Consolidated Returns as of 30 June 2024
Holding the SPDR Barclays High Yield Bond ETF (JNK) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~46 years), the longest period with a negative return lasted 125 months (from July 1998 to November 2008).
This means that every rolling period of 126 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR Barclays High Yield Bond ETF (JNK) 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 2.91% (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 | +7.04% |
+56.90%
Mar 2009 - Feb 2010 |
-35.38%
Dec 2007 - Nov 2008 |
17.20%
92 out of 535 |
US Inflation Adjusted | +3.83% |
+53.59%
Mar 2009 - Feb 2010 |
-36.08%
Dec 2007 - Nov 2008 |
31.21%
167 out of 535 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.38% |
+35.50%
Mar 2009 - Feb 2011 |
-18.61%
Dec 2006 - Nov 2008 |
10.33%
54 out of 523 |
US Inflation Adjusted | +4.24% |
+32.67%
Mar 2009 - Feb 2011 |
-20.77%
Dec 2006 - Nov 2008 |
24.28%
127 out of 523 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.07% |
+25.11%
Mar 2009 - Feb 2012 |
-10.50%
Dec 2005 - Nov 2008 |
4.50%
23 out of 511 |
US Inflation Adjusted | +4.16% |
+22.19%
Mar 2009 - Feb 2012 |
-12.66%
Dec 2005 - Nov 2008 |
20.35%
104 out of 511 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+21.08%
Dec 2008 - Nov 2012 |
-7.32%
Dec 2004 - Nov 2008 |
2.00%
10 out of 499 |
US Inflation Adjusted | +4.13% |
+18.64%
Dec 2008 - Nov 2012 |
-9.74%
Dec 2004 - Nov 2008 |
12.63%
63 out of 499 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+19.83%
Oct 1981 - Sep 1986 |
-4.16%
Dec 2003 - Nov 2008 |
1.44%
7 out of 487 |
US Inflation Adjusted | +3.82% |
+15.90%
Oct 1981 - Sep 1986 |
-6.84%
Dec 2003 - Nov 2008 |
9.65%
47 out of 487 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.34% |
+17.35%
Mar 1981 - Feb 1987 |
-1.14%
Mar 2003 - Feb 2009 |
0.63%
3 out of 475 |
US Inflation Adjusted | +3.94% |
+13.38%
Dec 2008 - Nov 2014 |
-3.67%
Dec 2002 - Nov 2008 |
7.37%
35 out of 475 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.40% |
+16.51%
Oct 1981 - Sep 1988 |
-0.91%
Dec 2001 - Nov 2008 |
0.43%
2 out of 463 |
US Inflation Adjusted | +4.10% |
+12.43%
Oct 1981 - Sep 1988 |
-3.46%
Dec 2001 - Nov 2008 |
5.62%
26 out of 463 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.38% |
+15.18%
Oct 1981 - Sep 1989 |
-0.60%
Mar 2001 - Feb 2009 |
0.44%
2 out of 451 |
US Inflation Adjusted | +3.99% |
+11.03%
Oct 1981 - Sep 1989 |
-2.93%
Mar 2001 - Feb 2009 |
5.10%
23 out of 451 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.52% |
+13.83%
Apr 1980 - Mar 1989 |
-0.33%
Dec 1999 - Nov 2008 |
0.23%
1 out of 439 |
US Inflation Adjusted | +4.14% |
+9.56%
Dec 2008 - Nov 2017 |
-2.91%
Dec 1999 - Nov 2008 |
5.69%
25 out of 439 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.54% |
+13.36%
Oct 1981 - Sep 1991 |
-0.13%
Dec 1998 - Nov 2008 |
0.23%
1 out of 427 |
US Inflation Adjusted | +4.13% |
+9.07%
Oct 1981 - Sep 1991 |
-2.70%
Dec 1998 - Nov 2008 |
2.34%
10 out of 427 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.84% |
+13.88%
Oct 1981 - Sep 1992 |
+0.48%
Mar 1998 - Feb 2009 |
0.00%
0 out of 415 |
US Inflation Adjusted | +4.37% |
+9.66%
Oct 1981 - Sep 1992 |
-1.99%
Dec 1997 - Nov 2008 |
1.69%
7 out of 415 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+13.97%
Oct 1981 - Sep 1993 |
+1.39%
Dec 1996 - Nov 2008 |
0.00%
0 out of 403 |
US Inflation Adjusted | +4.32% |
+9.84%
Oct 1981 - Sep 1993 |
-1.07%
Dec 1996 - Nov 2008 |
0.99%
4 out of 403 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.66% |
+13.00%
Feb 1981 - Jan 1994 |
+2.04%
Dec 1995 - Nov 2008 |
0.00%
0 out of 391 |
US Inflation Adjusted | +4.16% |
+8.91%
Oct 1981 - Sep 1994 |
-0.50%
Dec 1995 - Nov 2008 |
0.51%
2 out of 391 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.33% |
+13.10%
Oct 1981 - Sep 1995 |
+2.99%
Mar 1995 - Feb 2009 |
0.00%
0 out of 379 |
US Inflation Adjusted | +3.90% |
+9.16%
Oct 1981 - Sep 1995 |
+0.50%
Mar 1995 - Feb 2009 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.23% |
+12.86%
Oct 1981 - Sep 1996 |
+2.79%
Dec 1993 - Nov 2008 |
0.00%
0 out of 367 |
US Inflation Adjusted | +3.90% |
+8.96%
Oct 1981 - Sep 1996 |
+0.23%
Dec 1993 - Nov 2008 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.24% |
+12.91%
Oct 1981 - Sep 1997 |
+3.53%
Mar 1993 - Feb 2009 |
0.00%
0 out of 355 |
US Inflation Adjusted | +3.78% |
+9.10%
Oct 1981 - Sep 1997 |
+1.00%
Mar 1993 - Feb 2009 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.29% |
+12.45%
Oct 1981 - Sep 1998 |
+3.96%
Oct 2005 - Sep 2022 |
0.00%
0 out of 343 |
US Inflation Adjusted | +3.86% |
+8.79%
Oct 1981 - Sep 1998 |
+1.52%
Nov 2006 - Oct 2023 |
0.00%
0 out of 343 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.64% |
+12.10%
Apr 1980 - Mar 1998 |
+3.99%
Oct 2004 - Sep 2022 |
0.00%
0 out of 331 |
US Inflation Adjusted | +4.03% |
+8.28%
Oct 1981 - Sep 1999 |
+1.45%
Oct 2004 - Sep 2022 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.76% |
+11.67%
Apr 1980 - Mar 1999 |
+4.15%
Nov 2004 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +4.12% |
+7.88%
Oct 1981 - Sep 2000 |
+1.56%
Nov 2004 - Oct 2023 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+11.01%
Apr 1980 - Mar 2000 |
+4.45%
Nov 2003 - Oct 2023 |
0.00%
0 out of 307 |
US Inflation Adjusted | +4.23% |
+7.16%
Sep 1981 - Aug 2001 |
+1.78%
Dec 1988 - Nov 2008 |
0.00%
0 out of 307 |
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To obtain comprehensive information, please consult the SPDR Barclays High Yield Bond ETF (JNK) ETF: Historical Returns page.