Consolidated Returns as of 31 March 2024
Holding the iShares MSCI EAFE Value (EFV) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~49 years), the longest period with a negative return lasted 189 months (from January 2007 to September 2022).
This means that every rolling period of 190 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares MSCI EAFE Value (EFV) 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 3.34% (updated at Mar 31, 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 | +9.37% |
+85.04%
Feb 1986 - Jan 1987 |
-51.32%
Mar 2008 - Feb 2009 |
30.34%
176 out of 580 |
US Inflation Adjusted | +4.49% |
+82.55%
Feb 1986 - Jan 1987 |
-51.32%
Mar 2008 - Feb 2009 |
40.52%
235 out of 580 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+76.14%
Oct 1985 - Sep 1987 |
-32.77%
Mar 2007 - Feb 2009 |
21.30%
121 out of 568 |
US Inflation Adjusted | +4.31% |
+71.00%
Oct 1985 - Sep 1987 |
-34.12%
Mar 2007 - Feb 2009 |
33.63%
191 out of 568 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.80% |
+65.01%
Aug 1984 - Jul 1987 |
-17.56%
Mar 2006 - Feb 2009 |
18.88%
105 out of 556 |
US Inflation Adjusted | +4.39% |
+60.19%
Aug 1984 - Jul 1987 |
-19.32%
Mar 2006 - Feb 2009 |
30.22%
168 out of 556 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.02% |
+47.51%
Aug 1984 - Jul 1988 |
-10.88%
Oct 2007 - Sep 2011 |
13.42%
73 out of 544 |
US Inflation Adjusted | +3.56% |
+42.80%
Aug 1984 - Jul 1988 |
-12.71%
Oct 2007 - Sep 2011 |
28.31%
154 out of 544 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.12% |
+45.85%
Aug 1982 - Jul 1987 |
-9.23%
Jun 2007 - May 2012 |
10.53%
56 out of 532 |
US Inflation Adjusted | +3.67% |
+41.41%
Aug 1982 - Jul 1987 |
-11.04%
Jun 2007 - May 2012 |
24.44%
130 out of 532 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.72% |
+38.15%
Aug 1982 - Jul 1988 |
-3.97%
Apr 2014 - Mar 2020 |
7.69%
40 out of 520 |
US Inflation Adjusted | +4.00% |
+33.73%
Aug 1982 - Jul 1988 |
-5.88%
Jun 2006 - May 2012 |
16.73%
87 out of 520 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+36.45%
Aug 1982 - Jul 1989 |
-1.64%
Nov 2013 - Oct 2020 |
2.36%
12 out of 508 |
US Inflation Adjusted | +4.20% |
+31.77%
Aug 1982 - Jul 1989 |
-3.36%
Nov 2007 - Oct 2014 |
15.75%
80 out of 508 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.38% |
+29.48%
Aug 1982 - Jul 1990 |
-2.37%
Oct 2007 - Sep 2015 |
4.23%
21 out of 496 |
US Inflation Adjusted | +4.30% |
+24.85%
Aug 1982 - Jul 1990 |
-3.94%
Oct 2007 - Sep 2015 |
10.69%
53 out of 496 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.49% |
+26.34%
May 1980 - Apr 1989 |
-2.58%
Jul 2007 - Jun 2016 |
3.72%
18 out of 484 |
US Inflation Adjusted | +4.52% |
+20.58%
May 1980 - Apr 1989 |
-4.17%
Jul 2007 - Jun 2016 |
11.36%
55 out of 484 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.13% |
+26.16%
Sep 1977 - Aug 1987 |
-0.48%
Jan 2007 - Dec 2016 |
1.91%
9 out of 472 |
US Inflation Adjusted | +4.38% |
+18.50%
Sep 1977 - Aug 1987 |
-2.26%
Dec 2006 - Nov 2016 |
7.63%
36 out of 472 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.39% |
+24.87%
Sep 1976 - Aug 1987 |
-0.78%
Nov 2007 - Oct 2018 |
0.65%
3 out of 460 |
US Inflation Adjusted | +4.70% |
+17.34%
Feb 1978 - Jan 1989 |
-2.47%
Nov 2007 - Oct 2018 |
6.74%
31 out of 460 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.74% |
+24.26%
Feb 1977 - Jan 1989 |
-1.31%
May 2008 - Apr 2020 |
2.23%
10 out of 448 |
US Inflation Adjusted | +5.01% |
+16.99%
Aug 1982 - Jul 1994 |
-2.81%
Apr 2008 - Mar 2020 |
6.03%
27 out of 448 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.48% |
+23.01%
Sep 1976 - Aug 1989 |
-1.75%
Apr 2007 - Mar 2020 |
2.29%
10 out of 436 |
US Inflation Adjusted | +4.93% |
+15.89%
Dec 1976 - Nov 1989 |
-3.47%
Apr 2007 - Mar 2020 |
8.03%
35 out of 436 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+22.78%
Jan 1975 - Dec 1988 |
-0.28%
Nov 2006 - Oct 2020 |
0.71%
3 out of 424 |
US Inflation Adjusted | +4.58% |
+15.59%
Jan 1975 - Dec 1988 |
-2.07%
Nov 2006 - Oct 2020 |
8.49%
36 out of 424 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.02% |
+22.20%
Jan 1975 - Dec 1989 |
-0.75%
Oct 2007 - Sep 2022 |
0.49%
2 out of 412 |
US Inflation Adjusted | +4.36% |
+15.17%
Jan 1975 - Dec 1989 |
-3.04%
Oct 2007 - Sep 2022 |
5.58%
23 out of 412 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+18.83%
Jan 1975 - Dec 1990 |
+0.47%
Oct 2006 - Sep 2022 |
0.00%
0 out of 400 |
US Inflation Adjusted | +4.39% |
+13.85%
Aug 1982 - Jul 1998 |
-1.88%
Oct 2006 - Sep 2022 |
5.50%
22 out of 400 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+18.28%
Jan 1975 - Dec 1991 |
+1.63%
Nov 2006 - Oct 2023 |
0.00%
0 out of 388 |
US Inflation Adjusted | +4.48% |
+13.24%
Aug 1982 - Jul 1999 |
-0.85%
Nov 2006 - Oct 2023 |
3.87%
15 out of 388 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.63% |
+17.16%
Jan 1975 - Dec 1992 |
+2.94%
Feb 2006 - Jan 2024 |
0.00%
0 out of 376 |
US Inflation Adjusted | +4.89% |
+12.41%
Aug 1982 - Jul 2000 |
+0.45%
Feb 2006 - Jan 2024 |
0.00%
0 out of 376 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.31% |
+17.72%
Jan 1975 - Dec 1993 |
+3.55%
Mar 1990 - Feb 2009 |
0.00%
0 out of 364 |
US Inflation Adjusted | +4.72% |
+11.47%
Jan 1975 - Dec 1993 |
+0.82%
Mar 1990 - Feb 2009 |
0.00%
0 out of 364 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.00% |
+16.86%
Jan 1975 - Dec 1994 |
+3.34%
Apr 2000 - Mar 2020 |
0.00%
0 out of 352 |
US Inflation Adjusted | +4.38% |
+10.81%
Jan 1975 - Dec 1994 |
+0.65%
Mar 1989 - Feb 2009 |
0.00%
0 out of 352 |
To obtain comprehensive information, please consult the iShares MSCI EAFE Value (EFV) ETF: Historical Returns page.