Consolidated Returns as of 30 June 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 (~154 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
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The annualized return of the last 10 years has been -0.52% (updated at Jun 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.
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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 |
44.29%
811 out of 1831 |
US Inflation Adjusted | -0.16% |
+95.63%
Aug 1972 - Jul 1973 |
-48.03%
Jul 2008 - Jun 2009 |
50.85%
931 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.32% |
+71.21%
Nov 1972 - Oct 1974 |
-30.15%
Mar 2014 - Feb 2016 |
46.45%
845 out of 1819 |
US Inflation Adjusted | -0.28% |
+55.74%
Nov 1972 - Oct 1974 |
-30.41%
Mar 2014 - Feb 2016 |
52.06%
947 out of 1819 |
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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 |
44.11%
797 out of 1807 |
US Inflation Adjusted | -0.51% |
+46.93%
Nov 1971 - Oct 1974 |
-27.11%
Feb 1918 - Jan 1921 |
53.51%
967 out of 1807 |
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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 |
41.11%
738 out of 1795 |
US Inflation Adjusted | -0.84% |
+37.38%
Dec 1970 - Nov 1974 |
-26.55%
Feb 1917 - Jan 1921 |
55.93%
1004 out of 1795 |
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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 |
40.44%
721 out of 1783 |
US Inflation Adjusted | -0.62% |
+29.70%
Dec 1969 - Nov 1974 |
-23.16%
Feb 1916 - Jan 1921 |
54.85%
978 out of 1783 |
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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 |
42.86%
759 out of 1771 |
US Inflation Adjusted | -0.54% |
+22.67%
Dec 1968 - Nov 1974 |
-17.16%
Feb 1915 - Jan 1921 |
55.79%
988 out of 1771 |
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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 |
40.19%
707 out of 1759 |
US Inflation Adjusted | -0.36% |
+17.81%
Dec 1967 - Nov 1974 |
-13.75%
Mar 1916 - Feb 1923 |
54.29%
955 out of 1759 |
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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 |
42.59%
744 out of 1747 |
US Inflation Adjusted | -0.22% |
+15.94%
Oct 1982 - Sep 1990 |
-13.43%
Jul 2008 - Jun 2016 |
51.97%
908 out of 1747 |
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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 |
42.25%
733 out of 1735 |
US Inflation Adjusted | -0.30% |
+17.89%
Mar 1999 - Feb 2008 |
-12.78%
Jul 2008 - Jun 2017 |
52.97%
919 out of 1735 |
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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 |
44.05%
759 out of 1723 |
US Inflation Adjusted | -0.30% |
+14.79%
Jul 1998 - Jun 2008 |
-10.83%
May 1911 - Apr 1921 |
51.25%
883 out of 1723 |
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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 |
41.38%
708 out of 1711 |
US Inflation Adjusted | +0.00% |
+12.10%
Nov 1969 - Oct 1980 |
-10.15%
Jul 2008 - Jun 2019 |
49.97%
855 out of 1711 |
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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 |
42.50%
722 out of 1699 |
US Inflation Adjusted | +0.33% |
+11.08%
Mar 1999 - Feb 2011 |
-11.11%
Jul 2008 - Jun 2020 |
48.32%
821 out of 1699 |
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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 |
39.95%
674 out of 1687 |
US Inflation Adjusted | +0.61% |
+11.69%
Jul 1995 - Jun 2008 |
-8.95%
Feb 1917 - Jan 1930 |
46.47%
784 out of 1687 |
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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 |
39.76%
666 out of 1675 |
US Inflation Adjusted | +0.51% |
+10.12%
Jul 1994 - Jun 2008 |
-8.88%
Feb 1916 - Jan 1930 |
46.51%
779 out of 1675 |
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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 |
39.81%
662 out of 1663 |
US Inflation Adjusted | +0.44% |
+9.27%
Jul 1993 - Jun 2008 |
-8.51%
Feb 1916 - Jan 1931 |
46.84%
779 out of 1663 |
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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 |
37.49%
619 out of 1651 |
US Inflation Adjusted | +0.53% |
+8.05%
Jul 1992 - Jun 2008 |
-7.54%
Feb 1916 - Jan 1932 |
47.30%
781 out of 1651 |
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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 |
37.03%
607 out of 1639 |
US Inflation Adjusted | +0.40% |
+8.61%
Mar 1987 - Feb 2004 |
-6.74%
Feb 1904 - Jan 1921 |
46.80%
767 out of 1639 |
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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 |
34.05%
554 out of 1627 |
US Inflation Adjusted | +0.19% |
+9.42%
Oct 1972 - Sep 1990 |
-6.12%
Feb 1912 - Jan 1930 |
47.45%
772 out of 1627 |
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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 |
34.43%
556 out of 1615 |
US Inflation Adjusted | +0.16% |
+10.77%
Oct 1971 - Sep 1990 |
-6.11%
Feb 1902 - Jan 1921 |
46.63%
753 out of 1615 |
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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 |
36.24%
581 out of 1603 |
US Inflation Adjusted | +0.13% |
+10.40%
Oct 1970 - Sep 1990 |
-6.00%
Feb 1901 - Jan 1921 |
46.66%
748 out of 1603 |
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To obtain comprehensive information, please consult the Invesco DB Commodity Tracking (DBC) ETF: Historical Returns page.