iShares MSCI Intl Momentum Factor ETF (IMTM): Rolling Returns

Data Source: from August 2009 to March 2024 (~15 years)
Consolidated Returns as of 31 March 2024

Holding the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~15 years), the longest period with a negative return lasted 67 months (from May 2011 to November 2016).

This means that every rolling period of 68 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Historical Returns page.

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.

ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 2014 - 31 March 2024 (10 Years)
Data Source: 1 August 2009 - 31 March 2024 (~15 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.94% +43.71%
Apr 2020 - Mar 2021 		-25.04%
Oct 2021 - Sep 2022 		37.58%
62 out of 165
US Inflation Adjusted +6.28% +40.04%
Apr 2020 - Mar 2021 		-30.72%
Oct 2021 - Sep 2022 		41.21%
68 out of 165
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.70% +23.33%
Jan 2019 - Dec 2020 		-8.07%
Nov 2021 - Oct 2023 		25.49%
39 out of 153
US Inflation Adjusted +1.68% +21.13%
Jan 2019 - Dec 2020 		-13.65%
Oct 2020 - Sep 2022 		36.60%
56 out of 153
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.75% +17.48%
Jan 2019 - Dec 2021 		-3.59%
Dec 2013 - Nov 2016 		7.09%
10 out of 141
US Inflation Adjusted +3.76% +13.43%
Jan 2019 - Dec 2021 		-5.00%
Jan 2021 - Dec 2023 		24.11%
34 out of 141
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.68% +13.56%
Apr 2020 - Mar 2024 		-0.37%
Oct 2018 - Sep 2022 		0.78%
1 out of 129
US Inflation Adjusted +2.83% +10.94%
Jan 2017 - Dec 2020 		-4.31%
Oct 2018 - Sep 2022 		6.20%
8 out of 129
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.25% +11.76%
Jan 2017 - Dec 2021 		-0.70%
Jan 2014 - Dec 2018 		0.85%
1 out of 117
US Inflation Adjusted +3.43% +9.26%
Mar 2016 - Feb 2021 		-3.31%
Oct 2017 - Sep 2022 		17.09%
20 out of 117
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.10% +9.79%
Jan 2016 - Dec 2021 		+0.72%
Apr 2014 - Mar 2020 		0.00%
0 out of 105
US Inflation Adjusted +2.63% +7.75%
Oct 2011 - Sep 2017 		-0.95%
Nov 2017 - Oct 2023 		3.81%
4 out of 105
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.64% +8.37%
Oct 2011 - Sep 2018 		+2.14%
Apr 2013 - Mar 2020 		0.00%
0 out of 93
US Inflation Adjusted +3.51% +6.73%
Oct 2011 - Sep 2018 		+0.50%
Jul 2015 - Jun 2022 		0.00%
0 out of 93
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.82% +8.48%
Apr 2016 - Mar 2024 		+2.10%
Oct 2014 - Sep 2022 		0.00%
0 out of 81
US Inflation Adjusted +3.68% +5.93%
Feb 2010 - Jan 2018 		-0.68%
Oct 2014 - Sep 2022 		2.47%
2 out of 81
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.99% +9.46%
Jun 2012 - May 2021 		+1.80%
Oct 2013 - Sep 2022 		0.00%
0 out of 69
US Inflation Adjusted +2.88% +7.53%
Jun 2012 - May 2021 		-0.86%
Oct 2013 - Sep 2022 		2.90%
2 out of 69
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.54% +8.72%
Oct 2011 - Sep 2021 		+3.15%
Nov 2013 - Oct 2023 		0.00%
0 out of 57
US Inflation Adjusted +3.59% +6.68%
Oct 2011 - Sep 2021 		+0.35%
Nov 2013 - Oct 2023 		0.00%
0 out of 57
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.97% +8.53%
Jun 2010 - May 2021 		+3.54%
Jul 2011 - Jun 2022 		0.00%
0 out of 45
US Inflation Adjusted +3.37% +6.46%
Jun 2010 - May 2021 		+1.01%
Jul 2011 - Jun 2022 		0.00%
0 out of 45
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.99% +7.60%
Aug 2009 - Jul 2021 		+3.44%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
US Inflation Adjusted +3.32% +5.50%
Aug 2009 - Jul 2021 		+0.84%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.10% +6.57%
Jul 2010 - Jun 2023 		+3.77%
Oct 2009 - Sep 2022 		0.00%
0 out of 21
US Inflation Adjusted +2.41% +3.85%
Jul 2010 - Jun 2023 		+1.27%
Oct 2009 - Sep 2022 		0.00%
0 out of 21
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.47% +6.53%
Mar 2010 - Feb 2024 		+4.86%
Oct 2009 - Sep 2023 		0.00%
0 out of 9
US Inflation Adjusted +2.85% +3.83%
Mar 2010 - Feb 2024 		+2.24%
Oct 2009 - Sep 2023 		0.00%
0 out of 9
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Historical Returns page.