When holding the DFA Inflation-Protected Securities I (DIPSX) Fund, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 76 months (from August 2012 to November 2018).
This indicates that, within the same timeframe, any rolling period of 77 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.
DFA Inflation-Protected Securities I (DIPSX) Fund: Historical Returns
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.
Loading data
Please wait
Loading data
Please wait
As of Nov 30, 2024, the annualized return of the previous 10 years has been 2.31%.
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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
Loading data
Please wait
Loading data
Please wait
Worst | Median | Best | Negative Periods |
---|---|---|---|
-12.23%
Oct 2021 - Sep 2022 |
+6.62% |
+40.52%
Apr 1985 - Mar 1986 |
18.59%
87 out of 468 |
-18.88%
Oct 2021 - Sep 2022 |
+3.96% |
+37.55%
Apr 1985 - Mar 1986 |
31.20%
146 out of 468 |
-6.46%
Nov 2021 - Oct 2023 |
+6.65% |
+23.83%
Mar 1985 - Feb 1987 |
9.87%
45 out of 456 |
-11.32%
Nov 2021 - Oct 2023 |
+4.09% |
+20.74%
Mar 1985 - Feb 1987 |
22.37%
102 out of 456 |
-2.52%
Jan 2013 - Dec 2015 |
+6.85% |
+17.65%
Sep 1990 - Aug 1993 |
6.76%
30 out of 444 |
-7.49%
Nov 2020 - Oct 2023 |
+3.99% |
+13.96%
Sep 1990 - Aug 1993 |
16.22%
72 out of 444 |
-0.92%
Dec 2012 - Nov 2016 |
+6.72% |
+14.30%
Mar 1989 - Feb 1993 |
2.31%
10 out of 432 |
-4.54%
May 2020 - Apr 2024 |
+3.97% |
+10.35%
Feb 1990 - Jan 1994 |
15.74%
68 out of 432 |
-0.35%
May 2013 - Apr 2018 |
+7.12% |
+14.27%
Sep 1988 - Aug 1993 |
1.67%
7 out of 420 |
-2.10%
Jul 2019 - Jun 2024 |
+4.28% |
+9.87%
Sep 1988 - Aug 1993 |
12.86%
54 out of 420 |
-0.41%
Nov 2012 - Oct 2018 |
+7.21% |
+13.81%
Oct 1987 - Sep 1993 |
0.98%
4 out of 408 |
-2.02%
Nov 2017 - Oct 2023 |
+4.59% |
+9.45%
Oct 1987 - Sep 1993 |
12.25%
50 out of 408 |
+0.78%
Feb 2012 - Jan 2019 |
+6.95% |
+13.02%
Jan 1985 - Dec 1991 |
0.00%
0 out of 396 |
-2.06%
Nov 2016 - Oct 2023 |
+4.29% |
+8.74%
Jan 1985 - Dec 1991 |
12.37%
49 out of 396 |
+1.74%
Dec 2011 - Nov 2019 |
+6.96% |
+13.37%
Mar 1985 - Feb 1993 |
0.00%
0 out of 384 |
-1.48%
May 2016 - Apr 2024 |
+4.25% |
+9.24%
Mar 1985 - Feb 1993 |
7.55%
29 out of 384 |
+1.61%
Nov 2014 - Oct 2023 |
+7.08% |
+12.83%
Jan 1985 - Dec 1993 |
0.00%
0 out of 372 |
-1.29%
May 2015 - Apr 2024 |
+4.48% |
+8.84%
Mar 1985 - Feb 1994 |
8.33%
