VanEck Vectors AMT-Free Intermediate Municipal Index (ITM): Rolling Returns

Data Source: from January 1978 to June 2024 (~47 years)
Consolidated Returns as of 30 June 2024

Holding the VanEck Vectors AMT-Free Intermediate Municipal Index (ITM) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~47 years), the longest period with a negative return lasted 74 months (from September 2016 to October 2022).

This means that every rolling period of 75 months or above has always granted a positive return.

To obtain comprehensive information, please consult the VanEck Vectors AMT-Free Intermediate Municipal Index (ITM) 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

VANECK VECTORS AMT-FREE INTERMEDIATE MUNICIPAL INDEX (ITM) ETF
Previous vs Next Returns - 10 Years annualized
Updated to June 2024

Loading data
Please wait

Loading data
Please wait

The annualized return of the last 10 years has been 2.10% (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.

VANECK VECTORS AMT-FREE INTERMEDIATE MUNICIPAL INDEX (ITM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1978 - 30 June 2024 (~47 years)
Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.19% +31.07%
Jan 1982 - Dec 1982
-15.66%
Apr 1979 - Mar 1980
15.90%
87 out of 547
US Inflation Adjusted +2.69% +26.24%
Jan 1982 - Dec 1982
-26.40%
Apr 1979 - Mar 1980
32.72%
179 out of 547
1 Year Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.46% +19.81%
Oct 1981 - Sep 1983
-13.12%
Sep 1979 - Aug 1981
11.78%
63 out of 535
US Inflation Adjusted +2.92% +15.37%
Oct 1981 - Sep 1983
-22.33%
Sep 1979 - Aug 1981
22.62%
121 out of 535
2 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.30% +16.24%
Feb 1982 - Jan 1985
-8.45%
Oct 1978 - Sep 1981
8.99%
47 out of 523
US Inflation Adjusted +2.79% +11.94%
Feb 1982 - Jan 1985
-18.16%
Oct 1978 - Sep 1981
17.21%
90 out of 523
3 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.24% +16.41%
Feb 1982 - Jan 1986
-6.05%
Jan 1978 - Dec 1981
3.91%
20 out of 511
US Inflation Adjusted +2.73% +12.07%
Feb 1982 - Jan 1986
-15.25%
Jan 1978 - Dec 1981
13.89%
71 out of 511
4 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.33% +16.05%
Feb 1982 - Jan 1987
+0.04%
Nov 2017 - Oct 2022
0.00%
0 out of 499
US Inflation Adjusted +3.01% +12.27%
Feb 1982 - Jan 1987
-8.22%
Jan 1978 - Dec 1982
12.42%
62 out of 499
5 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.22% +13.67%
Feb 1982 - Jan 1988
+0.10%
Oct 2016 - Sep 2022
0.00%
0 out of 487
US Inflation Adjusted +2.94% +9.83%
Feb 1982 - Jan 1988
-6.50%
Jan 1978 - Dec 1983
11.29%
55 out of 487
6 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.22% +12.90%
Oct 1981 - Sep 1988
+0.57%
Nov 2016 - Oct 2023
0.00%
0 out of 475
US Inflation Adjusted +2.86% +8.95%
Oct 1981 - Sep 1988
-4.90%
Jan 1978 - Dec 1984
10.74%
51 out of 475
7 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.21% +12.49%
Jan 1982 - Dec 1989
+1.10%
Nov 2015 - Oct 2023
0.00%
0 out of 463
US Inflation Adjusted +2.83% +8.42%
Jan 1982 - Dec 1989
-2.83%
Jan 1978 - Dec 1985
8.64%
40 out of 463
8 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.12% +11.89%
