SPDR S&P 400 US Mid Cap (SPY4.DE): Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 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 (~49 years), the longest period with a negative return lasted 116 months (from July 1999 to February 2009).

This means that every rolling period of 117 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

SPDR S&P 400 US MID CAP (SPY4.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 11.91% (updated at Apr 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.

SPDR S&P 400 US MID CAP (SPY4.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.78% +101.37%
Aug 1982 - Jul 1983
-38.82%
Apr 2002 - Mar 2003
23.41%
136 out of 581
Euro Inflation Adjusted +10.50% +95.77%
Aug 1982 - Jul 1983
-40.23%
Apr 2002 - Mar 2003
28.57%
166 out of 581
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.99% +51.75%
Sep 1998 - Aug 2000
-24.00%
Mar 2007 - Feb 2009
14.24%
81 out of 569
Euro Inflation Adjusted +11.34% +49.39%
Sep 1998 - Aug 2000
-25.64%
Mar 2007 - Feb 2009
17.57%
100 out of 569
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.45% +48.47%
Jul 1980 - Jun 1983
-17.16%
Mar 2006 - Feb 2009
12.75%
71 out of 557
Euro Inflation Adjusted +10.46% +41.67%
Jul 1980 - Jun 1983
-18.85%
Mar 2006 - Feb 2009
14.72%
82 out of 557
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.71% +39.88%
Dec 1979 - Nov 1983
-7.20%
Mar 2005 - Feb 2009
6.97%
38 out of 545
Euro Inflation Adjusted +10.51% +33.38%
Dec 1979 - Nov 1983
-9.15%
Mar 2005 - Feb 2009
10.83%
59 out of 545
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.77% +38.47%
Dec 1978 - Nov 1983
-4.77%
Mar 2004 - Feb 2009
2.81%
15 out of 533
Euro Inflation Adjusted +10.74% +32.72%
Apr 1980 - Mar 1985
-6.77%
Mar 2004 - Feb 2009
7.32%
39 out of 533
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.31% +35.39%
Mar 1979 - Feb 1985
-2.71%
Apr 2002 - Mar 2008
1.15%
6 out of 521
Euro Inflation Adjusted +10.32% +29.67%
Mar 1979 - Feb 1985
-4.91%
Apr 2002 - Mar 2008
5.57%
29 out of 521
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.80% +32.60%
Mar 1978 - Feb 1985
-6.10%
Apr 2002 - Mar 2009
2.36%
12 out of 509
Euro Inflation Adjusted +10.36% +27.28%
Mar 1978 - Feb 1985
-8.00%
Apr 2002 - Mar 2009
5.30%
27 out of 509
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.93% +27.64%
Oct 1975 - Sep 1983
-3.98%
Jun 2001 - May 2009
3.42%
17 out of 497
Euro Inflation Adjusted +10.90% +23.75%
Sep 1992 - Aug 2000
-5.97%
Mar 2001 - Feb 2009
5.23%
26 out of 497
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.50% +29.81%
Jan 1975 - Dec 1983
-2.73%
Apr 2000 - Mar 2009
2.68%
13 out of 485
Euro Inflation Adjusted +10.33% +24.30%
Jan 1975 - Dec 1983
-4.76%
Apr 2000 - Mar 2009
4.33%
21 out of 485
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.66% +28.09%
Jan 1975 - Dec 1984
+0.42%
Sep 2000 - Aug 2010
0.00%
0 out of 473
Euro Inflation Adjusted +10.55% +23.09%
Nov 1990 - Oct 2000
-1.57%
Sep 2000 - Aug 2010
1.27%
6 out of 473
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.83% +25.92%
Jan 1975 - Dec 1985
+0.75%
Oct 2000 - Sep 2011
0.00%
0 out of 461
Euro Inflation Adjusted +10.60% +21.15%
Jan 1975 - Dec 1985
-1.32%
Oct 2000 - Sep 2011
1.08%
5 out of 461
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.83% +23.22%
Jan 1975 - Dec 1986
+2.96%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +10.42% +19.04%
Jan 1975 - Dec 1986
+0.78%
Nov 2000 - Oct 2012
0.00%
0 out of 449
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.74% +20.06%
Dec 1987 - Nov 2000
+4.19%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +10.24% +17.09%
Nov 1987 - Oct 2000
+2.09%
Sep 2000 - Aug 2013
0.00%
0 out of 437
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.77% +20.43%
Jan 1975 - Dec 1988
+5.48%
Oct 1997 - Sep 2011
0.00%
0 out of 425
Euro Inflation Adjusted +10.28% +16.68%
Jan 1975 - Dec 1988
+3.43%
Oct 1997 - Sep 2011
0.00%
0 out of 425
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.41% +20.67%
Jan 1975 - Dec 1989
+6.03%
Oct 2000 - Sep 2015
0.00%
0 out of 413
Euro Inflation Adjusted +9.97% +16.92%
Jan 1975 - Dec 1989
+4.11%
Mar 1994 - Feb 2009
0.00%
0 out of 413
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.78% +18.62%
Feb 1978 - Jan 1994
+6.47%
Nov 2000 - Oct 2016
0.00%
0 out of 401
Euro Inflation Adjusted +9.42% +15.04%
Apr 1982 - Mar 1998
+4.66%
Nov 2000 - Oct 2016
0.00%
0 out of 401
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.15% +18.81%
Jan 1975 - Dec 1991
+6.50%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +9.00% +15.44%
Aug 1980 - Jul 1997
+4.72%
Sep 2000 - Aug 2017
0.00%
0 out of 389
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.21% +19.83%
Apr 1980 - Mar 1998
+5.61%
Apr 2002 - Mar 2020
0.00%
0 out of 377
Euro Inflation Adjusted +8.97% +16.64%
Apr 1980 - Mar 1998
+3.97%
Apr 2002 - Mar 2020
0.00%
0 out of 377
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.30% +19.63%
Jan 1975 - Dec 1993
+6.30%
Apr 2001 - Mar 2020
0.00%
0 out of 365
Euro Inflation Adjusted +9.05% +15.79%
Jan 1975 - Dec 1993
+4.60%
Apr 2001 - Mar 2020
0.00%
0 out of 365
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.29% +19.90%
Apr 1980 - Mar 2000
+6.04%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +9.03% +16.85%
Apr 1980 - Mar 2000
+4.32%
Apr 2000 - Mar 2020
0.00%
0 out of 353
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the SPDR S&P 400 US Mid Cap (SPY4.DE) ETF: Historical Returns page.