Consolidated Returns as of 31 March 2024
Holding the Vanguard FTSE Pacific (VPL) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~54 years), the longest period with a negative return lasted 279 months (from March 1989 to May 2012).
This means that every rolling period of 280 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Vanguard FTSE Pacific (VPL) 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
The annualized return of the last 10 years has been 5.40% (updated at Mar 31, 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.20% |
+115.25%
Oct 1985 - Sep 1986 |
-44.49%
Mar 2008 - Feb 2009 |
33.59%
215 out of 640 |
US Inflation Adjusted | +5.46% |
+111.53%
Oct 1985 - Sep 1986 |
-44.95%
Oct 1973 - Sep 1974 |
40.47%
259 out of 640 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.26% |
+86.65%
May 1985 - Apr 1987 |
-27.85%
Mar 2007 - Feb 2009 |
29.94%
188 out of 628 |
US Inflation Adjusted | +3.78% |
+81.87%
May 1985 - Apr 1987 |
-29.30%
Mar 2007 - Feb 2009 |
39.17%
246 out of 628 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.08% |
+66.21%
Jun 1984 - May 1987 |
-22.30%
Apr 2000 - Mar 2003 |
24.03%
148 out of 616 |
US Inflation Adjusted | +3.81% |
+61.41%
Jun 1984 - May 1987 |
-24.17%
Apr 2000 - Mar 2003 |
35.06%
216 out of 616 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.52% |
+51.30%
Jun 1984 - May 1988 |
-14.19%
Sep 1994 - Aug 1998 |
26.16%
158 out of 604 |
US Inflation Adjusted | +3.54% |
+46.58%
Jun 1984 - May 1988 |
-16.15%
Sep 1994 - Aug 1998 |
38.41%
232 out of 604 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.35% |
+44.99%
Sep 1982 - Aug 1987 |
-10.23%
Sep 1993 - Aug 1998 |
21.45%
127 out of 592 |
US Inflation Adjusted | +2.76% |
+40.51%
Sep 1982 - Aug 1987 |
-12.38%
Sep 1993 - Aug 1998 |
35.30%
209 out of 592 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.58% |
+40.85%
Aug 1982 - Jul 1988 |
-9.06%
Oct 1996 - Sep 2002 |
15.34%
89 out of 580 |
US Inflation Adjusted | +2.69% |
+36.35%
Aug 1982 - Jul 1988 |
-11.13%
Feb 1996 - Jan 2002 |
31.72%
184 out of 580 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.49% |
+36.28%
Aug 1982 - Jul 1989 |
-9.84%
May 1996 - Apr 2003 |
12.68%
72 out of 568 |
US Inflation Adjusted | +3.64% |
+31.60%
Aug 1982 - Jul 1989 |
-11.87%
May 1996 - Apr 2003 |
27.46%
156 out of 568 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.61% |
+31.57%
Apr 1980 - Mar 1988 |
-7.81%
May 1995 - Apr 2003 |
14.57%
81 out of 556 |
US Inflation Adjusted | +3.27% |
+25.56%
Apr 1980 - Mar 1988 |
-9.96%
May 1995 - Apr 2003 |
27.16%
151 out of 556 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+28.40%
Apr 1980 - Mar 1989 |
-6.70%
May 1994 - Apr 2003 |
14.71%
80 out of 544 |
US Inflation Adjusted | +3.26% |
+22.52%
Apr 1980 - Mar 1989 |
-9.35%
Oct 1989 - Sep 1998 |
28.68%
156 out of 544 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.97% |
+28.34%
Jun 1977 - May 1987 |
-4.91%
May 1993 - Apr 2003 |
15.41%
82 out of 532 |
US Inflation Adjusted | +3.00% |
+20.51%
Jun 1977 - May 1987 |
-7.29%
Oct 1988 - Sep 1998 |
28.95%
154 out of 532 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.58% |
+27.33%
May 1977 - Apr 1988 |
-3.60%
Sep 1987 - Aug 1998 |
12.88%
67 out of 520 |
US Inflation Adjusted | +2.79% |
+19.81%
May 1977 - Apr 1988 |
-6.68%
Sep 1987 - Aug 1998 |
28.85%
150 out of 520 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.27% |
+25.80%
Dec 1976 - Nov 1988 |
-4.67%
Feb 1990 - Jan 2002 |
11.02%
56 out of 508 |
US Inflation Adjusted | +2.79% |
+18.47%
Mar 1977 - Feb 1989 |
-7.27%
Feb 1990 - Jan 2002 |
27.95%
142 out of 508 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.65% |
+26.29%
Oct 1974 - Sep 1987 |
-4.97%
Jan 1990 - Dec 2002 |
8.87%
44 out of 496 |
US Inflation Adjusted | +3.31% |
+18.59%
Oct 1974 - Sep 1987 |
-7.59%
Jan 1990 - Dec 2002 |
26.01%
129 out of 496 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.45% |
+24.91%
Jan 1975 - Dec 1988 |
-4.51%
Mar 1989 - Feb 2003 |
10.74%
52 out of 484 |
US Inflation Adjusted | +3.05% |
+17.60%
Jan 1975 - Dec 1988 |
-7.28%
Mar 1989 - Feb 2003 |
23.97%
116 out of 484 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.33% |
+24.32%
Oct 1974 - Sep 1989 |
-3.90%
May 1988 - Apr 2003 |
10.81%
51 out of 472 |
US Inflation Adjusted | +2.95% |
+17.06%
Oct 1974 - Sep 1989 |
-6.72%
Apr 1988 - Mar 2003 |
26.06%
123 out of 472 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.62% |
+22.85%
Jun 1971 - May 1987 |
-2.66%
May 1987 - Apr 2003 |
9.35%
43 out of 460 |
US Inflation Adjusted | +3.33% |
+15.18%
Jun 1971 - May 1987 |
-5.57%
May 1987 - Apr 2003 |
26.96%
124 out of 460 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.63% |
+23.56%
Jul 1970 - Jun 1987 |
-0.51%
May 1988 - Apr 2005 |
2.68%
12 out of 448 |
US Inflation Adjusted | +3.07% |
+16.00%
Jul 1970 - Jun 1987 |
-3.41%
May 1988 - Apr 2005 |
26.34%
118 out of 448 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.07% |
+23.16%
Jul 1970 - Jun 1988 |
-1.07%
Mar 1991 - Feb 2009 |
0.46%
2 out of 436 |
US Inflation Adjusted | +2.59% |
+15.78%
Jul 1970 - Jun 1988 |
-3.54%
Mar 1991 - Feb 2009 |
26.83%
117 out of 436 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.93% |
+22.26%
Aug 1970 - Jul 1989 |
-1.73%
Mar 1990 - Feb 2009 |
1.65%
7 out of 424 |
US Inflation Adjusted | +3.04% |
+15.00%
Aug 1970 - Jul 1989 |
-4.33%
Dec 1989 - Nov 2008 |
25.94%
110 out of 424 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.20% |
+20.30%
Jul 1970 - Jun 1990 |
-2.11%
Mar 1989 - Feb 2009 |
3.64%
15 out of 412 |
US Inflation Adjusted | +3.40% |
+13.24%
Jul 1970 - Jun 1990 |
-4.81%
Mar 1989 - Feb 2009 |
24.03%
99 out of 412 |
To obtain comprehensive information, please consult the Vanguard FTSE Pacific (VPL) ETF: Historical Returns page.