Consolidated Returns as of 30 June 2024
Holding the UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~75 years), the longest period with a negative return lasted 287 months (from July 1996 to May 2020).
This means that every rolling period of 288 months or above has always granted a positive return.
To obtain comprehensive information, please consult the UBS CMCI Composite SF Eur Hedged (BCFE.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 -3.00% (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 | +2.20% |
+106.49%
Aug 1972 - Jul 1973 |
-47.91%
Jul 2008 - Jun 2009 |
41.11%
363 out of 883 |
Euro Inflation Adjusted | +0.69% |
+92.42%
Aug 1972 - Jul 1973 |
-47.83%
Jul 2008 - Jun 2009 |
48.13%
425 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.79% |
+69.35%
Nov 1972 - Oct 1974 |
-30.46%
Mar 2014 - Feb 2016 |
35.13%
306 out of 871 |
Euro Inflation Adjusted | +0.52% |
+58.45%
Nov 1972 - Oct 1974 |
-30.31%
Mar 2014 - Feb 2016 |
47.53%
414 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.30% |
+56.89%
Nov 1971 - Oct 1974 |
-23.65%
Feb 2013 - Jan 2016 |
28.17%
242 out of 859 |
Euro Inflation Adjusted | +0.61% |
+47.20%
Nov 1971 - Oct 1974 |
-23.78%
Feb 2013 - Jan 2016 |
46.33%
398 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +2.65% |
+46.36%
Dec 1970 - Nov 1974 |
-18.92%
Mar 2012 - Feb 2016 |
23.73%
201 out of 847 |
Euro Inflation Adjusted | +0.63% |
+37.46%
Dec 1970 - Nov 1974 |
-19.35%
Mar 2012 - Feb 2016 |
46.16%
391 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.10% |
+38.26%
Dec 1969 - Nov 1974 |
-15.55%
Mar 2011 - Feb 2016 |
20.48%
171 out of 835 |
Euro Inflation Adjusted | +1.00% |
+30.44%
Dec 1969 - Nov 1974 |
-16.36%
Mar 2011 - Feb 2016 |
41.80%
349 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.74% |
+30.05%
Dec 1968 - Nov 1974 |
-13.50%
May 2014 - Apr 2020 |
20.53%
169 out of 823 |
Euro Inflation Adjusted | +1.08% |
+23.56%
Dec 1968 - Nov 1974 |
-14.20%
May 2014 - Apr 2020 |
37.55%
309 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.90% |
+24.24%
Dec 1967 - Nov 1974 |
-12.08%
Aug 2008 - Jul 2015 |
17.39%
141 out of 811 |
Euro Inflation Adjusted | +1.13% |
+18.59%
Dec 1967 - Nov 1974 |
-13.10%
Aug 2008 - Jul 2015 |
40.81%
331 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.10% |
+21.09%
Jun 1970 - May 1978 |
-12.11%
Jul 2008 - Jun 2016 |
17.15%
137 out of 799 |
Euro Inflation Adjusted | +1.04% |
+15.56%
Dec 1966 - Nov 1974 |
-13.07%
Jul 2008 - Jun 2016 |
40.18%
321 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.71% |
+20.70%
Jul 1999 - Jun 2008 |
-11.63%
Jul 2008 - Jun 2017 |
17.92%
141 out of 787 |
Euro Inflation Adjusted | +1.66% |
+17.88%
Jul 1999 - Jun 2008 |
-12.60%
Jul 2008 - Jun 2017 |
36.09%
284 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.89% |
+19.85%
Nov 1970 - Oct 1980 |
-10.01%
Jul 2008 - Jun 2018 |
17.42%
135 out of 775 |
Euro Inflation Adjusted | +3.05% |
+14.75%
Jul 1998 - Jun 2008 |
-11.08%
Jul 2008 - Jun 2018 |
35.61%
276 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.25% |
+19.05%
Nov 1969 - Oct 1980 |
-9.93%
Jul 2008 - Jun 2019 |
16.64%
127 out of 763 |
Euro Inflation Adjusted | +4.37% |
+13.40%
Nov 1969 - Oct 1980 |
-11.02%
Jul 2008 - Jun 2019 |
34.73%
265 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.54% |
+16.90%
Nov 1968 - Oct 1980 |
-10.24%
Jul 2008 - Jun 2020 |
16.38%
123 out of 751 |
Euro Inflation Adjusted | +4.62% |
+11.62%
Nov 1968 - Oct 1980 |
-11.25%
Jul 2008 - Jun 2020 |
32.36%
243 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.69% |
+15.01%
Nov 1967 - Oct 1980 |
-7.09%
Jul 2008 - Jun 2021 |
15.43%
114 out of 739 |
Euro Inflation Adjusted | +4.45% |
+11.56%
Jul 1995 - Jun 2008 |
-8.19%
Jul 2008 - Jun 2021 |
30.72%
227 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.78% |
+13.65%
Nov 1966 - Oct 1980 |
-5.46%
May 2006 - Apr 2020 |
12.38%
90 out of 727 |
Euro Inflation Adjusted | +4.75% |
+10.05%
Jul 1994 - Jun 2008 |
-6.76%
May 2006 - Apr 2020 |
25.72%
187 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.79% |
+12.84%
Nov 1965 - Oct 1980 |
-5.32%
Jul 2008 - Jun 2023 |
10.35%
74 out of 715 |
Euro Inflation Adjusted | +4.93% |
+9.40%
Jul 1993 - Jun 2008 |
-7.14%
Jul 2008 - Jun 2023 |
25.87%
185 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.82% |
+11.80%
Nov 1964 - Oct 1980 |
-4.75%
Jul 2008 - Jun 2024 |
9.10%
64 out of 703 |
Euro Inflation Adjusted | +4.76% |
+8.81%
Oct 1988 - Sep 2004 |
-6.61%
Jul 2008 - Jun 2024 |
24.18%
170 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.92% |
+12.09%
Oct 1988 - Sep 2005 |
-1.96%
Apr 2004 - Mar 2021 |
7.53%
52 out of 691 |
Euro Inflation Adjusted | +4.67% |
+9.46%
Mar 1987 - Feb 2004 |
-3.64%
Jun 2006 - May 2023 |
20.84%
144 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.66% |
+13.42%
Oct 1972 - Sep 1990 |
-1.51%
Feb 2006 - Jan 2024 |
3.98%
27 out of 679 |
Euro Inflation Adjusted | +4.38% |
+10.00%
Apr 1986 - Mar 2004 |
-3.51%
Feb 2006 - Jan 2024 |
19.59%
133 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.47% |
+14.78%
Oct 1971 - Sep 1990 |
-0.91%
Mar 2005 - Feb 2024 |
2.55%
17 out of 667 |
Euro Inflation Adjusted | +4.17% |
+10.57%
Oct 1971 - Sep 1990 |
-2.95%
Mar 2005 - Feb 2024 |
15.44%
103 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+14.54%
Oct 1970 - Sep 1990 |
-0.34%
Apr 2004 - Mar 2024 |
0.92%
6 out of 655 |
Euro Inflation Adjusted | +4.00% |
+10.22%
Oct 1970 - Sep 1990 |
-2.40%
Apr 2004 - Mar 2024 |
13.13%
86 out of 655 |
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To obtain comprehensive information, please consult the UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF: Historical Returns page.