DFA US Core Equity 1 (DFEOX): Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Holding the DFA US Core Equity 1 (DFEOX) Fund, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 188 months (from November 1916 to June 1932).

This means that every rolling period of 189 months or above has always granted a positive return.

To obtain comprehensive information, please consult the DFA US Core Equity 1 (DFEOX) Fund: 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

DFA US CORE EQUITY 1 (DFEOX) FUND
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 11.47% (updated at Feb 29, 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.

DFA US CORE EQUITY 1 (DFEOX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.64 03/2008
02/2009
0.56$ -7.79 0.92$ 14.08 1.14$ 27.21 1.27$ 67.94 04/2020
03/2021
1.67$ 25.10 23.21%
2Y -27.48 03/2007
02/2009
0.52$ -2.66 0.94$ 11.69 1.24$ 23.49 1.52$ 42.71 03/2009
02/2011
2.03$ 9.12 16.91%
3Y -16.22 04/2000
03/2003
0.58$ -1.94 0.94$ 11.68 1.39$ 19.68 1.71$ 30.70 04/1995
03/1998
2.23$ 10.71 16.92%
4Y -10.04 03/2005
02/2009
0.65$ -1.48 0.94$ 11.28 1.53$ 17.62 1.91$ 28.06 02/1995
01/1999
2.68$ 16.44 18.85%
5Y -6.71 03/2004
02/2009
0.70$ 0.33 1.01$ 9.56 1.57$ 16.53 2.14$ 26.84 01/1995
12/1999
3.28$ 13.69 12.62%
6Y -0.12 01/2000
12/2005
0.99$ 2.45 1.15$ 8.88 1.66$ 15.06 2.32$ 23.42 04/1994
03/2000
3.53$ 11.86 0.35%
7Y -3.40 03/2002
02/2009
0.78$ 3.64 1.28$ 7.30 1.63$ 13.45 2.41$ 17.79 03/2009
02/2016
3.14$ 12.49 2.17%
8Y -3.96 03/2001
02/2009
0.72$ 4.25 1.39$ 8.09 1.86$ 13.28 2.71$ 18.95 03/2009
02/2017
4.00$ 14.25 3.77%
9Y -5.18 03/2000
02/2009
0.61$ 4.69 1.51$ 8.32 2.05$ 12.95 2.99$ 18.65 03/2009
02/2018
4.66$ 11.37 5.14%
10Y -2.77 03/1999
02/2009
0.75$ 3.95 1.47$ 8.66 2.29$ 12.82 3.34$ 17.00 03/2009
02/2019
4.80$ 11.47 6.22%
11Y -1.34 03/1998
02/2009
0.86$ 2.40 1.29$ 8.75 2.51$ 12.81 3.76$ 15.89 09/2010
08/2021
5.06$ 12.94 1.31%
12Y 1.21 03/1997
02/2009
1.15$ 3.03 1.43$ 8.36 2.62$ 11.94 3.87$ 17.22 03/2009
02/2021
6.72$ 13.04 0.00%
13Y 2.38 01/2000
12/2012
1.35$ 3.91 1.64$ 8.42 2.86$ 11.73 4.22$ 16.96 03/2009
02/2022
7.66$ 12.23 0.00%
14Y 3.37 10/1997
09/2011
1.59$ 4.73 1.91$ 8.03 2.95$ 10.23 3.90$ 15.26 03/2009
02/2023
7.29$ 13.21 0.00%
15Y 4.40 09/2000
08/2015
1.90$ 5.30 2.17$ 7.65 3.02$ 9.97 4.15$ 15.89 03/2009
02/2024
9.13$ 15.89 0.00%
16Y 4.26 03/2000
02/2016
1.94$ 6.02 2.54$ 8.09 3.47$ 9.61 4.33$ 10.93 10/2002
09/2018
5.25$ 10.78 0.00%
17Y 4.95 02/1999
