Consolidated Returns as of 31 March 2024
Holding the iShares MSCI EAFE Small-Cap (SCZ) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~49 years), the longest period with a negative return lasted 149 months (from September 1989 to January 2002).
This means that every rolling period of 150 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares MSCI EAFE Small-Cap (SCZ) 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 4.60% (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 | +9.03% |
+89.97%
Apr 2003 - Mar 2004 |
-54.52%
Nov 2007 - Oct 2008 |
29.14%
169 out of 580 |
US Inflation Adjusted | +4.85% |
+86.72%
Apr 2003 - Mar 2004 |
-56.16%
Nov 2007 - Oct 2008 |
38.97%
226 out of 580 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.24% |
+69.03%
Oct 1985 - Sep 1987 |
-36.23%
Mar 2007 - Feb 2009 |
23.94%
136 out of 568 |
US Inflation Adjusted | +4.70% |
+64.09%
Oct 1985 - Sep 1987 |
-37.52%
Mar 2007 - Feb 2009 |
34.15%
194 out of 568 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+57.72%
Aug 1984 - Jul 1987 |
-20.24%
Mar 2006 - Feb 2009 |
19.78%
110 out of 556 |
US Inflation Adjusted | +5.71% |
+53.11%
Aug 1984 - Jul 1987 |
-21.94%
Mar 2006 - Feb 2009 |
30.94%
172 out of 556 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+42.01%
Aug 1984 - Jul 1988 |
-11.10%
Mar 2005 - Feb 2009 |
16.36%
89 out of 544 |
US Inflation Adjusted | +4.78% |
+37.49%
Aug 1984 - Jul 1988 |
-13.30%
Mar 2005 - Feb 2009 |
30.33%
165 out of 544 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+42.31%
Aug 1982 - Jul 1987 |
-7.11%
Jun 2007 - May 2012 |
12.41%
66 out of 532 |
US Inflation Adjusted | +3.92% |
+37.98%
Aug 1982 - Jul 1987 |
-8.97%
Jun 2007 - May 2012 |
24.44%
130 out of 532 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.79% |
+34.99%
Aug 1982 - Jul 1988 |
-2.35%
Jul 2007 - Jun 2013 |
10.38%
54 out of 520 |
US Inflation Adjusted | +4.87% |
+30.68%
Aug 1982 - Jul 1988 |
-4.53%
Nov 1994 - Oct 2000 |
20.58%
107 out of 520 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.09% |
+34.50%
Aug 1982 - Jul 1989 |
-1.95%
Oct 1994 - Sep 2001 |
4.72%
24 out of 508 |
US Inflation Adjusted | +5.66% |
+29.89%
Aug 1982 - Jul 1989 |
-4.39%
Oct 1994 - Sep 2001 |
15.35%
78 out of 508 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.41% |
+28.29%
Aug 1982 - Jul 1990 |
-1.91%
Feb 1994 - Jan 2002 |
3.43%
17 out of 496 |
US Inflation Adjusted | +5.60% |
+23.70%
Aug 1982 - Jul 1990 |
-4.65%
Jan 1990 - Dec 1997 |
13.71%
68 out of 496 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.45% |
+23.78%
May 1980 - Apr 1989 |
-1.93%
Oct 1989 - Sep 1998 |
3.10%
15 out of 484 |
US Inflation Adjusted | +6.27% |
+18.74%
Aug 1982 - Jul 1991 |
-4.83%
Oct 1989 - Sep 1998 |
10.33%
50 out of 484 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.78% |
+24.26%
Sep 1977 - Aug 1987 |
+0.40%
Feb 1989 - Jan 1999 |
0.00%
0 out of 472 |
US Inflation Adjusted | +6.76% |
+16.72%
Sep 1977 - Aug 1987 |
-2.63%
Feb 1989 - Jan 1999 |
8.47%
40 out of 472 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.83% |
+23.19%
Sep 1976 - Aug 1987 |
+0.45%
Dec 1989 - Nov 2000 |
0.00%
0 out of 460 |
US Inflation Adjusted | +7.22% |
+16.21%
Aug 1982 - Jul 1993 |
-2.47%
Dec 1989 - Nov 2000 |
8.26%
38 out of 460 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.42% |
+22.64%
Sep 1977 - Aug 1989 |
+0.00%
Oct 1989 - Sep 2001 |
0.00%
0 out of 448 |
US Inflation Adjusted | +6.78% |
+15.70%
Aug 1982 - Jul 1994 |
-2.92%
Oct 1989 - Sep 2001 |
5.80%
26 out of 448 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.66% |
+22.04%
Dec 1976 - Nov 1989 |
+0.39%
Oct 1989 - Sep 2002 |
0.00%
0 out of 436 |
US Inflation Adjusted | +6.96% |
+14.99%
Dec 1976 - Nov 1989 |
-2.44%
Oct 1989 - Sep 2002 |
6.42%
28 out of 436 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.91% |
+21.31%
Jan 1975 - Dec 1988 |
+1.56%
Feb 1989 - Jan 2003 |
0.00%
0 out of 424 |
US Inflation Adjusted | +7.08% |
+14.21%
Jan 1975 - Dec 1988 |
-1.37%
Feb 1989 - Jan 2003 |
3.77%
16 out of 424 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.78% |
+21.42%
Jan 1975 - Dec 1989 |
+1.82%
Oct 2007 - Sep 2022 |
0.00%
0 out of 412 |
US Inflation Adjusted | +7.03% |
+14.43%
Jan 1975 - Dec 1989 |
-0.86%
Oct 1987 - Sep 2002 |
1.94%
8 out of 412 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.69% |
+18.05%
Jan 1975 - Dec 1990 |
+2.20%
Nov 2007 - Oct 2023 |
0.00%
0 out of 400 |
US Inflation Adjusted | +7.09% |
+11.26%
Feb 1978 - Jan 1994 |
-0.24%
Nov 2007 - Oct 2023 |
0.25%
1 out of 400 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.18% |
+17.53%
Feb 1977 - Jan 1994 |
+3.45%
Nov 2006 - Oct 2023 |
0.00%
0 out of 388 |
US Inflation Adjusted | +6.61% |
+11.38%
Feb 1977 - Jan 1994 |
+0.92%
Nov 2006 - Oct 2023 |
0.00%
0 out of 388 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.40% |
+16.71%
Jan 1975 - Dec 1992 |
+3.75%
Mar 1991 - Feb 2009 |
0.00%
0 out of 376 |
US Inflation Adjusted | +6.34% |
+10.46%
Nov 1976 - Oct 1994 |
+1.15%
Mar 1991 - Feb 2009 |
0.00%
0 out of 376 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.63% |
+17.37%
Jan 1975 - Dec 1993 |
+3.06%
Mar 1990 - Feb 2009 |
0.00%
0 out of 364 |
US Inflation Adjusted | +6.55% |
+11.14%
Jan 1975 - Dec 1993 |
+0.34%
Mar 1990 - Feb 2009 |
0.00%
0 out of 364 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.68% |
+16.27%
Jan 1975 - Dec 1994 |
+3.34%
Mar 1989 - Feb 2009 |
0.00%
0 out of 352 |
US Inflation Adjusted | +6.52% |
+10.26%
Jan 1975 - Dec 1994 |
+0.49%
Mar 1989 - Feb 2009 |
0.00%
0 out of 352 |
To obtain comprehensive information, please consult the iShares MSCI EAFE Small-Cap (SCZ) ETF: Historical Returns page.