Consolidated Returns as of 30 June 2024
Holding the SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~71 years), the longest period with a negative return lasted 131 months (from April 1998 to February 2009).
This means that every rolling period of 132 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR MSCI USA Small Cap Value Weighted (ZPRV.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 10.43% (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 | +15.39% |
+122.22%
Aug 1982 - Jul 1983 |
-42.97%
Apr 2002 - Mar 2003 |
25.00%
210 out of 840 |
Euro Inflation Adjusted | +12.57% |
+116.05%
Aug 1982 - Jul 1983 |
-44.29%
Apr 2002 - Mar 2003 |
29.17%
245 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.05% |
+64.68%
Feb 1982 - Jan 1984 |
-28.22%
Mar 2007 - Feb 2009 |
16.30%
135 out of 828 |
Euro Inflation Adjusted | +11.37% |
+59.33%
Feb 1982 - Jan 1984 |
-32.66%
Jan 1973 - Dec 1974 |
19.81%
164 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.66% |
+60.62%
Jul 1980 - Jun 1983 |
-19.97%
Apr 2006 - Mar 2009 |
13.85%
113 out of 816 |
Euro Inflation Adjusted | +12.13% |
+53.26%
Jul 1980 - Jun 1983 |
-22.52%
Jan 1972 - Dec 1974 |
18.75%
153 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.38% |
+49.96%
Apr 1980 - Mar 1984 |
-11.61%
Jan 1971 - Dec 1974 |
10.70%
86 out of 804 |
Euro Inflation Adjusted | +11.54% |
+43.50%
Apr 1980 - Mar 1984 |
-16.89%
Jan 1971 - Dec 1974 |
14.68%
118 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.23% |
+48.70%
Apr 1980 - Mar 1985 |
-8.93%
Jan 1970 - Dec 1974 |
8.21%
65 out of 792 |
Euro Inflation Adjusted | +11.00% |
+42.85%
Apr 1980 - Mar 1985 |
-14.00%
Jan 1970 - Dec 1974 |
12.25%
97 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.11% |
+43.63%
Mar 1979 - Feb 1985 |
-10.92%
Jan 1969 - Dec 1974 |
4.74%
37 out of 780 |
Euro Inflation Adjusted | +10.80% |
+37.57%
Mar 1979 - Feb 1985 |
-15.35%
Jan 1969 - Dec 1974 |
9.23%
72 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.89% |
+40.90%
Mar 1978 - Feb 1985 |
-7.14%
Apr 2002 - Mar 2009 |
3.78%
29 out of 768 |
Euro Inflation Adjusted | +10.44% |
+35.25%
Mar 1978 - Feb 1985 |
-9.75%
Jan 1968 - Dec 1974 |
7.03%
54 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.14% |
+38.14%
Oct 1975 - Sep 1983 |
-3.81%
Mar 2001 - Feb 2009 |
1.98%
15 out of 756 |
Euro Inflation Adjusted | +10.86% |
+32.38%
Oct 1975 - Sep 1983 |
-5.83%
Mar 2001 - Feb 2009 |
7.80%
59 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.39% |
+40.33%
Jan 1975 - Dec 1983 |
-0.67%
Nov 2000 - Oct 2009 |
0.54%
4 out of 744 |
Euro Inflation Adjusted | +10.92% |
+34.38%
Jan 1975 - Dec 1983 |
-4.13%
Jan 1966 - Dec 1974 |
5.11%
38 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.58% |
+38.40%
Jan 1975 - Dec 1984 |
+1.38%
Sep 2001 - Aug 2011 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +10.89% |
+32.85%
Jan 1975 - Dec 1984 |
-1.29%
Jan 1965 - Dec 1974 |
1.78%
13 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.29% |
+35.53%
Jan 1975 - Dec 1985 |
+0.00%
Apr 1998 - Mar 2009 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +10.52% |
+30.39%
Jan 1975 - Dec 1985 |
-1.97%
Apr 1998 - Mar 2009 |
0.83%
6 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.46% |
+31.52%
Jan 1975 - Dec 1986 |
+3.34%
Dec 1997 - Nov 2009 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +10.73% |
+27.05%
Jan 1975 - Dec 1986 |
+1.38%
Dec 1997 - Nov 2009 |
0.00%
0 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.19% |
+30.05%
Oct 1974 - Sep 1987 |
+4.10%
Apr 2007 - Mar 2020 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +10.73% |
+25.74%
Oct 1974 - Sep 1987 |
+0.71%
Jan 1962 - Dec 1974 |
0.00%
0 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.40% |
+27.65%
Jan 1975 - Dec 1988 |
+3.55%
Apr 2006 - Mar 2020 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +10.65% |
+23.67%
Jan 1975 - Dec 1988 |
+2.10%
Apr 2006 - Mar 2020 |
0.00%
0 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.62% |
+27.48%
Oct 1974 - Sep 1989 |
+5.28%
Aug 2005 - Jul 2020 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +10.63% |
+23.46%
Oct 1974 - Sep 1989 |
+1.76%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.54% |
+24.22%
Sep 1973 - Aug 1989 |
+5.37%
Apr 2004 - Mar 2020 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +10.38% |
+20.03%
Sep 1973 - Aug 1989 |
+2.71%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.54% |
+23.65%
Jan 1975 - Dec 1991 |
+5.96%
Jan 2002 - Dec 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +10.09% |
+19.67%
Jan 1975 - Dec 1991 |
+4.22%
Jan 2002 - Dec 2018 |
0.00%
0 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.77% |
+24.62%
Jan 1975 - Dec 1992 |
+3.61%
Apr 2002 - Mar 2020 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +9.88% |
+20.61%
Jan 1975 - Dec 1992 |
+2.00%
Apr 2002 - Mar 2020 |
0.00%
0 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.76% |
+24.95%
Jan 1975 - Dec 1993 |
+4.71%
Apr 2001 - Mar 2020 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +9.71% |
+20.94%
Jan 1975 - Dec 1993 |
+3.03%
Apr 2001 - Mar 2020 |
0.00%
0 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.02% |
+22.96%
Jan 1975 - Dec 1994 |
+5.70%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +10.01% |
+19.05%
Jan 1975 - Dec 1994 |
+3.98%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE) ETF: Historical Returns page.