Consolidated Returns as of 31 March 2024
Holding the DFA US Core Equity 1 (DFEOX) Fund, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~153 years), the longest period with a negative return lasted 188 months (from November 1916 to June 1932).
This means that every rolling period of 189 months or above has always granted a positive return.
To obtain comprehensive information, please consult the DFA US Core Equity 1 (DFEOX) Fund: Historical Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
The annualized return of the last 10 years has been 11.80% (updated at Mar 31, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.73% |
+164.11%
Jul 1932 - Jun 1933 |
-67.90%
Jul 1931 - Jun 1932 |
27.46%
502 out of 1828 |
US Inflation Adjusted | +8.82% |
+182.83%
Jul 1932 - Jun 1933 |
-64.35%
Jul 1931 - Jun 1932 |
31.18%
570 out of 1828 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.86% |
+59.68%
Jul 1932 - Jun 1934 |
-55.42%
Jun 1930 - May 1932 |
19.44%
353 out of 1816 |
US Inflation Adjusted | +7.28% |
+60.87%
Jul 1932 - Jun 1934 |
-50.48%
Jun 1930 - May 1932 |
24.67%
448 out of 1816 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.97% |
+45.34%
Mar 1933 - Feb 1936 |
-43.81%
Jul 1929 - Jun 1932 |
15.85%
286 out of 1804 |
US Inflation Adjusted | +7.48% |
+41.38%
Mar 1933 - Feb 1936 |
-39.36%
Jul 1929 - Jun 1932 |
20.68%
373 out of 1804 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.72% |
+43.64%
Jul 1932 - Jun 1936 |
-29.44%
Jun 1928 - May 1932 |
12.72%
228 out of 1792 |
US Inflation Adjusted | +7.34% |
+43.11%
Jul 1932 - Jun 1936 |
-25.31%
Jun 1928 - May 1932 |
18.64%
334 out of 1792 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.80% |
+37.25%
Jun 1932 - May 1937 |
-19.58%
Jun 1927 - May 1932 |
10.06%
179 out of 1780 |
US Inflation Adjusted | +7.23% |
+35.89%
Jun 1932 - May 1937 |
-15.64%
Jun 1927 - May 1932 |
17.64%
314 out of 1780 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.59% |
+29.19%
Sep 1923 - Aug 1929 |
-13.44%
Jul 1926 - Jun 1932 |
5.83%
103 out of 1768 |
US Inflation Adjusted | +7.33% |
+28.94%
Sep 1923 - Aug 1929 |
-10.90%
Oct 1968 - Sep 1974 |
14.82%
262 out of 1768 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.39% |
+24.63%
Feb 1922 - Jan 1929 |
-9.49%
Jul 1925 - Jun 1932 |
4.16%
73 out of 1756 |
US Inflation Adjusted | +7.11% |
+24.42%
Feb 1922 - Jan 1929 |
-8.51%
Oct 1967 - Sep 1974 |
12.64%
222 out of 1756 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.97% |
+27.00%
Sep 1921 - Aug 1929 |
-7.94%
Apr 1930 - Mar 1938 |
3.10%
54 out of 1744 |
US Inflation Adjusted | +6.72% |
+27.36%
Sep 1921 - Aug 1929 |
-6.21%
Mar 2001 - Feb 2009 |
11.24%
196 out of 1744 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.83% |
+21.87%
Sep 1920 - Aug 1929 |
-7.16%
Apr 1929 - Mar 1938 |
2.48%
43 out of 1732 |
US Inflation Adjusted | +7.06% |
+24.06%
Sep 1920 - Aug 1929 |
-7.51%
Mar 2000 - Feb 2009 |
11.49%
199 out of 1732 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+20.50%
Jun 1949 - May 1959 |
-5.29%
Sep 1929 - Aug 1939 |
2.97%
51 out of 1720 |
US Inflation Adjusted | +7.06% |
+19.53%
Sep 1919 - Aug 1929 |
-5.22%
Mar 1999 - Feb 2009 |
10.06%
173 out of 1720 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+19.24%
Sep 1918 - Aug 1929 |
-4.59%
Sep 1929 - Aug 1940 |
2.11%
36 out of 1708 |
US Inflation Adjusted | +7.17% |
+17.98%
Sep 1918 - Aug 1929 |
-3.76%
Mar 1998 - Feb 2009 |
10.25%
175 out of 1708 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.75% |
+18.79%
Jun 1949 - May 1961 |
-3.80%
May 1930 - Apr 1942 |
1.83%
31 out of 1696 |
US Inflation Adjusted | +7.13% |
+16.61%
Jun 1949 - May 1961 |
-3.36%
May 1930 - Apr 1942 |
8.49%
144 out of 1696 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.72% |
+19.10%
Aug 1942 - Jul 1955 |
-4.31%
Sep 1929 - Aug 1942 |
1.48%
25 out of 1684 |
US Inflation Adjusted | +6.98% |
+16.06%
Dec 1948 - Nov 1961 |
-3.97%
Sep 1929 - Aug 1942 |
6.47%
109 out of 1684 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+19.69%
May 1942 - Apr 1956 |
-1.53%
May 1928 - Apr 1942 |
1.08%
18 out of 1672 |
US Inflation Adjusted | +6.94% |
+15.52%
Jun 1932 - May 1946 |
-1.99%
Mar 1906 - Feb 1920 |
4.55%
76 out of 1672 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.58% |
+18.24%
May 1942 - Apr 1957 |
-0.35%
Sep 1929 - Aug 1944 |
0.12%
2 out of 1660 |
US Inflation Adjusted | +6.88% |
+14.89%
Jul 1949 - Jun 1964 |
-2.10%
Jan 1906 - Dec 1920 |
2.47%
41 out of 1660 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.44% |
+18.13%
Jul 1982 - Jun 1998 |
+0.35%
Jul 1916 - Jun 1932 |
0.00%
0 out of 1648 |
US Inflation Adjusted | +6.78% |
+14.63%
Jun 1949 - May 1965 |
-1.43%
Sep 1905 - Aug 1921 |
1.76%
29 out of 1648 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.31% |
+18.21%
Jul 1982 - Jun 1999 |
+1.41%
Jul 1915 - Jun 1932 |
0.00%
0 out of 1636 |
US Inflation Adjusted | +6.61% |
+14.54%
Jul 1982 - Jun 1999 |
-0.42%
Aug 1965 - Jul 1982 |
0.61%
10 out of 1636 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.41% |
+17.96%
Apr 1982 - Mar 2000 |
+1.39%
Jun 1914 - May 1932 |
0.00%
0 out of 1624 |
US Inflation Adjusted | +6.55% |
+14.15%
Apr 1982 - Mar 2000 |
-0.64%
Aug 1902 - Jul 1920 |
0.80%
13 out of 1624 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.33% |
+17.35%
May 1942 - Apr 1961 |
+1.48%
Jun 1913 - May 1932 |
0.00%
0 out of 1612 |
US Inflation Adjusted | +6.52% |
+13.61%
May 1942 - Apr 1961 |
-0.83%
Jul 1901 - Jun 1920 |
0.87%
14 out of 1612 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.24% |
+17.30%
Apr 1980 - Mar 2000 |
+1.15%
Jul 1912 - Jun 1932 |
0.00%
0 out of 1600 |
US Inflation Adjusted | +6.65% |
+13.11%
Dec 1948 - Nov 1968 |
-0.59%
Jul 1912 - Jun 1932 |
0.38%
6 out of 1600 |
To obtain comprehensive information, please consult the DFA US Core Equity 1 (DFEOX) Fund: Historical Returns page.