Invesco DB Commodity Tracking (DBC): Rolling Returns

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

INVESCO DB COMMODITY TRACKING (DBC) ETF
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been -0.89% (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.

INVESCO DB COMMODITY TRACKING (DBC) ETF
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 -48.67 07/2008
06/2009
0.51$ -17.75 0.82$ 4.93 1.04$ 35.86 1.35$ 78.58 07/2007
06/2008
1.78$ -2.93 41.83%
2Y -30.15 03/2014
02/2016
0.48$ -13.97 0.74$ 6.15 1.12$ 24.00 1.53$ 58.92 05/2020
04/2022
2.52$ -1.41 38.28%
3Y -23.43 02/2013
01/2016
0.44$ -8.68 0.76$ 4.45 1.13$ 17.84 1.63$ 31.81 03/2002
02/2005
2.29$ 11.52 37.23%
4Y -18.79 03/2012
02/2016
0.43$ -8.77 0.69$ 2.73 1.11$ 15.26 1.76$ 28.46 02/2002
01/2006
2.72$ 14.27 34.82%
5Y -15.57 03/2011
02/2016
0.42$ -8.20 0.65$ 3.28 1.17$ 15.65 2.06$ 25.40 03/1999
02/2004
3.10$ 8.11 34.22%
6Y -13.30 05/2014
04/2020
0.42$ -7.99 0.60$ 3.90 1.25$ 12.96 2.07$ 26.49 07/2002
06/2008
4.09$ 6.25 31.14%
7Y -12.41 08/2008
07/2015
0.39$ -6.97 0.60$ 5.19 1.42$ 12.14 2.22$ 20.89 02/1999
01/2006
3.77$ 6.16 31.77%
8Y -12.35 07/2008
06/2016
0.34$ -5.99 0.60$ 4.28 1.39$ 10.65 2.24$ 18.43 03/1999
02/2007
3.87$ 8.16 33.58%
9Y -11.65 07/2008
06/2017
0.32$ -5.58 0.59$ 3.28 1.33$ 10.86 2.52$ 21.46 07/1999
06/2008
5.75$ 3.08 39.13%
10Y -8.73 07/2008
06/2018
0.40$ -5.05 0.59$ 3.39 1.39$ 10.87 2.80$ 18.17 07/1998
06/2008
5.30$ -0.89 45.23%
11Y -8.83 07/2008
06/2019
0.36$ -4.07 0.63$ 4.82 1.67$ 10.54 3.01$ 13.68 07/1997
06/2008
4.09$ -1.15 48.03%
12Y -9.86 07/2008
06/2020
0.28$ -3.13 0.68$ 2.38 1.32$ 10.35 3.25$ 13.87 03/1999
02/2011
4.75$ -1.69 41.47%
13Y -6.04 11/2007
10/2020
0.44$ -3.13 0.66$ 2.72 1.41$ 9.58 3.28$ 14.79 07/1995
06/2008
6.00$ -1.67 36.10%
14Y -5.43 05/2006
04/2020
0.45$ -2.35 0.71$ 2.11 1.33$ 8.37 3.08$ 13.20 07/1994
06/2008
5.67$ 0.08 33.68%
15Y -4.32 04/2005
03/2020
0.51$ -1.69 0.77$ 1.81 1.30$ 7.81 3.08$ 10.00 03/1999
02/2014
4.17$ 1.50 29.83%
16Y -3.44 04/2004
03/2020
0.57$ -0.80 0.87$ 2.20 1.41$ 7.16 3.02$ 9.44 05/1995
04/2011
4.23$ -2.45 22.49%
17Y -1.32 06/2003
05/2020
0.79$ 0.02 1.00$ 2.44 1.50$ 6.59 2.95$ 8.91 05/1994
04/2011
4.26$ -0.08 14.65%
18Y -0.11 02/2006
01/2024
0.98$ 0.76 1.14$ 2.25 1.49$ 6.11 2.90$ 7.98 02/1995
01/2013
3.97$ 0.19 1.38%
19Y -0.78 05/2001
04/2020
0.86$ 0.93 1.19$ 2.59 1.62$ 5.69 2.86$ 7.21 04/1994
