Consolidated Returns as of 31 March 2024
Holding the iShares MSCI Emerging Markets (EEM) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~48 years), the longest period with a negative return lasted 195 months (from November 2007 to January 2024).
This means that every rolling period of 196 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares MSCI Emerging Markets (EEM) 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 2.24% (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 | +10.30% |
+111.70%
Jan 1991 - Dec 1991 |
-54.34%
Dec 2007 - Nov 2008 |
35.04%
199 out of 568 |
US Inflation Adjusted | +5.12% |
+105.57%
Jan 1991 - Dec 1991 |
-54.96%
Nov 2007 - Oct 2008 |
41.02%
233 out of 568 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.75% |
+64.67%
Jan 1988 - Dec 1989 |
-29.06%
Aug 1980 - Jul 1982 |
37.41%
208 out of 556 |
US Inflation Adjusted | +2.84% |
+57.54%
Jan 1988 - Dec 1989 |
-34.70%
Aug 1980 - Jul 1982 |
43.71%
243 out of 556 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.14% |
+60.25%
Jan 1989 - Dec 1991 |
-18.57%
Oct 1979 - Sep 1982 |
31.80%
173 out of 544 |
US Inflation Adjusted | +1.79% |
+53.18%
Jan 1989 - Dec 1991 |
-25.91%
Aug 1979 - Jul 1982 |
40.99%
223 out of 544 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.67% |
+54.04%
Jan 1988 - Dec 1991 |
-15.90%
Sep 1994 - Aug 1998 |
25.38%
135 out of 532 |
US Inflation Adjusted | +1.35% |
+47.31%
Jan 1988 - Dec 1991 |
-19.91%
Aug 1978 - Jul 1982 |
40.79%
217 out of 532 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.31% |
+49.02%
Jan 1989 - Dec 1993 |
-10.37%
Feb 1994 - Jan 1999 |
25.96%
135 out of 520 |
US Inflation Adjusted | +2.64% |
+43.40%
Jan 1989 - Dec 1993 |
-14.70%
Aug 1977 - Jul 1982 |
39.62%
206 out of 520 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.79% |
+46.91%
Jan 1988 - Dec 1993 |
-7.23%
Mar 1997 - Feb 2003 |
26.18%
133 out of 508 |
US Inflation Adjusted | +2.58% |
+41.26%
Jan 1988 - Dec 1993 |
-13.01%
Aug 1976 - Jul 1982 |
38.58%
196 out of 508 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.96% |
+36.13%
Nov 1987 - Oct 1994 |
-8.52%
Dec 1980 - Nov 1987 |
15.93%
79 out of 496 |
US Inflation Adjusted | +2.71% |
+31.13%
Nov 1987 - Oct 1994 |
-12.34%
Dec 1980 - Nov 1987 |
34.68%
172 out of 496 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.89% |
+29.83%
Jan 1988 - Dec 1995 |
-6.39%
Jan 1980 - Dec 1987 |
14.26%
69 out of 484 |
US Inflation Adjusted | +3.66% |
+25.27%
Jan 1988 - Dec 1995 |
-11.04%
Jan 1980 - Dec 1987 |
31.20%
151 out of 484 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.25% |
+28.19%
Jan 1988 - Dec 1996 |
-5.04%
Feb 1994 - Jan 2003 |
10.59%
50 out of 472 |
US Inflation Adjusted | +3.61% |
+23.72%
Jan 1988 - Dec 1996 |
-9.35%
Jan 1979 - Dec 1987 |
29.87%
141 out of 472 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.81% |
+25.17%
Feb 1984 - Jan 1994 |
-2.16%
Jan 1978 - Dec 1987 |
3.04%
14 out of 460 |
US Inflation Adjusted | +5.12% |
+20.75%
Feb 1984 - Jan 1994 |
-8.02%
Jan 1978 - Dec 1987 |
25.65%
118 out of 460 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.55% |
+23.86%
Feb 1983 - Jan 1994 |
-1.38%
Jan 1977 - Dec 1987 |
1.34%
6 out of 448 |
US Inflation Adjusted | +5.94% |
+19.42%
Feb 1983 - Jan 1994 |
-7.31%
Jan 1977 - Dec 1987 |
19.87%
89 out of 448 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+21.44%
Aug 1982 - Jul 1994 |
-0.72%
Jan 1976 - Dec 1987 |
1.83%
8 out of 436 |
US Inflation Adjusted | +5.59% |
+17.67%
Jan 1988 - Dec 1999 |
-6.60%
Jan 1976 - Dec 1987 |
15.14%
66 out of 436 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+18.98%
Aug 1982 - Jul 1995 |
+0.31%
Nov 2010 - Oct 2023 |
0.00%
0 out of 424 |
US Inflation Adjusted | +6.30% |
+14.95%
Aug 1984 - Jul 1997 |
-4.13%
Jan 1976 - Dec 1988 |
9.67%
41 out of 424 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.79% |
+17.89%
Aug 1982 - Jul 1996 |
+0.84%
Jun 2008 - May 2022 |
0.00%
0 out of 412 |
US Inflation Adjusted | +6.67% |
+13.95%
Aug 1982 - Jul 1996 |
-1.70%
Oct 1976 - Sep 1990 |
6.31%
26 out of 412 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.82% |
+18.23%
Aug 1982 - Jul 1997 |
-1.21%
Nov 2007 - Oct 2022 |
0.50%
2 out of 400 |
US Inflation Adjusted | +6.50% |
+14.37%
Aug 1982 - Jul 1997 |
-3.51%
Nov 2007 - Oct 2022 |
4.75%
19 out of 400 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.95% |
+15.87%
Jan 1988 - Dec 2003 |
-0.55%
Nov 2007 - Oct 2023 |
0.26%
1 out of 388 |
US Inflation Adjusted | +6.20% |
+12.50%
Jan 1988 - Dec 2003 |
-2.92%
Nov 2007 - Oct 2023 |
4.12%
16 out of 388 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.26% |
+16.89%
Oct 1990 - Sep 2007 |
+2.11%
Feb 2007 - Jan 2024 |
0.00%
0 out of 376 |
US Inflation Adjusted | +5.99% |
+13.81%
Oct 1990 - Sep 2007 |
-0.38%
Feb 2007 - Jan 2024 |
1.33%
5 out of 376 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.45% |
+17.25%
May 1988 - Apr 2006 |
+2.79%
Feb 2006 - Jan 2024 |
0.00%
0 out of 364 |
US Inflation Adjusted | +6.01% |
+13.80%
May 1988 - Apr 2006 |
+0.30%
Feb 2006 - Jan 2024 |
0.00%
0 out of 364 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.55% |
+18.56%
Nov 1988 - Oct 2007 |
+4.09%
Mar 1997 - Feb 2016 |
0.00%
0 out of 352 |
US Inflation Adjusted | +5.98% |
+15.14%
Nov 1988 - Oct 2007 |
+1.43%
Sep 1979 - Aug 1998 |
0.00%
0 out of 352 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+18.64%
Jan 1988 - Dec 2007 |
+4.57%
Feb 1994 - Jan 2014 |
0.00%
0 out of 340 |
US Inflation Adjusted | +5.55% |
+15.11%
Jan 1988 - Dec 2007 |
+1.51%
Sep 1978 - Aug 1998 |
0.00%
0 out of 340 |
To obtain comprehensive information, please consult the iShares MSCI Emerging Markets (EEM) ETF: Historical Returns page.