Last Update: 31 August 2022

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

Considering all 15 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 6 years rolling periods, you would have obtained a positive returns 90.24% of times

All the returns are calculated over the available historical serie, starting from January 1986 until August 2022.

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

Rolling Returns

DFA International Core Equity I (DFIEX) Fund: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.33 78.27
Feb 1986 - Jan 1987
-51.76
Mar 2008 - Feb 2009
37.06%
2 Years
6.65 46.94
Feb 1986 - Jan 1988
-31.19
Mar 2007 - Feb 2009
29.50%
3 Years
5.80 38.88
Jan 1986 - Dec 1988
-19.17
Apr 2000 - Mar 2003
23.46%
4 Years
5.37 31.86
Jan 1986 - Dec 1989
-9.50
Apr 1999 - Mar 2003
24.68%
5 Years
5.30 24.52
Oct 2002 - Sep 2007
-6.99
Apr 1998 - Mar 2003
16.27%
6 Years
5.22 17.36
Nov 2001 - Oct 2007
-3.84
Apr 1997 - Mar 2003
9.76%
7 Years
5.22 13.01
Apr 2003 - Mar 2010
-3.15
Apr 1996 - Mar 2003
4.48%
8 Years
5.25 14.53
Feb 1986 - Jan 1994
-1.98
Oct 1994 - Sep 2002
4.35%
9 Years
5.25 13.50
Mar 2009 - Feb 2018
-3.65
Mar 2000 - Feb 2009
5.11%
10 Years
5.22 12.14
Jan 1986 - Dec 1995
-0.81
Mar 1999 - Feb 2009
0.62%
11 Years
5.14 11.49
Apr 2003 - Mar 2014
-0.55
Mar 1998 - Feb 2009
0.65%
12 Years
5.15 10.95
Mar 2009 - Feb 2021
0.22
Mar 1991 - Feb 2003
0.00%
13 Years
5.11 10.76
Jan 1986 - Dec 1998
-0.72
Oct 1989 - Sep 2002
2.11%
14 Years
4.98 12.03
Jan 1986 - Dec 1999
-0.32
Mar 1989 - Feb 2003
1.10%
15 Years
5.01 9.94
Jan 1986 - Dec 2000
0.23
Apr 1988 - Mar 2003
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
+8.33% +78.27%
Feb 1986 - Jan 1987
-51.76%
Mar 2008 - Feb 2009
37.06%
159 out of 429
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
+6.65% +46.94%
Feb 1986 - Jan 1988
-31.19%
Mar 2007 - Feb 2009
29.50%
123 out of 417
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
+5.80% +38.88%
Jan 1986 - Dec 1988
-19.17%
Apr 2000 - Mar 2003
23.46%
95 out of 405
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
+5.37% +31.86%
Jan 1986 - Dec 1989
-9.50%
Apr 1999 - Mar 2003
24.68%
97 out of 393
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
+5.30% +24.52%
Oct 2002 - Sep 2007
-6.99%
Apr 1998 - Mar 2003
16.27%
62 out of 381
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
+5.22% +17.36%
Nov 2001 - Oct 2007
-3.84%
Apr 1997 - Mar 2003
9.76%
36 out of 369
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
+5.22% +13.01%
Apr 2003 - Mar 2010
-3.15%
Apr 1996 - Mar 2003
4.48%
16 out of 357
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
+5.25% +14.53%
Feb 1986 - Jan 1994
-1.98%
Oct 1994 - Sep 2002
4.35%
15 out of 345
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
+5.25% +13.50%
Mar 2009 - Feb 2018
-3.65%
Mar 2000 - Feb 2009
5.11%
17 out of 333
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
+5.22% +12.14%
Jan 1986 - Dec 1995
-0.81%
Mar 1999 - Feb 2009
0.62%
2 out of 321
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
+5.14% +11.49%
Apr 2003 - Mar 2014
-0.55%
Mar 1998 - Feb 2009
0.65%
2 out of 309
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
+5.15% +10.95%
Mar 2009 - Feb 2021
+0.22%
Mar 1991 - Feb 2003
0.00%
0 out of 297
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
+5.11% +10.76%
Jan 1986 - Dec 1998
-0.72%
Oct 1989 - Sep 2002
2.11%
6 out of 285
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
+4.98% +12.03%
Jan 1986 - Dec 1999
-0.32%
Mar 1989 - Feb 2003
1.10%
3 out of 273
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
+5.01% +9.94%
Jan 1986 - Dec 2000
+0.23%
Apr 1988 - Mar 2003
0.00%
0 out of 261
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 International Core Equity I (DFIEX) Fund: historical returns page.

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