03/2013
3.75$ 0.50 2.26%
20Y 0.06 11/2000
10/2020
1.01$ 1.41 1.32$ 2.89 1.76$ 4.67 2.49$ 6.60 04/1994
03/2014
3.58$ 1.05 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 -48.03 07/2008
06/2009
0.51$ -19.78 0.80$ 2.67 1.02$ 30.90 1.30$ 70.18 07/2007
06/2008
1.70$ -5.50 46.42%
2Y -30.41 03/2014
02/2016
0.48$ -14.86 0.72$ 3.06 1.06$ 20.30 1.44$ 49.67 05/2020
04/2022
2.24$ -5.50 42.73%
3Y -24.08 02/2013
01/2016
0.43$ -9.83 0.73$ 2.28 1.06$ 13.85 1.47$ 28.44 03/2002
02/2005
2.11$ 5.68 44.00%
4Y -19.58 03/2012
02/2016
0.41$ -10.03 0.65$ 0.56 1.02$ 12.01 1.57$ 24.83 02/2002
01/2006
2.42$ 9.30 45.05%
5Y -16.70 03/2011
02/2016
0.40$ -9.57 0.60$ 1.00 1.05$ 12.68 1.81$ 22.29 03/1999
02/2004
2.73$ 3.86 43.52%
6Y -14.44 05/2014
04/2020
0.39$ -9.43 0.55$ 1.51 1.09$ 10.32 1.80$ 22.52 07/2002
06/2008
3.38$ 2.49 42.91%
7Y -13.44 08/2008
07/2015
0.36$ -8.51 0.53$ 2.70 1.20$ 9.28 1.86$ 17.64 02/1999
01/2006
3.11$ 2.60 39.35%
8Y -13.43 07/2008
06/2016
0.31$ -7.47 0.53$ 1.66 1.14$ 8.02 1.85$ 15.30 12/1998
11/2006
3.12$ 4.62 42.64%
9Y -12.78 07/2008
06/2017
0.29$ -7.15 0.51$ 0.74 1.06$ 8.27 2.04$ 17.89 03/1999
02/2008
4.39$ -0.01 48.22%
10Y -10.03 07/2008
06/2018
0.34$ -6.70 0.49$ 1.00 1.10$ 8.15 2.18$ 14.79 07/1998
06/2008
3.97$ -3.57 47.30%
11Y -10.15 07/2008
06/2019
0.30$ -5.76 0.52$ 2.44 1.30$ 7.84 2.29$ 10.57 07/1997
06/2008
3.01$ -3.68 48.91%
12Y -11.11 07/2008
06/2020
0.24$ -4.93 0.54$ 0.06 1.00$ 7.58 2.40$ 11.08 03/1999
02/2011
3.52$ -4.16 49.77%
13Y -7.61 11/2007
10/2020
0.35$ -4.86 0.52$ 0.34 1.04$ 6.92 2.38$ 11.69 07/1995
06/2008
4.20$ -4.16 49.76%
14Y -7.06 05/2006
04/2020
0.35$ -4.25 0.54$ -0.01 0.99$ 5.74 2.18$ 10.12 07/1994
06/2008
3.85$ -2.43 50.26%
15Y -6.22 07/2008
06/2023
0.38$ -3.72 0.56$ -0.27 0.96$ 5.24 2.15$ 7.41 03/1999
02/2014
2.92$ -1.01 52.49%
16Y -5.36 04/2004
03/2020
0.41$ -2.93 0.62$ 0.10 1.01$ 4.62 2.05$ 6.81 05/1995
04/2011
2.86$ -4.71 49.70%
17Y -3.25 06/2003
05/2020
0.57$ -2.24 0.68$ 0.38 1.06$ 4.07 1.96$ 6.25 05/1994
04/2011
2.80$ -2.50 43.31%
18Y -2.53 01/2006
12/2023
0.63$ -1.40 0.77$ 0.08 1.01$ 3.65 1.90$ 5.42 02/1995
01/2013
2.58$ -2.23 48.97%
19Y -2.71 05/2001
04/2020
0.59$ -1.30 0.78$ 0.41 1.08$ 3.29 1.85$ 4.66 04/1994
03/2013
2.37$ -1.98 38.35%
20Y -1.94 11/2000
10/2020
0.67$ -0.76 0.85$ 0.55 1.11$ 2.27 1.56$ 4.10 04/1994
03/2014
2.23$ -1.48 40.50%
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 -48.67 07/2008
06/2009
0.51$ -6.77 0.93$ 1.32 1.01$ 16.54 1.16$ 106.86 08/1972
07/1973
2.06$ -2.93 44.39%
2Y -30.15 03/2014
02/2016
0.48$ -4.90 0.90$ 0.42 1.00$ 13.41 1.28$ 71.21 11/1972
10/1974
2.93$ -1.41 46.34%
3Y -23.43 02/2013
01/2016
0.44$ -3.71 0.89$ 1.02 1.03$ 11.81 1.39$ 58.15 11/1971
10/1974
3.95$ 11.52 44.20%
4Y -18.79 03/2012
02/2016
0.43$ -2.67 0.89$ 0.80 1.03$ 10.21 1.47$ 46.71 12/1970
11/1974
4.63$ 14.27 41.21%
5Y -15.57 03/2011
02/2016
0.42$ -2.34 0.88$ 0.54 1.02$ 9.93 1.60$ 38.19 12/1969
11/1974
5.03$ 8.11 40.53%
6Y -13.30 05/2014
04/2020
0.42$ -2.06 0.88$ 0.68 1.04$ 9.94 1.76$ 30.58 12/1968
11/1974
4.95$ 6.25 42.95%
7Y -12.41 08/2008
07/2015
0.39$ -1.79 0.88$ 0.69 1.04$ 9.83 1.92$ 25.06 12/1967
11/1974
4.78$ 6.16 40.28%
8Y -12.35 07/2008
06/2016
0.34$ -1.89 0.85$ 0.57 1.04$ 9.79 2.11$ 22.92 10/1971
09/1979
5.21$ 8.16 42.69%
9Y -11.65 07/2008
06/2017
0.32$ -1.97 0.83$ 0.49 1.04$ 9.98 2.35$ 23.06 10/1971
09/1980
6.47$ 3.08 42.35%
10Y -8.73 07/2008
06/2018
0.40$ -1.68 0.84$ 0.45 1.04$ 10.66 2.75$ 21.88 11/1970
10/1980
7.23$ -0.89 43.92%
11Y -8.83 07/2008
06/2019
0.36$ -1.72 0.82$ 0.33 1.03$ 10.76 3.07$ 20.78 11/1969
10/1980
7.97$ -1.15 41.30%
12Y -9.86 07/2008
06/2020
0.28$ -1.39 0.84$ 0.41 1.05$ 10.40 3.27$ 18.73 11/1968
10/1980
7.84$ -1.69 42.42%
13Y -6.25 02/1917
01/1930
0.43$ -1.35 0.83$ 0.53 1.07$ 9.94 3.42$ 17.57 10/1977
09/1990
8.20$ -1.67 39.81%
14Y -6.52 02/1917
01/1931
0.38$ -1.31 0.83$ 0.59 1.08$ 9.61 3.61$ 16.47 10/1976
09/1990
8.45$ 0.08 39.86%
15Y -6.27 03/1917
02/1932
0.37$ -1.20 0.83$ 0.66 1.10$ 9.56 3.93$ 14.75 06/1969
05/1984
7.87$ 1.50 39.90%
16Y -5.69 06/1916
05/1932
0.39$ -1.13 0.83$ 0.75 1.12$ 9.91 4.53$ 14.54 08/1971
07/1987
8.77$ -2.45 37.34%
17Y -4.18 02/1916
01/1933
0.48$ -1.07 0.83$ 0.61 1.10$ 10.07 5.10$ 14.83 05/1972
04/1989
10.49$ -0.08 37.13%
18Y -3.28 02/1917
01/1935
0.54$ -1.18 0.80$ 0.60 1.11$ 10.15 5.70$ 16.61 10/1972
09/1990
15.89$ 0.19 34.13%
19Y -3.18 02/1912
01/1931
0.54$ -1.22 0.79$ 0.58 1.11$ 9.88 5.98$ 17.85 10/1971
09/1990
22.67$ 0.50 34.51%
20Y -3.16 02/1912
01/1932
0.52$ -1.17 0.78$ 0.65 1.13$ 9.53 6.17$ 17.34 10/1970
09/1990
24.46$ 1.05 36.34%
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 -48.03 07/2008
06/2009
0.51$ -9.40 0.90$ -0.16 0.99$ 13.18 1.13$ 95.63 08/1972
07/1973
1.95$ -5.50 50.90%
