Consolidated Returns as of 30 April 2024
Holding the iShares Preferred and Income Securities ETF (PFF) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~32 years), the longest period with a negative return lasted 147 months (from December 1996 to February 2009).
This means that every rolling period of 148 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares Preferred and Income Securities ETF (PFF) 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 3.05% (updated at Apr 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.08% |
+120.34%
Mar 2009 - Feb 2010 |
-54.28%
Mar 2008 - Feb 2009 |
17.51%
66 out of 377 |
US Inflation Adjusted | +3.89% |
+115.70%
Mar 2009 - Feb 2010 |
-54.28%
Mar 2008 - Feb 2009 |
28.12%
106 out of 377 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.47% |
+56.59%
Mar 2009 - Feb 2011 |
-35.33%
Mar 2007 - Feb 2009 |
13.42%
49 out of 365 |
US Inflation Adjusted | +4.39% |
+53.32%
Mar 2009 - Feb 2011 |
-36.63%
Mar 2007 - Feb 2009 |
20.55%
75 out of 365 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.44% |
+37.33%
Mar 2009 - Feb 2012 |
-23.64%
Mar 2006 - Feb 2009 |
12.18%
43 out of 353 |
US Inflation Adjusted | +4.25% |
+34.12%
Mar 2009 - Feb 2012 |
-25.27%
Mar 2006 - Feb 2009 |
18.70%
66 out of 353 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.50% |
+29.66%
Mar 2009 - Feb 2013 |
-17.57%
Mar 2005 - Feb 2009 |
7.33%
25 out of 341 |
US Inflation Adjusted | +4.42% |
+26.75%
Mar 2009 - Feb 2013 |
-19.61%
Mar 2005 - Feb 2009 |
21.41%
73 out of 341 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.50% |
+23.67%
Mar 2009 - Feb 2014 |
-13.29%
Mar 2004 - Feb 2009 |
6.38%
21 out of 329 |
US Inflation Adjusted | +4.63% |
+21.18%
Mar 2009 - Feb 2014 |
-15.53%
Mar 2004 - Feb 2009 |
20.67%
68 out of 329 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.11% |
+21.44%
Mar 2009 - Feb 2015 |
-8.33%
Mar 2003 - Feb 2009 |
2.84%
9 out of 317 |
US Inflation Adjusted | +4.30% |
+19.41%
Mar 2009 - Feb 2015 |
-10.55%
Mar 2003 - Feb 2009 |
19.24%
61 out of 317 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.75% |
+18.28%
Mar 2009 - Feb 2016 |
-5.78%
Mar 2002 - Feb 2009 |
2.30%
7 out of 305 |
US Inflation Adjusted | +4.08% |
+16.44%
Mar 2009 - Feb 2016 |
-8.15%
Mar 2002 - Feb 2009 |
13.11%
40 out of 305 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.69% |
+16.79%
Mar 2009 - Feb 2017 |
-3.70%
Mar 2001 - Feb 2009 |
0.68%
2 out of 293 |
US Inflation Adjusted | +3.69% |
+14.80%
Mar 2009 - Feb 2017 |
-5.96%
Mar 2001 - Feb 2009 |
10.24%
30 out of 293 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.57% |
+15.10%
Mar 2009 - Feb 2018 |
-2.27%
Mar 2000 - Feb 2009 |
0.71%
2 out of 281 |
US Inflation Adjusted | +3.41% |
+13.08%
Mar 2009 - Feb 2018 |
-4.67%
Mar 2000 - Feb 2009 |
7.12%
20 out of 281 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.61% |
+13.75%
Mar 2009 - Feb 2019 |
-2.18%
Mar 1999 - Feb 2009 |
0.74%
2 out of 269 |
US Inflation Adjusted | +3.41% |
+11.78%
Mar 2009 - Feb 2019 |
-4.65%
Mar 1999 - Feb 2009 |
3.35%
9 out of 269 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.63% |
+12.96%
Mar 2009 - Feb 2020 |
-1.58%
Mar 1998 - Feb 2009 |
0.39%
1 out of 257 |
US Inflation Adjusted | +3.23% |
+10.95%
Mar 2009 - Feb 2020 |
-3.99%
Mar 1998 - Feb 2009 |
3.50%
9 out of 257 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.54% |
+12.57%
Mar 2009 - Feb 2021 |
-0.33%
Mar 1997 - Feb 2009 |
0.41%
1 out of 245 |
US Inflation Adjusted | +3.16% |
+10.58%
Mar 2009 - Feb 2021 |
-2.68%
Mar 1997 - Feb 2009 |
1.63%
4 out of 245 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.73% |
+11.71%
Mar 2009 - Feb 2022 |
+0.79%
Mar 1996 - Feb 2009 |
0.00%
0 out of 233 |
US Inflation Adjusted | +3.29% |
+9.23%
Mar 2009 - Feb 2022 |
-1.63%
Mar 1996 - Feb 2009 |
0.86%
2 out of 233 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.77% |
+10.53%
Jan 1992 - Dec 2005 |
+1.86%
Mar 1995 - Feb 2009 |
0.00%
0 out of 221 |
US Inflation Adjusted | +3.41% |
+7.72%
Jan 1992 - Dec 2005 |
-0.61%
Mar 1995 - Feb 2009 |
0.45%
1 out of 221 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.85% |
+10.38%
Jan 1992 - Dec 2006 |
+1.60%
Mar 1994 - Feb 2009 |
0.00%
0 out of 209 |
US Inflation Adjusted | +3.48% |
+7.58%
Jan 1992 - Dec 2006 |
-0.88%
Mar 1994 - Feb 2009 |
0.48%
1 out of 209 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.76% |
+8.83%
Feb 1992 - Jan 2008 |
+2.17%
Mar 1993 - Feb 2009 |
0.00%
0 out of 197 |
US Inflation Adjusted | +3.37% |
+5.95%
Feb 1992 - Jan 2008 |
-0.33%
Mar 1993 - Feb 2009 |
0.51%
1 out of 197 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+7.37%
Mar 1995 - Feb 2012 |
+2.56%
Nov 2006 - Oct 2023 |
0.00%
0 out of 185 |
US Inflation Adjusted | +3.64% |
+4.79%
Mar 1995 - Feb 2012 |
+0.05%
Nov 2006 - Oct 2023 |
0.00%
0 out of 185 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.94% |
+7.85%
Jan 1992 - Dec 2009 |
+2.93%
Nov 2005 - Oct 2023 |
0.00%
0 out of 173 |
US Inflation Adjusted | +3.70% |
+5.17%
Jan 1992 - Dec 2009 |
+0.48%
Nov 2005 - Oct 2023 |
0.00%
0 out of 173 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+8.16%
Jan 1992 - Dec 2010 |
+3.01%
Nov 2004 - Oct 2023 |
0.00%
0 out of 161 |
US Inflation Adjusted | +3.70% |
+5.53%
Jan 1992 - Dec 2010 |
+0.45%
Nov 2004 - Oct 2023 |
0.00%
0 out of 161 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+7.74%
Feb 1992 - Jan 2012 |
+3.17%
Nov 2003 - Oct 2023 |
0.00%
0 out of 149 |
US Inflation Adjusted | +3.77% |
+5.11%
Feb 1995 - Jan 2015 |
+0.58%
Nov 2003 - Oct 2023 |
0.00%
0 out of 149 |
To obtain comprehensive information, please consult the iShares Preferred and Income Securities ETF (PFF) ETF: Historical Returns page.