As a student of stock market history, I’m often astonished by historical facts about market performance. December is generally a very solid month for equities and no index benefits more from this seasonal bullishness than the Russell 2000. Since 1987, the Russell 2000 has risen 24 of 27 years during the month of December, sporting a robust 42.45% annualized return. It is BY FAR the best month of the year for small caps with the second best month – April – lagging way behind with an annualized return of 19.42%.