iShares S&P Small-Cap 600 Value (IJS): Rolling Returns

Data Source: from January 1927 to March 2024 (~97 years)
Consolidated Returns as of 31 March 2024

Holding the iShares S&P Small-Cap 600 Value (IJS) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~97 years), the longest period with a negative return lasted 177 months (from August 1927 to April 1942).

This means that every rolling period of 178 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares S&P Small-Cap 600 Value (IJS) 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

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 7.75% (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.

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1927 - 31 March 2024 (~97 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +15.88% +211.23%
Jul 1932 - Jun 1933
-69.93%
Jul 1931 - Jun 1932
27.25%
315 out of 1156
US Inflation Adjusted +11.68% +233.29%
Jul 1932 - Jun 1933
-66.62%
Jul 1931 - Jun 1932
31.06%
359 out of 1156
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.88% +87.03%
Jul 1932 - Jun 1934
-60.12%
Jun 1930 - May 1932
17.83%
204 out of 1144
US Inflation Adjusted +11.12% +88.42%
Jul 1932 - Jun 1934
-55.70%
Jun 1930 - May 1932
24.30%
278 out of 1144
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.19% +57.02%
Jul 1932 - Jun 1935
-49.09%
Jul 1929 - Jun 1932
12.99%
147 out of 1132
US Inflation Adjusted +10.91% +56.63%
Jul 1932 - Jun 1935
-45.05%
Jul 1929 - Jun 1932
17.58%
199 out of 1132
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.46% +58.99%
Jul 1932 - Jun 1936
-35.60%
Jun 1928 - May 1932
11.52%
129 out of 1120
US Inflation Adjusted +10.98% +58.41%
Jul 1932 - Jun 1936
-31.84%
Jun 1928 - May 1932
18.04%
202 out of 1120
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.14% +49.56%
Jun 1932 - May 1937
-25.77%
Jun 1927 - May 1932
9.30%
103 out of 1108
US Inflation Adjusted +11.17% +48.07%
Jun 1932 - May 1937
-22.13%
Jun 1927 - May 1932
13.27%
147 out of 1108
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +13.81% +34.59%
Jun 1940 - May 1946
-15.31%
Mar 1927 - Feb 1933
6.48%
71 out of 1096
US Inflation Adjusted +10.74% +30.36%
Jul 1932 - Jun 1938
-13.05%
Jan 1969 - Dec 1974
8.49%
93 out of 1096
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.05% +30.95%
Jan 1975 - Dec 1981
-7.75%
Apr 1928 - Mar 1935
4.24%
46 out of 1084
US Inflation Adjusted +10.42% +26.33%
Jun 1932 - May 1939
-8.07%
Jan 1968 - Dec 1974
6.00%
65 out of 1084
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.12% +31.67%
Jan 1975 - Dec 1982
-6.90%
Apr 1930 - Mar 1938
2.52%
27 out of 1072
US Inflation Adjusted +10.74% +22.11%
Apr 1938 - Mar 1946
-4.77%
Apr 1930 - Mar 1938
4.20%
45 out of 1072
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.37% +32.85%
Jan 1975 - Dec 1983
-7.04%
Apr 1929 - Mar 1938
1.89%
20 out of 1060
US Inflation Adjusted +10.55% +23.32%
Jan 1975 - Dec 1983
-5.08%
Apr 1929 - Mar 1938
2.36%
25 out of 1060
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.45% +29.84%
Jan 1975 - Dec 1984
-5.61%
Sep 1929 - Aug 1939
3.24%
34 out of 1048
US Inflation Adjusted +10.84% +20.95%
Jan 1975 - Dec 1984
-3.45%
Sep 1929 - Aug 1939
1.34%
14 out of 1048
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.23% +30.52%
Jan 1975 - Dec 1985
-5.03%
Sep 1929 - Aug 1940
2.90%
30 out of 1036
US Inflation Adjusted +10.83% +21.95%
Jan 1975 - Dec 1985
-3.18%
Sep 1929 - Aug 1940
1.64%
17 out of 1036
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.69% +29.09%
Oct 1974 - Sep 1986
-3.78%
Sep 1929 - Aug 1941
3.03%
31 out of 1024
US Inflation Adjusted +11.08% +21.15%
Jan 1975 - Dec 1986
-2.58%
Sep 1929 - Aug 1941
2.15%
22 out of 1024
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.66% +28.89%
Oct 1974 - Sep 1987
-3.85%
Sep 1929 - Aug 1942
2.57%
26 out of 1012
US Inflation Adjusted +10.78% +21.99%
Jun 1932 - May 1945
-3.50%
Sep 1929 - Aug 1942
1.48%
15 out of 1012
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.71% +26.40%
Jan 1975 - Dec 1988
-1.76%
May 1928 - Apr 1942
1.50%
15 out of 1000
US Inflation Adjusted +10.65% +23.26%
Jun 1932 - May 1946
-1.33%
May 1928 - Apr 1942
1.10%
11 out of 1000
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.52% +26.31%
Oct 1974 - Sep 1989
+0.44%
Sep 1927 - Aug 1942
0.00%
0 out of 988
US Inflation Adjusted +10.56% +18.93%
Oct 1974 - Sep 1989
+0.72%
Sep 1927 - Aug 1942
0.00%
0 out of 988
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.69% +22.51%
Jul 1974 - Jun 1990
+2.72%
Jan 1927 - Dec 1942
0.00%
0 out of 976
US Inflation Adjusted +10.58% +17.53%
Jun 1932 - May 1948
+3.02%
Jan 1927 - Dec 1942
0.00%
0 out of 976
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +15.03% +23.59%
Jan 1975 - Dec 1991
+5.30%
Oct 1929 - Sep 1946
0.00%
0 out of 964
US Inflation Adjusted +10.46% +18.50%
May 1942 - Apr 1959
+3.97%
Nov 2006 - Oct 2023
0.00%
0 out of 964
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.88% +23.85%
Jan 1975 - Dec 1992
+5.01%
Sep 1929 - Aug 1947
0.00%
0 out of 952
US Inflation Adjusted +10.20% +17.32%
Jun 1932 - May 1950
+3.48%
Sep 1929 - Aug 1947
0.00%
0 out of 952
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +14.80% +23.70%
Jan 1975 - Dec 1993
+5.00%
Sep 1929 - Aug 1948
0.00%
0 out of 940
US Inflation Adjusted +10.29% +17.42%
May 1942 - Apr 1961
+3.11%
Sep 1929 - Aug 1948
0.00%
0 out of 940
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution