iShares Preferred and Income Securities ETF (PFF): Historical Returns

Data Source: from January 1992 to February 2024 (~32 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Stocks
iShares Preferred and Income Securities ETF (PFF) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.22%
1 Day
Mar 01 2024
0.22%
Current Month
March 2024

In the last 30 Years, the iShares Preferred and Income Securities ETF (PFF) ETF obtained a 5.71% compound annual return, with a 12.90% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Preferred Stock
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The iShares Preferred and Income Securities ETF (PFF) ETF is part of the following Lazy Portfolios:

Portfolio Name Author PFF Weight Currency
Dynamic 40/60 Income 20.00% USD
Dynamic 60/40 Income 20.00% USD

Investment Returns as of Feb 29, 2024

The iShares Preferred and Income Securities ETF (PFF) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~32Y)
iShares Preferred and Income Securities ETF (PFF) ETF -0.22 -0.22 0.92 8.24 5.18 2.81 3.72 5.71 6.56
US Inflation Adjusted return 0.92 7.01 2.40 -1.24 0.92 3.11 3.92
Returns over 1 year are annualized | Available data source: since Jan 1992
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the iShares Preferred and Income Securities ETF (PFF) ETF granted a 6.98% dividend yield. If you are interested in getting periodic income, please refer to the iShares Preferred and Income Securities ETF (PFF) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 5.29$, with a total return of 428.97% (5.71% annualized).

The Inflation Adjusted Capital now would be 2.51$, with a net total return of 150.58% (3.11% annualized).
An investment of 1$, since January 1992, now would be worth 7.72$, with a total return of 671.87% (6.56% annualized).

