CI Auspice Broad Commodity Fund (CCOM.TO): Rolling Returns

Simulation Settings
Category:
Period: August 1953 - June 2025 (~72 years)
Initial Amount: 1$
Currency: CAD
Inflation: Canada
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When holding the CI Auspice Broad Commodity Fund (CCOM.TO) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~72 years), the longest duration with a negative return was 281 months (from December 1996 to April 2020).

This indicates that, within the same timeframe, any rolling period of 282 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

CI AUSPICE BROAD COMMODITY FUND (CCOM.TO) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 August 1953 - 30 June 2025 (~72 years)
30 Years
(1995/07 - 2025/06)
All Data
(1953/08 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 4.60%.

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.

CI AUSPICE BROAD COMMODITY FUND (CCOM.TO) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 August 1953 - 30 June 2025 (~72 years)
30 Years
(1995/07 - 2025/06)
All Data
(1953/08 - 2025/06)
Canada Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

CI AUSPICE BROAD COMMODITY FUND (CCOM.TO) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1953 - 30 June 2025 (~72 years)
Over Time
Histogram
Canada Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-41.55%
Jul 2008 - Jun 2009
+3.62% +110.12%
Aug 1972 - Jul 1973
34.98%
298 out of 852
-41.40%
Jul 2008 - Jun 2009
+1.38% +95.05%
Aug 1972 - Jul 1973
45.42%
387 out of 852
-28.56%
Jul 2008 - Jun 2010
+3.52% +71.24%
Nov 1972 - Oct 1974
31.43%
264 out of 840
-28.81%
Jul 2008 - Jun 2010
+1.14% +55.34%
Nov 1972 - Oct 1974
42.74%
359 out of 840
-14.84%
Mar 2013 - Feb 2016
+4.23% +57.00%
Nov 1971 - Oct 1974
27.42%
227 out of 828
-15.84%
Mar 2013 - Feb 2016
+1.52% +44.66%
Nov 1971 - Oct 1974
40.94%
339 out of 828
-12.67%
Jul 2008 - Jun 2012
+5.63% +45.46%
Dec 1970 - Nov 1974
23.65%
193 out of 816
-13.80%
Jul 2008 - Jun 2012
+1.91% +35.24%
Dec 1970 - Nov 1974
38.73%
316 out of 816
-10.20%
Apr 2011 - Mar 2016
+6.63% +35.84%
Dec 1969 - Nov 1974
23.01%
185 out of 804
-11.43%
Apr 2011 - Mar 2016
+2.48% +27.51%
Dec 1969 - Nov 1974
37.69%
303 out of 804
-9.75%
May 2014 - Apr 2020
+6.57% +28.77%
Dec 1968 - Nov 1974
21.72%
172 out of 792
-10.95%
May 2014 - Apr 2020
+2.49% +21.43%
Dec 1968 - Nov 1974
37.25%
295 out of 792
-9.44%
Jul 2008 - Jun 2015
+7.04% +25.14%
Mar 1972 - Feb 1979
17.44%
136 out of 780
-10.69%
Jul 2008 - Jun 2015
+2.86% +16.67%
Dec 1967 - Nov 1974
35.77%
279 out of 780
-9.73%
Jul 2008 - Jun 2016
+7.37% +25.10%
Oct 1971 - Sep 1979
14.71%
113 out of 768
-10.99%
Jul 2008 - Jun 2016
+2.97% +15.23%
Oct 1971 - Sep 1979
34.64%
266 out of 768
-9.28%
Jul 2008 - Jun 2017
+7.33% +24.99%
Oct 1971 - Sep 1980
12.17%
92 out of 756
-10.50%
Jul 2008 - Jun 2017
+3.09% +14.90%
Oct 1971 - Sep 1980
32.14%
243 out of 756
-6.40%
Jul 2008 - Jun 2018
+7.41% +23.71%
Dec 1970 - Nov 1980
11.96%
89 out of 744
-7.76%
Jul 2008 - Jun 2018
+3.65% +14.05%
Dec 1970 - Nov 1980
31.05%
231 out of 744
-6.75%
Jul 2008 - Jun 2019
+8.24% +21.70%
Dec 1969 - Nov 1980
10.79%
79 out of 732
-8.15%
Jul 2008 - Jun 2019
+4.34% +12.87%
Nov 1969 - Oct 1980
29.64%
217 out of 732
-7.70%
Jul 2008 - Jun 2020
+8.44% +19.58%
Dec 1968 - Nov 1980
11.67%
84 out of 720
-9.02%
Jul 2008 - Jun 2020
+4.64% +11.20%
Nov 1968 - Oct 1980
27.92%
201 out of 720
-4.55%
Jul 2008 - Jun 2021
+8.50% +18.22%
Oct 1977 - Sep 1990
11.86%
84 out of 708
-6.03%
Jul 2008 - Jun 2021
+4.68% +10.87%
Oct 1977 - Sep 1990
24.86%
176 out of 708
-3.92%
May 2006 - Apr 2020
+8.52% +17.87%
Oct 1976 - Sep 1990
10.78%
75 out of 696
-5.40%
May 2006 - Apr 2020
+4.72% +10.40%
Oct 1976 - Sep 1990
24.14%
168 out of 696
-3.60%
May 2005 - Apr 2020
+8.74% +16.77%
Dec 1970 - Nov 1985
8.48%
58 out of 684
-5.14%
May 2005 - Apr 2020
+4.71% +9.79%
Nov 1982 - Oct 1997
22.51%
154 out of 684
-3.14%
May 2004 - Apr 2020
+8.94% +16.41%
Aug 1971 - Jul 1987
6.85%
46 out of 672
-4.73%
May 2004 - Apr 2020
+4.80% +9.02%
Dec 1984 - Nov 2000
21.43%
144 out of 672
-1.43%
Jul 2008 - Jun 2025
+9.08% +16.26%
Aug 1970 - Jul 1987
3.94%
26 out of 660
-3.45%
Jul 2008 - Jun 2025
+4.68% +9.16%
Mar 1987 - Feb 2004
18.79%
124 out of 660
-0.65%
Oct 2002 - Sep 2020
+9.23% +17.65%
Oct 1972 - Sep 1990
1.70%
11 out of 648
-2.32%
Oct 2002 - Sep 2020
+4.35% +9.68%
Oct 1972 - Sep 1990
17.28%
112 out of 648
-1.28%
May 2001 - Apr 2020
+9.54% +18.66%
Oct 1971 - Sep 1990
1.26%
8 out of 636
-2.97%
May 2001 - Apr 2020
+4.32% +10.71%
Oct 1971 - Sep 1990
12.74%
81 out of 636
-0.73%
Dec 2000 - Nov 2020
+9.62% +18.08%
Oct 1970 - Sep 1990
1.12%
7 out of 624
-2.48%
Dec 2000 - Nov 2020
+4.20% +10.37%
Oct 1970 - Sep 1990
10.10%
63 out of 624
+1.72%
May 1995 - Apr 2020
+9.25% +15.32%
Dec 1971 - Nov 1996
0.00%
0 out of 564
-0.05%
May 1995 - Apr 2020
+4.54% +8.85%
Dec 1971 - Nov 1996
0.18%
1 out of 564
+1.67%
Oct 1990 - Sep 2020
+8.93% +14.35%
Dec 1970 - Nov 2000
0.00%
0 out of 504
-0.18%
Oct 1990 - Sep 2020
+4.89% +8.57%
Dec 1970 - Nov 2000
0.40%
2 out of 504
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