FactSet (FDS)
S&P 500 · Financials · data since 1996-06-28 · last close 2026-09-09
FactSet (FDS) monthly returns (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -12.3 | -14.3 | 0.1 | 4.9 | 8.4 | -6.3 | 14.4 | 19.1 | -11.0 | · | · | · |
| 2025 | -1.2 | -2.5 | -1.5 | -4.9 | 6.3 | -2.4 | -9.9 | -7.1 | -23.3 | -6.9 | 4.3 | 4.7 |
| 2024 | -0.2 | -2.6 | -1.8 | -8.3 | -2.8 | 1.0 | 1.2 | 2.6 | 8.8 | -1.3 | 8.3 | -2.1 |
| 2023 | 5.4 | -1.8 | 0.1 | -0.8 | -6.3 | 4.1 | 8.6 | 0.5 | 0.2 | -1.2 | 5.2 | 5.2 |
| 2022 | -13.2 | -3.5 | 6.9 | -7.1 | -5.2 | 0.7 | 11.7 | 1.1 | -7.7 | 6.3 | 8.6 | -13.0 |
| 2021 | -9.1 | 0.8 | 1.5 | 8.9 | -0.3 | 0.4 | 6.5 | 6.7 | 3.8 | 12.4 | 5.8 | 3.7 |
| 2020 | 6.6 | -6.8 | -2.0 | 5.5 | 12.1 | 6.8 | 5.4 | 1.4 | -4.4 | -8.5 | 9.2 | -0.4 |
| 2019 | 9.2 | 7.9 | 5.6 | 11.1 | 1.1 | 3.0 | -3.2 | -1.6 | -10.7 | 4.3 | 2.7 | 3.3 |
| 2018 | 4.1 | 1.5 | -1.9 | -5.2 | 6.6 | -1.4 | 1.6 | 14.2 | -2.5 | 0.0 | 5.1 | -14.7 |
| 2017 | 5.9 | 3.1 | -7.3 | -1.0 | 1.8 | 0.3 | 0.6 | -5.7 | 14.6 | 5.4 | 5.6 | -3.6 |
| 2016 | -7.3 | 0.2 | 0.7 | -0.5 | 5.8 | 1.5 | 6.5 | 3.8 | -8.9 | -4.5 | 3.9 | 2.0 |
| 2015 | 2.0 | 8.6 | 2.4 | -1.1 | 5.2 | -1.6 | 1.9 | -4.4 | 1.2 | 9.6 | -2.9 | -4.1 |
| 2014 | -2.6 | -0.1 | 2.4 | -1.2 | 1.0 | 12.3 | -0.1 | 6.4 | -4.6 | 8.2 | 4.6 | 2.7 |
| 2013 | 5.1 | 5.5 | -4.8 | 1.6 | 4.8 | 3.8 | 7.1 | -5.9 | 6.6 | -0.1 | 4.0 | -3.9 |
| 2012 | 1.2 | -0.7 | 13.3 | 5.9 | 0.8 | -11.8 | 0.0 | -0.4 | 4.5 | -6.1 | 2.4 | -4.7 |
| 2011 | 7.5 | 4.3 | -0.1 | 4.5 | 1.6 | -7.7 | -10.0 | -4.2 | 1.2 | 11.8 | -5.9 | -6.4 |
| 2010 | -4.4 | 5.4 | 10.8 | 2.5 | -9.2 | -1.6 | 12.0 | -1.6 | 10.3 | 8.2 | 1.3 | 5.7 |
| 2009 | -10.0 | -2.7 | 29.7 | 7.2 | -0.9 | -5.7 | 13.7 | -2.6 | 20.4 | -3.3 | 13.3 | -9.0 |
| 2008 | 0.6 | -5.9 | 2.3 | 11.4 | 8.1 | -12.9 | 2.3 | 9.1 | -16.7 | -25.8 | 3.6 | 10.6 |
| 2007 | 2.8 | 4.9 | 3.3 | -2.1 | 4.0 | 7.1 | -3.5 | -9.0 | 14.4 | 2.9 | -10.9 | -11.1 |
| 2006 | -3.1 | -1.7 | 13.3 | -0.5 | 1.9 | 5.3 | -7.2 | 0.6 | 10.1 | 4.8 | 4.0 | 6.8 |
| 2005 | -8.6 | -7.2 | 0.1 | -15.9 | 15.5 | 12.0 | 2.3 | -4.4 | 0.7 | -0.5 | 10.6 | 6.3 |
| 2004 | -0.4 | -3.0 | 15.6 | -6.6 | 10.1 | 8.1 | -8.7 | 3.4 | 8.2 | 3.4 | 3.8 | 13.3 |
| 2003 | -3.8 | -5.7 | 26.8 | 7.2 | 10.8 | 14.4 | 4.4 | 5.7 | -8.7 | -1.6 | -4.9 | -7.8 |
| 2002 | 10.7 | -11.3 | 17.7 | -13.7 | -6.3 | -8.7 | -12.4 | -4.7 | 7.1 | 3.0 | 13.2 | -8.5 |
| 2001 | 1.0 | -16.6 | -3.2 | 17.6 | 13.1 | -11.0 | -7.1 | -23.4 | -4.3 | 2.0 | 21.3 | 16.6 |
| 2000 | -15.9 | -10.0 | -10.2 | 6.2 | -10.3 | 9.7 | 15.5 | 4.9 | 10.0 | 0.7 | -15.2 | 15.5 |
| 1999 | 19.8 | -15.4 | 3.8 | 7.8 | -8.2 | 32.5 | -11.9 | -7.0 | 22.8 | 16.9 | -6.7 | 28.4 |