2Y -30.41 03/2014
02/2016
0.48$ -7.00 0.86$ -0.28 0.99$ 10.12 1.21$ 55.74 11/1972
10/1974
2.42$ -5.50 51.96%
3Y -27.11 02/1918
01/1921
0.38$ -5.42 0.84$ -0.53 0.98$ 8.69 1.28$ 46.93 11/1971
10/1974
3.17$ 5.68 53.63%
4Y -26.55 02/1917
01/1921
0.29$ -4.35 0.83$ -0.86 0.96$ 6.70 1.29$ 37.38 12/1970
11/1974
3.56$ 9.30 56.06%
5Y -23.16 02/1916
01/1921
0.26$ -4.01 0.81$ -0.63 0.96$ 6.21 1.35$ 29.70 12/1969
11/1974
3.66$ 3.86 54.97%
6Y -17.16 02/1915
01/1921
0.32$ -4.25 0.77$ -0.55 0.96$ 6.11 1.42$ 22.67 12/1968
11/1974
3.40$ 2.49 55.91%
7Y -13.75 03/1916
02/1923
0.35$ -4.18 0.74$ -0.36 0.97$ 5.88 1.49$ 17.81 12/1967
11/1974
3.14$ 2.60 54.42%
8Y -13.43 07/2008
06/2016
0.31$ -4.14 0.71$ -0.23 0.98$ 6.24 1.62$ 15.94 10/1982
09/1990
3.26$ 4.62 52.09%
9Y -12.78 07/2008
06/2017
0.29$ -4.23 0.67$ -0.30 0.97$ 6.10 1.70$ 17.89 03/1999
02/2008
4.39$ -0.01 53.09%
10Y -10.83 05/1911
04/1921
0.31$ -4.15 0.65$ -0.26 0.97$ 6.31 1.84$ 14.79 07/1998
06/2008
3.97$ -3.57 51.13%
11Y -10.15 07/2008
06/2019
0.30$ -4.15 0.62$ 0.08 1.00$ 6.08 1.91$ 12.10 11/1969
10/1980
3.51$ -3.68 49.85%
12Y -11.11 07/2008
06/2020
0.24$ -4.09 0.60$ 0.35 1.04$ 6.10 2.03$ 11.08 03/1999
02/2011
3.52$ -4.16 48.20%
13Y -8.95 02/1917
01/1930
0.29$ -3.98 0.59$ 0.61 1.08$ 5.84 2.09$ 11.69 07/1995
06/2008
4.20$ -4.16 46.35%
14Y -8.88 02/1916
01/1930
0.27$ -3.71 0.58$ 0.57 1.08$ 5.36 2.07$ 10.12 07/1994
06/2008
3.85$ -2.43 46.38%
15Y -8.51 02/1916
01/1931
0.26$ -3.58 0.57$ 0.46 1.07$ 5.32 2.17$ 9.27 07/1993
06/2008
3.77$ -1.01 46.71%
16Y -7.54 02/1916
01/1932
0.28$ -3.46 0.56$ 0.53 1.08$ 5.32 2.29$ 8.05 07/1992
06/2008
3.45$ -4.71 47.18%
17Y -6.74 02/1904
01/1921
0.30$ -3.35 0.55$ 0.40 1.06$ 5.12 2.33$ 8.61 03/1987
02/2004
4.07$ -2.50 46.67%
18Y -6.12 02/1912
01/1930
0.32$ -3.40 0.53$ 0.19 1.03$ 4.90 2.36$ 9.42 10/1972
09/1990
5.05$ -2.23 47.32%
19Y -6.11 02/1902
01/1921
0.30$ -3.22 0.53$ 0.17 1.03$ 4.48 2.30$ 10.77 10/1971
09/1990
6.98$ -1.98 46.49%
20Y -6.00 02/1901
01/1921
0.28$ -3.21 0.52$ 0.13 1.02$ 4.24 2.29$ 10.40 10/1970
09/1990
7.23$ -1.48 46.53%
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 +1.32% +106.86%
Aug 1972 - Jul 1973
-48.67%
Jul 2008 - Jun 2009
44.39%
811 out of 1827
US Inflation Adjusted -0.16% +95.63%
Aug 1972 - Jul 1973
-48.03%
Jul 2008 - Jun 2009
50.90%
930 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 +0.42% +71.21%
Nov 1972 - Oct 1974