01/2016
2.27$ 6.13 2.75$ 8.00 3.70$ 9.60 4.75$ 10.80 09/2004
08/2021
5.71$ 9.67 0.00%
18Y 5.64 04/2000
03/2018
2.68$ 6.19 2.94$ 8.33 4.22$ 9.69 5.28$ 11.42 04/2003
03/2021
7.00$ 9.79 0.00%
19Y 5.13 01/2000
12/2018
2.58$ 6.54 3.33$ 8.54 4.74$ 9.69 5.79$ 11.49 01/2003
12/2021
7.89$ 9.87 0.00%
20Y 4.59 04/2000
03/2020
2.45$ 6.47 3.50$ 8.26 4.88$ 9.77 6.45$ 10.51 02/2003
01/2023
7.38$ 9.77 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.64 03/2008
02/2009
0.56$ -10.65 0.89$ 11.65 1.11$ 24.11 1.24$ 63.66 04/2020
03/2021
1.63$ 21.79 25.50%
2Y -28.94 03/2007
02/2009
0.50$ -5.65 0.89$ 8.41 1.17$ 20.96 1.46$ 39.72 03/2009
02/2011
1.95$ 4.60 22.55%
3Y -18.22 04/2000
03/2003
0.54$ -4.15 0.88$ 8.93 1.29$ 17.01 1.60$ 27.73 04/1995
03/1998
2.08$ 4.92 20.00%
4Y -12.27 03/2005
02/2009
0.59$ -3.61 0.86$ 8.57 1.38$ 15.34 1.76$ 25.21 02/1995
01/1999
2.45$ 11.37 25.24%
5Y -9.11 03/2004
02/2009
0.62$ -2.09 0.89$ 6.93 1.39$ 14.15 1.93$ 23.90 01/1995
12/1999
2.91$ 9.21 26.25%
6Y -2.75 01/2000
12/2005
0.84$ 0.01 1.00$ 6.29 1.44$ 12.63 2.04$ 20.95 03/2009
02/2015
3.13$ 7.91 14.53%
7Y -5.83 03/2002
02/2009
0.65$ 0.94 1.06$ 5.08 1.41$ 11.46 2.13$ 15.96 03/2009
02/2016
2.81$ 8.72 6.86%
8Y -6.21 03/2001
02/2009
0.59$ 1.56 1.13$ 5.80 1.57$ 11.15 2.32$ 16.92 03/2009
02/2017
3.49$ 10.51 9.06%
9Y -7.51 03/2000
02/2009
0.49$ 2.17 1.21$ 5.98 1.68$ 10.96 2.54$ 16.56 03/2009
02/2018
3.97$ 8.02 10.67%
10Y -5.22 03/1999
02/2009
0.58$ 1.31 1.13$ 6.21 1.82$ 10.71 2.76$ 14.97 03/2009
02/2019
4.03$ 8.46 10.79%
11Y -3.76 03/1998
02/2009
0.65$ -0.03 0.99$ 6.58 2.01$ 10.10 2.88$ 13.63 03/2009
02/2020
4.07$ 10.05 15.28%
12Y -1.22 01/2000
12/2011
0.86$ 0.55 1.06$ 6.25 2.06$ 9.26 2.89$ 15.14 03/2009
02/2021
5.42$ 10.21 8.29%
13Y -0.07 01/2000
12/2012
0.99$ 1.37 1.19$ 6.35 2.22$ 9.20 3.13$ 14.38 03/2009
02/2022
5.73$ 9.39 0.49%
14Y 0.89 10/1997
09/2011
1.13$ 2.32 1.37$ 5.86 2.21$ 7.96 2.92$ 12.42 03/2009
02/2023
5.14$ 10.38 0.00%
15Y 2.10 03/1994
02/2009
1.36$ 2.94 1.54$ 5.21 2.14$ 7.71 3.04$ 13.02 03/2009
02/2024
6.27$ 13.02 0.00%
16Y 2.11 03/2000
02/2016
1.39$ 3.62 1.76$ 5.70 2.42$ 7.33 3.10$ 8.65 10/2002
09/2018
3.76$ 8.21 0.00%
17Y 2.71 02/1999
01/2016
1.57$ 3.85 1.90$ 5.59 2.52$ 7.31 3.31$ 8.44 09/2004
08/2021
3.96$ 7.02 0.00%
18Y 3.45 04/2000
03/2018
1.84$ 3.94 2.00$ 5.91 2.81$ 7.10 3.43$ 9.19 04/2003
03/2021
4.86$ 7.14 0.00%
19Y 2.92 01/2000
12/2018
1.72$ 4.28 2.21$ 6.17 3.12$ 7.10 3.67$ 9.00 10/2002
09/2021
