Consolidated Returns as of 31 March 2024
Holding the iShares S&P Small-Cap 600 Value (IJS) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~97 years), the longest period with a negative return lasted 177 months (from August 1927 to April 1942).
This means that every rolling period of 178 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares S&P Small-Cap 600 Value (IJS) 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 7.75% (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 | +15.88% |
+211.23%
Jul 1932 - Jun 1933 |
-69.93%
Jul 1931 - Jun 1932 |
27.25%
315 out of 1156 |
US Inflation Adjusted | +11.68% |
+233.29%
Jul 1932 - Jun 1933 |
-66.62%
Jul 1931 - Jun 1932 |
31.06%
359 out of 1156 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.88% |
+87.03%
Jul 1932 - Jun 1934 |
-60.12%
Jun 1930 - May 1932 |
17.83%
204 out of 1144 |
US Inflation Adjusted | +11.12% |
+88.42%
Jul 1932 - Jun 1934 |
-55.70%
Jun 1930 - May 1932 |
24.30%
278 out of 1144 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.19% |
+57.02%
Jul 1932 - Jun 1935 |
-49.09%
Jul 1929 - Jun 1932 |
12.99%
147 out of 1132 |
US Inflation Adjusted | +10.91% |
+56.63%
Jul 1932 - Jun 1935 |
-45.05%
Jul 1929 - Jun 1932 |
17.58%
199 out of 1132 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.46% |
+58.99%
Jul 1932 - Jun 1936 |
-35.60%
Jun 1928 - May 1932 |
11.52%
129 out of 1120 |
US Inflation Adjusted | +10.98% |
+58.41%
Jul 1932 - Jun 1936 |
-31.84%
Jun 1928 - May 1932 |
18.04%
202 out of 1120 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.14% |
+49.56%
Jun 1932 - May 1937 |
-25.77%
Jun 1927 - May 1932 |
9.30%
103 out of 1108 |
US Inflation Adjusted | +11.17% |
+48.07%
Jun 1932 - May 1937 |
-22.13%
Jun 1927 - May 1932 |
13.27%
147 out of 1108 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.81% |
+34.59%
Jun 1940 - May 1946 |
-15.31%
Mar 1927 - Feb 1933 |
6.48%
71 out of 1096 |
US Inflation Adjusted | +10.74% |
+30.36%
Jul 1932 - Jun 1938 |
-13.05%
Jan 1969 - Dec 1974 |
8.49%
93 out of 1096 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.05% |
+30.95%
Jan 1975 - Dec 1981 |
-7.75%
Apr 1928 - Mar 1935 |
4.24%
46 out of 1084 |
US Inflation Adjusted | +10.42% |
+26.33%
Jun 1932 - May 1939 |
-8.07%
Jan 1968 - Dec 1974 |
6.00%
65 out of 1084 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.12% |
+31.67%
Jan 1975 - Dec 1982 |
-6.90%
Apr 1930 - Mar 1938 |
2.52%
27 out of 1072 |
US Inflation Adjusted | +10.74% |
+22.11%
Apr 1938 - Mar 1946 |
-4.77%
Apr 1930 - Mar 1938 |
4.20%
45 out of 1072 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.37% |
+32.85%
Jan 1975 - Dec 1983 |
-7.04%
Apr 1929 - Mar 1938 |
1.89%
20 out of 1060 |
US Inflation Adjusted | +10.55% |
+23.32%
Jan 1975 - Dec 1983 |
-5.08%
Apr 1929 - Mar 1938 |
2.36%
25 out of 1060 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.45% |
+29.84%
Jan 1975 - Dec 1984 |
-5.61%
Sep 1929 - Aug 1939 |
3.24%
34 out of 1048 |
US Inflation Adjusted | +10.84% |
+20.95%
Jan 1975 - Dec 1984 |
-3.45%
Sep 1929 - Aug 1939 |
1.34%
14 out of 1048 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.23% |
+30.52%
Jan 1975 - Dec 1985 |
-5.03%
Sep 1929 - Aug 1940 |
2.90%
30 out of 1036 |
US Inflation Adjusted | +10.83% |
+21.95%
Jan 1975 - Dec 1985 |
-3.18%
Sep 1929 - Aug 1940 |
1.64%
17 out of 1036 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.69% |
+29.09%
Oct 1974 - Sep 1986 |
-3.78%
Sep 1929 - Aug 1941 |
3.03%
31 out of 1024 |
US Inflation Adjusted | +11.08% |
+21.15%
Jan 1975 - Dec 1986 |
-2.58%
Sep 1929 - Aug 1941 |
2.15%
22 out of 1024 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.66% |
+28.89%
Oct 1974 - Sep 1987 |
-3.85%
Sep 1929 - Aug 1942 |
2.57%
26 out of 1012 |
US Inflation Adjusted | +10.78% |
+21.99%
Jun 1932 - May 1945 |
-3.50%
Sep 1929 - Aug 1942 |
1.48%
15 out of 1012 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.71% |
+26.40%
Jan 1975 - Dec 1988 |
-1.76%
May 1928 - Apr 1942 |
1.50%
15 out of 1000 |
US Inflation Adjusted | +10.65% |
+23.26%
Jun 1932 - May 1946 |
-1.33%
May 1928 - Apr 1942 |
1.10%
11 out of 1000 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.52% |
+26.31%
Oct 1974 - Sep 1989 |
+0.44%
Sep 1927 - Aug 1942 |
0.00%
0 out of 988 |
US Inflation Adjusted | +10.56% |
+18.93%
Oct 1974 - Sep 1989 |
+0.72%
Sep 1927 - Aug 1942 |
0.00%
0 out of 988 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.69% |
+22.51%
Jul 1974 - Jun 1990 |
+2.72%
Jan 1927 - Dec 1942 |
0.00%
0 out of 976 |
US Inflation Adjusted | +10.58% |
+17.53%
Jun 1932 - May 1948 |
+3.02%
Jan 1927 - Dec 1942 |
0.00%
0 out of 976 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +15.03% |
+23.59%
Jan 1975 - Dec 1991 |
+5.30%
Oct 1929 - Sep 1946 |
0.00%
0 out of 964 |
US Inflation Adjusted | +10.46% |
+18.50%
May 1942 - Apr 1959 |
+3.97%
Nov 2006 - Oct 2023 |
0.00%
0 out of 964 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.88% |
+23.85%
Jan 1975 - Dec 1992 |
+5.01%
Sep 1929 - Aug 1947 |
0.00%
0 out of 952 |
US Inflation Adjusted | +10.20% |
+17.32%
Jun 1932 - May 1950 |
+3.48%
Sep 1929 - Aug 1947 |
0.00%
0 out of 952 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.80% |
+23.70%
Jan 1975 - Dec 1993 |
+5.00%
Sep 1929 - Aug 1948 |
0.00%
0 out of 940 |
US Inflation Adjusted | +10.29% |
+17.42%
May 1942 - Apr 1961 |
+3.11%
Sep 1929 - Aug 1948 |
0.00%
0 out of 940 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.87% |
+22.53%
Oct 1974 - Sep 1994 |
+4.74%
Sep 1929 - Aug 1949 |
0.00%
0 out of 928 |
US Inflation Adjusted | +10.44% |
+17.24%
Dec 1948 - Nov 1968 |
+3.11%
Sep 1929 - Aug 1949 |
0.00%
0 out of 928 |
To obtain comprehensive information, please consult the iShares S&P Small-Cap 600 Value (IJS) ETF: Historical Returns page.