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If you are a diver, visit any time of the year. If you plan to conduct some land-based activities, be careful about the stickier November-March period. No need to pack long-sleeved shirts; only if you think you will be hiking some time through the jungle. Don't forget your swim shorts, though!
South East trade winds blow from April - October. They can make small boat passages difficult. They can also bring in quite alot of rain off the ocean. It may be the dry season but it doesn't mean its dry.