Consolidated Returns as of 30 June 2024
Holding the Invesco DB Precious Metals (DBP) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 183 months (from August 1987 to October 2002).
This means that every rolling period of 184 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Invesco DB Precious Metals (DBP) 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 3.67% (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 | +7.26% |
+153.83%
Aug 1986 - Jul 1987 |
-45.89%
Sep 1997 - Aug 1998 |
40.82%
189 out of 463 |
US Inflation Adjusted | +4.51% |
+144.24%
Aug 1986 - Jul 1987 |
-46.75%
Sep 1997 - Aug 1998 |
44.92%
208 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.59% |
+60.40%
May 2004 - Apr 2006 |
-36.65%
Sep 1996 - Aug 1998 |
31.26%
141 out of 451 |
US Inflation Adjusted | +3.71% |
+55.00%
May 2004 - Apr 2006 |
-37.87%
Sep 1996 - Aug 1998 |
39.91%
180 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.04% |
+53.57%
May 2003 - Apr 2006 |
-24.85%
Sep 1995 - Aug 1998 |
30.30%
133 out of 439 |
US Inflation Adjusted | +5.95% |
+48.97%
May 2003 - Apr 2006 |
-26.49%
Sep 1995 - Aug 1998 |
39.41%
173 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.63% |
+42.79%
May 2003 - Apr 2007 |
-20.82%
Sep 1994 - Aug 1998 |
30.44%
130 out of 427 |
US Inflation Adjusted | +4.66% |
+38.68%
May 2003 - Apr 2007 |
-22.63%
Sep 1994 - Aug 1998 |
35.36%
151 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.84% |
+40.57%
Mar 2003 - Feb 2008 |
-13.87%
Sep 1993 - Aug 1998 |
27.95%
116 out of 415 |
US Inflation Adjusted | +3.52% |
+36.54%
Nov 2002 - Oct 2007 |
-15.93%
Sep 1993 - Aug 1998 |
32.05%
133 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.68% |
+37.78%
Nov 2001 - Oct 2007 |
-10.29%
Oct 1994 - Sep 2000 |
27.54%
111 out of 403 |
US Inflation Adjusted | +2.65% |
+34.07%
Nov 2001 - Oct 2007 |
-12.52%
Nov 1994 - Oct 2000 |
36.23%
146 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.74% |
+36.54%
Nov 2000 - Oct 2007 |
-8.89%
Sep 2011 - Aug 2018 |
22.76%
89 out of 391 |
US Inflation Adjusted | +1.65% |
+32.98%
Nov 2000 - Oct 2007 |
-10.28%
Sep 2011 - Aug 2018 |
35.55%
139 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.46% |
+33.34%
May 2003 - Apr 2011 |
-6.53%
Sep 1990 - Aug 1998 |
22.69%
86 out of 379 |
US Inflation Adjusted | +1.62% |
+30.02%
May 2003 - Apr 2011 |
-9.03%
Sep 1990 - Aug 1998 |
37.20%
141 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.55% |
+30.41%
Aug 2002 - Jul 2011 |
-5.22%
Sep 1989 - Aug 1998 |
21.25%
78 out of 367 |
US Inflation Adjusted | +2.25% |
+27.19%
Aug 2002 - Jul 2011 |
-8.04%
Sep 1989 - Aug 1998 |
39.24%
144 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.13% |
+30.70%
Sep 2001 - Aug 2011 |
-4.06%
Sep 1988 - Aug 1998 |
18.31%
65 out of 355 |
US Inflation Adjusted | +2.78% |
+27.57%
Sep 2001 - Aug 2011 |
-7.05%
Sep 1988 - Aug 1998 |
34.08%
121 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.10% |
+30.04%
May 2000 - Apr 2011 |
-6.77%
Sep 1987 - Aug 1998 |
17.78%
61 out of 343 |
US Inflation Adjusted | +3.72% |
+26.87%
May 2000 - Apr 2011 |
-9.75%
Sep 1987 - Aug 1998 |
28.28%
97 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.99% |
+26.61%
Sep 1999 - Aug 2011 |
-3.36%
Aug 1987 - Jul 1999 |
12.69%
42 out of 331 |
US Inflation Adjusted | +4.37% |
+23.46%
Sep 1999 - Aug 2011 |
-6.39%
Aug 1987 - Jul 1999 |
24.17%
80 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.24% |
+27.93%
Sep 1998 - Aug 2011 |
-3.61%
Aug 1987 - Jul 2000 |
4.08%
13 out of 319 |
US Inflation Adjusted | +5.76% |
+24.77%
Sep 1998 - Aug 2011 |
-6.65%
Aug 1987 - Jul 2000 |
22.57%
72 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.37% |
+24.51%
Sep 1998 - Aug 2012 |
-2.16%
Aug 1987 - Jul 2001 |
2.61%
8 out of 307 |
US Inflation Adjusted | +6.77% |
+21.51%
Sep 1998 - Aug 2012 |
-5.24%
Apr 1987 - Mar 2001 |
12.70%
39 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.65% |
+20.81%
Sep 1998 - Aug 2013 |
-0.49%
Aug 1987 - Jul 2002 |
0.34%
1 out of 295 |
US Inflation Adjusted | +8.01% |
+17.97%
Sep 1998 - Aug 2013 |
-3.49%
Aug 1987 - Jul 2002 |
9.83%
29 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.34% |
+18.52%
Sep 1998 - Aug 2014 |
+0.69%
May 1987 - Apr 2003 |
0.00%
0 out of 283 |
US Inflation Adjusted | +8.92% |
+15.79%
Sep 1998 - Aug 2014 |
-2.32%
May 1987 - Apr 2003 |
3.89%
11 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.90% |
+16.16%
Sep 1998 - Aug 2015 |
+2.66%
Aug 1987 - Jul 2004 |
0.00%
0 out of 271 |
US Inflation Adjusted | +9.31% |
+13.62%
Sep 1998 - Aug 2015 |
-0.36%
Aug 1987 - Jul 2004 |
1.11%
3 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.37% |
+16.15%
Sep 1998 - Aug 2016 |
+4.11%
May 1987 - Apr 2005 |
0.00%
0 out of 259 |
US Inflation Adjusted | +8.70% |
+13.68%
Sep 1998 - Aug 2016 |
+1.02%
May 1987 - Apr 2005 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.12% |
+16.31%
Dec 1992 - Nov 2011 |
+6.26%
May 1985 - Apr 2004 |
0.00%
0 out of 247 |
US Inflation Adjusted | +8.33% |
+13.48%
Dec 1992 - Nov 2011 |
+3.17%
May 1985 - Apr 2004 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.69% |
+15.27%
Dec 1992 - Nov 2012 |
+7.39%
May 1985 - Apr 2005 |
0.00%
0 out of 235 |
US Inflation Adjusted | +7.83% |
+12.50%
Dec 1992 - Nov 2012 |
+4.25%
May 1985 - Apr 2005 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the Invesco DB Precious Metals (DBP) ETF: Historical Returns page.