The Inflation Adjusted Capital now would be 3.44$, with a net total return of 244.46% (3.92% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares Preferred and Income Securities ETF (PFF) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Advanced Metrics
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~32Y)
Investment Return (%) 0.92 6.79 8.24 5.18 0.20 2.81 3.72 3.63 5.71 6.56
Infl. Adjusted Return (%) details 0.92 6.22 7.01 2.40 -5.04 -1.24 0.92 1.04 3.11 3.92
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.54
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.74 -20.63 -20.63 -20.63 -58.42 -58.42 -58.42
Start to Recovery (# months) details 10 26* 26* 26* 46 46 46
Start (yyyy mm) 2023 03 2022 01 2022 01 2022 01 2007 04 2007 04 2007 04
Start to Bottom (# months) 8 22 22 22 23 23 23
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 23 23 23
End (yyyy mm) 2023 12 - - - 2011 01 2011 01 2011 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 03 2022 01 2022 01 2022 01 2007 04 2007 04 2007 04
Start to Bottom (# months) 8 22 22 22 23 23 23
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 23 23 23
End (yyyy mm) 2023 12 - - - 2011 01 2011 01 2011 01
Longest negative period (# months) details 9 35 56 64 69 147 147
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2018 07 2004 03 1996 12 1996 12
Period End (yyyy mm) 2023 11 2024 01 2023 10 2023 10 2009 11 2009 02 2009 02
Annualized Return (%) -2.01 -0.11 -0.07 -0.09 -0.48 -0.19 -0.19
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -10.52 -28.29 -28.29 -28.29 -60.01 -60.01 -60.01
Start to Recovery (# months) details 11 30* 30* 30* 69 69 69
Start (yyyy mm) 2023 03 2021 09 2021 09 2021 09 2006 12 2006 12 2006 12
Start to Bottom (# months) 8 26 26 26 27 27 27
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 4 4 4 42 42 42
End (yyyy mm) 2024 01 - - - 2012 08 2012 08 2012 08
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 03 2021 09 2021 09 2021 09 2006 12 2006 12 2006 12
Start to Bottom (# months) 8 26 26 26 27 27 27
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 4 4 4 42 42 42
End (yyyy mm) 2024 01 - - - 2012 08 2012 08 2012 08
Longest negative period (# months) details 10 36* 60* 116 203 203 203
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 03 2006 12 2006 12 2006 12
Period End (yyyy mm) 2023 12 2024 02 2024 02 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -1.18 -5.04 -1.24 -0.45 0.00 0.00 0.00
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.46 12.92 12.89 9.72 15.20 12.90 12.54
Sharpe Ratio 0.00 -0.17 0.08 0.26 0.15 0.27 0.20
Sortino Ratio 0.00 -0.25 0.11 0.36 0.21 0.37 0.28
Ulcer Index 3.62 11.88 9.66 6.98 10.87 8.94 8.63
Ratio: Return / Standard Deviation 0.45 0.02 0.22 0.38 0.24 0.44 0.52
Ratio: Return / Deepest Drawdown 0.59 0.01 0.14 0.18 0.06 0.10 0.11
% Positive Months details 58% 55% 60% 61% 61% 65% 67%
Positive Months 7 20 36 74 148 234 259
Negative Months 5 16 24 46 92 126 127
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.72 13.75 13.75 13.75
Worst 10 Years Return (%) - Annualized 2.68 -2.18 -2.18
Best 10 Years Return (%) - Annualized 0.92 11.78 11.78 11.78
Worst 10 Years Return (%) - Annualized -0.10 -4.65 -4.65
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 120.34 37.33 23.67 13.75 7.52 5.71
Worst Rolling Return (%) - Annualized -54.28 -23.64 -13.29 -2.18 3.17
% Positive Periods 82% 87% 93% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 24.75 16.08 9.23 5.44 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.62 3.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 115.70 34.12 21.18 11.78 5.11 3.11
Worst Rolling Return (%) - Annualized -54.28 -25.27 -15.53 -4.65 0.58
% Positive Periods 71% 80% 78% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 24.75 16.08 9.23 5.44 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.62 3.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1992 - Feb 2024)
Best Rolling Return (%) - Annualized 120.34 37.33 23.67 13.75 7.74 7.37
Worst Rolling Return (%) - Annualized -54.28 -23.64 -13.29 -2.18 3.17 5.24
% Positive Periods 82% 88% 93% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 24.75 16.08 9.23 5.44 5.93
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.62 3.22
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 115.70 34.12 21.18 11.78 5.11 4.86
Worst Rolling Return (%) - Annualized -54.28 -25.27 -15.53 -4.65 0.58 2.65
% Positive Periods 71% 81% 79% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 69.11 24.75 16.08 9.23 5.44 5.93
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.62 3.22
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares Preferred and Income Securities ETF (PFF) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs PFF
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.73
0.81
0.74
0.47
0.46
SPY
US Large Cap
0.70
0.80
0.73
0.47
0.46
IJR
US Small Cap
0.71
0.74
0.65
0.43
0.42
VNQ
US REITs
0.76
0.82
0.76
0.52
0.52
QQQ
US Technology
0.39
0.72
0.67
0.31
0.30
EFA
EAFE Stocks
0.71
0.78
0.71
0.49
0.47
VT
World All Countries
0.73
0.82
0.75
0.50
0.50
EEM
Emerging Markets
0.54
0.69
0.60
0.41
0.40
VGK
Europe
0.74
0.76
0.70
0.48
0.48
VPL
Pacific
0.65
0.76
0.68
0.43
0.41
FLLA
Latin America
0.68
0.65
0.54
0.38
0.37
BND
US Total Bond Market
0.56
0.65
0.62
0.35
0.36
TLT
Long Term Treasuries
0.59
0.35
0.34
0.14
0.15
BIL
US Cash
0.32
-0.04
-0.04
-0.08
-0.08
TIP
TIPS
0.43
0.60
0.57
0.36
0.36
LQD
Invest. Grade Bonds
0.61
0.76
0.74
0.59
0.59
HYG
High Yield Bonds
0.72
0.84
0.79
0.65
0.65
CWB
US Convertible Bonds
0.68
0.73
0.69
0.50
0.49
BNDX
International Bonds
0.39
0.63
0.59
0.37
0.36
EMB
Emerg. Market Bonds
0.69
0.81
0.78
0.40
0.40
GLD
Gold
-0.28
0.27
0.21
0.04
0.04
DBC
Commodities
0.10
0.31
0.25
0.23
0.22

