Consolidated Returns as of 31 March 2024
Holding the Vanguard Long-Term Treasury Index (VGLT) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~13 years), the longest period with a negative return lasted 145 months (from October 2011 to October 2023).
This means that every rolling period of 146 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Vanguard Long-Term Treasury Index (VGLT) 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 | +1.37% |
+36.99%
May 2019 - Apr 2020 |
-31.81%
Nov 2021 - Oct 2022 |
47.97%
71 out of 148 |
US Inflation Adjusted | -0.31% |
+36.52%
May 2019 - Apr 2020 |
-36.72%
Nov 2021 - Oct 2022 |
50.68%
75 out of 148 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.18% |
+21.91%
Aug 2018 - Jul 2020 |
-21.22%
Nov 2021 - Oct 2023 |
36.76%
50 out of 136 |
US Inflation Adjusted | +1.19% |
+20.21%
Aug 2018 - Jul 2020 |
-25.31%
Nov 2021 - Oct 2023 |
43.38%
59 out of 136 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.51% |
+13.67%
Aug 2017 - Jul 2020 |
-16.24%
Nov 2020 - Oct 2023 |
21.77%
27 out of 124 |
US Inflation Adjusted | +2.88% |
+11.56%
May 2017 - Apr 2020 |
-20.77%
Nov 2020 - Oct 2023 |
33.06%
41 out of 124 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.91% |
+12.87%
Feb 2011 - Jan 2015 |
-10.31%
Apr 2020 - Mar 2024 |
17.86%
20 out of 112 |
US Inflation Adjusted | +3.04% |
+11.20%
Feb 2011 - Jan 2015 |
-14.47%
Apr 2020 - Mar 2024 |
26.79%
30 out of 112 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.64% |
+10.10%
Jul 2011 - Jun 2016 |
-3.27%
Nov 2018 - Oct 2023 |
19.00%
19 out of 100 |
US Inflation Adjusted | +1.94% |
+8.65%
Jul 2011 - Jun 2016 |
-6.99%
Nov 2018 - Oct 2023 |
24.00%
24 out of 100 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.67% |
+9.57%
Apr 2014 - Mar 2020 |
-3.77%
Nov 2017 - Oct 2023 |
21.59%
19 out of 88 |
US Inflation Adjusted | +1.87% |
+7.96%
May 2014 - Apr 2020 |
-7.25%
Nov 2017 - Oct 2023 |
31.82%
28 out of 88 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.08% |
+9.25%
Aug 2013 - Jul 2020 |
-3.59%
Nov 2016 - Oct 2023 |
25.00%
19 out of 76 |
US Inflation Adjusted | +1.98% |
+7.64%
Aug 2013 - Jul 2020 |
-6.85%
Nov 2016 - Oct 2023 |
32.89%
25 out of 76 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.88% |
+7.55%
Apr 2012 - Mar 2020 |
-2.11%
Nov 2015 - Oct 2023 |
20.31%
13 out of 64 |
US Inflation Adjusted | +3.23% |
+5.94%
Apr 2012 - Mar 2020 |
-5.21%
Nov 2015 - Oct 2023 |
35.94%
23 out of 64 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.57% |
+9.10%
Apr 2011 - Mar 2020 |
-1.31%
Nov 2014 - Oct 2023 |
13.46%
7 out of 52 |
US Inflation Adjusted | +1.61% |
+7.35%
May 2011 - Apr 2020 |
-4.20%
Feb 2015 - Jan 2024 |
40.38%
21 out of 52 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.57% |
+7.69%
Jan 2011 - Dec 2020 |
+0.01%
Nov 2012 - Oct 2022 |
0.00%
0 out of 40 |
US Inflation Adjusted | -0.99% |
+5.85%
Jan 2011 - Dec 2020 |
-2.65%
Nov 2013 - Oct 2023 |
57.50%
23 out of 40 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.00% |
+6.47%
Jan 2011 - Dec 2021 |
-0.84%
Nov 2012 - Oct 2023 |
10.71%
3 out of 28 |
US Inflation Adjusted | -1.43% |
+4.16%
Jan 2011 - Dec 2021 |
-3.36%
Nov 2012 - Oct 2023 |
67.86%
19 out of 28 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.54% |
+3.67%
Feb 2011 - Jan 2023 |
-0.00%
Nov 2011 - Oct 2023 |
6.25%
1 out of 16 |
US Inflation Adjusted | -1.00% |
+1.06%
Feb 2011 - Jan 2023 |
-2.51%
Nov 2011 - Oct 2023 |
56.25%
9 out of 16 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.72% |
+2.93%
Feb 2011 - Jan 2024 |
+2.63%
Mar 2011 - Feb 2024 |
0.00%
0 out of 4 |
US Inflation Adjusted | +0.10% |
+0.30%
Feb 2011 - Jan 2024 |
+0.00%
Mar 2011 - Feb 2024 |
0.00%
0 out of 4 |
To obtain comprehensive information, please consult the Vanguard Long-Term Treasury Index (VGLT) ETF: Historical Returns page.