iShares JP Morgan EM Local Ccy Bd (LEMB): Rolling Returns

Data Source: from January 2012 to January 2024 (~12 years)
Consolidated Returns as of 31 January 2024

Holding the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~12 years), the longest period with a negative return lasted 145 months (from January 2012 to January 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Historical Returns page.

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.

ISHARES JP MORGAN EM LOCAL CCY BD (LEMB) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2012 - 31 January 2024 (~12 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.72 10/2021
09/2022
0.79$ -12.11 0.87$ 0.09 1.00$ 9.28 1.09$ 15.62 10/2015
09/2016
1.15$ 1.63 49.54%
2Y -10.40 10/2020
09/2022
0.80$ -6.78 0.86$ -1.04 0.97$ 3.81 1.07$ 12.54 02/2016
01/2018
1.26$ -3.40 56.70%
3Y -8.48 11/2019
10/2022
0.76$ -4.66 0.86$ -0.38 0.98$ 3.15 1.09$ 6.94 02/2016
01/2019
1.22$ -5.08 54.12%
4Y -4.66 11/2019
10/2023
0.82$ -3.24 0.87$ -0.47 0.98$ 3.16 1.13$ 5.19 02/2016
01/2020
1.22$ -3.16 53.42%
5Y -4.90 10/2017
09/2022
0.77$ -3.23 0.84$ -0.21 0.98$ 1.90 1.09$ 4.71 02/2016
01/2021
1.25$ -2.52 54.10%
6Y -3.30 10/2016
09/2022
0.81$ -2.30 0.86$ -0.87 0.94$ 1.85 1.11$ 2.97 10/2015
09/2021
1.19$ -2.67 63.27%
7Y -1.67 10/2016
09/2023
0.88$ -1.05 0.92$ -0.41 0.97$ 0.12 1.00$ 1.29 02/2014
01/2021
1.09$ -0.44 75.68%
8Y -3.08 09/2014
08/2022
0.77$ -2.96 0.78$ -0.88 0.93$ 0.48 1.03$ 0.98 01/2016
12/2023
1.08$ 0.93 72.00%
9Y -1.90 11/2014
10/2023
0.84$ -1.89 0.84$ -1.55 0.86$ -0.92 0.92$ -0.57 01/2015
12/2023
0.95$ -0.67 100.00%
10Y -0.67 02/2014
01/2024
0.93$ -0.67 0.93$ -0.67 0.93$ -0.67 0.93$ -0.67 02/2014
01/2024
0.93$ -0.67 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.73 10/2021
09/2022
0.73$ -15.22 0.84$ -2.46 0.97$ 7.23 1.07$ 13.86 10/2015
09/2016
1.13$ -1.43 57.80%
2Y -16.19 11/2020
10/2022
0.70$ -11.72 0.77$ -3.59 0.92$ 2.14 1.04$ 9.97 02/2016
01/2018
1.20$ -7.75 72.16%
3Y -12.85 11/2019
10/2022
0.66$ -9.52 0.74$ -2.27 0.93$ 0.85 1.02$ 4.80 02/2016
01/2019
1.15$ -10.16 72.94%
4Y -8.83 11/2019
10/2023
0.69$ -7.20 0.74$ -2.88 0.88$ 1.27 1.05$ 2.96 02/2016
01/2020
1.12$ -7.40 79.45%
5Y -8.34 10/2017
09/2022
0.64$ -6.82 0.70$ -2.09 0.89$ -0.20 0.99$ 2.64 02/2016
01/2021
1.13$ -6.42 85.25%
6Y -6.57 10/2016
09/2022
0.66$ -5.58 0.70$ -3.32 0.81$ -0.44 0.97$ 0.64 09/2015
08/2021
1.03$ -6.16 93.88%
7Y -5.01 10/2016
09/2023
0.69$ -4.23 0.73$ -3.15 0.79$ -2.29 0.85$ -0.29 02/2014
01/2021
0.98$ -3.80 100.00%
8Y -5.76 11/2014
10/2022
0.62$ -5.57 0.63$ -3.88 0.72$ -2.63 0.80$ -2.23 02/2014
01/2022
0.83$ -2.36 100.00%
9Y -4.68 11/2014
10/2023
0.64$ -4.63 0.65$ -4.22 0.67$ -3.68 0.71$ -3.48 01/2015
12/2023
0.72$ -3.68 100.00%
10Y -3.36 02/2014
01/2024
0.71$ -3.36 0.71$ -3.36 0.71$ -3.36 0.71$ -3.36 02/2014
01/2024