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-58.42% Apr 2007 Feb 2009 23 Jan 2011 23 46 21.69
-20.63% Jan 2022 Oct 2023 22 in progress 4 26 13.90
-16.20% Feb 2020 Mar 2020 2 Nov 2020 8 10 6.50
-9.23% Jun 2011 Sep 2011 4 Feb 2012 5 9 4.84
-7.50% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.65
-6.83% Apr 1994 Nov 1994 8 Apr 1995 5 13 3.69
-6.01% Apr 2000 May 2000 2 Aug 2000 3 5 2.91
-5.94% Oct 2002 Oct 2002 1 Jan 2003 3 4 2.91
-5.48% May 2013 Aug 2013 4 Feb 2014 6 10 3.45
-5.30% Sep 2016 Nov 2016 3 Apr 2017 5 8 2.72
-4.89% Apr 2004 Jun 2004 3 Sep 2004 3 6 3.15
-3.37% May 1999 Nov 1999 7 Mar 2000 4 11 1.80
-3.14% Sep 2005 Oct 2005 2 Feb 2006 4 6 1.81
-2.58% Jan 2021 Feb 2021 2 Mar 2021 1 3 1.55
-2.40% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.20
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 149 2.4 Months 41.27%
 
DD = 0% 41.27%
 
0% < DD <= -5% 137 2.6 Months 37.95%
 
DD <= -5% 79.22%
 
-5% < DD <= -10% 30 12.0 Months 8.31%
 
DD <= -10% 87.53%
 
-10% < DD <= -15% 13 27.8 Months 3.60%
 
DD <= -15% 91.14%
 
-15% < DD <= -20% 19 19.0 Months 5.26%
 
DD <= -20% 96.40%
 
-20% < DD <= -25% 3 120.3 Months 0.83%
 
DD <= -25% 97.23%
 
-25% < DD <= -30% 2 180.5 Months 0.55%
 
DD <= -30% 97.78%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 97.78%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
DD <= -40% 98.34%
 
-40% < DD <= -45% 4 90.3 Months 1.11%
 
DD <= -45% 99.45%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 99.72%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-60.01% Dec 2006 Feb 2009 27 Aug 2012 42 69 20.24
-28.29% Sep 2021 Oct 2023 26 in progress 4 30 18.69
-15.95% Feb 2020 Mar 2020 2 Nov 2020 8 10 6.19
-9.31% Apr 1999 May 2000 14 Feb 2001 9 23 3.86
-8.73% Mar 1994 Dec 1994 10 May 1995 5 15 4.72
-8.25% Aug 2017 Dec 2018 17 Jun 2019 6 23 3.14
-6.16% May 2013 Aug 2013 4 Mar 2014 7 11 3.96
-6.15% Oct 2002 Oct 2002 1 Jan 2003 3 4 3.10
-6.03% Aug 2016 Nov 2016 4 May 2017 6 10 3.12
-5.80% Apr 2004 Jun 2004 3 Dec 2004 6 9 3.35
-5.21% Jul 2005 Oct 2005 4 Sep 2006 11 15 2.99
-3.16% Jan 2021 Feb 2021 2 May 2021 3 5 1.53
-2.72% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.42
-2.67% Jul 1998 Oct 1998 4 Mar 1999 5 9 1.26
-2.03% Sep 2001 Sep 2001 1 Oct 2001 1 2 1.17
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 104 3.5 Months 28.81%
 
