Consolidated Returns as of 30 June 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 (~98 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
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The annualized return of the last 10 years has been 6.99% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +15.88% |
+211.23%
Jul 1932 - Jun 1933 |
-69.93%
Jul 1931 - Jun 1932 |
27.18%
315 out of 1159 |
US Inflation Adjusted | +11.68% |
+233.29%
Jul 1932 - Jun 1933 |
-66.62%
Jul 1931 - Jun 1932 |
30.97%
359 out of 1159 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.88% |
+87.03%
Jul 1932 - Jun 1934 |
-60.12%
Jun 1930 - May 1932 |
17.79%
204 out of 1147 |
US Inflation Adjusted | +11.09% |
+88.42%
Jul 1932 - Jun 1934 |
-55.70%
Jun 1930 - May 1932 |
24.41%
280 out of 1147 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.15% |
+57.02%
Jul 1932 - Jun 1935 |
-49.09%
Jul 1929 - Jun 1932 |
13.22%
150 out of 1135 |
US Inflation Adjusted | +10.88% |
+56.63%
Jul 1932 - Jun 1935 |
-45.05%
Jul 1929 - Jun 1932 |
17.80%
202 out of 1135 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.48% |
+58.99%
Jul 1932 - Jun 1936 |
-35.60%
Jun 1928 - May 1932 |
11.49%
129 out of 1123 |
US Inflation Adjusted | +10.96% |
+58.41%
Jul 1932 - Jun 1936 |
-31.84%
Jun 1928 - May 1932 |
17.99%
202 out of 1123 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.13% |
+49.56%
Jun 1932 - May 1937 |
-25.77%
Jun 1927 - May 1932 |
9.27%
103 out of 1111 |
US Inflation Adjusted | +11.15% |
+48.07%
Jun 1932 - May 1937 |
-22.13%
Jun 1927 - May 1932 |
13.23%
147 out of 1111 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.78% |
+34.59%
Jun 1940 - May 1946 |
-15.31%
Mar 1927 - Feb 1933 |
6.46%
71 out of 1099 |
US Inflation Adjusted | +10.74% |
+30.36%
Jul 1932 - Jun 1938 |
-13.05%
Jan 1969 - Dec 1974 |
8.46%
93 out of 1099 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.05% |
+30.95%
Jan 1975 - Dec 1981 |
-7.75%
Apr 1928 - Mar 1935 |
4.23%
46 out of 1087 |
US Inflation Adjusted | +10.40% |
+26.33%
Jun 1932 - May 1939 |
-8.07%
Jan 1968 - Dec 1974 |
5.98%
65 out of 1087 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.10% |
+31.67%
Jan 1975 - Dec 1982 |
-6.90%
Apr 1930 - Mar 1938 |
2.51%
27 out of 1075 |
US Inflation Adjusted | +10.72% |
+22.11%
Apr 1938 - Mar 1946 |
-4.77%
Apr 1930 - Mar 1938 |
4.19%
45 out of 1075 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.36% |
+32.85%
Jan 1975 - Dec 1983 |
-7.04%
Apr 1929 - Mar 1938 |
1.88%
20 out of 1063 |
US Inflation Adjusted | +10.51% |
+23.32%
Jan 1975 - Dec 1983 |
-5.08%
Apr 1929 - Mar 1938 |
2.35%
25 out of 1063 |
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Annualized Rolling Returns - 10 Years (120 months)
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 1051 |
US Inflation Adjusted | +10.83% |
+20.95%
Jan 1975 - Dec 1984 |
-3.45%
Sep 1929 - Aug 1939 |
1.33%
14 out of 1051 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.22% |
+30.52%
Jan 1975 - Dec 1985 |
-5.03%
Sep 1929 - Aug 1940 |
2.89%
30 out of 1039 |
US Inflation Adjusted | +10.83% |
+21.95%
Jan 1975 - Dec 1985 |
-3.18%
Sep 1929 - Aug 1940 |
1.64%
17 out of 1039 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.68% |
+29.09%
Oct 1974 - Sep 1986 |
-3.78%
Sep 1929 - Aug 1941 |
3.02%
31 out of 1027 |
US Inflation Adjusted | +11.08% |
+21.15%
Jan 1975 - Dec 1986 |
-2.58%
Sep 1929 - Aug 1941 |
2.14%
22 out of 1027 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.66% |
+28.89%
Oct 1974 - Sep 1987 |
-3.85%
Sep 1929 - Aug 1942 |
2.56%
26 out of 1015 |
US Inflation Adjusted | +10.78% |
+21.99%
Jun 1932 - May 1945 |
-3.50%
Sep 1929 - Aug 1942 |
1.48%
15 out of 1015 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.69% |
+26.40%
Jan 1975 - Dec 1988 |
-1.76%
May 1928 - Apr 1942 |
1.50%
15 out of 1003 |
US Inflation Adjusted | +10.64% |
+23.26%
Jun 1932 - May 1946 |
-1.33%
May 1928 - Apr 1942 |
1.10%
11 out of 1003 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.51% |
+26.31%
Oct 1974 - Sep 1989 |
+0.44%
Sep 1927 - Aug 1942 |
0.00%
0 out of 991 |
US Inflation Adjusted | +10.56% |
+18.93%
Oct 1974 - Sep 1989 |
+0.72%
Sep 1927 - Aug 1942 |
0.00%
0 out of 991 |
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Annualized Rolling Returns - 16 Years (192 months)
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 979 |
US Inflation Adjusted | +10.55% |
+17.53%
Jun 1932 - May 1948 |
+3.02%
Jan 1927 - Dec 1942 |
0.00%
0 out of 979 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +15.02% |
+23.59%
Jan 1975 - Dec 1991 |
+5.30%
Oct 1929 - Sep 1946 |
0.00%
0 out of 967 |
US Inflation Adjusted | +10.42% |
+18.50%
May 1942 - Apr 1959 |
+3.97%
Nov 2006 - Oct 2023 |
0.00%
0 out of 967 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.87% |
+23.85%
Jan 1975 - Dec 1992 |
+5.01%
Sep 1929 - Aug 1947 |
0.00%
0 out of 955 |
US Inflation Adjusted | +10.19% |
+17.32%
Jun 1932 - May 1950 |
+3.48%
Sep 1929 - Aug 1947 |
0.00%
0 out of 955 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.79% |
+23.70%
Jan 1975 - Dec 1993 |
+5.00%
Sep 1929 - Aug 1948 |
0.00%
0 out of 943 |
US Inflation Adjusted | +10.29% |
+17.42%
May 1942 - Apr 1961 |
+3.11%
Sep 1929 - Aug 1948 |
0.00%
0 out of 943 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.86% |
+22.53%
Oct 1974 - Sep 1994 |
+4.74%
Sep 1929 - Aug 1949 |
0.00%
0 out of 931 |
US Inflation Adjusted | +10.44% |
+17.24%
Dec 1948 - Nov 1968 |
+3.11%
Sep 1929 - Aug 1949 |
0.00%
0 out of 931 |
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To obtain comprehensive information, please consult the iShares S&P Small-Cap 600 Value (IJS) ETF: Historical Returns page.