STI June Performance

This is the performance of STI in June from 1988 onwards.

Entry Date	Entry Price	Exit Date	Exit Price	% Change	Draw Down %	Max Gain %	Bars Held
6/1/1988	1006	6/30/1988	1093	8.62	0.00	8.62	18
6/1/1989	1279	6/30/1989	1308	2.23	-5.64	2.82	21
6/1/1990	1556	6/29/1990	1527	-1.85	-2.13	0.79	20
6/3/1991	1566	6/28/1991	1490	-4.84	-4.84	0.00	17
6/1/1992	1511	6/30/1992	1481	-1.95	-2.27	0.81	20
6/2/1993	1895	6/30/1993	1803	-4.88	-9.14	0.27	20
6/1/1994	2280	6/30/1994	2225	-2.43	-3.65	1.29	21
6/1/1995	2180	6/30/1995	2093	-3.97	-5.35	1.80	21
6/3/1996	2332	6/28/1996	2296	-1.55	-2.78	0.65	18
6/2/1997	2065	6/30/1997	1988	-3.74	-4.68	0.07	20
6/1/1998	1254	6/30/1998	1067	-14.94	-17.74	0.00	21
6/1/1999	1910	6/30/1999	2168	13.49	-0.37	15.88	21
6/1/2000	1810	6/30/2000	2038	12.61	-0.04	15.72	21
6/1/2001	1663	6/29/2001	1727	3.79	-1.08	3.79	20
6/3/2002	1677	6/28/2002	1553	-7.38	-9.34	0.27	19
6/2/2003	1367	6/30/2003	1448	5.92	-0.13	11.43	20
6/1/2004	1787	6/30/2004	1838	2.83	-1.13	3.22	20
6/1/2005	2169	6/30/2005	2213	1.99	-0.08	2.82	21
6/1/2006	2394	6/30/2006	2435	1.71	-4.86	2.17	21
6/1/2007	3548	6/29/2007	3548	0.02	-1.89	2.94	20

Out of 20 June months, we have 10 winners and 10 losers. Interestingly from 2000 onwards, STI performed quite ok in June except for 2002 where it was down 7%.