Around the same time you'd lift Dahlias to store for winter really, and when flowering is done or almost done. They're hardy down to -5deg C, so you can wait till later on (say November) to do it. Instructions in the link below under Ongoing Care

https://www.rhs.org.uk/plants/popular/chrysanthemum/growing-guide

I think a lot has to do with the variety you have and the severity of your winter. They do need that cold period, but not too cold and not too wet. Also, a few inches of mulch over the crown for the winter will afford some protection, but no guarantees. Mums are fickle plants. Some will return, others don't and others only last a few years. At least you'll have an excuse to buy new plants. They are very inexpensive anyway but a good value with their brilliant colors. I can pick up 3 at the supermarket for $10.00 - not bad if only for a season.

Being by the sea we don’t get long periods of frost but always cold I will lift them in January into greenhouse. Thank you

Again thanks everyone