Consolidated Returns as of 30 June 2024
Holding the SPDR S&P 400 US Mid Cap (SPY4.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 128 months (from February 1964 to September 1974).
This means that every rolling period of 129 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR S&P 400 US Mid Cap (SPY4.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 11.24% (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 | +12.78% |
+101.37%
Aug 1982 - Jul 1983 |
-38.82%
Apr 2002 - Mar 2003 |
24.05%
202 out of 840 |
Euro Inflation Adjusted | +10.24% |
+95.77%
Aug 1982 - Jul 1983 |
-41.00%
Oct 1973 - Sep 1974 |
29.40%
247 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.07% |
+51.75%
Sep 1998 - Aug 2000 |
-30.54%
Jan 1973 - Dec 1974 |
14.73%
122 out of 828 |
Euro Inflation Adjusted | +10.51% |
+49.39%
Sep 1998 - Aug 2000 |
-34.97%
Jan 1973 - Dec 1974 |
19.57%
162 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.67% |
+48.47%
Jul 1980 - Jun 1983 |
-20.39%
Oct 1971 - Sep 1974 |
14.34%
117 out of 816 |
Euro Inflation Adjusted | +9.81% |
+41.67%
Jul 1980 - Jun 1983 |
-25.24%
Oct 1971 - Sep 1974 |
17.89%
146 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.52% |
+39.88%
Dec 1979 - Nov 1983 |
-12.89%
Jan 1971 - Dec 1974 |
9.45%
76 out of 804 |
Euro Inflation Adjusted | +9.72% |
+33.38%
Dec 1979 - Nov 1983 |
-18.09%
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 | +11.87% |
+38.47%
Dec 1978 - Nov 1983 |
-11.63%
Oct 1969 - Sep 1974 |
5.43%
43 out of 792 |
Euro Inflation Adjusted | +9.51% |
+32.72%
Apr 1980 - Mar 1985 |
-16.48%
Oct 1969 - Sep 1974 |
13.01%
103 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.40% |
+35.39%
Mar 1979 - Feb 1985 |
-10.88%
Oct 1968 - Sep 1974 |
5.13%
40 out of 780 |
Euro Inflation Adjusted | +8.82% |
+29.67%
Mar 1979 - Feb 1985 |
-15.26%
Oct 1968 - Sep 1974 |
12.69%
99 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.88% |
+32.60%
Mar 1978 - Feb 1985 |
-7.25%
Oct 1967 - Sep 1974 |
4.56%
35 out of 768 |
Euro Inflation Adjusted | +9.17% |
+27.28%
Mar 1978 - Feb 1985 |
-11.35%
Oct 1967 - Sep 1974 |
13.41%
103 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.74% |
+27.64%
Oct 1975 - Sep 1983 |
-3.98%
Jun 2001 - May 2009 |
4.76%
36 out of 756 |
Euro Inflation Adjusted | +9.54% |
+23.75%
Sep 1992 - Aug 2000 |
-7.14%
Jan 1967 - Dec 1974 |
13.76%
104 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.88% |
+30.08%
Oct 1974 - Sep 1983 |
-3.14%
Jan 1966 - Dec 1974 |
3.09%
23 out of 744 |
Euro Inflation Adjusted | +9.44% |
+24.41%
Oct 1974 - Sep 1983 |
-6.97%
Jan 1966 - Dec 1974 |
12.77%
95 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.97% |
+28.18%
Oct 1974 - Sep 1984 |
-1.17%
Oct 1964 - Sep 1974 |
0.41%
3 out of 732 |
Euro Inflation Adjusted | +9.60% |
+23.09%
Nov 1990 - Oct 2000 |
-5.05%
Oct 1964 - Sep 1974 |
9.15%
67 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.10% |
+25.92%
Jan 1975 - Dec 1985 |
+0.55%
Jan 1964 - Dec 1974 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +9.66% |
+21.15%
Jan 1975 - Dec 1985 |
-3.26%
Oct 1963 - Sep 1974 |
7.64%
55 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.37% |
+23.90%
Oct 1974 - Sep 1986 |
+1.99%
Jan 1963 - Dec 1974 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +9.87% |
+19.50%
Oct 1974 - Sep 1986 |
-1.83%
Jan 1963 - Dec 1974 |
3.25%
23 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.34% |
+23.72%
Oct 1974 - Sep 1987 |
+1.02%
Jan 1962 - Dec 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +9.62% |
+19.62%
Oct 1974 - Sep 1987 |
-2.67%
Jan 1962 - Dec 1974 |
2.01%
14 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.99% |
+21.25%
Oct 1974 - Sep 1988 |
+2.58%
Jan 1961 - Dec 1974 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +9.28% |
+17.40%
Oct 1974 - Sep 1988 |
-1.11%
Jan 1961 - Dec 1974 |
1.02%
7 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.37% |
+21.78%
Oct 1974 - Sep 1989 |
+2.83%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +8.80% |
+17.94%
Oct 1974 - Sep 1989 |
-0.66%
Jan 1960 - Dec 1974 |
0.60%
4 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.24% |
+18.62%
Feb 1978 - Jan 1994 |
+3.29%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +8.42% |
+15.04%
Apr 1982 - Mar 1998 |
-0.09%
Jan 1959 - Dec 1974 |
0.15%
1 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.04% |
+19.13%
Oct 1974 - Sep 1991 |
+5.21%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +8.09% |
+15.44%
Aug 1980 - Jul 1997 |
+1.39%
Dec 1961 - Nov 1978 |
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 | +11.11% |
+19.83%
Apr 1980 - Mar 1998 |
+5.22%
Jan 1957 - Dec 1974 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +8.36% |
+16.64%
Apr 1980 - Mar 1998 |
+1.98%
Jan 1957 - Dec 1974 |
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 | +11.20% |
+19.63%
Jan 1975 - Dec 1993 |
+5.34%
Oct 1955 - Sep 1974 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +8.19% |
+15.79%
Jan 1975 - Dec 1993 |
+2.21%
Oct 1955 - Sep 1974 |
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 | +11.19% |
+19.90%
Apr 1980 - Mar 2000 |
+6.04%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +8.17% |
+16.85%
Apr 1980 - Mar 2000 |
+2.90%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the SPDR S&P 400 US Mid Cap (SPY4.DE) ETF: Historical Returns page.