DD = 0% 28.81%
 
0% < DD <= -5% 155 2.3 Months 42.94%
 
DD <= -5% 71.75%
 
-5% < DD <= -10% 42 8.6 Months 11.63%
 
DD <= -10% 83.38%
 
-10% < DD <= -15% 13 27.8 Months 3.60%
 
DD <= -15% 86.98%
 
-15% < DD <= -20% 14 25.8 Months 3.88%
 
DD <= -20% 90.86%
 
-20% < DD <= -25% 19 19.0 Months 5.26%
 
DD <= -25% 96.12%
 
-25% < DD <= -30% 4 90.3 Months 1.11%
 
DD <= -30% 97.23%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 97.78%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 98.06%
 
-40% < DD <= -45% 3 120.3 Months 0.83%
 
DD <= -45% 98.89%
 
-45% < DD <= -50% 2 180.5 Months 0.55%
 
DD <= -50% 99.45%
 
-50% < DD <= -55% 1 361.0 Months 0.28%
 
DD <= -55% 99.72%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 99.72%
 
-60% < DD <= -65% 1 361.0 Months 0.28%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-58.42% Apr 2007 Feb 2009 23 Jan 2011 23 46 21.69
-20.63% Jan 2022 Oct 2023 22 in progress 4 26 13.90
-16.20% Feb 2020 Mar 2020 2 Nov 2020 8 10 6.50
-9.23% Jun 2011 Sep 2011 4 Feb 2012 5 9 4.84
-7.50% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.65
-6.83% Apr 1994 Nov 1994 8 Apr 1995 5 13 3.69
-6.01% Apr 2000 May 2000 2 Aug 2000 3 5 2.91
-5.94% Oct 2002 Oct 2002 1 Jan 2003 3 4 2.91
-5.48% May 2013 Aug 2013 4 Feb 2014 6 10 3.45
-5.30% Sep 2016 Nov 2016 3 Apr 2017 5 8 2.72
-4.89% Apr 2004 Jun 2004 3 Sep 2004 3 6 3.15
-3.37% May 1999 Nov 1999 7 Mar 2000 4 11 1.80
-3.14% Sep 2005 Oct 2005 2 Feb 2006 4 6 1.81
-2.58% Jan 2021 Feb 2021 2 Mar 2021 1 3 1.55
-2.40% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.20
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 173 2.2 Months 44.70%
 
DD = 0% 44.70%
 
0% < DD <= -5% 139 2.8 Months 35.92%
 
DD <= -5% 80.62%
 
-5% < DD <= -10% 30 12.9 Months 7.75%
 
DD <= -10% 88.37%
 
-10% < DD <= -15% 13 29.8 Months 3.36%
 
DD <= -15% 91.73%
 
-15% < DD <= -20% 19 20.4 Months 4.91%
 
DD <= -20% 96.64%
 
-20% < DD <= -25% 3 129.0 Months 0.78%
 
DD <= -25% 97.42%
 
-25% < DD <= -30% 2 193.5 Months 0.52%
 
DD <= -30% 97.93%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 97.93%
 
-35% < DD <= -40% 2 193.5 Months 0.52%
 
DD <= -40% 98.45%
 
-40% < DD <= -45% 4 96.8 Months 1.03%
 
DD <= -45% 99.48%
 
-45% < DD <= -50% 1 387.0 Months 0.26%
 
DD <= -50% 99.74%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 99.74%
 
-55% < DD <= -60% 1 387.0 Months 0.26%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-60.01% Dec 2006 Feb 2009 27 Aug 2012 42 69 20.24
-28.29% Sep 2021 Oct 2023 26 in progress 4 30 18.69
-15.95% Feb 2020 Mar 2020 2 Nov 2020 8 10 6.19
-9.31% Apr 1999 May 2000 14 Feb 2001 9 23 3.86
-8.73% Mar 1994 Dec 1994 10 May 1995 5 15 4.72
-8.25% Aug 2017 Dec 2018 17 Jun 2019 6 23 3.14
-6.16% May 2013 Aug 2013 4 Mar 2014 7 11 3.96
-6.15% Oct 2002 Oct 2002 1 Jan 2003 3 4 3.10
-6.03% Aug 2016 Nov 2016 4 May 2017 6 10 3.12
-5.80% Apr 2004 Jun 2004 3 Dec 2004 6 9 3.35
-5.21% Jul 2005 Oct 2005 4 Sep 2006 11 15 2.99
-3.16% Jan 2021 Feb 2021 2 May 2021 3 5 1.53
-2.72% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.42
-2.67% Jul 1998 Oct 1998 4 Mar 1999 5 9 1.26
-2.03% Sep 2001 Sep 2001 1 Oct 2001 1 2 1.17
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 124 3.1 Months 32.04%
 
