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

Data Source: from August 2009 to January 2024 (~15 years)
Consolidated Returns as of 31 January 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 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 August 2009 - 31 January 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -25.04 10/2021
09/2022
0.74$ -7.99 0.92$ 5.08 1.05$ 19.33 1.19$ 43.71 04/2020
03/2021
1.43$ 11.54 43.12%
2Y -8.07 11/2021
10/2023
0.84$ -3.56 0.93$ 2.97 1.06$ 14.11 1.30$ 23.33 01/2019
12/2020
1.52$ 1.75 32.99%
3Y -1.36 03/2014
02/2017
0.95$ 1.44 1.04$ 5.97 1.18$ 9.93 1.32$ 17.48 01/2019
12/2021
1.62$ 1.70 3.53%
4Y -0.37 10/2018
09/2022
0.98$ 3.17 1.13$ 5.93 1.25$ 8.99 1.41$ 13.09 01/2017
12/2020
1.63$ 5.93 1.37%
5Y 0.32 10/2017
09/2022
1.01$ 2.46 1.12$ 5.09 1.28$ 10.44 1.64$ 11.76 01/2017
12/2021
1.74$ 8.20 0.00%
6Y 0.72 04/2014
03/2020
1.04$ 3.24 1.21$ 5.70 1.39$ 8.69 1.64$ 9.79 01/2016
12/2021
1.75$ 4.19 0.00%
7Y 3.66 07/2015
06/2022
1.28$ 4.64 1.37$ 6.29 1.53$ 6.95 1.60$ 8.09 01/2015
12/2021
1.72$ 7.12 0.00%
8Y 2.10 10/2014
09/2022
1.18$ 3.09 1.27$ 4.69 1.44$ 5.69 1.55$ 7.51 02/2016
01/2024
1.78$ 7.51 0.00%
9Y 3.40 03/2014
02/2023
1.35$ 3.45 1.35$ 3.96 1.41$ 4.82 1.52$ 5.93 02/2015
01/2024
1.67$ 5.93 0.00%
10Y 4.89 02/2014
01/2024
1.61$ 4.89 1.61$ 4.89 1.61$ 4.89 1.61$ 4.89 02/2014
01/2024
1.61$ 4.89 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.72 10/2021
09/2022
0.69$ -10.86 0.89$ 0.89 1.00$ 15.83 1.15$ 40.04 04/2020
03/2021
1.40$ 8.18 46.79%
2Y -13.65 10/2020
09/2022
0.74$ -8.32 0.84$ 1.33 1.02$ 11.40 1.24$ 21.13 01/2019
12/2020
1.46$ -2.84 42.27%
3Y -5.00 01/2021
12/2023
0.85$ -1.36 0.95$ 3.85 1.11$ 7.23 1.23$ 13.43 01/2019
12/2021
1.45$ -3.75 28.24%
4Y -4.31 10/2018
09/2022
0.83$ 0.68 1.02$ 2.21 1.09$ 6.87 1.30$ 10.94 01/2017
12/2020
1.51$ 1.29 10.96%
5Y -3.31 10/2017
09/2022
0.84$ -0.33 0.98$ 2.38 1.12$ 7.79 1.45$ 9.26 03/2016
02/2021
1.55$ 3.87 21.31%
6Y -0.95 11/2017
10/2023
0.94$ 0.62 1.03$ 2.77 1.17$ 6.09 1.42$ 7.16 10/2015
09/2021
1.51$ 0.46 8.16%
7Y 0.50 07/2015
06/2022
1.03$ 1.68 1.12$ 3.23 1.24$ 4.63 1.37$ 5.45 01/2015
12/2021
1.45$ 3.51 0.00%
8Y -0.68 10/2014
09/2022
0.94$ 0.21 1.01$ 1.58 1.13$ 2.58 1.22$ 4.01 02/2016
01/2024
1.37$ 4.01 8.00%
9Y 0.60 03/2014
02/2023
1.05$ 0.64 1.05$ 1.08 1.10$ 1.81 1.17$ 2.72 02/2015
01/2024
1.27$ 2.72 0.00%
10Y 2.05 02/2014
01/2024
1.22$ 2.05 1.22$ 2.05 1.22$ 2.05 1.22$ 2.05 02/2014
01/2024
1.22$ 2.05 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -25.04 10/2021
09/2022
0.74$ -8.81 0.91$ 7.71 1.07$ 21.05 1.21$ 43.71 04/2020
03/2021
1.43$ 11.54 38.04%
2Y -8.07 11/2021
10/2023
0.84$ -3.21 0.93$ 3.70 1.07$ 15.15 1.32$ 23.33 01/2019
12/2020
1.52$ 1.75 25.83%
3Y -3.59 12/2013
11/2016
0.89$ 1.39 1.04$ 5.89 1.18$ 9.72 1.32$ 17.48 01/2019
12/2021
1.62$ 1.70 7.19%
4Y -0.37 10/2018
09/2022