Jan 1982 - Dec 1990
+1.29%
Nov 2014 - Oct 2023
0.00%
0 out of 451
US Inflation Adjusted +2.75% +7.56%
Jan 1982 - Dec 1990
-1.58%
Nov 2014 - Oct 2023
8.43%
38 out of 451
9 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.06% +11.91%
Jan 1982 - Dec 1991
+1.37%
Nov 2012 - Oct 2022
0.00%
0 out of 439
US Inflation Adjusted +2.69% +7.69%
Jan 1982 - Dec 1991
-1.16%
Jan 1978 - Dec 1987
8.20%
36 out of 439
10 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.09% +11.63%
Jan 1982 - Dec 1992
+1.46%
Nov 2012 - Oct 2023
0.00%
0 out of 427
US Inflation Adjusted +2.63% +7.51%
Jan 1982 - Dec 1992
-1.12%
Nov 2012 - Oct 2023
6.32%
27 out of 427
11 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.19% +11.71%
Oct 1981 - Sep 1993
+2.03%
Jun 2012 - May 2024
0.00%
0 out of 415
US Inflation Adjusted +2.61% +7.66%
Oct 1981 - Sep 1993
-0.61%
Jun 2012 - May 2024
4.58%
19 out of 415
12 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.10% +10.83%
Sep 1981 - Aug 1994
+2.27%
Nov 2010 - Oct 2023
0.00%
0 out of 403
US Inflation Adjusted +2.54% +6.81%
Sep 1981 - Aug 1994
-0.37%
Nov 2010 - Oct 2023
0.99%
4 out of 403
13 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.00% +10.72%
Jan 1982 - Dec 1995
+2.56%
Oct 2009 - Sep 2023
0.00%
0 out of 391
US Inflation Adjusted +2.46% +6.90%
Jan 1982 - Dec 1995
+0.00%
Oct 2009 - Sep 2023
0.00%
0 out of 391
14 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.15% +10.28%
Jan 1982 - Dec 1996
+2.94%
Nov 2007 - Oct 2022
0.00%
0 out of 379
US Inflation Adjusted +2.53% +6.48%
Jan 1982 - Dec 1996
+0.47%
Jun 2009 - May 2024
0.00%
0 out of 379
15 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.19% +10.09%
Oct 1981 - Sep 1997
+2.91%
Nov 2007 - Oct 2023
0.00%
0 out of 367
US Inflation Adjusted +2.58% +6.41%
Jan 1982 - Dec 1997
+0.46%
Nov 2006 - Oct 2022
0.00%
0 out of 367
16 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.26% +9.90%
Oct 1981 - Sep 1998
+2.90%
Nov 2006 - Oct 2023
0.00%
0 out of 355
US Inflation Adjusted +2.57% +6.32%
Oct 1981 - Sep 1998
+0.38%
Nov 2006 - Oct 2023
0.00%
0 out of 355
17 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.42% +9.35%
Oct 1981 - Sep 1999
+2.94%
Nov 2004 - Oct 2022
0.00%
0 out of 343
US Inflation Adjusted +2.67% +5.83%
Oct 1981 - Sep 1999
+0.43%
Nov 2004 - Oct 2022
0.00%
0 out of 343
18 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.50% +9.22%
Jan 1982 - Dec 2000
+2.92%
Nov 2004 - Oct 2023
0.00%
0 out of 331
US Inflation Adjusted +2.65% +5.72%
Jan 1982 - Dec 2000
+0.36%
Nov 2004 - Oct 2023
0.00%
0 out of 331
19 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.59% +9.17%
Sep 1981 - Aug 2001
+3.01%
Nov 2003 - Oct 2023
0.00%
0 out of 319
US Inflation Adjusted +2.77% +5.68%
Oct 1981 - Sep 2001
+0.42%
Nov 2003 - Oct 2023
0.00%
0 out of 319
20 Years Annualized Rolling Returns
Timeframes ending in every month

Loading data
Please wait
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Loading data
Please wait

To obtain comprehensive information, please consult the VanEck Vectors AMT-Free Intermediate Municipal Index (ITM) ETF: Historical Returns page.