31 out of 372 |
+0.90%
Oct 2012 - Sep 2022 |
+7.55% |
+11.39%
Mar 1985 - Feb 1995 |
0.00%
0 out of 360 |
-1.58%
Oct 2012 - Sep 2022 |
+4.74% |
+7.55%
Mar 1985 - Feb 1995 |
8.89%
32 out of 360 |
+0.81%
Nov 2012 - Oct 2023 |
+7.52% |
+11.83%
Jan 1985 - Dec 1995 |
0.00%
0 out of 348 |
-1.75%
Nov 2012 - Oct 2023 |
+4.94% |
+8.05%
Jan 1985 - Dec 1995 |
8.05%
28 out of 348 |
+1.40%
May 2012 - Apr 2024 |
+7.33% |
+10.96%
Mar 1985 - Feb 1997 |
0.00%
0 out of 336 |
-1.21%
Jun 2012 - May 2024 |
+4.71% |
+7.46%
Oct 1990 - Sep 2002 |
6.85%
23 out of 336 |
+1.95%
Dec 2011 - Nov 2024 |
+7.38% |
+11.22%
Mar 1985 - Feb 1998 |
0.00%
0 out of 324 |
-0.61%
Dec 2011 - Nov 2024 |
+4.67% |
+7.67%
Mar 1985 - Feb 1998 |
4.32%
14 out of 324 |
+2.51%
Nov 2010 - Oct 2024 |
+7.34% |
+10.92%
Jan 1985 - Dec 1998 |
0.00%
0 out of 312 |
-0.13%
Nov 2010 - Oct 2024 |
+4.72% |
+7.46%
Jan 1985 - Dec 1998 |
0.32%
1 out of 312 |
+2.80%
Mar 2008 - Feb 2023 |
+7.34% |
+10.29%
Oct 1987 - Sep 2002 |
0.00%
0 out of 300 |
+0.37%
Dec 2009 - Nov 2024 |
+4.74% |
+7.09%
Apr 1989 - Mar 2004 |
0.00%
0 out of 300 |
+2.79%
Mar 2008 - Feb 2024 |
+7.01% |
+10.60%
Mar 1985 - Feb 2001 |
0.00%
0 out of 288 |
+0.38%
Mar 2008 - Feb 2024 |
+4.42% |
+7.17%
Mar 1985 - Feb 2001 |
0.00%
0 out of 288 |
+3.22%
Dec 2007 - Nov 2024 |
+7.07% |
+10.33%
Mar 1985 - Feb 2002 |
0.00%
0 out of 276 |
+0.78%
Nov 2006 - Oct 2023 |
+4.58% |
+7.03%
Mar 1985 - Feb 2002 |
0.00%
0 out of 276 |
+3.24%
Oct 2005 - Sep 2023 |
+7.02% |
+10.80%
Mar 1985 - Feb 2003 |
0.00%
0 out of 264 |
+0.78%
Oct 2005 - Sep 2023 |
+4.55% |
+7.48%
Mar 1985 - Feb 2003 |
0.00%
0 out of 264 |
+3.25%
Nov 2004 - Oct 2023 |
+6.92% |
+10.60%
Mar 1985 - Feb 2004 |
0.00%
0 out of 252 |
+0.68%
Nov 2004 - Oct 2023 |
+4.46% |
+7.37%
Mar 1985 - Feb 2004 |
0.00%
0 out of 252 |
+3.43%
Apr 2004 - Mar 2024 |
+6.66% |
+10.27%
Mar 1985 - Feb 2005 |
0.00%
0 out of 240 |
+0.82%
Apr 2004 - Mar 2024 |
+4.26% |
+7.04%
Mar 1985 - Feb 2005 |
0.00%
0 out of 240 |
+4.49%
Nov 1998 - Oct 2023 |
+6.47% |
+9.18%
Mar 1985 - Feb 2010 |
0.00%
0 out of 180 |
+1.89%
Oct 1998 - Sep 2023 |
+4.10% |
+6.10%
Mar 1985 - Feb 2010 |
0.00%
0 out of 180 |
+4.94%
Nov 1993 - Oct 2023 |
+6.78% |
+8.40%
Mar 1985 - Feb 2015 |
0.00%
0 out of 120 |
+2.36%
Nov 1993 - Oct 2023 |
+4.24% |
+5.57%
Mar 1985 - Feb 2015 |
0.00%
0 out of 120 |
DFA Inflation-Protected Securities I (DIPSX) Fund: Historical Returns