DD = 0% 32.04%
 
0% < DD <= -5% 161 2.4 Months 41.60%
 
DD <= -5% 73.64%
 
-5% < DD <= -10% 42 9.2 Months 10.85%
 
DD <= -10% 84.50%
 
-10% < DD <= -15% 13 29.8 Months 3.36%
 
DD <= -15% 87.86%
 
-15% < DD <= -20% 14 27.6 Months 3.62%
 
DD <= -20% 91.47%
 
-20% < DD <= -25% 19 20.4 Months 4.91%
 
DD <= -25% 96.38%
 
-25% < DD <= -30% 4 96.8 Months 1.03%
 
DD <= -30% 97.42%
 
-30% < DD <= -35% 2 193.5 Months 0.52%
 
DD <= -35% 97.93%
 
-35% < DD <= -40% 1 387.0 Months 0.26%
 
DD <= -40% 98.19%
 
-40% < DD <= -45% 3 129.0 Months 0.78%
 
DD <= -45% 98.97%
 
-45% < DD <= -50% 2 193.5 Months 0.52%
 
DD <= -50% 99.48%
 
-50% < DD <= -55% 1 387.0 Months 0.26%
 
DD <= -55% 99.74%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 99.74%
 
-60% < DD <= -65% 1 387.0 Months 0.26%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