5.14$ 7.15 0.00%
20Y 2.46 04/2000
03/2020
1.62$ 4.20 2.27$ 6.01 3.21$ 7.23 4.04$ 7.80 02/2003
01/2023
4.48$ 7.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -67.90 07/1931
06/1932
0.32$ -7.84 0.92$ 10.73 1.10$ 29.38 1.29$ 164.11 07/1932
06/1933
2.64$ 25.10 27.48%
2Y -55.42 06/1930
05/1932
0.19$ -2.24 0.95$ 9.86 1.20$ 23.33 1.52$ 59.68 07/1932
06/1934
2.54$ 9.12 19.45%
3Y -43.81 07/1929
06/1932
0.17$ -0.48 0.98$ 9.97 1.32$ 19.67 1.71$ 45.34 03/1933
02/1936
3.07$ 10.71 15.86%
4Y -29.44 06/1928
05/1932
0.24$ 0.83 1.03$ 9.72 1.44$ 17.88 1.93$ 43.64 07/1932
06/1936
4.25$ 16.44 12.73%
5Y -19.58 06/1927
05/1932
0.33$ 1.35 1.06$ 9.80 1.59$ 17.30 2.22$ 37.25 06/1932
05/1937
4.86$ 13.69 10.06%
6Y -13.44 07/1926
06/1932
0.42$ 2.57 1.16$ 9.59 1.73$ 16.09 2.44$ 29.19 09/1923
08/1929
4.64$ 11.86 5.83%
7Y -9.49 07/1925
06/1932
0.49$ 3.28 1.25$ 9.39 1.87$ 15.19 2.69$ 24.63 02/1922
01/1929
4.66$ 12.49 4.16%
8Y -7.94 04/1930
03/1938
0.51$ 3.51 1.31$ 8.97 1.98$ 15.19 3.09$ 27.00 09/1921
08/1929
6.76$ 14.25 3.10%
9Y -7.16 04/1929
03/1938
0.51$ 3.88 1.40$ 8.83 2.14$ 14.91 3.49$ 21.87 09/1920
08/1929
5.93$ 11.37 2.48%
10Y -5.29 09/1929
08/1939
0.58$ 4.35 1.53$ 8.86 2.33$ 14.90 4.01$ 20.50 06/1949
05/1959
6.45$ 11.47 2.97%
11Y -4.59 09/1929
08/1940
0.59$ 4.59 1.63$ 8.95 2.56$ 14.67 4.50$ 19.24 09/1918
08/1929
6.92$ 12.94 2.11%
12Y -3.80 05/1930
04/1942
0.62$ 4.54 1.70$ 8.75 2.73$ 14.67 5.16$ 18.79 06/1949
05/1961
7.89$ 13.04 1.83%
13Y -4.31 09/1929
08/1942
0.56$ 4.76 1.83$ 8.72 2.96$ 14.40 5.74$ 19.10 08/1942
07/1955
9.70$ 12.23 1.49%
14Y -1.53 05/1928
04/1942
0.80$ 5.20 2.03$ 8.64 3.19$ 14.40 6.57$ 19.69 05/1942
04/1956
12.38$ 13.21 1.08%
15Y -0.35 09/1929
08/1944
0.94$ 5.54 2.24$ 8.58 3.43$ 13.99 7.12$ 18.24 05/1942
04/1957
12.34$ 15.89 0.12%
16Y 0.35 07/1916
06/1932
1.05$ 5.71 2.43$ 8.44 3.65$ 13.95 8.08$ 18.13 07/1982
06/1998
14.38$ 10.78 0.00%
17Y 1.41 07/1915
06/1932
1.26$ 5.66 2.54$ 8.31 3.88$ 13.77 8.96$ 18.21 07/1982
06/1999
17.19$ 9.67 0.00%
18Y 1.39 06/1914
05/1932
1.28$ 5.70 2.71$ 8.41 4.27$ 13.39 9.59$ 17.96 04/1982
03/2000
19.56$ 9.79 0.00%
19Y 1.48 06/1913
05/1932
1.32$ 6.04 3.04$ 8.33 4.56$ 13.29 10.70$ 17.35 05/1942
04/1961
20.90$ 9.87 0.00%
20Y 1.15 07/1912
06/1932
1.25$ 6.17 3.31$ 8.24 4.87$ 13.14 11.80$ 17.30 04/1980
03/2000
24.32$ 9.77 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -64.35 07/1931
06/1932
0.35$ -11.27 0.88$ 8.82 1.08$ 27.52 1.27$ 182.83 07/1932
06/1933
