Invesco DWA Momentum ETF (PDP): Rolling Returns

Data Source: from January 1992 to March 2024 (~32 years)
Consolidated Returns as of 31 March 2024

Holding the Invesco DWA Momentum ETF (PDP) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~32 years), the longest period with a negative return lasted 147 months (from July 1999 to September 2011).

This means that every rolling period of 148 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Invesco DWA Momentum ETF (PDP) 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 DWA MOMENTUM ETF (PDP) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 10.60% (updated at Mar 31, 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 DWA MOMENTUM ETF (PDP) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1992 - 31 March 2024 (~32 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +13.87% +57.82%
Apr 2020 - Mar 2021 		-50.61%
Mar 2008 - Feb 2009 		21.81%
82 out of 376
US Inflation Adjusted +11.29% +53.79%
Apr 2020 - Mar 2021 		-50.61%
Mar 2008 - Feb 2009 		23.94%
90 out of 376
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 +12.13% +43.39%
Mar 2009 - Feb 2011 		-30.98%
Mar 2007 - Feb 2009 		20.33%
74 out of 364
US Inflation Adjusted +9.35% +40.38%
Mar 2009 - Feb 2011 		-32.37%
Mar 2007 - Feb 2009 		23.63%
86 out of 364
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 +11.69% +32.35%
Apr 1995 - Mar 1998 		-18.91%
Mar 2006 - Feb 2009 		18.47%
65 out of 352
US Inflation Adjusted +8.86% +29.34%
Apr 1995 - Mar 1998 		-20.64%
Mar 2006 - Feb 2009 		24.15%
85 out of 352
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 +10.56% +30.60%
Feb 1995 - Jan 1999 		-12.85%
Mar 2005 - Feb 2009 		21.47%
73 out of 340
US Inflation Adjusted +8.65% +27.69%
Feb 1995 - Jan 1999 		-15.01%
Mar 2005 - Feb 2009 		25.00%
85 out of 340
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 +9.74% +28.45%
Jan 1995 - Dec 1999 		-9.22%
Mar 2004 - Feb 2009 		20.12%
66 out of 328
US Inflation Adjusted +7.51% +25.47%
Jan 1995 - Dec 1999 		-11.56%
Mar 2004 - Feb 2009 		28.96%
95 out of 328
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 +9.02% +24.61%
Apr 1994 - Mar 2000 		-2.70%
Mar 2003 - Feb 2009 		8.86%
28 out of 316
US Inflation Adjusted +5.86% +21.76%
Mar 2009 - Feb 2015 		-5.05%
Mar 2003 - Feb 2009 		21.84%
69 out of 316
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 +7.95% +23.86%
Jul 1992 - Jun 1999 		-5.79%
Mar 2002 - Feb 2009 		2.96%
9 out of 304
US Inflation Adjusted +5.34% +20.89%
Jul 1992 - Jun 1999 		-8.16%
Mar 2002 - Feb 2009 		16.12%
49 out of 304
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 +7.52% +22.20%
Sep 1992 - Aug 2000 		-6.29%
Feb 2001 - Jan 2009 		6.16%
18 out of 292
US Inflation Adjusted +5.08% +19.12%
Sep 1992 - Aug 2000 		-8.46%
Feb 2001 - Jan 2009 		11.64%
34 out of 292
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 +7.59% +18.14%
Mar 2009 - Feb 2018 		-6.81%
Apr 2000 - Mar 2009 		7.50%
21 out of 280
US Inflation Adjusted +5.45% +16.06%
Mar 2009 - Feb 2018 		-9.03%
Apr 2000 - Mar 2009 		12.50%
35 out of 280
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 +8.09% +16.66%
Mar 2009 - Feb 2019 		-4.78%
Mar 1999 - Feb 2009 		9.33%
25 out of 268
US Inflation Adjusted +5.59% +14.64%
Mar 2009 - Feb 2019 		-7.18%
Mar 1999 - Feb 2009 		11.94%
32 out of 268
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 +8.12% +16.23%
Mar 2009 - Feb 2020 		-2.82%
Mar 1998 - Feb 2009 		9.38%
24 out of 256
US Inflation Adjusted +5.79% +14.16%
Mar 2009 - Feb 2020 		-5.20%
Mar 1998 - Feb 2009 		16.41%
42 out of 256
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 +7.80% +18.17%
Mar 2009 - Feb 2021 		-0.13%
Mar 1997 - Feb 2009 		0.41%
1 out of 244
US Inflation Adjusted +5.64% +16.07%
Mar 2009 - Feb 2021 		-2.49%
Mar 1997 - Feb 2009 		20.90%
51 out of 244
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.64% +16.35%
Dec 2008 - Nov 2021 		+1.30%
Jan 2000 - Dec 2012 		0.00%
0 out of 232
US Inflation Adjusted +5.59% +13.97%
Dec 2008 - Nov 2021 		-1.12%
Jan 2000 - Dec 2012 		11.21%
26 out of 232
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.72% +14.12%
Mar 2009 - Feb 2023 		+2.56%
Jan 1999 - Dec 2012 		0.00%
0 out of 220
US Inflation Adjusted +5.57% +11.31%
Mar 2009 - Feb 2023 		+0.09%
Jan 1999 - Dec 2012 		0.00%
0 out of 220
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.82% +15.05%
Mar 2009 - Feb 2024 		+3.61%
Sep 2000 - Aug 2015 		0.00%
0 out of 208
US Inflation Adjusted +4.31% +12.17%
Mar 2009 - Feb 2024 		+1.36%
May 1999 - Apr 2014 		0.00%
0 out of 208
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.82% +10.92%
Jun 1992 - May 2008 		+3.37%
Apr 2000 - Mar 2016 		0.00%
0 out of 196
US Inflation Adjusted +4.39% +8.01%
Nov 2005 - Oct 2021 		+1.25%
Apr 2000 - Mar 2016 		0.00%
0 out of 196
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.12% +10.13%
Nov 2004 - Oct 2021 		+3.55%
Jan 2000 - Dec 2016 		0.00%
0 out of 184
US Inflation Adjusted +4.61% +7.75%
Nov 2004 - Oct 2021 		+1.36%
Jan 2000 - Dec 2016 		0.00%
0 out of 184
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.60% +10.76%
Mar 2003 - Feb 2021 		+4.34%
Feb 1999 - Jan 2017 		0.00%
0 out of 172
US Inflation Adjusted +5.15% +8.56%
Mar 2003 - Feb 2021 		+2.10%
Feb 1999 - Jan 2017 		0.00%
0 out of 172
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.92% +10.63%
Nov 2002 - Oct 2021 		+3.98%
Jan 2000 - Dec 2018 		0.00%
0 out of 160
US Inflation Adjusted +5.32% +8.19%
Nov 2002 - Oct 2021 		+1.79%
Jan 2000 - Dec 2018 		0.00%
0 out of 160
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.93% +9.58%
Dec 1994 - Nov 2014 		+4.22%
Apr 2000 - Mar 2020 		0.00%
0 out of 148
US Inflation Adjusted +5.39% +7.09%
Dec 1994 - Nov 2014 		+2.10%
Apr 2000 - Mar 2020 		0.00%
0 out of 148
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Invesco DWA Momentum ETF (PDP) ETF: Historical Returns page.