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 PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 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 -54.28 03/2008
02/2009
0.45$ -1.13 0.98$ 5.88 1.05$ 15.69 1.15$ 120.34 03/2009
02/2010
2.20$ 5.18 17.48%
2Y -35.33 03/2007
02/2009
0.41$ 0.37 1.00$ 6.30 1.12$ 13.15 1.28$ 56.59 03/2009
02/2011
2.45$ -0.60 14.24%
3Y -23.64 03/2006
02/2009
0.44$ 0.82 1.02$ 6.12 1.19$ 12.13 1.40$ 37.33 03/2009
02/2012
2.58$ 0.20 12.62%
5Y -13.29 03/2004
02/2009
0.49$ 1.51 1.07$ 6.04 1.34$ 9.90 1.60$ 23.67 03/2009
02/2014
2.89$ 2.81 6.98%
7Y -5.78 03/2002
02/2009
0.65$ 2.63 1.19$ 5.48 1.45$ 9.54 1.89$ 18.28 03/2009
02/2016
3.23$ 2.69 2.53%
10Y -2.18 03/1999
02/2009
0.80$ 3.73 1.44$ 5.42 1.69$ 9.10 2.38$ 13.75 03/2009
02/2019
3.62$ 3.72 0.83%
15Y 1.60 03/1994
02/2009
1.26$ 4.09 1.82$ 5.71 2.30$ 6.60 2.60$ 9.98 03/2009
02/2024
4.16$ 9.98 0.00%
20Y 3.17 11/2003
10/2023
1.86$ 4.69 2.50$ 5.83 3.10$ 6.75 3.69$ 7.52 12/1994
11/2014
4.26$ 3.63 0.00%
30Y 5.71 03/1994
02/2024
5.28$ 5.71 5.28$ 5.71 5.28$ 5.71 5.28$ 5.71 03/1994
02/2024
5.28$ 5.71 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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 -54.28 03/2008
02/2009
0.45$ -4.15 0.95$ 3.78 1.03$ 13.10 1.13$ 115.70 03/2009
02/2010
2.15$ 2.40 28.37%
2Y -36.63 03/2007
02/2009
0.40$ -2.45 0.95$ 4.48 1.09$ 10.55 1.22$ 53.32 03/2009
02/2011
2.35$ -4.73 21.66%
3Y -25.27 03/2006
02/2009
0.41$ -2.97 0.91$ 3.96 1.12$ 9.36 1.30$ 34.12 03/2009
02/2012
2.41$ -5.04 19.69%
5Y -15.53 03/2004
02/2009
0.43$ -1.38 0.93$ 4.31 1.23$ 7.37 1.42$ 21.18 03/2009
02/2014
2.61$ -1.24 21.93%
7Y -8.15 03/2002
02/2009
0.55$ 0.11 1.00$ 3.74 1.29$ 6.80 1.58$ 16.44 03/2009
02/2016
2.90$ -0.75 13.72%
10Y -4.65 03/1999
02/2009
0.62$ 1.30 1.13$ 3.19 1.36$ 6.39 1.85$ 11.78 03/2009
02/2019
3.04$ 0.92 3.73%
15Y -0.88 03/1994
02/2009
0.87$ 1.83 1.31$ 3.41 1.65$ 4.19 1.85$ 7.26 03/2009
02/2024
2.86$ 7.26 0.55%
20Y 0.58 11/2003
10/2023
1.12$ 2.12 1.52$ 3.65 2.04$ 4.43 2.38$ 5.11 02/1995
01/2015
2.70$ 1.04 0.00%
30Y 3.11 03/1994
02/2024
2.50$ 3.11 2.50$ 3.11 2.50$ 3.11 2.50$ 3.11 03/1994
02/2024
2.50$ 3.11 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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 -54.28 03/2008
02/2009
0.45$ -1.16 0.98$ 6.08 1.06$ 16.44 1.16$ 120.34 03/2009
02/2010
2.20$ 5.18 17.60%
2Y -35.33 03/2007
02/2009
0.41$ 1.16 1.02$ 6.48 1.13$ 13.19 1.28$ 56.59 03/2009
02/2011
2.45$ -0.60 13.22%
3Y -23.64 03/2006
02/2009
0.44$ 1.32 1.04$ 6.45 1.20$ 11.97 1.40$ 37.33 03/2009
02/2012
2.58$ 0.20 11.68%
5Y -13.29 03/2004
02/2009
0.49$ 1.61 1.08$ 6.58 1.37$ 10.53 1.64$ 23.67 03/2009
02/2014
2.89$ 2.81 6.42%
7Y -5.78 03/2002
02/2009
0.65$ 2.69 1.20$ 5.83 1.48$ 9.59 1.89$ 18.28 03/2009
02/2016
3.23$ 2.69 2.31%
10Y -2.18 03/1999
02/2009
0.80$ 3.77 1.44$ 5.63 1.72$ 9.38 2.45$ 13.75 03/2009
02/2019
3.62$ 3.72 0.75%
15Y 1.60 03/1994
02/2009
1.26$ 4.12 1.83$ 5.85 2.34$ 6.89 2.71$ 10.38 01/1992
12/2006
4.39$ 9.98 0.00%
20Y 3.17 11/2003
10/2023
1.86$ 5.05 2.67$ 5.98 3.19$ 7.19 4.01$ 7.74 02/1992
01/2012