0.71$ -3.36 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.72 10/2021
09/2022
0.79$ -10.81 0.89$ -0.63 0.99$ 9.03 1.09$ 15.62 10/2015
09/2016
1.15$ 1.63 50.75%
2Y -10.40 10/2020
09/2022
0.80$ -6.98 0.86$ -1.68 0.96$ 3.70 1.07$ 12.54 02/2016
01/2018
1.26$ -3.40 59.84%
3Y -8.48 11/2019
10/2022
0.76$ -4.85 0.86$ -1.18 0.96$ 2.80 1.08$ 6.94 02/2016
01/2019
1.22$ -5.08 63.64%
4Y -4.66 11/2019
10/2023
0.82$ -3.39 0.87$ -1.29 0.94$ 1.69 1.06$ 5.19 02/2016
01/2020
1.22$ -3.16 61.22%
5Y -4.90 10/2017
09/2022
0.77$ -2.37 0.88$ -0.62 0.96$ 1.44 1.07$ 4.71 02/2016
01/2021
1.25$ -2.52 62.79%
6Y -3.30 10/2016
09/2022
0.81$ -2.13 0.87$ -0.71 0.95$ 1.61 1.10$ 2.97 10/2015
09/2021
1.19$ -2.67 60.81%
7Y -2.63 05/2013
04/2020
0.83$ -0.96 0.93$ -0.35 0.97$ 0.41 1.02$ 1.29 02/2014
01/2021
1.09$ -0.44 69.35%
8Y -3.08 09/2014
08/2022
0.77$ -2.00 0.85$ -0.42 0.96$ 0.45 1.03$ 0.98 01/2016
12/2023
1.08$ 0.93 72.00%
9Y -2.81 11/2013
10/2022
0.77$ -1.90 0.84$ -1.50 0.87$ 0.22 1.02$ 1.18 01/2012
12/2020
1.11$ -0.67 76.32%
10Y -2.72 11/2012
10/2022
0.75$ -2.08 0.81$ -1.50 0.85$ -0.69 0.93$ 0.02 01/2012
12/2021
1.00$ -0.67 96.15%
11Y -1.81 11/2012
10/2023
0.81$ -1.62 0.83$ -1.06 0.88$ -0.75 0.92$ -0.41 06/2012
05/2023
0.95$ -1.54 100.00%
12Y -0.77 02/2012
01/2024
0.91$ -0.77 0.91$ -0.77 0.91$ -0.35 0.95$ -0.35 01/2012
12/2023
0.95$ -0.77 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.73 10/2021
09/2022
0.73$ -13.67 0.86$ -2.43 0.97$ 7.09 1.07$ 13.86 10/2015
09/2016
1.13$ -1.43 57.46%
2Y -16.19 11/2020
10/2022
0.70$ -10.38 0.80$ -3.61 0.92$ 1.90 1.03$ 9.97 02/2016
01/2018
1.20$ -7.75 72.95%
3Y -12.85 11/2019
10/2022
0.66$ -8.33 0.77$ -2.53 0.92$ 0.64 1.01$ 4.80 02/2016
01/2019
1.15$ -10.16 79.09%
4Y -8.83 11/2019
10/2023
0.69$ -7.04 0.74$ -2.85 0.89$ 0.03 1.00$ 2.96 02/2016
01/2020
1.12$ -7.40 83.67%
5Y -8.34 10/2017
09/2022
0.64$ -5.77 0.74$ -2.19 0.89$ -0.59 0.97$ 2.64 02/2016
01/2021
1.13$ -6.42 89.53%
6Y -6.57 10/2016
09/2022
0.66$ -5.20 0.72$ -2.26 0.87$ -0.49 0.97$ 0.64 09/2015
08/2021
1.03$ -6.16 95.95%
7Y -5.01 10/2016
09/2023
0.69$ -3.95 0.75$ -2.46 0.83$ -1.32 0.91$ -0.29 02/2014
01/2021
0.98$ -3.80 100.00%
8Y -5.76 11/2014
10/2022
0.62$ -4.71 0.67$ -2.63 0.80$ -1.58 0.88$ -0.67 01/2012
12/2019
0.94$ -2.36 100.00%
9Y -5.39 11/2013
10/2022
0.60$ -4.52 0.65$ -4.08 0.68$ -1.59 0.86$ -0.40 01/2012
12/2020
0.96$ -3.68 100.00%
10Y -5.14 11/2012
10/2022
0.59$ -4.57 0.62$ -3.98 0.66$ -3.25 0.71$ -2.08 01/2012
12/2021
0.81$ -3.36 100.00%
11Y -4.31 11/2012
10/2023
0.61$ -4.14 0.62$ -3.60 0.66$ -3.31 0.69$ -2.94 06/2012
05/2023
0.72$ -4.10 100.00%
12Y -3.27 02/2012
01/2024
0.67$ -3.27 0.67$ -3.27 0.67$ -2.86 0.70$ -2.86 01/2012
12/2023
0.70$ -3.27 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -0.63% +15.62%
Oct 2015 - Sep 2016
-20.72%
Oct 2021 - Sep 2022
50.75%
68 out of 134
