Consolidated Returns as of 30 June 2024
Holding the iShares 1-3 Year Treasury Bond (SHY) 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 49 months (from April 2020 to April 2024).
This means that every rolling period of 50 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares 1-3 Year Treasury Bond (SHY) 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 0.97% (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 | +4.05% |
+25.82%
Oct 1981 - Sep 1982 |
-5.42%
Aug 1895 - Jul 1896 |
7.37%
135 out of 1831 |
US Inflation Adjusted | +1.74% |
+30.38%
Jun 1877 - May 1878 |
-19.03%
Jul 1919 - Jun 1920 |
37.41%
685 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.09% |
+19.29%
May 1981 - Apr 1983 |
-2.67%
Nov 2020 - Oct 2022 |
2.03%
37 out of 1819 |
US Inflation Adjusted | +2.02% |
+22.89%
Jul 1920 - Jun 1922 |
-14.68%
Jul 1918 - Jun 1920 |
33.48%
609 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.33% |
+17.24%
Mar 1980 - Feb 1983 |
-1.26%
Jul 2020 - Jun 2023 |
1.44%
26 out of 1807 |
US Inflation Adjusted | +2.14% |
+17.20%
Aug 1873 - Jul 1876 |
-12.29%
Feb 1917 - Jan 1920 |
30.38%
549 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.39% |
+15.94%
Sep 1981 - Aug 1985 |
-0.23%
May 2020 - Apr 2024 |
0.17%
3 out of 1795 |
US Inflation Adjusted | +1.97% |
+15.83%
Aug 1874 - Jul 1878 |
-13.24%
Jun 1916 - May 1920 |
30.19%
542 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.33% |
+15.57%
Sep 1981 - Aug 1986 |
+0.32%
May 2013 - Apr 2018 |
0.00%
0 out of 1783 |
US Inflation Adjusted | +1.93% |
+16.30%
Jun 1873 - May 1878 |
-11.10%
Jul 1915 - Jun 1920 |
28.88%
515 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.36% |
+14.66%
Apr 1980 - Mar 1986 |
+0.33%
May 2012 - Apr 2018 |
0.00%
0 out of 1771 |
US Inflation Adjusted | +1.89% |
+15.76%
Jan 1873 - Dec 1878 |
-8.80%
Jul 1914 - Jun 1920 |
27.22%
482 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.36% |
+13.80%
Mar 1980 - Feb 1987 |
+0.39%
Oct 2011 - Sep 2018 |
0.00%
0 out of 1759 |
US Inflation Adjusted | +1.89% |
+14.38%
May 1872 - Apr 1879 |
-7.07%
Jun 1913 - May 1920 |
26.09%
459 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.38% |
+12.82%
Mar 1980 - Feb 1988 |
+0.45%
Nov 2014 - Oct 2022 |
0.00%
0 out of 1747 |
US Inflation Adjusted | +1.84% |
+12.40%
Apr 1871 - Mar 1879 |
-5.91%
Jul 1912 - Jun 1920 |
25.93%
453 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.43% |
+11.82%
Dec 1980 - Nov 1989 |
+0.46%
Nov 2013 - Oct 2022 |
0.00%
0 out of 1735 |
US Inflation Adjusted | +1.92% |
+10.38%
Jun 1872 - May 1881 |
-5.89%
Jul 1911 - Jun 1920 |
27.49%
477 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.41% |
+11.72%
Mar 1980 - Feb 1990 |
+0.45%
Nov 2012 - Oct 2022 |
0.00%
0 out of 1723 |
US Inflation Adjusted | +1.99% |
+9.41%
Apr 1871 - Mar 1881 |
-4.88%
Jun 1941 - May 1951 |
26.18%
451 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+11.66%
Mar 1980 - Feb 1991 |
+0.44%
Nov 2011 - Oct 2022 |
0.00%
0 out of 1711 |
US Inflation Adjusted | +1.87% |
+9.68%
Mar 1873 - Feb 1884 |
-4.51%
Dec 1940 - Nov 1951 |
25.31%
433 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.41% |
+11.50%
Mar 1980 - Feb 1992 |
+0.48%
Nov 2010 - Oct 2022 |
0.00%
0 out of 1699 |
US Inflation Adjusted | +1.89% |
+10.25%
Apr 1873 - Mar 1885 |
-4.35%
Jun 1939 - May 1951 |
22.72%
386 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.39% |
+11.37%
Mar 1980 - Feb 1993 |
+0.62%
Mar 2010 - Feb 2023 |
0.00%
0 out of 1687 |
US Inflation Adjusted | +1.82% |
+10.25%
Oct 1872 - Sep 1885 |
-3.92%
Aug 1939 - Jul 1952 |
21.58%
364 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.39% |
+10.77%
Mar 1980 - Feb 1994 |
+0.69%
Jan 2009 - Dec 2022 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +1.84% |
+9.96%
May 1872 - Apr 1886 |
-3.85%
Jul 1939 - Jun 1953 |
21.61%
362 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.40% |
+10.33%
Nov 1978 - Oct 1993 |
+0.87%
Dec 2008 - Nov 2023 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +1.88% |
+9.32%
Apr 1871 - Mar 1886 |
-3.26%
Jul 1938 - Jun 1953 |
20.08%
334 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.37% |
+10.15%
Mar 1980 - Feb 1996 |
+1.03%
Jun 1935 - May 1951 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +1.82% |
+9.20%
Apr 1873 - Mar 1889 |
-3.00%
Aug 1941 - Jul 1957 |
19.08%
315 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.34% |
+10.04%
Oct 1975 - Sep 1992 |
+1.03%
Jun 1936 - May 1953 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +1.85% |
+9.01%
Jun 1872 - May 1889 |
-2.86%
Jun 1936 - May 1953 |
18.97%
311 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.33% |
+9.95%
Sep 1974 - Aug 1992 |
+0.97%
Jul 1935 - Jun 1953 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +1.83% |
+8.59%
Feb 1872 - Jan 1890 |
-2.84%
Aug 1939 - Jul 1957 |
18.25%
297 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.33% |
+9.77%
Sep 1974 - Aug 1993 |
+0.98%
Jul 1934 - Jun 1953 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +1.88% |
+8.92%
Apr 1873 - Mar 1892 |
-2.63%
Jun 1934 - May 1953 |
16.72%
270 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.30% |
+9.50%
Aug 1973 - Jul 1993 |
+1.09%
Jul 1933 - Jun 1953 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +1.89% |
+8.80%
May 1872 - Apr 1892 |
-2.61%
Jul 1933 - Jun 1953 |
17.28%
277 out of 1603 |
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To obtain comprehensive information, please consult the iShares 1-3 Year Treasury Bond (SHY) ETF: Historical Returns page.