Consolidated Returns as of 30 April 2024
Holding the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~45 years), the longest period with a negative return lasted 70 months (from May 2003 to February 2009).
This means that every rolling period of 71 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares iBoxx $ High Yield Corporate Bond (HYG) 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
The annualized return of the last 10 years has been 3.08% (updated at Apr 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+44.82%
Dec 2008 - Nov 2009 |
-29.10%
Dec 2007 - Nov 2008 |
16.14%
86 out of 533 |
US Inflation Adjusted | +3.79% |
+42.10%
Dec 2008 - Nov 2009 |
-29.87%
Dec 2007 - Nov 2008 |
30.77%
164 out of 533 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+28.82%
Mar 2009 - Feb 2011 |
-14.75%
Dec 2006 - Nov 2008 |
9.79%
51 out of 521 |
US Inflation Adjusted | +4.18% |
+26.12%
Mar 2009 - Feb 2011 |
-17.01%
Dec 2006 - Nov 2008 |
23.80%
124 out of 521 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.10% |
+21.42%
Nov 1990 - Oct 1993 |
-7.69%
Dec 2005 - Nov 2008 |
3.54%
18 out of 509 |
US Inflation Adjusted | +4.23% |
+18.37%
Mar 2009 - Feb 2012 |
-9.91%
Dec 2005 - Nov 2008 |
19.06%
97 out of 509 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+19.69%
Oct 1981 - Sep 1985 |
-5.14%
Dec 2004 - Nov 2008 |
1.41%
7 out of 497 |
US Inflation Adjusted | +4.18% |
+16.16%
Dec 2008 - Nov 2012 |
-7.62%
Dec 2004 - Nov 2008 |
12.07%
60 out of 497 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.92% |
+19.83%
Oct 1981 - Sep 1986 |
-2.36%
Dec 2003 - Nov 2008 |
1.03%
5 out of 485 |
US Inflation Adjusted | +3.88% |
+15.90%
Oct 1981 - Sep 1986 |
-5.09%
Dec 2003 - Nov 2008 |
8.66%
42 out of 485 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.48% |
+17.35%
Mar 1981 - Feb 1987 |
+0.49%
Dec 2002 - Nov 2008 |
0.00%
0 out of 473 |
US Inflation Adjusted | +4.05% |
+13.09%
Oct 1981 - Sep 1987 |
-2.17%
Dec 2002 - Nov 2008 |
5.92%
28 out of 473 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.52% |
+16.51%
Oct 1981 - Sep 1988 |
+0.42%
Dec 2001 - Nov 2008 |
0.00%
0 out of 461 |
US Inflation Adjusted | +4.24% |
+12.43%
Oct 1981 - Sep 1988 |
-2.17%
Dec 2001 - Nov 2008 |
4.56%
21 out of 461 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.42% |
+15.18%
Oct 1981 - Sep 1989 |
+0.67%
Mar 2001 - Feb 2009 |
0.00%
0 out of 449 |
US Inflation Adjusted | +4.16% |
+11.03%
Oct 1981 - Sep 1989 |
-1.68%
Mar 2001 - Feb 2009 |
4.01%
18 out of 449 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.57% |
+13.83%
Apr 1980 - Mar 1989 |
+0.70%
Dec 1999 - Nov 2008 |
0.00%
0 out of 437 |
US Inflation Adjusted | +4.25% |
+9.03%
Nov 1990 - Oct 1999 |
-1.90%
Dec 1999 - Nov 2008 |
3.89%
17 out of 437 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.56% |
+13.36%
Oct 1981 - Sep 1991 |
+0.80%
Dec 1998 - Nov 2008 |
0.00%
0 out of 425 |
US Inflation Adjusted | +4.24% |
+9.07%
Oct 1981 - Sep 1991 |
-1.80%
Dec 1998 - Nov 2008 |
1.88%
8 out of 425 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.91% |
+13.88%
Oct 1981 - Sep 1992 |
+1.36%
Dec 1997 - Nov 2008 |
0.00%
0 out of 413 |
US Inflation Adjusted | +4.41% |
+9.66%
Oct 1981 - Sep 1992 |
-1.16%
Dec 1997 - Nov 2008 |
1.21%
5 out of 413 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+13.97%
Oct 1981 - Sep 1993 |
+2.18%
Dec 1996 - Nov 2008 |
0.00%
0 out of 401 |
US Inflation Adjusted | +4.40% |
+9.84%
Oct 1981 - Sep 1993 |
-0.30%
Dec 1996 - Nov 2008 |
0.50%
2 out of 401 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.68% |
+13.00%
Feb 1981 - Jan 1994 |
+2.77%
Dec 1995 - Nov 2008 |
0.00%
0 out of 389 |
US Inflation Adjusted | +4.18% |
+8.91%
Oct 1981 - Sep 1994 |
+0.21%
Dec 1995 - Nov 2008 |
0.00%
0 out of 389 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.40% |
+13.10%
Oct 1981 - Sep 1995 |
+3.74%
Mar 1995 - Feb 2009 |
0.00%
0 out of 377 |
US Inflation Adjusted | +3.96% |
+9.16%
Oct 1981 - Sep 1995 |
+1.23%
Mar 1995 - Feb 2009 |
0.00%
0 out of 377 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.38% |
+12.86%
Oct 1981 - Sep 1996 |
+3.43%
Dec 1993 - Nov 2008 |
0.00%
0 out of 365 |
US Inflation Adjusted | +3.97% |
+8.96%
Oct 1981 - Sep 1996 |
+0.85%
Dec 1993 - Nov 2008 |
0.00%
0 out of 365 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.37% |
+12.91%
Oct 1981 - Sep 1997 |
+4.02%
Jun 2007 - May 2023 |
0.00%
0 out of 353 |
US Inflation Adjusted | +3.89% |
+9.10%
Oct 1981 - Sep 1997 |
+1.56%
Jun 2007 - May 2023 |
0.00%
0 out of 353 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.41% |
+12.45%
Oct 1981 - Sep 1998 |
+4.16%
Oct 2005 - Sep 2022 |
0.00%
0 out of 341 |
US Inflation Adjusted | +3.98% |
+8.79%
Oct 1981 - Sep 1998 |
+1.66%
Nov 2006 - Oct 2023 |
0.00%
0 out of 341 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.72% |
+12.10%
Apr 1980 - Mar 1998 |
+4.18%
Oct 2004 - Sep 2022 |
0.00%
0 out of 329 |
US Inflation Adjusted | +4.14% |
+8.28%
Oct 1981 - Sep 1999 |
+1.64%
Oct 2004 - Sep 2022 |
0.00%
0 out of 329 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+11.67%
Apr 1980 - Mar 1999 |
+4.27%
Nov 2004 - Oct 2023 |
0.00%
0 out of 317 |
US Inflation Adjusted | +4.19% |
+7.88%
Oct 1981 - Sep 2000 |
+1.69%
Nov 2004 - Oct 2023 |
0.00%
0 out of 317 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.93% |
+11.01%
Apr 1980 - Mar 2000 |
+4.58%
Nov 2003 - Oct 2023 |
0.00%
0 out of 305 |
US Inflation Adjusted | +4.26% |
+7.16%
Sep 1981 - Aug 2001 |
+1.95%
Nov 2003 - Oct 2023 |
0.00%
0 out of 305 |
To obtain comprehensive information, please consult the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: Historical Returns page.