| 1998 | -8.9 | 6.7 | 19.7 | -2.1 | -7.3 | 0.2 | 13.1 | -12.2 | -1.7 | -5.3 | 35.4 | 52.0 |
| 1997 | -1.8 | -12.1 | 6.9 | 4.5 | -3.7 | 25.6 | 12.0 | 0.0 | 9.3 | -11.0 | -5.4 | 21.8 |
| 1996 | · | · | · | · | · | 0.0 | 0.0 | 1.3 | -5.6 | 25.5 | -2.1 | -10.6 |
| Avg | -0.7 | -2.5 | 5.0 | 1.2 | 2.0 | 2.5 | 2.2 | -0.4 | 1.4 | 1.6 | 4.1 | 3.3 |
Values in %. Current and first-listed months are partial (greyed).
returnsview.com
FDS seasonality — average by calendar month
FactSet has monthly history back to 1996. Its strongest month by median is November — positive in 22 of 30 years, median +4.0%, and higher in 9 of the last 9. February is the soft spot, down in 19 of 30 with a median of -2.1%. Across its full record it has closed 57% of months higher, swings ±9.3% in an average month and has fallen 61.1% peak to trough.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | -0.7% | -2.5% | +5.0% | +1.2% | +1.9% | +2.5% | +2.2% | -0.4% | +1.8% | +1.6% | +4.1% | +3.3% |
| Win rate | 47%/30 | 37%/30 | 70%/30 | 50%/30 | 63%/30 | 61%/31 | 65%/31 | 48%/31 | 60%/30 | 57%/30 | 73%/30 | 53%/30 |
Win rate = share of positive months / sample size.
FDS risk & extremes
FDS drawdown & rolling returns
Percent below the all-time high at each month-end — how far underwater the asset was.
Related stocks
Frequently asked questions
What was FactSet's best month?+
FactSet's strongest completed month on record is December 1998, at +52.00%.
What was FactSet's worst month?+
Its weakest completed month on record is October 2008, at -25.76%.
Is FactSet up this year?+
FactSet is down 2.83% year to date, measured from its last close before 1 January.
What is FactSet's 1-year return?+
-24.07% over the past twelve months, comparing the latest close with the most recent close on or before the same date a year earlier.
What is FactSet's biggest drawdown?+
The deepest peak-to-trough fall on record is 61.1%, measured on month-end closes since 1996.
Which calendar month is historically best for FactSet?+
March has the highest average return across every completed March since 1996. An average is not a forecast.
About FactSet
FactSet is an S&P 500 company, a financials business worth about $10 billion. It moves money around and keeps a slice for the trouble — with price receipts on this site going back to 1996. And the long game: $100 at its first close here (1996) would be about $9,187 today.
Did you know?
- Its best month on record was December 1998 at +52%; its worst, October 2008 at -25.76%.
- It has closed November in the green 22 out of 30 times — not a promise, just a suspicious habit.
Trivia for entertainment — the numbers come from our price data; the jokes don't.