4.44$ 3.63 0.00%
30Y 5.24 11/1993
10/2023
4.62$ 5.55 5.05$ 5.84 5.48$ 6.46 6.53$ 7.37 01/1992
12/2021
8.43$ 5.71 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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 -54.28 03/2008
02/2009
0.45$ -4.22 0.95$ 3.89 1.03$ 13.32 1.13$ 115.70 03/2009
02/2010
2.15$ 2.40 28.27%
2Y -36.63 03/2007
02/2009
0.40$ -1.70 0.96$ 4.42 1.09$ 10.62 1.22$ 53.32 03/2009
02/2011
2.35$ -4.73 20.11%
3Y -25.27 03/2006
02/2009
0.41$ -2.41 0.92$ 4.26 1.13$ 9.13 1.29$ 34.12 03/2009
02/2012
2.41$ -5.04 18.23%
5Y -15.53 03/2004
02/2009
0.43$ -1.11 0.94$ 4.64 1.25$ 7.89 1.46$ 21.18 03/2009
02/2014
2.61$ -1.24 20.18%
7Y -8.15 03/2002
02/2009
0.55$ 0.16 1.01$ 4.09 1.32$ 6.92 1.59$ 16.44 03/2009
02/2016
2.90$ -0.75 12.54%
10Y -4.65 03/1999
02/2009
0.62$ 1.40 1.14$ 3.41 1.39$ 6.66 1.90$ 11.78 03/2009
02/2019
3.04$ 0.92 3.37%
15Y -0.88 03/1994
02/2009
0.87$ 1.83 1.31$ 3.47 1.66$ 4.40 1.90$ 7.58 01/1992
12/2006
2.99$ 7.26 0.48%
20Y 0.58 11/2003
10/2023
1.12$ 2.50 1.63$ 3.78 2.09$ 4.68 2.49$ 5.11 02/1995
01/2015
2.70$ 1.04 0.00%
30Y 2.65 11/1993
10/2023
2.19$ 2.95 2.39$ 3.25 2.61$ 3.90 3.15$ 4.86 01/1992
12/2021
4.15$ 3.11 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Preferred and Income Securities ETF (PFF) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Preferred and Income Securities ETF (PFF) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.63
60%
-2.11
20%
-2.17
60%
1.19
80%
0.67
80%
-0.17
60%
2.99
100%
-0.39
60%
-1.30
20%
-1.16
40%
2.99
60%
1.44
80%
Best 10.1
2023
0.9
2024
3.2
2021
9.5
2020
2.7
2022
2.1
2023
6.2
2022
1.9
2020
0.8
2019
1.8
2021
7.9
2023
3.3
2021
Worst -4.5
2022
-4.9
2020
-11.9
2020
-6.4
2022
-2.4
2023
-5.0
2022
0.6
2021
-3.8
2022
-4.4
2022
-4.7
2023
-2.1
2021
-3.6
2022
Monthly Seasonality over the period Feb 1992 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.53
60%
-0.66
60%
-0.54
80%
0.93
80%
0.75
80%
0.25
70%
1.81
90%
0.04
60%
-1.10
10%
-0.61
40%
1.20
60%
0.52
50%
Best 10.1
2023
2.1
2017
3.2
2021
9.5
2020
2.7
2022
2.1
2023
6.2
2022
1.9
2020
0.8
2019
2.2
2015
7.9
2023
3.3
2021
Worst -4.5
2022
-4.9
2020
-11.9
2020
-6.4
2022
-2.4
2023
-5.0
2022
-0.5
2014
-3.8
2022
-4.4
2022
-4.7
2023
-3.3
2016
-3.6
2022
Monthly Seasonality over the period Feb 1992 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.51
76%
0.00
76%
0.78
81%
1.26
75%
1.10
59%
0.38
69%
1.10
66%
0.69
75%
-0.93
47%
0.13
53%
0.13
63%
1.02
66%
Best 10.1
2023
3.9
1992
20.8
2009
18.4
2009
19.1
2009
4.9
2000
11.8
2009
3.3
2006
5.2
2009
5.4
2011
7.9
2023
10.9
2008
Worst -11.7
2009
-25.4
2009
-11.9
2020
-6.4
2022
-4.3
2010
-9.5
2008
-4.6
2008
-3.8
2022
-24.6
2008
-5.9
2002
-8.1
2007
-3.6
2022
Monthly Seasonality over the period Feb 1992 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Preferred and Income Securities ETF (PFF) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 years)
234 Positive Months (65%) - 126 Negative Months (35%)
259 Positive Months (67%) - 127 Negative Months (33%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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