0.98$ 2.90 1.12$ 5.53 1.24$ 8.99 1.41$ 13.09 01/2017
12/2020
1.63$ 5.93 0.79%
5Y -0.70 01/2014
12/2018
0.96$ 1.98 1.10$ 5.17 1.28$ 8.97 1.53$ 11.76 01/2017
12/2021
1.74$ 8.20 0.87%
6Y 0.72 04/2014
03/2020
1.04$ 2.79 1.17$ 5.03 1.34$ 8.11 1.59$ 9.79 01/2016
12/2021
1.75$ 4.19 0.00%
7Y 2.14 04/2013
03/2020
1.15$ 4.20 1.33$ 5.62 1.46$ 6.71 1.57$ 8.37 10/2011
09/2018
1.75$ 7.12 0.00%
8Y 2.10 10/2014
09/2022
1.18$ 3.56 1.32$ 5.76 1.56$ 7.11 1.73$ 7.73 02/2010
01/2018
1.81$ 7.51 0.00%
9Y 1.80 10/2013
09/2022
1.17$ 3.45 1.35$ 4.88 1.53$ 7.85 1.97$ 9.46 06/2012
05/2021
2.25$ 5.93 0.00%
10Y 3.15 11/2013
10/2023
1.36$ 4.32 1.52$ 5.54 1.71$ 6.96 1.96$ 8.72 10/2011
09/2021
2.30$ 4.89 0.00%
11Y 3.54 07/2011
06/2022
1.46$ 4.81 1.67$ 5.97 1.89$ 7.14 2.13$ 8.53 06/2010
05/2021
2.46$ 5.40 0.00%
12Y 3.44 10/2010
09/2022
1.50$ 3.96 1.59$ 5.42 1.88$ 6.68 2.17$ 7.60 08/2009
07/2021
2.40$ 6.56 0.00%
13Y 3.77 10/2009
09/2022
1.61$ 4.48 1.76$ 5.01 1.88$ 5.86 2.09$ 6.57 07/2010
06/2023
2.28$ 4.98 0.00%
14Y 4.86 10/2009
09/2023
1.94$ 4.86 1.94$ 5.41 2.08$ 6.02 2.26$ 6.20 02/2010
01/2024
2.32$ 6.20 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.72 10/2021
09/2022
0.69$ -11.04 0.88$ 5.85 1.05$ 18.07 1.18$ 40.04 04/2020
03/2021
1.40$ 8.18 41.72%
2Y -13.65 10/2020
09/2022
0.74$ -5.61 0.89$ 1.62 1.03$ 12.25 1.25$ 21.13 01/2019
12/2020
1.46$ -2.84 37.09%
3Y -5.00 01/2021
12/2023
0.85$ -1.03 0.96$ 3.81 1.11$ 7.63 1.24$ 13.43 01/2019
12/2021
1.45$ -3.75 23.02%
4Y -4.31 10/2018
09/2022
0.83$ 1.02 1.04$ 2.81 1.11$ 6.87 1.30$ 10.94 01/2017
12/2020
1.51$ 1.29 6.30%
5Y -3.31 10/2017
09/2022
0.84$ -0.19 0.99$ 3.38 1.18$ 6.81 1.39$ 9.26 03/2016
02/2021
1.55$ 3.87 17.39%
6Y -0.95 11/2017
10/2023
0.94$ 0.93 1.05$ 2.63 1.16$ 5.91 1.41$ 7.75 10/2011
09/2017
1.56$ 0.46 3.88%
7Y 0.50 07/2015
06/2022
1.03$ 2.11 1.15$ 3.50 1.27$ 4.55 1.36$ 6.73 10/2011
09/2018
1.57$ 3.51 0.00%
8Y -0.68 10/2014
09/2022
0.94$ 1.33 1.11$ 3.52 1.31$ 5.31 1.51$ 5.93 02/2010
01/2018
1.58$ 4.01 2.53%
9Y -0.86 10/2013
09/2022
0.92$ 0.99 1.09$ 2.80 1.28$ 6.06 1.69$ 7.53 06/2012
05/2021
1.92$ 2.72 2.99%
10Y 0.35 11/2013
10/2023
1.03$ 1.73 1.18$ 3.60 1.42$ 4.63 1.57$ 6.68 10/2011
09/2021
1.90$ 2.05 0.00%
11Y 1.01 07/2011
06/2022
1.11$ 2.24 1.27$ 3.49 1.45$ 5.17 1.74$ 6.46 06/2010
05/2021
1.99$ 2.66 0.00%
12Y 0.84 10/2010
09/2022
1.10$ 1.37 1.17$ 2.95 1.41$ 4.52 1.70$ 5.50 08/2009
07/2021
1.90$ 3.87 0.00%
13Y 1.27 10/2009
09/2022
1.17$ 1.92 1.28$ 2.40 1.36$ 3.15 1.49$ 3.85 07/2010
06/2023
1.63$ 2.30 0.00%
14Y 2.24 10/2009
09/2023
1.36$ 2.24 1.36$ 2.80 1.47$ 3.41 1.59$ 3.55 02/2010
01/2024
1.62$ 3.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.71% +43.71%
Apr 2020 - Mar 2021
-25.04%
Oct 2021 - Sep 2022
38.04%
62 out of 163
US Inflation Adjusted +5.85% +40.04%
Apr 2020 - Mar 2021
-30.72%
Oct 2021 - Sep 2022
41.72%
68 out of 163
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
