Invesco Preferred Shares EUR Hedged (PRFE): Rolling Returns

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

Holding the Invesco Preferred Shares EUR Hedged (PRFE) 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 153 months (from June 1996 to February 2009).

This means that every rolling period of 154 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Invesco Preferred Shares EUR Hedged (PRFE) 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 PREFERRED SHARES EUR HEDGED (PRFE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 0.55% (updated at May 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 PREFERRED SHARES EUR HEDGED (PRFE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1992 - 31 May 2024 (~32 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.32% +121.56%
Mar 2009 - Feb 2010
-53.45%
Mar 2008 - Feb 2009
24.07%
91 out of 378
Euro Inflation Adjusted +3.60% +119.69%
Mar 2009 - Feb 2010
-54.00%
Mar 2008 - Feb 2009
30.69%
116 out of 378
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 +5.91% +57.41%
Mar 2009 - Feb 2011
-35.04%
Mar 2007 - Feb 2009
17.49%
64 out of 366
Euro Inflation Adjusted +4.55% +54.88%
Mar 2009 - Feb 2011
-36.45%
Mar 2007 - Feb 2009
26.50%
97 out of 366
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 +5.39% +38.15%
Mar 2009 - Feb 2012
-24.01%
Mar 2006 - Feb 2009
16.95%
60 out of 354
Euro Inflation Adjusted +3.99% +35.44%
Mar 2009 - Feb 2012
-25.57%
Mar 2006 - Feb 2009
19.77%
70 out of 354
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 +5.38% +30.35%
Mar 2009 - Feb 2013
-18.23%
Mar 2005 - Feb 2009
15.20%
52 out of 342
Euro Inflation Adjusted +4.11% +27.84%
Mar 2009 - Feb 2013
-19.95%
Mar 2005 - Feb 2009
22.51%
77 out of 342
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 +6.02% +24.19%
Mar 2009 - Feb 2014
-13.83%
Mar 2004 - Feb 2009
14.55%
48 out of 330
Euro Inflation Adjusted +4.60% +22.10%
Mar 2009 - Feb 2014
-15.63%
Mar 2004 - Feb 2009
20.91%
69 out of 330
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 +5.81% +21.78%
Mar 2009 - Feb 2015
-8.69%
Mar 2003 - Feb 2009
11.64%
37 out of 318
Euro Inflation Adjusted +4.42% +20.12%
Mar 2009 - Feb 2015
-10.52%
Mar 2003 - Feb 2009
19.18%
61 out of 318
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 +5.48% +18.48%
Mar 2009 - Feb 2016
-5.93%
Mar 2002 - Feb 2009
8.82%
27 out of 306
Euro Inflation Adjusted +4.02% +17.12%
Mar 2009 - Feb 2016
-7.86%
Mar 2002 - Feb 2009
15.03%
46 out of 306
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 +5.13% +16.84%
Mar 2009 - Feb 2017
-3.76%
Mar 2001 - Feb 2009
6.12%
18 out of 294
Euro Inflation Adjusted +3.38% +15.39%
Mar 2009 - Feb 2017
-5.78%
Mar 2001 - Feb 2009
12.24%
36 out of 294
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 +5.13% +14.96%
Mar 2009 - Feb 2018
-2.54%
Mar 2000 - Feb 2009
3.19%
9 out of 282
Euro Inflation Adjusted +3.42% +13.54%
Mar 2009 - Feb 2018
-4.57%
Mar 2000 - Feb 2009
10.99%
31 out of 282
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 +5.17% +13.45%
Mar 2009 - Feb 2019
-2.69%
Mar 1999 - Feb 2009
0.74%
2 out of 270
Euro Inflation Adjusted +3.43% +12.05%
Mar 2009 - Feb 2019
-4.69%
Mar 1999 - Feb 2009
10.74%
29 out of 270
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 +5.24% +12.46%
Mar 2009 - Feb 2020
-2.14%
Mar 1998 - Feb 2009
0.78%
2 out of 258
Euro Inflation Adjusted +3.41% +11.07%
Mar 2009 - Feb 2020
-4.05%
Mar 1998 - Feb 2009
9.30%
24 out of 258
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 +5.31% +11.85%
Jan 1992 - Dec 2003
-0.95%
Mar 1997 - Feb 2009
0.41%
1 out of 246
Euro Inflation Adjusted +3.27% +10.27%
Mar 2009 - Feb 2021
-2.81%
Mar 1997 - Feb 2009
7.72%
19 out of 246
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 +5.28% +11.57%
Jan 1992 - Dec 2004
+0.14%
Mar 1996 - Feb 2009
0.00%
0 out of 234
Euro Inflation Adjusted +3.33% +9.15%
Jan 1992 - Dec 2004
-1.73%
Mar 1996 - Feb 2009
3.42%
8 out of 234
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 +5.51% +10.88%
Jan 1992 - Dec 2005
+1.22%
Mar 1995 - Feb 2009
0.00%
0 out of 222
Euro Inflation Adjusted +3.47% +8.47%
Jan 1992 - Dec 2005
-0.72%
Mar 1995 - Feb 2009
0.45%
1 out of 222
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 +5.61% +10.52%
Jan 1992 - Dec 2006
+1.08%
Mar 1994 - Feb 2009
0.00%
0 out of 210
Euro Inflation Adjusted +3.55% +8.15%
Jan 1992 - Dec 2006
-0.89%
Mar 1994 - Feb 2009
0.48%
1 out of 210
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 +5.48% +8.84%
Feb 1992 - Jan 2008
+1.55%
Jan 2007 - Dec 2022
0.00%
0 out of 198
Euro Inflation Adjusted +3.59% +6.50%
Feb 1992 - Jan 2008
-0.46%
Jan 2007 - Dec 2022
6.06%
12 out of 198
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 +5.68% +6.93%
Mar 1995 - Feb 2012
+1.17%
Nov 2006 - Oct 2023
0.00%
0 out of 186
Euro Inflation Adjusted +3.81% +4.88%
Mar 1995 - Feb 2012
-0.93%
Nov 2006 - Oct 2023
9.14%
17 out of 186
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 +5.65% +8.03%
Jan 1992 - Dec 2009
+1.48%
Nov 2005 - Oct 2023
0.00%
0 out of 174
Euro Inflation Adjusted +3.83% +5.77%
Jan 1992 - Dec 2009
-0.60%
Nov 2005 - Oct 2023
6.90%
12 out of 174
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 +5.54% +8.36%
Jan 1992 - Dec 2010
+1.56%
Nov 2004 - Oct 2023
0.00%
0 out of 162
Euro Inflation Adjusted +3.77% +6.08%
Jan 1992 - Dec 2010
-0.54%
Nov 2004 - Oct 2023
5.56%
9 out of 162
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 +5.55% +7.95%
Feb 1992 - Jan 2012
+1.83%
Nov 2003 - Oct 2023
0.00%
0 out of 150
Euro Inflation Adjusted +3.80% +5.71%
Feb 1992 - Jan 2012
-0.29%
Nov 2003 - Oct 2023
1.33%
2 out of 150
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 Preferred Shares EUR Hedged (PRFE) ETF: Historical Returns page.