United States Copper Index Fund (CPER): Rolling Returns

Data Source: from August 1988 to April 2024 (~36 years)
Consolidated Returns as of 30 April 2024

Holding the United States Copper Index Fund (CPER) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~36 years), the longest period with a negative return lasted 242 months (from December 1988 to January 2009).

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

To obtain comprehensive information, please consult the United States Copper Index Fund (CPER) 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

UNITED STATES COPPER INDEX FUND (CPER) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 3.31% (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.

UNITED STATES COPPER INDEX FUND (CPER) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1988 - 30 April 2024 (~36 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return -0.70% +146.94%
Jun 2005 - May 2006 		-60.38%
Mar 2008 - Feb 2009 		50.96%
213 out of 418
US Inflation Adjusted -3.58% +137.50%
Jun 2005 - May 2006 		-60.39%
Mar 2008 - Feb 2009 		54.31%
227 out of 418
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 -2.61% +78.39%
Jan 2009 - Dec 2010 		-30.09%
Jan 2007 - Dec 2008 		54.43%
221 out of 406
US Inflation Adjusted -4.96% +74.68%
Jan 2009 - Dec 2010 		-31.47%
Jan 2007 - Dec 2008 		58.87%
239 out of 406
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 +1.80% +68.27%
Jun 2003 - May 2006 		-19.55%
Feb 2013 - Jan 2016 		45.43%
179 out of 394
US Inflation Adjusted -1.01% +62.98%
Jun 2003 - May 2006 		-21.03%
Jan 1996 - Dec 1998 		53.30%
210 out of 394
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 +1.83% +51.93%
Aug 2002 - Jul 2006 		-18.28%
Apr 1995 - Mar 1999 		44.50%
170 out of 382
US Inflation Adjusted -0.52% +47.45%
Aug 2002 - Jul 2006 		-20.03%
Apr 1995 - Mar 1999 		50.79%
194 out of 382
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 +1.31% +40.63%
Oct 2002 - Sep 2007 		-15.26%
Feb 2011 - Jan 2016 		46.22%
171 out of 370
US Inflation Adjusted -1.60% +36.67%
Oct 2002 - Sep 2007 		-16.47%
Feb 2011 - Jan 2016 		57.03%
211 out of 370
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 +0.60% +33.34%
Oct 2001 - Sep 2007 		-11.41%
Nov 1995 - Oct 2001 		48.04%
172 out of 358
US Inflation Adjusted -1.79% +29.88%
Oct 2001 - Sep 2007 		-13.55%
Oct 1995 - Sep 2001 		58.66%
210 out of 358
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 +0.19% +29.03%
Jun 1999 - May 2006 		-10.01%
Jan 1995 - Dec 2001 		49.42%
171 out of 346
US Inflation Adjusted -2.21% +25.53%
Jun 1999 - May 2006 		-12.13%
Jan 1995 - Dec 2001 		55.20%
191 out of 346
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 +0.14% +26.00%
Jan 2003 - Dec 2010 		-8.34%
Jan 1995 - Dec 2002 		49.40%
165 out of 334
US Inflation Adjusted -2.25% +22.99%
Jan 2003 - Dec 2010 		-10.51%
Jan 1995 - Dec 2002 		55.39%
185 out of 334
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 +0.51% +23.36%
Jan 2002 - Dec 2010 		-8.46%
Apr 2011 - Mar 2020 		46.89%
151 out of 322
US Inflation Adjusted -1.86% +20.42%
Jan 2002 - Dec 2010 		-10.49%
Jan 1989 - Dec 1997 		59.01%
190 out of 322
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 +0.91% +20.77%
Aug 2001 - Jul 2011 		-8.16%
Jan 1989 - Dec 1998 		43.23%
134 out of 310
US Inflation Adjusted -1.52% +17.91%
Aug 2001 - Jul 2011 		-10.96%
Jan 1989 - Dec 1998 		56.45%
175 out of 310
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 +2.53% +17.14%
Apr 1999 - Mar 2010 		-5.93%
Oct 1990 - Sep 2001 		39.26%
117 out of 298
US Inflation Adjusted +0.59% +14.32%
Mar 2000 - Feb 2011 		-8.43%
Oct 1990 - Sep 2001 		47.65%
142 out of 298
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 +3.88% +17.86%
Mar 1999 - Feb 2011 		-5.61%
Sep 1989 - Aug 2001 		31.82%
91 out of 286
US Inflation Adjusted +1.77% +14.97%
Mar 1999 - Feb 2011 		-8.37%
Oct 1989 - Sep 2001 		39.51%
113 out of 286
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 +5.41% +14.95%
Mar 1999 - Feb 2012 		-6.26%
Jan 1989 - Dec 2001 		24.45%
67 out of 274
US Inflation Adjusted +3.23% +12.10%
Mar 1999 - Feb 2012 		-9.00%
Jan 1989 - Dec 2001 		37.23%
102 out of 274
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 +6.19% +13.25%
Feb 1999 - Jan 2013 		-5.55%
Jan 1989 - Dec 2002 		14.50%
38 out of 262
US Inflation Adjusted +3.79% +10.53%
Feb 1999 - Jan 2013 		-8.27%
Jan 1989 - Dec 2002 		32.82%
86 out of 262
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 +6.37% +11.08%
Mar 1999 - Feb 2014 		-3.20%
Dec 1988 - Nov 2003 		8.80%
22 out of 250
US Inflation Adjusted +3.96% +8.47%
Jan 1999 - Dec 2013 		-5.94%
Dec 1988 - Nov 2003 		22.40%
56 out of 250
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 +6.68% +9.83%
Nov 2001 - Oct 2017 		-1.17%
Oct 2006 - Sep 2022 		7.98%
19 out of 238
US Inflation Adjusted +4.15% +7.60%
Nov 2001 - Oct 2017 		-3.49%
Oct 2006 - Sep 2022 		17.65%
42 out of 238
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 +6.51% +10.37%
Jan 1994 - Dec 2010 		-0.93%
Jun 2006 - May 2023 		2.65%
6 out of 226
US Inflation Adjusted +3.99% +7.74%
Jan 1994 - Dec 2010 		-3.30%
Jun 2006 - May 2023 		10.62%
24 out of 226
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 +6.10% +9.71%
May 2003 - Apr 2021 		+0.92%
Jan 1991 - Dec 2008 		0.00%
0 out of 214
US Inflation Adjusted +3.64% +7.44%
May 2003 - Apr 2021 		-1.60%
Jan 1991 - Dec 2008 		4.21%
9 out of 214
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 +5.79% +9.55%
Aug 2002 - Jul 2021 		+1.41%
Jan 1990 - Dec 2008 		0.00%
0 out of 202
US Inflation Adjusted +3.47% +7.20%
Aug 2002 - Jul 2021 		-1.30%
Jan 1990 - Dec 2008 		2.97%
6 out of 202
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 +6.06% +9.41%
Nov 2001 - Oct 2021 		-0.54%
Jan 1989 - Dec 2008 		1.05%
2 out of 190
US Inflation Adjusted +3.56% +7.02%
Nov 2001 - Oct 2021 		-3.29%
Jan 1989 - Dec 2008 		4.21%
8 out of 190
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 United States Copper Index Fund (CPER) ETF: Historical Returns page.