.6 | -0.8 | 3.1 | 3.1 | -1.4 | -6.5 | -2.2 | 2.0 |
| 2022 | 13.3 | -3.9 | 10.7 | 12.3 | -8.8 | -25.2 | -0.8 | 14.7 | -21.2 | -22.8 | 19.5 | -3.1 |
| 2021 | 3.2 | 8.9 | -7.9 | 8.1 | -6.1 | 2.3 | 6.9 | 4.5 | 14.8 | 6.5 | -2.8 | 0.8 |
| 2020 | -2.2 | -8.8 | -17.0 | 13.6 | -0.8 | 5.9 | 2.2 | 3.4 | 0.1 | 6.9 | 2.4 | 10.7 |
| 2019 | 3.0 | -3.6 | 8.2 | -2.1 | -10.4 | -7.2 | 0.1 | -6.6 | 1.2 | 7.8 | -0.1 | 7.2 |
| 2018 | -1.7 | 5.7 | -0.2 | 4.0 | 10.0 | -8.3 | 5.7 | -8.8 | -6.7 | 0.1 | 0.4 | -6.4 |
| 2017 | 6.1 | 0.5 | 2.6 | 3.8 | -4.0 | -2.2 | -6.4 | 1.4 | -3.4 | -1.0 | 9.7 | 4.8 |
| 2016 | -3.4 | -5.1 | 0.7 | 9.1 | 0.3 | -1.8 | 18.1 | -11.9 | 4.5 | 0.8 | 5.2 | -2.5 |
| 2015 | -1.5 | 9.1 | -2.5 | 8.0 | -5.5 | 4.9 | -5.2 | -0.4 | -6.7 | 6.4 | -3.2 | 3.2 |
| 2014 | 1.4 | 0.9 | 8.0 | 0.7 | -8.4 | -8.2 | -21.6 | 8.9 | -8.3 | 4.0 | -5.4 | -1.1 |
| 2013 | 10.4 | 0.7 | 5.9 | -3.3 | -7.2 | 4.2 | 3.5 | -2.3 | 2.9 | -10.4 | 1.2 | 8.3 |
| 2012 | 1.6 | -3.6 | 4.1 | -6.7 | -18.0 | 0.8 | -2.2 | 8.4 | -9.6 | 1.3 | 3.7 | 3.4 |
| 2011 | 16.3 | 21.8 | -2.4 | -10.7 | -11.3 | 0.7 | -36.1 | 3.7 | -6.8 | 3.6 | -11.7 | 1.6 |
| 2010 | -8.7 | 19.7 | -2.5 | 2.7 | -3.3 | 3.2 | -0.3 | 8.2 | 16.9 | 20.2 | 0.8 | 14.7 |
| 2009 | 0.8 | -14.9 | 10.5 | 15.1 | 6.5 | -6.4 | 8.7 | -0.3 | 6.2 | 10.3 | 4.6 | 6.9 |
| 2008 | -0.3 | 17.5 | -13.0 | -0.9 | -4.4 | 8.6 | 0.3 | -5.8 | -17.8 | -20.2 | 3.3 | 7.2 |
| 2007 | -3.9 | 2.9 | -3.6 | -11.8 | 8.0 | 14.6 | 7.7 | -6.6 | 5.4 | 3.3 | -9.2 | 16.9 |
| 2006 | 2.8 | 0.5 | -6.0 | -5.2 | 2.1 | -2.3 | 7.4 | -0.8 | -7.1 | -0.0 | -0.8 | 14.9 |
| 2005 | -2.3 | 14.9 | 5.4 | 9.4 | -16.1 | 6.9 | -1.9 | -5.6 | 7.0 | 0.7 | -5.2 | 10.2 |
| 2004 | -5.8 | 1.9 | -13.9 | -4.2 | 2.8 | -21.1 | -9.2 | 22.8 | -10.6 | -6.5 | 8.2 | -8.0 |
| 2003 | 2.4 | -6.4 | 17.8 | -6.5 | -6.3 | 11.1 | 1.3 | 1.1 | 16.0 | 14.9 | -11.4 | 10.4 |
| 2002 | -0.3 | -5.0 | 13.2 | -12.6 | 18.4 | 18.6 | 0.3 | -4.9 | -5.1 | 9.1 | 2.7 | 7.7 |
| 2001 | -1.5 | -14.3 | -14.3 | -2.0 | -7.5 | 4.6 | -2.0 | -9.4 | -11.7 | -10.8 | 24.8 | -4.6 |
| 2000 | 13.3 | -2.2 | 2.7 | -4.2 | 12.4 | -18.8 | 17.5 | 6.0 | -1.8 | 1.2 | 3.6 | -4.5 |
| Avg | 1.7 | 1.9 | 0.4 | 0.4 | -2.2 | -1.0 | 0.2 | 1.0 | -1.6 | 0.7 | 1.5 | 3.7 |
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 | +1.7% | +1.9% | +0.4% | +0.4% | -2.2% | -1.0% | -0.3% | +1.0% | -1.6% | +0.7% | +1.5% | +3.7% |
| Win rate | 52%/27 | 56%/27 | 52%/27 | 44%/27 | 33%/27 | 52%/27 | 54%/26 | 50%/26 | 42%/26 | 65%/26 | 58%/26 | 69%/26 |
Win rate = share of positive months / sample size.
Risk & extremes
Max drawdown
-77.5%
Worst peak-to-trough fall on record
Monthly volatility
±8.8%
Std. dev. of monthly returns
Positive months
52%
Share of completed months in the green
Best month
+24.75%
2001-11
Worst month
-36.12%
2011-07
Longest streaks
9▲ / 6▼
Consecutive up / down months
Drawdown & rolling returns
Percent below the all-time high at each month-end — how far underwater the asset was.
About Cotton
Cotton does respectable public-company things — with price receipts on this site going back to 2000. Since 2000 it has ground out +25% overall — not every story is a rocket.
Did you know?
- Its best month on record was November 2001 at +24.75%; its worst, July 2011 at -36.12%.
Trivia for entertainment — the numbers come from our price data; the jokes don't.