Consolidated Returns as of 30 June 2024
Holding the iShares JP Morgan USD Em Mkts Bd (EMB) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 98 months (from September 2014 to October 2022).
This means that every rolling period of 99 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares JP Morgan USD Em Mkts Bd (EMB) 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 1.98% (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 | +9.73% |
+47.27%
Nov 2008 - Oct 2009 |
-28.11%
Sep 1997 - Aug 1998 |
19.44%
90 out of 463 |
US Inflation Adjusted | +6.87% |
+47.60%
Nov 2008 - Oct 2009 |
-30.35%
Oct 2021 - Sep 2022 |
25.49%
118 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.96% |
+37.08%
Mar 1995 - Feb 1997 |
-11.81%
Oct 2020 - Sep 2022 |
9.76%
44 out of 451 |
US Inflation Adjusted | +4.96% |
+33.32%
Apr 1995 - Mar 1997 |
-17.45%
Nov 2020 - Oct 2022 |
17.74%
80 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.58% |
+31.65%
Apr 1995 - Mar 1998 |
-7.65%
Nov 2019 - Oct 2022 |
7.06%
31 out of 439 |
US Inflation Adjusted | +5.87% |
+28.65%
Apr 1995 - Mar 1998 |
-12.07%
Nov 2019 - Oct 2022 |
11.39%
50 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.08% |
+24.55%
Jun 1999 - May 2003 |
-4.02%
Nov 2019 - Oct 2023 |
5.39%
23 out of 427 |
US Inflation Adjusted | +6.25% |
+21.57%
Jun 1999 - May 2003 |
-8.22%
Nov 2019 - Oct 2023 |
10.30%
44 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.11% |
+25.13%
Sep 1998 - Aug 2003 |
-3.17%
Nov 2017 - Oct 2022 |
4.34%
18 out of 415 |
US Inflation Adjusted | +6.39% |
+22.13%
Sep 1998 - Aug 2003 |
-6.76%
Nov 2017 - Oct 2022 |
7.23%
30 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.39% |
+23.29%
Sep 1998 - Aug 2004 |
-1.94%
Oct 2016 - Sep 2022 |
3.72%
15 out of 403 |
US Inflation Adjusted | +6.52% |
+20.31%
Sep 1998 - Aug 2004 |
-5.25%
Oct 2016 - Sep 2022 |
6.95%
28 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.96% |
+22.19%
Sep 1998 - Aug 2005 |
-0.47%
Oct 2016 - Sep 2023 |
0.51%
2 out of 391 |
US Inflation Adjusted | +6.56% |
+19.04%
Sep 1998 - Aug 2005 |
-3.86%
Oct 2016 - Sep 2023 |
7.16%
28 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.93% |
+20.47%
Sep 1998 - Aug 2006 |
-0.07%
Nov 2014 - Oct 2022 |
0.26%
1 out of 379 |
US Inflation Adjusted | +7.33% |
+17.43%
Apr 1995 - Mar 2003 |
-2.86%
Nov 2014 - Oct 2022 |
7.12%
27 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.26% |
+20.73%
Apr 1995 - Mar 2004 |
+0.75%
Nov 2013 - Oct 2022 |
0.00%
0 out of 367 |
US Inflation Adjusted | +8.19% |
+17.90%
Apr 1995 - Mar 2004 |
-2.09%
Nov 2014 - Oct 2023 |
7.36%
27 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.20% |
+19.30%
Apr 1995 - Mar 2005 |
+0.23%
Nov 2012 - Oct 2022 |
0.00%
0 out of 355 |
US Inflation Adjusted | +8.75% |
+16.42%
Apr 1995 - Mar 2005 |
-2.26%
Nov 2012 - Oct 2022 |
7.32%
26 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.27% |
+18.88%
Apr 1995 - Mar 2006 |
+0.89%
Nov 2012 - Oct 2023 |
0.00%
0 out of 343 |
US Inflation Adjusted | +8.86% |
+15.91%
Apr 1995 - Mar 2006 |
-1.67%
Nov 2012 - Oct 2023 |
6.71%
23 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.25% |
+18.18%
Apr 1995 - Mar 2007 |
+1.61%
Nov 2010 - Oct 2022 |
0.00%
0 out of 331 |
US Inflation Adjusted | +9.06% |
+15.21%
Apr 1995 - Mar 2007 |
-0.96%
Nov 2010 - Oct 2022 |
3.02%
10 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.02% |
+17.08%
Oct 1990 - Sep 2003 |
+2.07%
Nov 2010 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +9.21% |
+14.11%
Oct 1990 - Sep 2003 |
-0.56%
Nov 2010 - Oct 2023 |
0.63%
2 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.83% |
+16.73%
Oct 1990 - Sep 2004 |
+3.06%
Nov 2009 - Oct 2023 |
0.00%
0 out of 307 |
US Inflation Adjusted | +9.01% |
+13.77%
Oct 1990 - Sep 2004 |
+0.50%
Nov 2009 - Oct 2023 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.15% |
+16.67%
Oct 1990 - Sep 2005 |
+3.08%
Nov 2007 - Oct 2022 |
0.00%
0 out of 295 |
US Inflation Adjusted | +9.11% |
+13.56%
Oct 1990 - Sep 2005 |
+0.68%
Nov 2007 - Oct 2022 |
0.00%
0 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.45% |
+16.08%
Oct 1990 - Sep 2006 |
+3.37%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +9.33% |
+13.04%
Oct 1990 - Sep 2006 |
+0.91%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.63% |
+15.65%
May 1990 - Apr 2007 |
+3.66%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +9.48% |
+12.57%
Oct 1990 - Sep 2007 |
+1.13%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.89% |
+15.00%
Apr 1989 - Mar 2007 |
+4.03%
Oct 2005 - Sep 2023 |
0.00%
0 out of 259 |
US Inflation Adjusted | +9.94% |
+11.92%
Apr 1995 - Mar 2013 |
+1.55%
Oct 2005 - Sep 2023 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.99% |
+14.65%
Oct 1990 - Sep 2009 |
+4.47%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
US Inflation Adjusted | +10.13% |
+11.74%
Oct 1990 - Sep 2009 |
+1.88%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.41% |
+14.61%
Oct 1990 - Sep 2010 |
+4.89%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
US Inflation Adjusted | +9.76% |
+11.78%
Oct 1990 - Sep 2010 |
+2.25%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the iShares JP Morgan USD Em Mkts Bd (EMB) ETF: Historical Returns page.