Consolidated Returns as of 30 April 2024
Holding the United States Copper Index Fund (CPER) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~36 years), the longest period with a negative return lasted 242 months (from December 1988 to January 2009).
This means that every rolling period of 243 months or above has always granted a positive return.
To obtain comprehensive information, please consult the United States Copper Index Fund (CPER) 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 3.31% (updated at Apr 30, 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 | -0.70% |
+146.94%
Jun 2005 - May 2006 |
-60.38%
Mar 2008 - Feb 2009 |
50.96%
213 out of 418 |
US Inflation Adjusted | -3.58% |
+137.50%
Jun 2005 - May 2006 |
-60.39%
Mar 2008 - Feb 2009 |
54.31%
227 out of 418 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | -2.61% |
+78.39%
Jan 2009 - Dec 2010 |
-30.09%
Jan 2007 - Dec 2008 |
54.43%
221 out of 406 |
US Inflation Adjusted | -4.96% |
+74.68%
Jan 2009 - Dec 2010 |
-31.47%
Jan 2007 - Dec 2008 |
58.87%
239 out of 406 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.80% |
+68.27%
Jun 2003 - May 2006 |
-19.55%
Feb 2013 - Jan 2016 |
45.43%
179 out of 394 |
US Inflation Adjusted | -1.01% |
+62.98%
Jun 2003 - May 2006 |
-21.03%
Jan 1996 - Dec 1998 |
53.30%
210 out of 394 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.83% |
+51.93%
Aug 2002 - Jul 2006 |
-18.28%
Apr 1995 - Mar 1999 |
44.50%
170 out of 382 |
US Inflation Adjusted | -0.52% |
+47.45%
Aug 2002 - Jul 2006 |
-20.03%
Apr 1995 - Mar 1999 |
50.79%
194 out of 382 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.31% |
+40.63%
Oct 2002 - Sep 2007 |
-15.26%
Feb 2011 - Jan 2016 |
46.22%
171 out of 370 |
US Inflation Adjusted | -1.60% |
+36.67%
Oct 2002 - Sep 2007 |
-16.47%
Feb 2011 - Jan 2016 |
57.03%
211 out of 370 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.60% |
+33.34%
Oct 2001 - Sep 2007 |
-11.41%
Nov 1995 - Oct 2001 |
48.04%
172 out of 358 |
US Inflation Adjusted | -1.79% |
+29.88%
Oct 2001 - Sep 2007 |
-13.55%
Oct 1995 - Sep 2001 |
58.66%
210 out of 358 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.19% |
+29.03%
Jun 1999 - May 2006 |
-10.01%
Jan 1995 - Dec 2001 |
49.42%
171 out of 346 |
US Inflation Adjusted | -2.21% |
+25.53%
Jun 1999 - May 2006 |
-12.13%
Jan 1995 - Dec 2001 |
55.20%
191 out of 346 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.14% |
+26.00%
Jan 2003 - Dec 2010 |
-8.34%
Jan 1995 - Dec 2002 |
49.40%
165 out of 334 |
US Inflation Adjusted | -2.25% |
+22.99%
Jan 2003 - Dec 2010 |
-10.51%
Jan 1995 - Dec 2002 |
55.39%
185 out of 334 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.51% |
+23.36%
Jan 2002 - Dec 2010 |
-8.46%
Apr 2011 - Mar 2020 |
46.89%
151 out of 322 |
US Inflation Adjusted | -1.86% |
+20.42%
Jan 2002 - Dec 2010 |
-10.49%
Jan 1989 - Dec 1997 |
59.01%
190 out of 322 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.91% |
+20.77%
Aug 2001 - Jul 2011 |
-8.16%
Jan 1989 - Dec 1998 |
43.23%
134 out of 310 |
US Inflation Adjusted | -1.52% |
+17.91%
Aug 2001 - Jul 2011 |
-10.96%
Jan 1989 - Dec 1998 |
56.45%
175 out of 310 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.53% |
+17.14%
Apr 1999 - Mar 2010 |
-5.93%
Oct 1990 - Sep 2001 |
39.26%
117 out of 298 |
US Inflation Adjusted | +0.59% |
+14.32%
Mar 2000 - Feb 2011 |
-8.43%
Oct 1990 - Sep 2001 |
47.65%
142 out of 298 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.88% |
+17.86%
Mar 1999 - Feb 2011 |
-5.61%
Sep 1989 - Aug 2001 |
31.82%
91 out of 286 |
US Inflation Adjusted | +1.77% |
+14.97%
Mar 1999 - Feb 2011 |
-8.37%
Oct 1989 - Sep 2001 |
39.51%
113 out of 286 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.41% |
+14.95%
Mar 1999 - Feb 2012 |
-6.26%
Jan 1989 - Dec 2001 |
24.45%
67 out of 274 |
US Inflation Adjusted | +3.23% |
+12.10%
Mar 1999 - Feb 2012 |
-9.00%
Jan 1989 - Dec 2001 |
37.23%
102 out of 274 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.19% |
+13.25%
Feb 1999 - Jan 2013 |
-5.55%
Jan 1989 - Dec 2002 |
14.50%
38 out of 262 |
US Inflation Adjusted | +3.79% |
+10.53%
Feb 1999 - Jan 2013 |
-8.27%
Jan 1989 - Dec 2002 |
32.82%
86 out of 262 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.37% |
+11.08%
Mar 1999 - Feb 2014 |
-3.20%
Dec 1988 - Nov 2003 |
8.80%
22 out of 250 |
US Inflation Adjusted | +3.96% |
+8.47%
Jan 1999 - Dec 2013 |
-5.94%
Dec 1988 - Nov 2003 |
22.40%
56 out of 250 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.68% |
+9.83%
Nov 2001 - Oct 2017 |
-1.17%
Oct 2006 - Sep 2022 |
7.98%
19 out of 238 |
US Inflation Adjusted | +4.15% |
+7.60%
Nov 2001 - Oct 2017 |
-3.49%
Oct 2006 - Sep 2022 |
17.65%
42 out of 238 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.51% |
+10.37%
Jan 1994 - Dec 2010 |
-0.93%
Jun 2006 - May 2023 |
2.65%
6 out of 226 |
US Inflation Adjusted | +3.99% |
+7.74%
Jan 1994 - Dec 2010 |
-3.30%
Jun 2006 - May 2023 |
10.62%
24 out of 226 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.10% |
+9.71%
May 2003 - Apr 2021 |
+0.92%
Jan 1991 - Dec 2008 |
0.00%
0 out of 214 |
US Inflation Adjusted | +3.64% |
+7.44%
May 2003 - Apr 2021 |
-1.60%
Jan 1991 - Dec 2008 |
4.21%
9 out of 214 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.79% |
+9.55%
Aug 2002 - Jul 2021 |
+1.41%
Jan 1990 - Dec 2008 |
0.00%
0 out of 202 |
US Inflation Adjusted | +3.47% |
+7.20%
Aug 2002 - Jul 2021 |
-1.30%
Jan 1990 - Dec 2008 |
2.97%
6 out of 202 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.06% |
+9.41%
Nov 2001 - Oct 2021 |
-0.54%
Jan 1989 - Dec 2008 |
1.05%
2 out of 190 |
US Inflation Adjusted | +3.56% |
+7.02%
Nov 2001 - Oct 2021 |
-3.29%
Jan 1989 - Dec 2008 |
4.21%
8 out of 190 |
To obtain comprehensive information, please consult the United States Copper Index Fund (CPER) ETF: Historical Returns page.