Consolidated Returns as of 31 March 2024
Holding the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~12 years), the longest period with a negative return lasted 147 months (from January 2012 to March 2024). This negative series is not closed yet.
To obtain comprehensive information, please consult the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Historical Returns page.
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 | -0.10% |
+15.62%
Oct 2015 - Sep 2016 |
-20.72%
Oct 2021 - Sep 2022 |
50.00%
68 out of 136 |
US Inflation Adjusted | -2.37% |
+13.86%
Oct 2015 - Sep 2016 |
-26.73%
Oct 2021 - Sep 2022 |
57.35%
78 out of 136 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -1.46% |
+12.54%
Feb 2016 - Jan 2018 |
-10.40%
Oct 2020 - Sep 2022 |
60.48%
75 out of 124 |
US Inflation Adjusted | -3.80% |
+9.97%
Feb 2016 - Jan 2018 |
-16.19%
Nov 2020 - Oct 2022 |
73.39%
91 out of 124 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -1.26% |
+6.94%
Feb 2016 - Jan 2019 |
-8.48%
Nov 2019 - Oct 2022 |
64.29%
72 out of 112 |
US Inflation Adjusted | -2.72% |
+4.80%
Feb 2016 - Jan 2019 |
-12.85%
Nov 2019 - Oct 2022 |
79.46%
89 out of 112 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -1.29% |
+5.19%
Feb 2016 - Jan 2020 |
-4.66%
Nov 2019 - Oct 2023 |
61.00%
61 out of 100 |
US Inflation Adjusted | -2.88% |
+2.96%
Feb 2016 - Jan 2020 |
-8.83%
Nov 2019 - Oct 2023 |
84.00%
84 out of 100 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -0.65% |
+4.71%
Feb 2016 - Jan 2021 |
-4.90%
Oct 2017 - Sep 2022 |
63.64%
56 out of 88 |
US Inflation Adjusted | -2.23% |
+2.64%
Feb 2016 - Jan 2021 |
-8.34%
Oct 2017 - Sep 2022 |
89.77%
79 out of 88 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -0.76% |
+2.97%
Oct 2015 - Sep 2021 |
-3.30%
Oct 2016 - Sep 2022 |
61.84%
47 out of 76 |
US Inflation Adjusted | -2.38% |
+0.64%
Sep 2015 - Aug 2021 |
-6.57%
Oct 2016 - Sep 2022 |
96.05%
73 out of 76 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -0.38% |
+1.29%
Feb 2014 - Jan 2021 |
-2.63%
May 2013 - Apr 2020 |
70.31%
45 out of 64 |
US Inflation Adjusted | -2.49% |
-0.29%
Feb 2014 - Jan 2021 |
-5.01%
Oct 2016 - Sep 2023 |
100.00%
64 out of 64 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -0.42% |
+0.98%
Jan 2016 - Dec 2023 |
-3.08%
Sep 2014 - Aug 2022 |
71.15%
37 out of 52 |
US Inflation Adjusted | -2.63% |
-0.67%
Jan 2012 - Dec 2019 |
-5.76%
Nov 2014 - Oct 2022 |
100.00%
52 out of 52 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -1.37% |
+1.18%
Jan 2012 - Dec 2020 |
-2.81%
Nov 2013 - Oct 2022 |
77.50%
31 out of 40 |
US Inflation Adjusted | -4.07% |
-0.40%
Jan 2012 - Dec 2020 |
-5.39%
Nov 2013 - Oct 2022 |
100.00%
40 out of 40 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -1.49% |
+0.02%
Jan 2012 - Dec 2021 |
-2.72%
Nov 2012 - Oct 2022 |
96.43%
27 out of 28 |
US Inflation Adjusted | -3.94% |
-2.08%
Jan 2012 - Dec 2021 |
-5.14%
Nov 2012 - Oct 2022 |
100.00%
28 out of 28 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -1.36% |
-0.41%
Jun 2012 - May 2023 |
-1.81%
Nov 2012 - Oct 2023 |
100.00%
16 out of 16 |
US Inflation Adjusted | -3.84% |
-2.94%
Jun 2012 - May 2023 |
-4.31%
Nov 2012 - Oct 2023 |
100.00%
16 out of 16 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -0.86% |
-0.35%
Jan 2012 - Dec 2023 |
-0.87%
Mar 2012 - Feb 2024 |
100.00%
4 out of 4 |
US Inflation Adjusted | -3.39% |
-2.86%
Jan 2012 - Dec 2023 |
-3.39%
Mar 2012 - Feb 2024 |
100.00%
4 out of 4 |
To obtain comprehensive information, please consult the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Historical Returns page.