Consolidated Returns as of 30 June 2024
Holding the JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~50 years), the longest period with a negative return lasted 254 months (from November 2000 to December 2021).
This means that every rolling period of 255 months or above has always granted a positive return.
To obtain comprehensive information, please consult the JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.DE) 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 4.02% (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 | +4.53% |
+60.26%
Sep 1980 - Aug 1981 |
-26.17%
Mar 1985 - Feb 1986 |
37.39%
218 out of 583 |
Euro Inflation Adjusted | +1.65% |
+50.43%
Sep 1980 - Aug 1981 |
-26.74%
Mar 1985 - Feb 1986 |
44.77%
261 out of 583 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.72% |
+39.25%
Oct 1980 - Sep 1982 |
-17.91%
Mar 1985 - Feb 1987 |
30.47%
174 out of 571 |
Euro Inflation Adjusted | +0.50% |
+31.43%
Oct 1980 - Sep 1982 |
-18.00%
Mar 1985 - Feb 1987 |
45.53%
260 out of 571 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.99% |
+32.94%
Sep 1980 - Aug 1983 |
-13.18%
Jan 1985 - Dec 1987 |
23.43%
131 out of 559 |
Euro Inflation Adjusted | +0.60% |
+26.66%
Sep 1980 - Aug 1983 |
-13.84%
Jan 2002 - Dec 2004 |
43.83%
245 out of 559 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.50% |
+31.19%
Oct 1980 - Sep 1984 |
-8.20%
Dec 2000 - Nov 2004 |
23.77%
130 out of 547 |
Euro Inflation Adjusted | +1.13% |
+25.94%
Oct 1980 - Sep 1984 |
-10.14%
Dec 2000 - Nov 2004 |
41.32%
226 out of 547 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.51% |
+29.12%
Mar 1980 - Feb 1985 |
-6.05%
Jun 2001 - May 2006 |
18.50%
99 out of 535 |
Euro Inflation Adjusted | +1.14% |
+24.02%
Mar 1980 - Feb 1985 |
-8.03%
Jun 2001 - May 2006 |
35.89%
192 out of 535 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.43% |
+25.16%
Oct 1978 - Sep 1984 |
-6.90%
Apr 2002 - Mar 2008 |
15.49%
81 out of 523 |
Euro Inflation Adjusted | +1.34% |
+19.83%
Oct 1978 - Sep 1984 |
-9.01%
Apr 2002 - Mar 2008 |
35.95%
188 out of 523 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.12% |
+21.84%
Mar 1978 - Feb 1985 |
-5.99%
Jul 2001 - Jun 2008 |
12.92%
66 out of 511 |
Euro Inflation Adjusted | +1.44% |
+16.95%
Mar 1978 - Feb 1985 |
-8.16%
Jul 2001 - Jun 2008 |
36.59%
187 out of 511 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.30% |
+18.11%
Mar 1977 - Feb 1985 |
-4.11%
Dec 2001 - Nov 2009 |
13.23%
66 out of 499 |
Euro Inflation Adjusted | +1.39% |
+13.55%
Mar 1977 - Feb 1985 |
-6.04%
Dec 2001 - Nov 2009 |
30.86%
154 out of 499 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.33% |
+16.46%
Mar 1976 - Feb 1985 |
-3.54%
May 2002 - Apr 2011 |
10.06%
49 out of 487 |
Euro Inflation Adjusted | +1.44% |
+11.98%
Mar 1976 - Feb 1985 |
-5.52%
May 2002 - Apr 2011 |
31.21%
152 out of 487 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.29% |
+16.83%
Mar 1975 - Feb 1985 |
-3.36%
Jul 2001 - Jun 2011 |
12.84%
61 out of 475 |
Euro Inflation Adjusted | +1.37% |
+12.20%
Mar 1975 - Feb 1985 |
-5.31%
Jul 2001 - Jun 2011 |
23.58%
112 out of 475 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.21% |
+12.96%
Feb 1975 - Jan 1986 |
-2.54%
Feb 2002 - Jan 2013 |
9.72%
45 out of 463 |
Euro Inflation Adjusted | +1.38% |
+8.96%
Oct 1978 - Sep 1989 |
-4.48%
Feb 2002 - Jan 2013 |
25.05%
116 out of 463 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.17% |
+10.59%
Jan 1975 - Dec 1986 |
-2.38%
Mar 2002 - Feb 2014 |
9.09%
41 out of 451 |
Euro Inflation Adjusted | +1.20% |
+7.02%
Jul 1979 - Jun 1991 |
-4.24%
Mar 2002 - Feb 2014 |
25.28%
114 out of 451 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.01% |
+10.50%
Oct 1978 - Sep 1991 |
-2.18%
Jul 2001 - Jun 2014 |
6.38%
28 out of 439 |
Euro Inflation Adjusted | +1.03% |
+7.10%
Oct 1978 - Sep 1991 |
-4.02%
Jul 2001 - Jun 2014 |
23.69%
104 out of 439 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.28% |
+10.27%
Jun 1975 - May 1989 |
-1.17%
May 2000 - Apr 2014 |
6.56%
28 out of 427 |
Euro Inflation Adjusted | +1.22% |
+6.93%
Jun 1975 - May 1989 |
-3.14%
May 2000 - Apr 2014 |
26.23%
112 out of 427 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.29% |
+9.94%
Oct 1978 - Sep 1993 |
-0.55%
Jun 2001 - May 2016 |
4.58%
19 out of 415 |
Euro Inflation Adjusted | +1.12% |
+6.52%
Oct 1978 - Sep 1993 |
-2.19%
Jun 2001 - May 2016 |
23.37%
97 out of 415 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.29% |
+9.12%
Jun 1975 - May 1991 |
-1.16%
Feb 2002 - Jan 2018 |
3.97%
16 out of 403 |
Euro Inflation Adjusted | +1.06% |
+5.76%
Jun 1975 - May 1991 |
-2.74%
Feb 2002 - Jan 2018 |
23.08%
93 out of 403 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.40% |
+8.91%
Aug 1980 - Jul 1997 |
-0.76%
Apr 2001 - Mar 2018 |
5.63%
22 out of 391 |
Euro Inflation Adjusted | +1.13% |
+5.98%
Aug 1980 - Jul 1997 |
-2.41%
Apr 2001 - Mar 2018 |
23.53%
92 out of 391 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.96% |
+8.85%
Feb 1980 - Jan 1998 |
-0.36%
Jul 2001 - Jun 2019 |
3.43%
13 out of 379 |
Euro Inflation Adjusted | +0.81% |
+5.88%
Feb 1980 - Jan 1998 |
-1.99%
Jul 2001 - Jun 2019 |
19.53%
74 out of 379 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.98% |
+9.09%
Oct 1978 - Sep 1997 |
-0.56%
Feb 2002 - Jan 2021 |
3.27%
12 out of 367 |
Euro Inflation Adjusted | +0.83% |
+5.91%
Oct 1978 - Sep 1997 |
-2.07%
Feb 2002 - Jan 2021 |
23.16%
85 out of 367 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.09% |
+9.32%
Nov 1980 - Oct 2000 |
-0.55%
Jun 2001 - May 2021 |
3.66%
13 out of 355 |
Euro Inflation Adjusted | +0.90% |
+6.57%
Nov 1980 - Oct 2000 |
-2.11%
Jun 2001 - May 2021 |
26.76%
95 out of 355 |
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To obtain comprehensive information, please consult the JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.DE) ETF: Historical Returns page.