UBS CMCI Composite SF (UIQK.DE): Rolling Returns

Data Source: from August 1953 to June 2024 (~71 years)
Consolidated Returns as of 30 June 2024

Holding the UBS CMCI Composite SF (UIQK.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 242 months (from September 2000 to October 2020).

This means that every rolling period of 243 months or above has always granted a positive return.

To obtain comprehensive information, please consult the UBS CMCI Composite SF (UIQK.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

UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to June 2024

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The annualized return of the last 10 years has been 3.78% (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.

UBS CMCI COMPOSITE SF (UIQK.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Inflation Adjusted:

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Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.12% +91.49%
Mar 1999 - Feb 2000
-42.38%
Jul 2008 - Jun 2009
38.10%
320 out of 840
Euro Inflation Adjusted +1.18% +87.86%
Mar 1999 - Feb 2000
-42.29%
Jul 2008 - Jun 2009
45.36%
381 out of 840
1 Year Annualized Rolling Returns
Timeframes ending in every month

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1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.39% +67.81%
Dec 1998 - Nov 2000
-23.57%
Feb 1997 - Jan 1999
36.59%
303 out of 828
Euro Inflation Adjusted +0.99% +64.60%
Dec 1998 - Nov 2000
-24.26%
Feb 1997 - Jan 1999
45.77%
379 out of 828
2 Years Annualized Rolling Returns
Timeframes ending in every month

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2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.42% +50.62%
Nov 1971 - Oct 1974
-12.80%
Sep 2012 - Aug 2015
30.76%
251 out of 816
Euro Inflation Adjusted +1.28% +41.32%
Nov 1971 - Oct 1974
-14.18%
Nov 1974 - Oct 1977
43.63%
356 out of 816
3 Years Annualized Rolling Returns
Timeframes ending in every month

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3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.64% +39.18%
Dec 1970 - Nov 1974
-10.94%
Sep 2012 - Aug 2016
25.62%
206 out of 804
Euro Inflation Adjusted +2.25% +30.71%
Dec 1970 - Nov 1974
-11.40%
Sep 2012 - Aug 2016
37.81%
304 out of 804
4 Years Annualized Rolling Returns
Timeframes ending in every month

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4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.13% +32.30%
Dec 1969 - Nov 1974
-8.83%
Sep 2012 - Aug 2017
19.19%
152 out of 792
Euro Inflation Adjusted +2.85% +24.88%
Nov 1969 - Oct 1974
-9.48%
Sep 2012 - Aug 2017
37.63%
298 out of 792
5 Years Annualized Rolling Returns
Timeframes ending in every month

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5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.15% +26.16%
Nov 1968 - Oct 1974
-7.30%
May 2014 - Apr 2020
20.64%
161 out of 780
Euro Inflation Adjusted +3.47% +19.86%
Nov 1968 - Oct 1974
-8.05%
May 2014 - Apr 2020
36.79%
287 out of 780
6 Years Annualized Rolling Returns
Timeframes ending in every month

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6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.08% +21.78%
Nov 1967 - Oct 1974
-7.43%
Apr 2013 - Mar 2020
18.10%
139 out of 768
Euro Inflation Adjusted +4.40% +17.96%
Jan 1999 - Dec 2005
-8.15%
Sep 2008 - Aug 2015
34.11%
262 out of 768
7 Years Annualized Rolling Returns
Timeframes ending in every month

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7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.35% +19.46%
Oct 1971 - Sep 1979
-7.22%
Jul 2008 - Jun 2016
17.86%
135 out of 756
Euro Inflation Adjusted +4.64% +14.08%
Mar 1977 - Feb 1985
-8.23%
Jul 2008 - Jun 2016
33.73%
255 out of 756
8 Years Annualized Rolling Returns
Timeframes ending in every month

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8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.35% +19.96%
Dec 1971 - Nov 1980
-7.04%
Jul 2008 - Jun 2017
14.65%
109 out of 744
Euro Inflation Adjusted +4.85% +14.52%
Mar 1999 - Feb 2008
-8.07%
Jul 2008 - Jun 2017
31.45%
234 out of 744
9 Years Annualized Rolling Returns
Timeframes ending in every month

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9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.05% +19.17%
Dec 1970 - Nov 1980
-5.26%
Jul 2008 - Jun 2018
12.84%
94 out of 732
Euro Inflation Adjusted +4.71% +13.37%
Dec 1970 - Nov 1980
-6.38%
Jul 2008 - Jun 2018
28.55%
209 out of 732
10 Years Annualized Rolling Returns
Timeframes ending in every month

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10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.73% +18.59%
Aug 1972 - Jul 1983
-5.11%
Jul 2008 - Jun 2019
11.25%
81 out of 720
Euro Inflation Adjusted +5.00% +12.96%
Aug 1972 - Jul 1983
-6.26%
Jul 2008 - Jun 2019
27.22%
196 out of 720
11 Years Annualized Rolling Returns
Timeframes ending in every month

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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.00% +18.80%
Sep 1971 - Aug 1983
-5.96%
Jul 2008 - Jun 2020
10.17%
72 out of 708
Euro Inflation Adjusted +5.05% +13.38%
Oct 1978 - Sep 1990
-7.02%
Jul 2008 - Jun 2020
23.87%
169 out of 708
12 Years Annualized Rolling Returns
Timeframes ending in every month

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12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.07% +18.89%
Oct 1971 - Sep 1984
-3.01%
May 2007 - Apr 2020
9.34%
65 out of 696
Euro Inflation Adjusted +5.13% +13.50%
Oct 1977 - Sep 1990
-4.31%
May 2007 - Apr 2020
22.70%
158 out of 696
13 Years Annualized Rolling Returns
Timeframes ending in every month

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13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.89% +18.24%
Jun 1970 - May 1984
-3.32%
May 2006 - Apr 2020
6.14%
42 out of 684
Euro Inflation Adjusted +4.97% +12.76%
Jun 1970 - May 1984
-4.65%
May 2006 - Apr 2020
21.20%
145 out of 684
14 Years Annualized Rolling Returns
Timeframes ending in every month

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14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.99% +17.76%
Mar 1970 - Feb 1985
-2.83%
Oct 2005 - Sep 2020
4.46%
30 out of 672
Euro Inflation Adjusted +5.20% +12.45%
Mar 1970 - Feb 1985
-4.14%
Oct 2005 - Sep 2020
19.05%
128 out of 672
15 Years Annualized Rolling Returns
Timeframes ending in every month

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15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.20% +16.61%
Mar 1969 - Feb 1985
-1.75%
Apr 2004 - Mar 2020
2.58%
17 out of 660
Euro Inflation Adjusted +5.45% +11.49%
Mar 1969 - Feb 1985
-3.22%
Apr 2004 - Mar 2020
16.82%
111 out of 660
16 Years Annualized Rolling Returns
Timeframes ending in every month

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16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.99% +15.49%
Mar 1968 - Feb 1985
-0.33%
Dec 2000 - Nov 2017
0.93%
6 out of 648
Euro Inflation Adjusted +5.34% +11.20%
Jun 1972 - May 1989
-2.00%
Dec 2000 - Nov 2017
12.96%
84 out of 648
17 Years Annualized Rolling Returns
Timeframes ending in every month

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17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.91% +15.88%
Oct 1972 - Sep 1990
-0.30%
Dec 2000 - Nov 2018
0.31%
2 out of 636
Euro Inflation Adjusted +5.15% +11.76%
Oct 1972 - Sep 1990
-1.98%
Dec 2000 - Nov 2018
8.65%
55 out of 636
18 Years Annualized Rolling Returns
Timeframes ending in every month

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18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.18% +16.82%
Oct 1971 - Sep 1990
-1.01%
May 2001 - Apr 2020
0.96%
6 out of 624
Euro Inflation Adjusted +5.24% +12.53%
Oct 1971 - Sep 1990
-2.58%
May 2001 - Apr 2020
3.69%
23 out of 624
19 Years Annualized Rolling Returns
Timeframes ending in every month

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19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.32% +16.10%
Oct 1970 - Sep 1990
-0.51%
Nov 2000 - Oct 2020
0.65%
4 out of 612
Euro Inflation Adjusted +5.33% +11.73%
Oct 1970 - Sep 1990
-2.07%
Nov 2000 - Oct 2020
2.94%
18 out of 612
20 Years Annualized Rolling Returns
Timeframes ending in every month

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20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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To obtain comprehensive information, please consult the UBS CMCI Composite SF (UIQK.DE) ETF: Historical Returns page.