Consolidated Returns as of 31 March 2024
Holding the iShares Investment Grade Corporate Bond (LQD) ETF, 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 75 months (from August 2016 to October 2022).
This means that every rolling period of 76 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares Investment Grade Corporate Bond (LQD) ETF: 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 2.59% (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 | +3.95% |
+41.60%
Oct 1981 - Sep 1982 |
-21.95%
Nov 2021 - Oct 2022 |
15.92%
291 out of 1828 |
US Inflation Adjusted | +2.54% |
+36.57%
Jul 1982 - Jun 1983 |
-27.57%
Nov 2021 - Oct 2022 |
36.49%
667 out of 1828 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.85% |
+30.79%
Jul 1984 - Jun 1986 |
-10.85%
Nov 2021 - Oct 2023 |
6.94%
126 out of 1816 |
US Inflation Adjusted | +2.64% |
+27.33%
Jul 1984 - Jun 1986 |
-16.75%
Oct 1979 - Sep 1981 |
29.74%
540 out of 1816 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.75% |
+23.55%
Jul 1982 - Jun 1985 |
-6.71%
Nov 2020 - Oct 2023 |
3.77%
68 out of 1804 |
US Inflation Adjusted | +2.77% |
+19.39%
Jul 1982 - Jun 1985 |
-14.58%
Oct 1978 - Sep 1981 |
27.00%
487 out of 1804 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.88% |
+24.62%
Apr 1982 - Mar 1986 |
-3.26%
Nov 2019 - Oct 2023 |
1.23%
22 out of 1792 |
US Inflation Adjusted | +2.63% |
+20.64%
Jul 1982 - Jun 1986 |
-14.76%
Jun 1916 - May 1920 |
27.40%
491 out of 1792 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.89% |
+23.68%
Sep 1981 - Aug 1986 |
-0.57%
Nov 2017 - Oct 2022 |
0.39%
7 out of 1780 |
US Inflation Adjusted | +2.42% |
+19.47%
Sep 1981 - Aug 1986 |
-12.20%
Jul 1915 - Jun 1920 |
29.04%
517 out of 1780 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.87% |
+18.79%
Apr 1980 - Mar 1986 |
-0.17%
Nov 2017 - Oct 2023 |
0.11%
2 out of 1768 |
US Inflation Adjusted | +2.69% |
+15.28%
May 1873 - Apr 1879 |
-9.64%
Jul 1914 - Jun 1920 |
27.83%
492 out of 1768 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.90% |
+18.12%
Oct 1981 - Sep 1988 |
+0.33%
Nov 2016 - Oct 2023 |
0.00%
0 out of 1756 |
US Inflation Adjusted | +2.42% |
+13.98%
Oct 1981 - Sep 1988 |
-7.93%
Jul 1913 - Jun 1920 |
27.22%
478 out of 1756 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.95% |
+17.18%
Oct 1981 - Sep 1989 |
+0.83%
Sep 1949 - Aug 1957 |
0.00%
0 out of 1744 |
US Inflation Adjusted | +2.53% |
+12.97%
Oct 1981 - Sep 1989 |
-6.85%
Jul 1912 - Jun 1920 |
26.61%
464 out of 1744 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+15.61%
Oct 1981 - Sep 1990 |
+0.84%
Oct 1950 - Sep 1959 |
0.00%
0 out of 1732 |
US Inflation Adjusted | +2.55% |
+11.16%
Oct 1981 - Sep 1990 |
-6.77%
Jul 1911 - Jun 1920 |
26.39%
457 out of 1732 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.96% |
+15.99%
Oct 1981 - Sep 1991 |
+0.79%
Jan 1950 - Dec 1959 |
0.00%
0 out of 1720 |
US Inflation Adjusted | +2.51% |
+11.59%
Oct 1981 - Sep 1991 |
-5.64%
Oct 1971 - Sep 1981 |
27.21%
468 out of 1720 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.04% |
+15.71%
Oct 1981 - Sep 1992 |
+1.10%
Aug 1946 - Jul 1957 |
0.00%
0 out of 1708 |
US Inflation Adjusted | +2.43% |
+11.41%
Oct 1981 - Sep 1992 |
-4.54%
Jul 1909 - Jun 1920 |
28.92%
494 out of 1708 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.06% |
+15.52%
Oct 1981 - Sep 1993 |
+1.00%
Oct 1947 - Sep 1959 |
0.00%
0 out of 1696 |
US Inflation Adjusted | +2.47% |
+11.33%
Oct 1981 - Sep 1993 |
-4.36%
Jul 1908 - Jun 1920 |
28.48%
483 out of 1696 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+13.96%
Sep 1981 - Aug 1994 |
+1.10%
Feb 1947 - Jan 1960 |
0.00%
0 out of 1684 |
US Inflation Adjusted | +2.48% |
+9.84%
Oct 1981 - Sep 1994 |
-4.32%
Oct 1968 - Sep 1981 |
26.84%
452 out of 1684 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.07% |
+14.03%
Oct 1981 - Sep 1995 |
+1.05%
Oct 1945 - Sep 1959 |
0.00%
0 out of 1672 |
US Inflation Adjusted | +2.38% |
+10.05%
Oct 1981 - Sep 1995 |
-3.90%
Oct 1967 - Sep 1981 |
25.90%
433 out of 1672 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.04% |
+13.37%
Oct 1981 - Sep 1996 |
+1.32%
Feb 1945 - Jan 1960 |
0.00%
0 out of 1660 |
US Inflation Adjusted | +2.26% |
+9.45%
Oct 1981 - Sep 1996 |
-3.57%
Oct 1966 - Sep 1981 |
25.66%
426 out of 1660 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.03% |
+13.15%
Oct 1981 - Sep 1997 |
+1.43%
Oct 1943 - Sep 1959 |
0.00%
0 out of 1648 |
US Inflation Adjusted | +2.18% |
+9.33%
Oct 1981 - Sep 1997 |
-3.60%
Oct 1965 - Sep 1981 |
24.45%
403 out of 1648 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+13.04%
Oct 1981 - Sep 1998 |
+1.51%
Feb 1943 - Jan 1960 |
0.00%
0 out of 1636 |
US Inflation Adjusted | +2.17% |
+9.36%
Oct 1981 - Sep 1998 |
-3.33%
Oct 1964 - Sep 1981 |
22.56%
369 out of 1636 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.99% |
+12.13%
Oct 1981 - Sep 1999 |
+1.42%
Oct 1941 - Sep 1959 |
0.00%
0 out of 1624 |
US Inflation Adjusted | +2.21% |
+8.52%
Oct 1981 - Sep 1999 |
-3.03%
Oct 1963 - Sep 1981 |
23.03%
374 out of 1624 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.94% |
+11.85%
Oct 1981 - Sep 2000 |
+1.58%
Jan 1941 - Dec 1959 |
0.00%
0 out of 1612 |
US Inflation Adjusted | +2.11% |
+8.24%
Oct 1981 - Sep 2000 |
-2.78%
Oct 1962 - Sep 1981 |
23.20%
374 out of 1612 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+11.95%
Oct 1981 - Sep 2001 |
+1.74%
Jan 1940 - Dec 1959 |
0.00%
0 out of 1600 |
US Inflation Adjusted | +2.18% |
+8.38%
Oct 1981 - Sep 2001 |
-2.52%
Oct 1961 - Sep 1981 |
23.88%
382 out of 1600 |
To obtain comprehensive information, please consult the iShares Investment Grade Corporate Bond (LQD) ETF: Historical Returns page.