Consolidated Returns as of 30 June 2024
Holding the iShares U.S. Treasury Bond (GOVT) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~154 years), the longest period with a negative return lasted 107 months (from December 2014 to October 2023).
This means that every rolling period of 108 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares U.S. Treasury Bond (GOVT) 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 0.81% (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 | +3.96% |
+34.16%
Oct 1981 - Sep 1982 |
-14.21%
Nov 2021 - Oct 2022 |
13.93%
255 out of 1831 |
US Inflation Adjusted | +2.03% |
+29.11%
Jun 1877 - May 1878 |
-20.38%
Nov 2021 - Oct 2022 |
36.10%
661 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.85% |
+26.10%
Jul 1984 - Jun 1986 |
-8.46%
Nov 2020 - Oct 2022 |
4.34%
79 out of 1819 |
US Inflation Adjusted | +2.24% |
+23.48%
Jul 1920 - Jun 1922 |
-15.66%
Jul 1918 - Jun 1920 |
30.13%
548 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.90% |
+19.21%
Sep 1983 - Aug 1986 |
-5.98%
Nov 2020 - Oct 2023 |
1.99%
36 out of 1807 |
US Inflation Adjusted | +2.31% |
+16.39%
Aug 1873 - Jul 1876 |
-13.43%
Feb 1917 - Jan 1920 |
28.00%
506 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+19.80%
Apr 1982 - Mar 1986 |
-3.92%
May 2020 - Apr 2024 |
1.11%
20 out of 1795 |
US Inflation Adjusted | +1.98% |
+16.10%
Jul 1982 - Jun 1986 |
-14.17%
Jun 1916 - May 1920 |
26.69%
479 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.05% |
+20.10%
Sep 1981 - Aug 1986 |
-0.78%
Jun 2019 - May 2024 |
0.56%
10 out of 1783 |
US Inflation Adjusted | +2.05% |
+16.02%
Sep 1981 - Aug 1986 |
-11.78%
Jul 1915 - Jun 1920 |
27.20%
485 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.07% |
+17.00%
Apr 1980 - Mar 1986 |
-0.64%
Nov 2016 - Oct 2022 |
0.40%
7 out of 1771 |
US Inflation Adjusted | +2.07% |
+14.67%
May 1873 - Apr 1879 |
-9.42%
Jul 1914 - Jun 1920 |
27.67%
490 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.09% |
+15.91%
Mar 1980 - Feb 1987 |
-0.66%
Nov 2016 - Oct 2023 |
0.40%
7 out of 1759 |
US Inflation Adjusted | +1.97% |
+13.33%
Jun 1872 - May 1879 |
-7.78%
Jun 1913 - May 1920 |
25.13%
442 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.08% |
+14.61%
Aug 1981 - Jul 1989 |
-0.19%
Nov 2015 - Oct 2023 |
0.23%
4 out of 1747 |
US Inflation Adjusted | +1.99% |
+11.54%
Apr 1871 - Mar 1879 |
-6.63%
Jul 1912 - Jun 1920 |
25.30%
442 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.10% |
+13.73%
Oct 1981 - Sep 1990 |
+0.08%
Nov 2014 - Oct 2023 |
0.00%
0 out of 1735 |
US Inflation Adjusted | +1.88% |
+9.90%
Jun 1872 - May 1881 |
-6.56%
Jul 1911 - Jun 1920 |
27.84%
483 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.03% |
+13.86%
Oct 1981 - Sep 1991 |
+0.29%
Nov 2012 - Oct 2022 |
0.00%
0 out of 1723 |
US Inflation Adjusted | +1.77% |
+9.55%
Oct 1981 - Sep 1991 |
-4.42%
Jun 1941 - May 1951 |
27.10%
467 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.01% |
+13.83%
Oct 1981 - Sep 1992 |
+0.19%
Nov 2012 - Oct 2023 |
0.00%
0 out of 1711 |
US Inflation Adjusted | +1.84% |
+9.60%
Oct 1981 - Sep 1992 |
-4.36%
Jul 1909 - Jun 1920 |
27.35%
468 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+13.57%
Oct 1981 - Sep 1993 |
+0.44%
Nov 2011 - Oct 2023 |
0.00%
0 out of 1699 |
US Inflation Adjusted | +1.83% |
+9.85%
Apr 1873 - Mar 1885 |
-4.26%
Jul 1908 - Jun 1920 |
27.37%
465 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+12.84%
Mar 1980 - Feb 1993 |
+0.82%
Nov 2010 - Oct 2023 |
0.00%
0 out of 1687 |
US Inflation Adjusted | +1.82% |
+9.87%
Apr 1873 - Mar 1886 |
-3.35%
Jul 1940 - Jun 1953 |
24.90%
420 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+12.23%
Mar 1980 - Feb 1994 |
+1.09%
Oct 1945 - Sep 1959 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +1.81% |
+9.54%
Oct 1872 - Sep 1886 |
-3.40%
Aug 1906 - Jul 1920 |
22.69%
380 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.04% |
+11.68%
Dec 1980 - Nov 1995 |
+1.30%
Feb 1945 - Jan 1960 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +1.95% |
+8.94%
Apr 1871 - Mar 1886 |
-3.24%
Jul 1905 - Jun 1920 |
22.55%
375 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.03% |
+11.52%
Mar 1980 - Feb 1996 |
+1.15%
Aug 1941 - Jul 1957 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +1.96% |
+8.76%
Apr 1873 - Mar 1889 |
-2.90%
Jul 1904 - Jun 1920 |
22.17%
366 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.01% |
+11.64%
Oct 1981 - Sep 1998 |
+1.42%
Oct 1942 - Sep 1959 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +1.99% |
+8.52%
Jun 1872 - May 1889 |
-2.64%
Nov 1940 - Oct 1957 |
21.11%
346 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.07% |
+11.03%
Mar 1980 - Feb 1998 |
+1.30%
Oct 1941 - Sep 1959 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +2.16% |
+8.12%
Apr 1871 - Mar 1889 |
-2.53%
Aug 1939 - Jul 1957 |
20.22%
329 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.14% |
+10.80%
Mar 1980 - Feb 1999 |
+1.47%
Jan 1941 - Dec 1959 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +2.19% |
+8.29%
Apr 1873 - Mar 1892 |
-2.41%
Jul 1901 - Jun 1920 |
20.25%
327 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.09% |
+10.75%
Oct 1981 - Sep 2001 |
+1.56%
Aug 1939 - Jul 1959 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +2.18% |
+8.12%
May 1872 - Apr 1892 |
-2.16%
Aug 1939 - Jul 1959 |
19.96%
320 out of 1603 |
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To obtain comprehensive information, please consult the iShares U.S. Treasury Bond (GOVT) ETF: Historical Returns page.