Last Update: 31 August 2022

Holding a position in the DFA Emerging Markets Core Equity I (DFCEX) Fund, how long should you stay invested to have high probability to obtain a positive return?

Considering all 11 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 8 years rolling periods, you would have obtained a positive returns 90.03% of times

All the returns are calculated over the available historical serie, starting from March 1987 until August 2022.

In order to have complete information about the Fund, please refer to the DFA Emerging Markets Core Equity I (DFCEX) Fund: historical returns page.

Rolling Returns

DFA Emerging Markets Core Equity I (DFCEX) Fund: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
14.50 111.70
Jan 1991 - Dec 1991
-55.44
Nov 2007 - Oct 2008
33.98%
2 Years
12.72 64.67
Jan 1988 - Dec 1989
-25.90
Sep 1996 - Aug 1998
32.51%
3 Years
11.81 60.25
Jan 1989 - Dec 1991
-15.31
Sep 1995 - Aug 1998
24.30%
4 Years
11.38 54.04
Jan 1988 - Dec 1991
-15.90
Sep 1994 - Aug 1998
17.94%
5 Years
10.99 49.02
Jan 1989 - Dec 1993
-10.37
Feb 1994 - Jan 1999
17.17%
6 Years
10.46 46.91
Jan 1988 - Dec 1993
-7.23
Mar 1997 - Feb 2003
15.21%
7 Years
9.88 36.13
Nov 1987 - Oct 1994
-6.71
Oct 1994 - Sep 2001
10.50%
8 Years
9.53 29.83
Jan 1988 - Dec 1995
-5.29
Oct 1994 - Sep 2002
9.97%
9 Years
9.38 28.19
Jan 1988 - Dec 1996
-5.04
Feb 1994 - Jan 2003
6.58%
10 Years
9.21 22.76
Jan 1988 - Dec 1997
-0.12
Apr 1993 - Mar 2003
0.33%
11 Years
9.13 20.13
Jan 1989 - Dec 1999
0.31
Nov 2007 - Oct 2018
0.00%
12 Years
9.32 21.44
Jan 1988 - Dec 1999
0.48
Apr 2008 - Mar 2020
0.00%
13 Years
9.40 16.71
Jan 1988 - Dec 2000
1.20
Nov 2007 - Oct 2020
0.00%
14 Years
9.37 15.19
Jan 1988 - Dec 2001
2.81
Nov 2007 - Oct 2021
0.00%
15 Years
9.67 14.74
Oct 1990 - Sep 2005
1.87
Feb 1994 - Jan 2009
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+14.50% +111.70%
Jan 1991 - Dec 1991
-55.44%
Nov 2007 - Oct 2008
33.98%
141 out of 415
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+12.72% +64.67%
Jan 1988 - Dec 1989
-25.90%
Sep 1996 - Aug 1998
32.51%
131 out of 403
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+11.81% +60.25%
Jan 1989 - Dec 1991
-15.31%
Sep 1995 - Aug 1998
24.30%
95 out of 391
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+11.38% +54.04%
Jan 1988 - Dec 1991
-15.90%
Sep 1994 - Aug 1998
17.94%
68 out of 379
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.99% +49.02%
Jan 1989 - Dec 1993
-10.37%
Feb 1994 - Jan 1999
17.17%
63 out of 367
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.46% +46.91%
Jan 1988 - Dec 1993
-7.23%
Mar 1997 - Feb 2003
15.21%
54 out of 355
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.88% +36.13%
Nov 1987 - Oct 1994
-6.71%
Oct 1994 - Sep 2001
10.50%
36 out of 343
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.53% +29.83%
Jan 1988 - Dec 1995
-5.29%
Oct 1994 - Sep 2002
9.97%
33 out of 331
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.38% +28.19%
Jan 1988 - Dec 1996
-5.04%
Feb 1994 - Jan 2003
6.58%
21 out of 319
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.21% +22.76%
Jan 1988 - Dec 1997
-0.12%
Apr 1993 - Mar 2003
0.33%
1 out of 307
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.13% +20.13%
Jan 1989 - Dec 1999
+0.31%
Nov 2007 - Oct 2018
0.00%
0 out of 295
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.32% +21.44%
Jan 1988 - Dec 1999
+0.48%
Apr 2008 - Mar 2020
0.00%
0 out of 283
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.40% +16.71%
Jan 1988 - Dec 2000
+1.20%
Nov 2007 - Oct 2020
0.00%
0 out of 271
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.37% +15.19%
Jan 1988 - Dec 2001
+2.81%
Nov 2007 - Oct 2021
0.00%
0 out of 259
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.67% +14.74%
Oct 1990 - Sep 2005
+1.87%
Feb 1994 - Jan 2009
0.00%
0 out of 247
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

In order to have complete information about the Fund, please refer to the DFA Emerging Markets Core Equity I (DFCEX) Fund: historical returns page.

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