DFA US Large Company I (DFUSX): Rolling Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024

Holding the DFA US Large Company I (DFUSX) 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 187 months (from September 1929 to March 1945).

This means that every rolling period of 188 months or above has always granted a positive return.

To obtain comprehensive information, please consult the DFA US Large Company I (DFUSX) 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 LARGE COMPANY I (DFUSX) FUND
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 12.34% (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.

DFA US LARGE COMPANY I (DFUSX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.75% +160.57%
Jul 1932 - Jun 1933
-67.84%
Jul 1931 - Jun 1932
27.88%
510 out of 1829
US Inflation Adjusted +8.44% +179.03%
Jul 1932 - Jun 1933
-64.30%
Jul 1931 - Jun 1932
31.06%
568 out of 1829
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 +10.11% +55.64%
Jul 1932 - Jun 1934
-54.64%
Jun 1930 - May 1932
20.91%
380 out of 1817
US Inflation Adjusted +7.26% +56.79%
Jul 1932 - Jun 1934
-49.63%
Jun 1930 - May 1932
26.14%
475 out of 1817
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 +9.79% +42.43%
Mar 1933 - Feb 1936
-42.65%
Jul 1929 - Jun 1932
15.62%
282 out of 1805
US Inflation Adjusted +7.42% +40.17%
Sep 1926 - Aug 1929
-38.10%
Jul 1929 - Jun 1932
21.72%
392 out of 1805
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 +9.23% +41.06%
Jul 1932 - Jun 1936
-27.87%
Jun 1928 - May 1932
13.78%
247 out of 1793
US Inflation Adjusted +7.31% +40.55%
Jul 1932 - Jun 1936
-23.65%
Jun 1928 - May 1932
20.19%
362 out of 1793
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 +9.41% +35.15%
Jun 1932 - May 1937
-17.97%
Sep 1929 - Aug 1934
10.89%
194 out of 1781
US Inflation Adjusted +6.99% +33.81%
Jun 1932 - May 1937
-13.67%
Sep 1929 - Aug 1934
19.48%
347 out of 1781
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 +9.41% +31.06%
Sep 1923 - Aug 1929
-12.68%
Apr 1929 - Mar 1935
6.78%
120 out of 1769
US Inflation Adjusted +6.94% +30.80%
Sep 1923 - Aug 1929
-10.78%
Oct 1968 - Sep 1974
16.62%
294 out of 1769
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 +9.10% +25.68%
Feb 1922 - Jan 1929
-7.64%
Jul 1925 - Jun 1932
3.87%
68 out of 1757
US Inflation Adjusted +6.80% +25.47%
Feb 1922 - Jan 1929
-8.70%
Oct 1967 - Sep 1974
14.68%
258 out of 1757
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 +8.62% +28.23%
Sep 1921 - Aug 1929
-8.26%
Apr 1930 - Mar 1938
2.81%
49 out of 1745
US Inflation Adjusted +6.75% +28.60%
Sep 1921 - Aug 1929
-6.81%
Mar 2001 - Feb 2009
13.24%
231 out of 1745
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 +8.39% +22.97%
Sep 1920 - Aug 1929
-7.16%
Apr 1929 - Mar 1938
2.54%
44 out of 1733
US Inflation Adjusted +6.90% +25.18%
Sep 1920 - Aug 1929
-7.35%
Apr 2000 - Mar 2009
12.52%
217 out of 1733
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 +8.49% +21.28%
Jun 1949 - May 1959
-5.38%
Sep 1929 - Aug 1939
3.54%
61 out of 1721
US Inflation Adjusted +6.71% +20.08%
Jun 1920 - May 1930
-5.86%
Mar 1999 - Feb 2009
11.91%
205 out of 1721
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 +8.42% +19.97%
Sep 1918 - Aug 1929
-4.92%
Sep 1929 - Aug 1940
2.52%
43 out of 1709
US Inflation Adjusted +6.91% +18.70%
Sep 1918 - Aug 1929
-4.07%
Jan 1910 - Dec 1920
13.69%
234 out of 1709
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.50% +19.33%
Jun 1949 - May 1961
-4.40%
May 1930 - Apr 1942
1.71%
29 out of 1697
US Inflation Adjusted +6.98% +17.15%
Jun 1949 - May 1961
-3.96%
May 1930 - Apr 1942
12.32%
209 out of 1697
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution