Consolidated Returns as of 30 June 2024
Holding the SPDR Bloomberg Convertible Securities ETF (CWB) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~39 years), the longest period with a negative return lasted 102 months (from September 2000 to February 2009).
This means that every rolling period of 103 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR Bloomberg Convertible Securities ETF (CWB) 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 7.96% (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 | +11.29% |
+78.88%
Apr 2020 - Mar 2021 |
-40.51%
Dec 2007 - Nov 2008 |
22.98%
105 out of 457 |
US Inflation Adjusted | +8.06% |
+74.31%
Apr 2020 - Mar 2021 |
-41.54%
Nov 2007 - Oct 2008 |
28.01%
128 out of 457 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.55% |
+37.01%
Jan 2019 - Dec 2020 |
-21.88%
Mar 2007 - Feb 2009 |
12.81%
57 out of 445 |
US Inflation Adjusted | +6.84% |
+34.58%
Jan 2019 - Dec 2020 |
-23.94%
Dec 2006 - Nov 2008 |
18.65%
83 out of 445 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.89% |
+26.73%
Nov 1990 - Oct 1993 |
-12.29%
Mar 2006 - Feb 2009 |
9.24%
40 out of 433 |
US Inflation Adjusted | +7.09% |
+23.08%
Nov 1990 - Oct 1993 |
-14.16%
Mar 2006 - Feb 2009 |
13.39%
58 out of 433 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.94% |
+20.83%
Mar 2017 - Feb 2021 |
-6.69%
Dec 2004 - Nov 2008 |
3.80%
16 out of 421 |
US Inflation Adjusted | +7.33% |
+18.52%
Mar 2017 - Feb 2021 |
-9.13%
Dec 2004 - Nov 2008 |
10.69%
45 out of 421 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.64% |
+21.03%
Mar 2016 - Feb 2021 |
-3.57%
Mar 2004 - Feb 2009 |
2.20%
9 out of 409 |
US Inflation Adjusted | +7.12% |
+18.52%
Mar 2016 - Feb 2021 |
-6.05%
Mar 2004 - Feb 2009 |
8.31%
34 out of 409 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.59% |
+18.70%
Nov 1990 - Oct 1996 |
+1.39%
Oct 2005 - Sep 2011 |
0.00%
0 out of 397 |
US Inflation Adjusted | +6.74% |
+15.37%
Nov 1990 - Oct 1996 |
-0.80%
Oct 2005 - Sep 2011 |
1.51%
6 out of 397 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.88% |
+19.23%
Nov 1990 - Oct 1997 |
+0.04%
Dec 2001 - Nov 2008 |
0.00%
0 out of 385 |
US Inflation Adjusted | +6.97% |
+16.02%
Nov 1990 - Oct 1997 |
-2.54%
Dec 2001 - Nov 2008 |
1.82%
7 out of 385 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.55% |
+15.57%
May 1990 - Apr 1998 |
-0.27%
Feb 2001 - Jan 2009 |
0.54%
2 out of 373 |
US Inflation Adjusted | +6.72% |
+13.34%
Mar 2013 - Feb 2021 |
-2.59%
Feb 2001 - Jan 2009 |
2.41%
9 out of 373 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.27% |
+15.33%
Jan 1991 - Dec 1999 |
+0.68%
Mar 2000 - Feb 2009 |
0.00%
0 out of 361 |
US Inflation Adjusted | +6.73% |
+13.19%
Jan 2012 - Dec 2020 |
-1.80%
Mar 2000 - Feb 2009 |
1.66%
6 out of 361 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.44% |
+16.49%
Nov 1990 - Oct 2000 |
+3.38%
Dec 1998 - Nov 2008 |
0.00%
0 out of 349 |
US Inflation Adjusted | +6.85% |
+13.44%
Nov 1990 - Oct 2000 |
+0.71%
Dec 1998 - Nov 2008 |
0.00%
0 out of 349 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.78% |
+14.25%
Feb 1990 - Jan 2001 |
+2.34%
Dec 1997 - Nov 2008 |
0.00%
0 out of 337 |
US Inflation Adjusted | +7.04% |
+11.25%
Feb 2010 - Jan 2021 |
-0.20%
Dec 1997 - Nov 2008 |
0.59%
2 out of 337 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.47% |
+16.03%
Mar 2009 - Feb 2021 |
+3.52%
Mar 1997 - Feb 2009 |
0.00%
0 out of 325 |
US Inflation Adjusted | +6.79% |
+13.97%
Mar 2009 - Feb 2021 |
+1.08%
Mar 1997 - Feb 2009 |
0.00%
0 out of 325 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+14.68%
Dec 2008 - Nov 2021 |
+4.45%
Mar 1996 - Feb 2009 |
0.00%
0 out of 313 |
US Inflation Adjusted | +6.13% |
+12.39%
Nov 2008 - Oct 2021 |
+1.94%
Mar 1996 - Feb 2009 |
0.00%
0 out of 313 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.82% |
+13.12%
Dec 1990 - Nov 2004 |
+5.03%
Oct 1997 - Sep 2011 |
0.00%
0 out of 301 |
US Inflation Adjusted | +6.27% |
+10.24%
Dec 1990 - Nov 2004 |
+2.51%
Oct 1997 - Sep 2011 |
0.00%
0 out of 301 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.35% |
+13.27%
Sep 1985 - Aug 2000 |
+5.15%
Feb 2001 - Jan 2016 |
0.00%
0 out of 289 |
US Inflation Adjusted | +5.87% |
+10.09%
Nov 1990 - Oct 2005 |
+2.74%
Mar 1994 - Feb 2009 |
0.00%
0 out of 289 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+13.03%
Nov 1990 - Oct 2006 |
+5.72%
Mar 2000 - Feb 2016 |
0.00%
0 out of 277 |
US Inflation Adjusted | +5.70% |
+10.14%
Nov 1990 - Oct 2006 |
+3.54%
Mar 2000 - Feb 2016 |
0.00%
0 out of 277 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.14% |
+12.89%
Nov 1990 - Oct 2007 |
+6.45%
Apr 2000 - Mar 2017 |
0.00%
0 out of 265 |
US Inflation Adjusted | +5.65% |
+9.94%
Nov 1990 - Oct 2007 |
+4.01%
Mar 1992 - Feb 2009 |
0.00%
0 out of 265 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.26% |
+11.52%
Dec 1987 - Nov 2005 |
+6.20%
Mar 1998 - Feb 2016 |
0.00%
0 out of 253 |
US Inflation Adjusted | +5.71% |
+9.17%
Mar 2003 - Feb 2021 |
+3.98%
Mar 1998 - Feb 2016 |
0.00%
0 out of 253 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+11.65%
Dec 1987 - Nov 2006 |
+6.45%
Apr 2001 - Mar 2020 |
0.00%
0 out of 241 |
US Inflation Adjusted | +5.90% |
+8.75%
Nov 2002 - Oct 2021 |
+4.30%
Sep 2000 - Aug 2019 |
0.00%
0 out of 241 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.58% |
+11.55%
Oct 1985 - Sep 2005 |
+6.12%
Apr 2000 - Mar 2020 |
0.00%
0 out of 229 |
US Inflation Adjusted | +5.94% |
+8.21%
Aug 1985 - Jul 2005 |
+3.96%
Apr 2000 - Mar 2020 |
0.00%
0 out of 229 |
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To obtain comprehensive information, please consult the SPDR Bloomberg Convertible Securities ETF (CWB) ETF: Historical Returns page.