-30.15%
Mar 2014 - Feb 2016
46.34%
841 out of 1815
US Inflation Adjusted -0.28% +55.74%
Nov 1972 - Oct 1974
-30.41%
Mar 2014 - Feb 2016
51.96%
943 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 +1.02% +58.15%
Nov 1971 - Oct 1974
-23.43%
Feb 2013 - Jan 2016
44.20%
797 out of 1803
US Inflation Adjusted -0.53% +46.93%
Nov 1971 - Oct 1974
-27.11%
Feb 1918 - Jan 1921
53.63%
967 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 +0.80% +46.71%
Dec 1970 - Nov 1974
-18.79%
Mar 2012 - Feb 2016
41.21%
738 out of 1791
US Inflation Adjusted -0.86% +37.38%
Dec 1970 - Nov 1974
-26.55%
Feb 1917 - Jan 1921
56.06%
1004 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 +0.54% +38.19%
Dec 1969 - Nov 1974
-15.57%
Mar 2011 - Feb 2016
40.53%
721 out of 1779
US Inflation Adjusted -0.63% +29.70%
Dec 1969 - Nov 1974
-23.16%
Feb 1916 - Jan 1921
54.97%
978 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 +0.68% +30.58%
Dec 1968 - Nov 1974
-13.30%
May 2014 - Apr 2020
42.95%
759 out of 1767
US Inflation Adjusted -0.55% +22.67%
Dec 1968 - Nov 1974
-17.16%
Feb 1915 - Jan 1921
55.91%
988 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 +0.69% +25.06%
Dec 1967 - Nov 1974
-12.41%
Aug 2008 - Jul 2015
40.28%
707 out of 1755
US Inflation Adjusted -0.36% +17.81%
Dec 1967 - Nov 1974
-13.75%
Mar 1916 - Feb 1923
54.42%
955 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 +0.57% +22.92%
Oct 1971 - Sep 1979
-12.35%
Jul 2008 - Jun 2016
42.69%
744 out of 1743
US Inflation Adjusted -0.23% +15.94%
Oct 1982 - Sep 1990
-13.43%
Jul 2008 - Jun 2016
52.09%
908 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 +0.49% +23.06%
Oct 1971 - Sep 1980
-11.65%
Jul 2008 - Jun 2017
42.35%
733 out of 1731
US Inflation Adjusted -0.30% +17.89%
Mar 1999 - Feb 2008
-12.78%
Jul 2008 - Jun 2017
53.09%
919 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 +0.45% +21.88%
Nov 1970 - Oct 1980
-8.73%
Jul 2008 - Jun 2018
43.92%
755 out of 1719
US Inflation Adjusted -0.26% +14.79%
Jul 1998 - Jun 2008
-10.83%
May 1911 - Apr 1921
51.13%
879 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 +0.33% +20.78%
Nov 1969 - Oct 1980
-8.83%
Jul 2008 - Jun 2019
41.30%
705 out of 1707
US Inflation Adjusted +0.08% +12.10%
Nov 1969 - Oct 1980
-10.15%
Jul 2008 - Jun 2019
49.85%
851 out of 1707
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution