Consolidated Returns as of 30 April 2024
Holding the Invesco DB Commodity Tracking (DBC) ETF, 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 1214 months (from February 1871 to March 1972).
This means that every rolling period of 1215 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Invesco DB Commodity Tracking (DBC) ETF: 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
The annualized return of the last 10 years has been -0.41% (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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.32% |
+106.86%
Aug 1972 - Jul 1973 |
-48.67%
Jul 2008 - Jun 2009 |
44.34%
811 out of 1829 |
US Inflation Adjusted | -0.16% |
+95.63%
Aug 1972 - Jul 1973 |
-48.03%
Jul 2008 - Jun 2009 |
50.90%
931 out of 1829 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.39% |
+71.21%
Nov 1972 - Oct 1974 |
-30.15%
Mar 2014 - Feb 2016 |
46.40%
843 out of 1817 |
US Inflation Adjusted | -0.28% |
+55.74%
Nov 1972 - Oct 1974 |
-30.41%
Mar 2014 - Feb 2016 |
52.01%
945 out of 1817 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.02% |
+58.15%
Nov 1971 - Oct 1974 |
-23.43%
Feb 2013 - Jan 2016 |
44.16%
797 out of 1805 |
US Inflation Adjusted | -0.53% |
+46.93%
Nov 1971 - Oct 1974 |
-27.11%
Feb 1918 - Jan 1921 |
53.57%
967 out of 1805 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.80% |
+46.71%
Dec 1970 - Nov 1974 |
-18.79%
Mar 2012 - Feb 2016 |
41.16%
738 out of 1793 |
US Inflation Adjusted | -0.85% |
+37.38%
Dec 1970 - Nov 1974 |
-26.55%
Feb 1917 - Jan 1921 |
56.00%
1004 out of 1793 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.56% |
+38.19%
Dec 1969 - Nov 1974 |
-15.57%
Mar 2011 - Feb 2016 |
40.48%
721 out of 1781 |
US Inflation Adjusted | -0.63% |
+29.70%
Dec 1969 - Nov 1974 |
-23.16%
Feb 1916 - Jan 1921 |
54.91%
978 out of 1781 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.68% |
+30.58%
Dec 1968 - Nov 1974 |
-13.30%
May 2014 - Apr 2020 |
42.91%
759 out of 1769 |
US Inflation Adjusted | -0.55% |
+22.67%
Dec 1968 - Nov 1974 |
-17.16%
Feb 1915 - Jan 1921 |
55.85%
988 out of 1769 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.69% |
+25.06%
Dec 1967 - Nov 1974 |
-12.41%
Aug 2008 - Jul 2015 |
40.24%
707 out of 1757 |
US Inflation Adjusted | -0.36% |
+17.81%
Dec 1967 - Nov 1974 |
-13.75%
Mar 1916 - Feb 1923 |
54.35%
955 out of 1757 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.57% |
+22.92%
Oct 1971 - Sep 1979 |
-12.35%
Jul 2008 - Jun 2016 |
42.64%
744 out of 1745 |
US Inflation Adjusted | -0.22% |
+15.94%
Oct 1982 - Sep 1990 |
-13.43%
Jul 2008 - Jun 2016 |
52.03%
908 out of 1745 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.53% |
+23.06%
Oct 1971 - Sep 1980 |
-11.65%
Jul 2008 - Jun 2017 |
42.30%
733 out of 1733 |
US Inflation Adjusted | -0.30% |
+17.89%
Mar 1999 - Feb 2008 |
-12.78%
Jul 2008 - Jun 2017 |
53.03%
919 out of 1733 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.45% |
+21.88%
Nov 1970 - Oct 1980 |
-8.73%
Jul 2008 - Jun 2018 |
43.99%
757 out of 1721 |
US Inflation Adjusted | -0.27% |
+14.79%
Jul 1998 - Jun 2008 |
-10.83%
May 1911 - Apr 1921 |
51.19%
881 out of 1721 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.33% |
+20.78%
Nov 1969 - Oct 1980 |
-8.83%
Jul 2008 - Jun 2019 |
41.37%
707 out of 1709 |
US Inflation Adjusted | +0.08% |
+12.10%
Nov 1969 - Oct 1980 |
-10.15%
Jul 2008 - Jun 2019 |
49.91%
853 out of 1709 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.41% |
+18.73%
Nov 1968 - Oct 1980 |
-9.86%
Jul 2008 - Jun 2020 |
42.49%
721 out of 1697 |
US Inflation Adjusted | +0.35% |
+11.08%
Mar 1999 - Feb 2011 |
-11.11%
Jul 2008 - Jun 2020 |
48.26%
819 out of 1697 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.51% |
+17.57%
Oct 1977 - Sep 1990 |
-6.25%
Feb 1917 - Jan 1930 |
39.88%
672 out of 1685 |
US Inflation Adjusted | +0.61% |
+11.69%
Jul 1995 - Jun 2008 |
-8.95%
Feb 1917 - Jan 1930 |
46.41%
782 out of 1685 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.59% |
+16.47%
Oct 1976 - Sep 1990 |
-6.52%
Feb 1917 - Jan 1931 |
39.81%
666 out of 1673 |
US Inflation Adjusted | +0.55% |
+10.12%
Jul 1994 - Jun 2008 |
-8.88%
Feb 1916 - Jan 1930 |
46.44%
777 out of 1673 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.66% |
+14.75%
Jun 1969 - May 1984 |
-6.27%
Mar 1917 - Feb 1932 |
39.86%
662 out of 1661 |
US Inflation Adjusted | +0.45% |
+9.27%
Jul 1993 - Jun 2008 |
-8.51%
Feb 1916 - Jan 1931 |
46.78%
777 out of 1661 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.72% |
+14.54%
Aug 1971 - Jul 1987 |
-5.69%
Jun 1916 - May 1932 |
37.42%
617 out of 1649 |
US Inflation Adjusted | +0.53% |
+8.05%
Jul 1992 - Jun 2008 |
-7.54%
Feb 1916 - Jan 1932 |
47.24%
779 out of 1649 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.61% |
+14.83%
May 1972 - Apr 1989 |
-4.18%
Feb 1916 - Jan 1933 |
37.08%
607 out of 1637 |
US Inflation Adjusted | +0.40% |
+8.61%
Mar 1987 - Feb 2004 |
-6.74%
Feb 1904 - Jan 1921 |
46.73%
765 out of 1637 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.60% |
+16.61%
Oct 1972 - Sep 1990 |
-3.28%
Feb 1917 - Jan 1935 |
34.09%
554 out of 1625 |
US Inflation Adjusted | +0.19% |
+9.42%
Oct 1972 - Sep 1990 |
-6.12%
Feb 1912 - Jan 1930 |
47.38%
770 out of 1625 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.58% |
+17.85%
Oct 1971 - Sep 1990 |
-3.18%
Feb 1912 - Jan 1931 |
34.47%
556 out of 1613 |
US Inflation Adjusted | +0.16% |
+10.77%
Oct 1971 - Sep 1990 |
-6.11%
Feb 1902 - Jan 1921 |
46.56%
751 out of 1613 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.65% |
+17.34%
Oct 1970 - Sep 1990 |
-3.16%
Feb 1912 - Jan 1932 |
36.29%
581 out of 1601 |
US Inflation Adjusted | +0.13% |
+10.40%
Oct 1970 - Sep 1990 |
-6.00%
Feb 1901 - Jan 1921 |
46.60%
746 out of 1601 |
To obtain comprehensive information, please consult the Invesco DB Commodity Tracking (DBC) ETF: Historical Returns page.