UBS CMCI Composite SF Eur Hedged (BCFE.DE): Rolling Returns

Data Source: from January 1950 to April 2024 (~74 years)
Consolidated Returns as of 30 April 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 (~74 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

UBS CMCI COMPOSITE SF EUR HEDGED (BCFE.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been -2.89% (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.

UBS CMCI COMPOSITE SF EUR HEDGED (BCFE.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.16% +106.49%
Aug 1972 - Jul 1973
-47.91%
Jul 2008 - Jun 2009
41.20%
363 out of 881
Euro Inflation Adjusted +0.67% +92.42%
Aug 1972 - Jul 1973
-47.83%
Jul 2008 - Jun 2009
48.24%
425 out of 881
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 +2.83% +69.35%
Nov 1972 - Oct 1974
-30.46%
Mar 2014 - Feb 2016
34.98%
304 out of 869
Euro Inflation Adjusted +0.52% +58.45%
Nov 1972 - Oct 1974
-30.31%
Mar 2014 - Feb 2016
47.41%
412 out of 869
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 +2.25% +56.89%
Nov 1971 - Oct 1974
-23.65%
Feb 2013 - Jan 2016
28.24%
242 out of 857
Euro Inflation Adjusted +0.61% +47.20%
Nov 1971 - Oct 1974
-23.78%
Feb 2013 - Jan 2016
46.44%
398 out of 857
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 +2.64% +46.36%
Dec 1970 - Nov 1974
-18.92%
Mar 2012 - Feb 2016
23.79%
201 out of 845
Euro Inflation Adjusted +0.62% +37.46%
Dec 1970 - Nov 1974
-19.35%
Mar 2012 - Feb 2016
46.27%
391 out of 845
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 +3.09% +38.26%
Dec 1969 - Nov 1974
-15.55%
Mar 2011 - Feb 2016
20.53%
171 out of 833
Euro Inflation Adjusted +0.99% +30.44%
Dec 1969 - Nov 1974
-16.36%
Mar 2011 - Feb 2016
41.90%
349 out of 833
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 +3.66% +30.05%
Dec 1968 - Nov 1974
-13.50%
May 2014 - Apr 2020
20.58%
169 out of 821
Euro Inflation Adjusted +1.08% +23.56%
Dec 1968 - Nov 1974
-14.20%
May 2014 - Apr 2020
37.64%
309 out of 821
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 +3.87% +24.24%
Dec 1967 - Nov 1974
-12.08%
Aug 2008 - Jul 2015
17.43%
141 out of 809
Euro Inflation Adjusted +1.02% +18.59%
Dec 1967 - Nov 1974
-13.10%
Aug 2008 - Jul 2015
40.91%
331 out of 809
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 +4.12% +21.09%
Jun 1970 - May 1978
-12.11%
Jul 2008 - Jun 2016
17.19%
137 out of 797
Euro Inflation Adjusted +1.04% +15.56%
Dec 1966 - Nov 1974
-13.07%
Jul 2008 - Jun 2016
40.28%
321 out of 797
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 +4.72% +20.70%
Jul 1999 - Jun 2008
-11.63%
Jul 2008 - Jun 2017
17.96%
141 out of 785
Euro Inflation Adjusted +1.67% +17.88%
Jul 1999 - Jun 2008
-12.60%
Jul 2008 - Jun 2017
35.92%
282 out of 785
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 +5.92% +19.85%
Nov 1970 - Oct 1980
-10.01%
Jul 2008 - Jun 2018
17.21%
133 out of 773
Euro Inflation Adjusted +3.07% +14.75%
Jul 1998 - Jun 2008
-11.08%
Jul 2008 - Jun 2018
35.45%
274 out of 773
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 +7.25% +19.05%
Nov 1969 - Oct 1980
-9.93%
Jul 2008 - Jun 2019
16.43%
125 out of 761
Euro Inflation Adjusted +4.38% +13.40%
Nov 1969 - Oct 1980
-11.02%
Jul 2008 - Jun 2019
34.56%
263 out of 761
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 +7.54% +16.90%
Nov 1968 - Oct 1980
-10.24%
Jul 2008 - Jun 2020
16.15%
121 out of 749
Euro Inflation Adjusted +4.63% +11.62%
Nov 1968 - Oct 1980
-11.25%
Jul 2008 - Jun 2020
32.18%
241 out of 749
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 +7.72% +15.01%
Nov 1967 - Oct 1980
-7.09%
Jul 2008 - Jun 2021
15.20%
112 out of 737
Euro Inflation Adjusted +4.50% +11.56%
Jul 1995 - Jun 2008
-8.19%
Jul 2008 - Jun 2021
30.53%
225 out of 737
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 +7.78% +13.65%
Nov 1966 - Oct 1980
-5.46%
May 2006 - Apr 2020
12.14%
88 out of 725
Euro Inflation Adjusted +4.76% +10.05%
Jul 1994 - Jun 2008
-6.76%
May 2006 - Apr 2020
25.52%
185 out of 725
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 +7.79% +12.84%
Nov 1965 - Oct 1980
-5.32%
Jul 2008 - Jun 2023
10.10%
72 out of 713
Euro Inflation Adjusted +4.94% +9.40%
Jul 1993 - Jun 2008
-7.14%
Jul 2008 - Jun 2023
25.67%
183 out of 713
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 +7.82% +11.80%
Nov 1964 - Oct 1980
-3.78%
Mar 2008 - Feb 2024
8.84%
62 out of 701
Euro Inflation Adjusted +4.78% +8.81%
Oct 1988 - Sep 2004
-5.69%
Mar 2008 - Feb 2024
23.97%
168 out of 701
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 +7.93% +12.09%
Oct 1988 - Sep 2005
-1.96%
Apr 2004 - Mar 2021
7.26%
50 out of 689
Euro Inflation Adjusted +4.68% +9.46%
Mar 1987 - Feb 2004
-3.64%
Jun 2006 - May 2023
20.61%
142 out of 689
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 +7.68% +13.42%
Oct 1972 - Sep 1990
-1.51%
Feb 2006 - Jan 2024
3.69%
25 out of 677
Euro Inflation Adjusted +4.38% +10.00%
Apr 1986 - Mar 2004
-3.51%
Feb 2006 - Jan 2024
19.35%
131 out of 677
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 +7.48% +14.78%
Oct 1971 - Sep 1990
-0.91%
Mar 2005 - Feb 2024
2.26%
15 out of 665
Euro Inflation Adjusted +4.17% +10.57%
Oct 1971 - Sep 1990
-2.95%
Mar 2005 - Feb 2024
15.19%
101 out of 665
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 +7.47% +14.54%
Oct 1970 - Sep 1990
-0.34%
Apr 2004 - Mar 2024
0.92%
6 out of 653
Euro Inflation Adjusted +4.00% +10.22%
Oct 1970 - Sep 1990
-2.40%
Apr 2004 - Mar 2024
12.86%
84 out of 653
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 UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF: Historical Returns page.