US Inflation Adjusted -2.43% +13.86%
Oct 2015 - Sep 2016
-26.73%
Oct 2021 - Sep 2022
57.46%
77 out of 134
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 -1.68% +12.54%
Feb 2016 - Jan 2018
-10.40%
Oct 2020 - Sep 2022
59.84%
73 out of 122
US Inflation Adjusted -3.61% +9.97%
Feb 2016 - Jan 2018
-16.19%
Nov 2020 - Oct 2022
72.95%
89 out of 122
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 -1.18% +6.94%
Feb 2016 - Jan 2019
-8.48%
Nov 2019 - Oct 2022
63.64%
70 out of 110
US Inflation Adjusted -2.53% +4.80%
Feb 2016 - Jan 2019
-12.85%
Nov 2019 - Oct 2022
79.09%
87 out of 110
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 -1.29% +5.19%
Feb 2016 - Jan 2020
-4.66%
Nov 2019 - Oct 2023
61.22%
60 out of 98
US Inflation Adjusted -2.85% +2.96%
Feb 2016 - Jan 2020
-8.83%
Nov 2019 - Oct 2023
83.67%
82 out of 98
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 -0.62% +4.71%
Feb 2016 - Jan 2021
-4.90%
Oct 2017 - Sep 2022
62.79%
54 out of 86
US Inflation Adjusted -2.19% +2.64%
Feb 2016 - Jan 2021
-8.34%
Oct 2017 - Sep 2022
89.53%
77 out of 86
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 -0.71% +2.97%
Oct 2015 - Sep 2021
-3.30%
Oct 2016 - Sep 2022
60.81%
45 out of 74
US Inflation Adjusted -2.26% +0.64%
Sep 2015 - Aug 2021
-6.57%
Oct 2016 - Sep 2022
95.95%
71 out of 74
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 -0.35% +1.29%
Feb 2014 - Jan 2021
-2.63%
May 2013 - Apr 2020
69.35%
43 out of 62
US Inflation Adjusted -2.46% -0.29%
Feb 2014 - Jan 2021
-5.01%
Oct 2016 - Sep 2023
100.00%
62 out of 62
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 -0.42% +0.98%
Jan 2016 - Dec 2023
-3.08%
Sep 2014 - Aug 2022
72.00%
36 out of 50
US Inflation Adjusted -2.63% -0.67%
Jan 2012 - Dec 2019
-5.76%
Nov 2014 - Oct 2022
100.00%
50 out of 50
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 -1.50% +1.18%
Jan 2012 - Dec 2020
-2.81%
Nov 2013 - Oct 2022
76.32%
29 out of 38
US Inflation Adjusted -4.08% -0.40%
Jan 2012 - Dec 2020
-5.39%
Nov 2013 - Oct 2022
100.00%
38 out of 38
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 -1.50% +0.02%
Jan 2012 - Dec 2021
-2.72%
Nov 2012 - Oct 2022
96.15%
25 out of 26
US Inflation Adjusted -3.98% -2.08%
Jan 2012 - Dec 2021
-5.14%
Nov 2012 - Oct 2022
100.00%
26 out of 26
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 -1.06% -0.41%
Jun 2012 - May 2023
-1.81%
Nov 2012 - Oct 2023
100.00%
14 out of 14
US Inflation Adjusted -3.60% -2.94%
Jun 2012 - May 2023
-4.31%
Nov 2012 - Oct 2023
100.00%
14 out of 14
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 -0.77% -0.35%
Jan 2012 - Dec 2023
-0.77%
Feb 2012 - Jan 2024
100.00%
2 out of 2
US Inflation Adjusted -3.27% -2.86%
Jan 2012 - Dec 2023
-3.27%
Feb 2012 - Jan 2024
100.00%
2 out of 2
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Historical Returns page.