2.82$ 21.79 31.20%
2Y -50.48 06/1930
05/1932
0.24$ -4.62 0.90$ 7.30 1.15$ 21.04 1.46$ 60.87 07/1932
06/1934
2.58$ 4.60 24.68%
3Y -39.36 07/1929
06/1932
0.22$ -2.44 0.92$ 7.51 1.24$ 17.08 1.60$ 41.38 03/1933
02/1936
2.82$ 4.92 20.69%
4Y -25.31 06/1928
05/1932
0.31$ -1.54 0.93$ 7.34 1.32$ 15.11 1.75$ 43.11 07/1932
06/1936
4.19$ 11.37 18.65%
5Y -15.64 06/1927
05/1932
0.42$ -1.03 0.94$ 7.23 1.41$ 14.33 1.95$ 35.89 06/1932
05/1937
4.63$ 9.21 17.65%
6Y -10.90 10/1968
09/1974
0.50$ 0.01 1.00$ 7.33 1.52$ 13.41 2.12$ 28.94 09/1923
08/1929
4.59$ 7.91 14.83%
7Y -8.51 10/1967
09/1974
0.53$ 0.79 1.05$ 7.11 1.61$ 12.63 2.29$ 24.42 02/1922
01/1929
4.61$ 8.72 12.65%
8Y -6.21 03/2001
02/2009
0.59$ 1.16 1.09$ 6.72 1.68$ 12.29 2.52$ 27.36 09/1921
08/1929
6.92$ 10.51 11.24%
9Y -7.51 03/2000
02/2009
0.49$ 1.61 1.15$ 7.06 1.84$ 11.97 2.76$ 24.06 09/1920
08/1929
6.95$ 8.02 11.50%
10Y -5.22 03/1999
02/2009
0.58$ 1.39 1.14$ 7.06 1.97$ 11.40 2.94$ 19.53 09/1919
08/1929
5.95$ 8.46 10.06%
11Y -3.76 03/1998
02/2009
0.65$ 1.05 1.12$ 7.17 2.14$ 11.19 3.21$ 17.98 09/1918
08/1929
6.16$ 10.05 10.25%
12Y -3.36 05/1930
04/1942
0.66$ 1.00 1.12$ 7.13 2.28$ 11.21 3.57$ 16.61 06/1949
05/1961
6.32$ 10.21 8.50%
13Y -3.97 09/1929
08/1942
0.59$ 1.59 1.22$ 6.98 2.40$ 10.80 3.79$ 16.06 12/1948
11/1961
6.92$ 9.39 6.48%
14Y -1.99 03/1906
02/1920
0.75$ 2.16 1.34$ 6.94 2.55$ 10.72 4.15$ 15.52 06/1932
05/1946
7.53$ 10.38 4.55%
15Y -2.10 01/1906
12/1920
0.72$ 2.42 1.43$ 6.88 2.71$ 10.56 4.50$ 14.89 07/1949
06/1964
8.02$ 13.02 2.47%
16Y -1.43 09/1905
08/1921
0.79$ 2.69 1.52$ 6.78 2.85$ 10.37 4.84$ 14.63 06/1949
05/1965
8.89$ 8.21 1.76%
17Y -0.42 08/1965
07/1982
0.93$ 3.09 1.67$ 6.61 2.96$ 9.79 4.89$ 14.54 07/1982
06/1999
10.04$ 7.02 0.61%
18Y -0.64 08/1902
07/1920
0.89$ 3.09 1.72$ 6.55 3.13$ 9.78 5.36$ 14.15 04/1982
03/2000
10.83$ 7.14 0.80%
19Y -0.83 07/1901
06/1920
0.85$ 3.10 1.78$ 6.52 3.31$ 9.59 5.69$ 13.61 05/1942
04/1961
11.29$ 7.15 0.87%
20Y -0.59 07/1912
06/1932
0.88$ 3.28 1.90$ 6.65 3.62$ 9.36 5.98$ 13.11 12/1948
11/1968
11.75$ 7.03 0.38%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.73% +164.11%
Jul 1932 - Jun 1933
-67.90%
Jul 1931 - Jun 1932
27.48%
502 out of 1827
US Inflation Adjusted +8.82% +182.83%
Jul 1932 - Jun 1933
-64.35%
Jul 1931 - Jun 1932
31.20%
570 out of 1827
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.86% +59.68%
Jul 1932 - Jun 1934
-55.42%
Jun 1930 - May 1932
19.45%
353 out of 1815