25.83%
39 out of 151
US Inflation Adjusted +1.62% +21.13%
Jan 2019 - Dec 2020
-13.65%
Oct 2020 - Sep 2022
37.09%
56 out of 151
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 +5.89% +17.48%
Jan 2019 - Dec 2021
-3.59%
Dec 2013 - Nov 2016
7.19%
10 out of 139
US Inflation Adjusted +3.81% +13.43%
Jan 2019 - Dec 2021
-5.00%
Jan 2021 - Dec 2023
23.02%
32 out of 139
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 +5.53% +13.09%
Jan 2017 - Dec 2020
-0.37%
Oct 2018 - Sep 2022
0.79%
1 out of 127
US Inflation Adjusted +2.81% +10.94%
Jan 2017 - Dec 2020
-4.31%
Oct 2018 - Sep 2022
6.30%
8 out of 127
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 +5.17% +11.76%
Jan 2017 - Dec 2021
-0.70%
Jan 2014 - Dec 2018
0.87%
1 out of 115
US Inflation Adjusted +3.38% +9.26%
Mar 2016 - Feb 2021
-3.31%
Oct 2017 - Sep 2022
17.39%
20 out of 115
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 +5.03% +9.79%
Jan 2016 - Dec 2021
+0.72%
Apr 2014 - Mar 2020
0.00%
0 out of 103
US Inflation Adjusted +2.63% +7.75%
Oct 2011 - Sep 2017
-0.95%
Nov 2017 - Oct 2023
3.88%
4 out of 103
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 +5.62% +8.37%
Oct 2011 - Sep 2018
+2.14%
Apr 2013 - Mar 2020
0.00%
0 out of 91
US Inflation Adjusted +3.50% +6.73%
Oct 2011 - Sep 2018
+0.50%
Jul 2015 - Jun 2022
0.00%
0 out of 91
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 +5.76% +7.73%
Feb 2010 - Jan 2018
+2.10%
Oct 2014 - Sep 2022
0.00%
0 out of 79
US Inflation Adjusted +3.52% +5.93%
Feb 2010 - Jan 2018
-0.68%
Oct 2014 - Sep 2022
2.53%
2 out of 79
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 +4.88% +9.46%
Jun 2012 - May 2021
+1.80%
Oct 2013 - Sep 2022
0.00%
0 out of 67
US Inflation Adjusted +2.80% +7.53%
Jun 2012 - May 2021
-0.86%
Oct 2013 - Sep 2022
2.99%
2 out of 67
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 55
US Inflation Adjusted +3.60% +6.68%
Oct 2011 - Sep 2021
+0.35%
Nov 2013 - Oct 2023
0.00%
0 out of 55
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 43
US Inflation Adjusted +3.49% +6.46%
Jun 2010 - May 2021
+1.01%
Jul 2011 - Jun 2022
0.00%
0 out of 43
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 +5.42% +7.60%
Aug 2009 - Jul 2021
+3.44%
Oct 2010 - Sep 2022
0.00%
0 out of 31
US Inflation Adjusted +2.95% +5.50%
Aug 2009 - Jul 2021
+0.84%
Oct 2010 - Sep 2022
0.00%
0 out of 31
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 +5.01% +6.57%
Jul 2010 - Jun 2023
+3.77%
Oct 2009 - Sep 2022
0.00%
0 out of 19
US Inflation Adjusted +2.40% +3.85%
Jul 2010 - Jun 2023
+1.27%
Oct 2009 - Sep 2022
0.00%
0 out of 19
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 +5.41% +6.20%
Feb 2010 - Jan 2024
+4.86%
Oct 2009 - Sep 2023
0.00%
0 out of 7
US Inflation Adjusted +2.80% +3.55%
Feb 2010 - Jan 2024
+2.24%
Oct 2009 - Sep 2023
0.00%
0 out of 7
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.