Consolidated Returns as of 30 June 2024
Holding the iShares MSCI EAFE Small-Cap (SCZ) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~50 years), the longest period with a negative return lasted 149 months (from September 1989 to January 2002).
This means that every rolling period of 150 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares MSCI EAFE Small-Cap (SCZ) 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 4.21% (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 | +9.03% |
+89.97%
Apr 2003 - Mar 2004 |
-54.52%
Nov 2007 - Oct 2008 |
28.99%
169 out of 583 |
US Inflation Adjusted | +4.85% |
+86.72%
Apr 2003 - Mar 2004 |
-56.16%
Nov 2007 - Oct 2008 |
38.77%
226 out of 583 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+69.03%
Oct 1985 - Sep 1987 |
-36.23%
Mar 2007 - Feb 2009 |
23.82%
136 out of 571 |
US Inflation Adjusted | +4.70% |
+64.09%
Oct 1985 - Sep 1987 |
-37.52%
Mar 2007 - Feb 2009 |
34.15%
195 out of 571 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+57.72%
Aug 1984 - Jul 1987 |
-20.24%
Mar 2006 - Feb 2009 |
20.21%
113 out of 559 |
US Inflation Adjusted | +5.69% |
+53.11%
Aug 1984 - Jul 1987 |
-21.94%
Mar 2006 - Feb 2009 |
31.31%
175 out of 559 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+42.01%
Aug 1984 - Jul 1988 |
-11.10%
Mar 2005 - Feb 2009 |
16.27%
89 out of 547 |
US Inflation Adjusted | +4.78% |
+37.49%
Aug 1984 - Jul 1988 |
-13.30%
Mar 2005 - Feb 2009 |
30.16%
165 out of 547 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.24% |
+42.31%
Aug 1982 - Jul 1987 |
-7.11%
Jun 2007 - May 2012 |
12.34%
66 out of 535 |
US Inflation Adjusted | +3.88% |
+37.98%
Aug 1982 - Jul 1987 |
-8.97%
Jun 2007 - May 2012 |
24.67%
132 out of 535 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+34.99%
Aug 1982 - Jul 1988 |
-2.35%
Jul 2007 - Jun 2013 |
10.33%
54 out of 523 |
US Inflation Adjusted | +4.86% |
+30.68%
Aug 1982 - Jul 1988 |
-4.53%
Nov 1994 - Oct 2000 |
21.03%
110 out of 523 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.08% |
+34.50%
Aug 1982 - Jul 1989 |
-1.95%
Oct 1994 - Sep 2001 |
4.70%
24 out of 511 |
US Inflation Adjusted | +5.64% |
+29.89%
Aug 1982 - Jul 1989 |
-4.39%
Oct 1994 - Sep 2001 |
15.46%
79 out of 511 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.30% |
+28.29%
Aug 1982 - Jul 1990 |
-1.91%
Feb 1994 - Jan 2002 |
3.41%
17 out of 499 |
US Inflation Adjusted | +5.53% |
+23.70%
Aug 1982 - Jul 1990 |
-4.65%
Jan 1990 - Dec 1997 |
13.63%
68 out of 499 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.43% |
+23.78%
May 1980 - Apr 1989 |
-1.93%
Oct 1989 - Sep 1998 |
3.08%
15 out of 487 |
US Inflation Adjusted | +6.27% |
+18.74%
Aug 1982 - Jul 1991 |
-4.83%
Oct 1989 - Sep 1998 |
10.27%
50 out of 487 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.76% |
+24.26%
Sep 1977 - Aug 1987 |
+0.40%
Feb 1989 - Jan 1999 |
0.00%
0 out of 475 |
US Inflation Adjusted | +6.75% |
+16.72%
Sep 1977 - Aug 1987 |
-2.63%
Feb 1989 - Jan 1999 |
8.42%
40 out of 475 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.80% |
+23.19%
Sep 1976 - Aug 1987 |
+0.45%
Dec 1989 - Nov 2000 |
0.00%
0 out of 463 |
US Inflation Adjusted | +7.20% |
+16.21%
Aug 1982 - Jul 1993 |
-2.47%
Dec 1989 - Nov 2000 |
8.21%
38 out of 463 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.39% |
+22.64%
Sep 1977 - Aug 1989 |
+0.00%
Oct 1989 - Sep 2001 |
0.00%
0 out of 451 |
US Inflation Adjusted | +6.77% |
+15.70%
Aug 1982 - Jul 1994 |
-2.92%
Oct 1989 - Sep 2001 |
5.76%
26 out of 451 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.60% |
+22.04%
Dec 1976 - Nov 1989 |
+0.39%
Oct 1989 - Sep 2002 |
0.00%
0 out of 439 |
US Inflation Adjusted | +6.95% |
+14.99%
Dec 1976 - Nov 1989 |
-2.44%
Oct 1989 - Sep 2002 |
6.38%
28 out of 439 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.90% |
+21.31%
Jan 1975 - Dec 1988 |
+1.56%
Feb 1989 - Jan 2003 |
0.00%
0 out of 427 |
US Inflation Adjusted | +7.06% |
+14.21%
Jan 1975 - Dec 1988 |
-1.37%
Feb 1989 - Jan 2003 |
3.75%
16 out of 427 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.76% |
+21.42%
Jan 1975 - Dec 1989 |
+1.82%
Oct 2007 - Sep 2022 |
0.00%
0 out of 415 |
US Inflation Adjusted | +6.92% |
+14.43%
Jan 1975 - Dec 1989 |
-0.86%
Oct 1987 - Sep 2002 |
1.93%
8 out of 415 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.69% |
+18.05%
Jan 1975 - Dec 1990 |
+2.20%
Nov 2007 - Oct 2023 |
0.00%
0 out of 403 |
US Inflation Adjusted | +7.05% |
+11.26%
Feb 1978 - Jan 1994 |
-0.24%
Nov 2007 - Oct 2023 |
0.25%
1 out of 403 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.17% |
+17.53%
Feb 1977 - Jan 1994 |
+3.10%
May 2007 - Apr 2024 |
0.00%
0 out of 391 |
US Inflation Adjusted | +6.60% |
+11.38%
Feb 1977 - Jan 1994 |
+0.59%
May 2007 - Apr 2024 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.38% |
+16.71%
Jan 1975 - Dec 1992 |
+3.75%
Mar 1991 - Feb 2009 |
0.00%
0 out of 379 |
US Inflation Adjusted | +6.33% |
+10.46%
Nov 1976 - Oct 1994 |
+1.15%
Mar 1991 - Feb 2009 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.59% |
+17.37%
Jan 1975 - Dec 1993 |
+3.06%
Mar 1990 - Feb 2009 |
0.00%
0 out of 367 |
US Inflation Adjusted | +6.55% |
+11.14%
Jan 1975 - Dec 1993 |
+0.34%
Mar 1990 - Feb 2009 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.67% |
+16.27%
Jan 1975 - Dec 1994 |
+3.34%
Mar 1989 - Feb 2009 |
0.00%
0 out of 355 |
US Inflation Adjusted | +6.49% |
+10.26%
Jan 1975 - Dec 1994 |
+0.49%
Mar 1989 - Feb 2009 |
0.00%
0 out of 355 |
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To obtain comprehensive information, please consult the iShares MSCI EAFE Small-Cap (SCZ) ETF: Historical Returns page.