Consolidated Returns as of 30 June 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 (~50 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 2.88% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.49% |
+85.04%
Feb 1986 - Jan 1987 |
-51.32%
Mar 2008 - Feb 2009 |
30.19%
176 out of 583 |
US Inflation Adjusted | +4.61% |
+82.55%
Feb 1986 - Jan 1987 |
-51.32%
Mar 2008 - Feb 2009 |
40.31%
235 out of 583 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.48% |
+76.14%
Oct 1985 - Sep 1987 |
-32.77%
Mar 2007 - Feb 2009 |
21.19%
121 out of 571 |
US Inflation Adjusted | +4.48% |
+71.00%
Oct 1985 - Sep 1987 |
-34.12%
Mar 2007 - Feb 2009 |
33.45%
191 out of 571 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+65.01%
Aug 1984 - Jul 1987 |
-17.56%
Mar 2006 - Feb 2009 |
18.78%
105 out of 559 |
US Inflation Adjusted | +4.38% |
+60.19%
Aug 1984 - Jul 1987 |
-19.32%
Mar 2006 - Feb 2009 |
30.23%
169 out of 559 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.10% |
+47.51%
Aug 1984 - Jul 1988 |
-10.88%
Oct 2007 - Sep 2011 |
13.35%
73 out of 547 |
US Inflation Adjusted | +3.66% |
+42.80%
Aug 1984 - Jul 1988 |
-12.71%
Oct 2007 - Sep 2011 |
28.15%
154 out of 547 |
Loading data
Please wait
Loading data
Please wait
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 |
10.47%
56 out of 535 |
US Inflation Adjusted | +3.67% |
+41.41%
Aug 1982 - Jul 1987 |
-11.04%
Jun 2007 - May 2012 |
24.30%
130 out of 535 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.71% |
+38.15%
Aug 1982 - Jul 1988 |
-3.97%
Apr 2014 - Mar 2020 |
7.65%
40 out of 523 |
US Inflation Adjusted | +3.98% |
+33.73%
Aug 1982 - Jul 1988 |
-5.88%
Jun 2006 - May 2012 |
16.83%
88 out of 523 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.33% |
+36.45%
Aug 1982 - Jul 1989 |
-1.64%
Nov 2013 - Oct 2020 |
2.35%
12 out of 511 |
US Inflation Adjusted | +4.17% |
+31.77%
Aug 1982 - Jul 1989 |
-3.36%
Nov 2007 - Oct 2014 |
15.66%
80 out of 511 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.34% |
+29.48%
Aug 1982 - Jul 1990 |
-2.37%
Oct 2007 - Sep 2015 |
4.21%
21 out of 499 |
US Inflation Adjusted | +4.30% |
+24.85%
Aug 1982 - Jul 1990 |
-3.94%
Oct 2007 - Sep 2015 |
10.62%
53 out of 499 |
Loading data
Please wait
Loading data
Please wait
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 |
3.70%
18 out of 487 |
US Inflation Adjusted | +4.51% |
+20.58%
May 1980 - Apr 1989 |
-4.17%
Jul 2007 - Jun 2016 |
11.29%
55 out of 487 |
Loading data
Please wait
Loading data
Please wait
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 |
1.89%
9 out of 475 |
US Inflation Adjusted | +4.37% |
+18.50%
Sep 1977 - Aug 1987 |
-2.26%
Dec 2006 - Nov 2016 |
7.58%
36 out of 475 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.38% |
+24.87%
Sep 1976 - Aug 1987 |
-0.78%
Nov 2007 - Oct 2018 |
0.65%
3 out of 463 |
US Inflation Adjusted | +4.70% |
+17.34%
Feb 1978 - Jan 1989 |
-2.47%
Nov 2007 - Oct 2018 |
6.70%
31 out of 463 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.71% |
+24.26%
Feb 1977 - Jan 1989 |
-1.31%
May 2008 - Apr 2020 |
2.22%
10 out of 451 |
US Inflation Adjusted | +4.96% |
+16.99%
Aug 1982 - Jul 1994 |
-2.81%
Apr 2008 - Mar 2020 |
5.99%
27 out of 451 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+23.01%
Sep 1976 - Aug 1989 |
-1.75%
Apr 2007 - Mar 2020 |
2.28%
10 out of 439 |
US Inflation Adjusted | +4.91% |
+15.89%
Dec 1976 - Nov 1989 |
-3.47%
Apr 2007 - Mar 2020 |
7.97%
35 out of 439 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+22.78%
Jan 1975 - Dec 1988 |
-0.28%
Nov 2006 - Oct 2020 |
0.70%
3 out of 427 |
US Inflation Adjusted | +4.54% |
+15.59%
Jan 1975 - Dec 1988 |
-2.07%
Nov 2006 - Oct 2020 |
8.43%
36 out of 427 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+22.20%
Jan 1975 - Dec 1989 |
-0.75%
Oct 2007 - Sep 2022 |
0.48%
2 out of 415 |
US Inflation Adjusted | +4.34% |
+15.17%
Jan 1975 - Dec 1989 |
-3.04%
Oct 2007 - Sep 2022 |
5.54%
23 out of 415 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.03% |
+18.83%
Jan 1975 - Dec 1990 |
+0.47%
Oct 2006 - Sep 2022 |
0.00%
0 out of 403 |
US Inflation Adjusted | +4.38% |
+13.85%
Aug 1982 - Jul 1998 |
-1.88%
Oct 2006 - Sep 2022 |
5.71%
23 out of 403 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.30% |
+18.28%
Jan 1975 - Dec 1991 |
+1.63%
Nov 2006 - Oct 2023 |
0.00%
0 out of 391 |
US Inflation Adjusted | +4.44% |
+13.24%
Aug 1982 - Jul 1999 |
-0.85%
Nov 2006 - Oct 2023 |
4.60%
18 out of 391 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.58% |
+17.16%
Jan 1975 - Dec 1992 |
+2.67%
May 2006 - Apr 2024 |
0.00%
0 out of 379 |
US Inflation Adjusted | +4.88% |
+12.41%
Aug 1982 - Jul 2000 |
+0.16%
May 2006 - Apr 2024 |
0.00%
0 out of 379 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.29% |
+17.72%
Jan 1975 - Dec 1993 |
+3.55%
Mar 1990 - Feb 2009 |
0.00%
0 out of 367 |
US Inflation Adjusted | +4.70% |
+11.47%
Jan 1975 - Dec 1993 |
+0.82%
Mar 1990 - Feb 2009 |
0.00%
0 out of 367 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.99% |
+16.86%
Jan 1975 - Dec 1994 |
+3.34%
Apr 2000 - Mar 2020 |
0.00%
0 out of 355 |
US Inflation Adjusted | +4.37% |
+10.81%
Jan 1975 - Dec 1994 |
+0.65%
Mar 1989 - Feb 2009 |
0.00%
0 out of 355 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the iShares MSCI EAFE Value (EFV) ETF: Historical Returns page.