US Inflation Adjusted +7.30% +60.87%
Jul 1932 - Jun 1934
-50.48%
Jun 1930 - May 1932
24.68%
448 out of 1815
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.97% +45.34%
Mar 1933 - Feb 1936
-43.81%
Jul 1929 - Jun 1932
15.86%
286 out of 1803
US Inflation Adjusted +7.51% +41.38%
Mar 1933 - Feb 1936
-39.36%
Jul 1929 - Jun 1932
20.69%
373 out of 1803
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.72% +43.64%
Jul 1932 - Jun 1936
-29.44%
Jun 1928 - May 1932
12.73%
228 out of 1791
US Inflation Adjusted +7.34% +43.11%
Jul 1932 - Jun 1936
-25.31%
Jun 1928 - May 1932
18.65%
334 out of 1791
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.80% +37.25%
Jun 1932 - May 1937
-19.58%
Jun 1927 - May 1932
10.06%
179 out of 1779
US Inflation Adjusted +7.23% +35.89%
Jun 1932 - May 1937
-15.64%
Jun 1927 - May 1932
17.65%
314 out of 1779
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.59% +29.19%
Sep 1923 - Aug 1929
-13.44%
Jul 1926 - Jun 1932
5.83%
103 out of 1767
US Inflation Adjusted +7.33% +28.94%
Sep 1923 - Aug 1929
-10.90%
Oct 1968 - Sep 1974
14.83%
262 out of 1767
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.39% +24.63%
Feb 1922 - Jan 1929
-9.49%
Jul 1925 - Jun 1932
4.16%
73 out of 1755
US Inflation Adjusted +7.11% +24.42%
Feb 1922 - Jan 1929
-8.51%
Oct 1967 - Sep 1974
12.65%
222 out of 1755
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.97% +27.00%
Sep 1921 - Aug 1929
-7.94%
Apr 1930 - Mar 1938
3.10%
54 out of 1743
US Inflation Adjusted +6.72% +27.36%
Sep 1921 - Aug 1929
-6.21%
Mar 2001 - Feb 2009
11.24%
196 out of 1743
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.83% +21.87%
Sep 1920 - Aug 1929
-7.16%
Apr 1929 - Mar 1938
2.48%
43 out of 1731
US Inflation Adjusted +7.06% +24.06%
Sep 1920 - Aug 1929
-7.51%
Mar 2000 - Feb 2009
11.50%
199 out of 1731
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.86% +20.50%
Jun 1949 - May 1959
-5.29%
Sep 1929 - Aug 1939
2.97%
51 out of 1719
US Inflation Adjusted +7.06% +19.53%
Sep 1919 - Aug 1929
-5.22%
Mar 1999 - Feb 2009
10.06%
173 out of 1719
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.95% +19.24%
Sep 1918 - Aug 1929
-4.59%
Sep 1929 - Aug 1940
2.11%
36 out of 1707
US Inflation Adjusted +7.17% +17.98%
Sep 1918 - Aug 1929
-3.76%
Mar 1998 - Feb 2009
10.25%
175 out of 1707
11 Years Annualized Rolling Returns
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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution