When holding the Invesco DB Commodity Tracking (DBC) to EUR ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~71 years), the longest duration with a negative return was 273 months (from August 1997 to April 2020).
This indicates that, within the same timeframe, any rolling period of 274 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
Invesco DB Commodity Tracking (DBC) to EUR ETF: Historical Returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of Sep 30, 2024, the annualized return of the previous 10 years has been 1.72%.
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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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-42.38%
Jul 2008 - Jun 2009 |
+4.09% |
+91.49%
Mar 1999 - Feb 2000 |
39.50%
333 out of 843 |
-42.29%
Jul 2008 - Jun 2009 |
+0.96% |
+87.86%
Mar 1999 - Feb 2000 |
46.50%
392 out of 843 |
-23.57%
Feb 1997 - Jan 1999 |
+3.84% |
+67.81%
Dec 1998 - Nov 2000 |
37.30%
310 out of 831 |
-24.26%
Feb 1997 - Jan 1999 |
+1.02% |
+64.60%
Dec 1998 - Nov 2000 |
46.33%
385 out of 831 |
-18.16%
Apr 2013 - Mar 2016 |
+3.63% |
+50.62%
Nov 1971 - Oct 1974 |
30.53%
250 out of 819 |
-18.25%
Apr 2013 - Mar 2016 |
+1.25% |
+41.32%
Nov 1971 - Oct 1974 |
43.59%
357 out of 819 |
-14.56%
Mar 2012 - Feb 2016 |
+4.64% |
+39.18%
Dec 1970 - Nov 1974 |
26.02%
210 out of 807 |
-15.01%
Mar 2012 - Feb 2016 |
+2.07% |
+30.71%
Dec 1970 - Nov 1974 |
38.17%
308 out of 807 |
-11.52%
Apr 2011 - Mar 2016 |
+5.02% |
+32.30%
Dec 1969 - Nov 1974 |
19.50%
155 out of 795 |
-12.35%
Apr 2011 - Mar 2016 |
+2.80% |
+24.88%
Nov 1969 - Oct 1974 |
37.99%
302 out of 795 |
-9.82%
May 2014 - Apr 2020 |
+5.88% |
+26.16%
Nov 1968 - Oct 1974 |
21.20%
166 out of 783 |
-10.56%
May 2014 - Apr 2020 |
+3.18% |
+19.86%
Nov 1968 - Oct 1974 |
37.29%
292 out of 783 |
-9.61%
Apr 2013 - Mar 2020 |
+7.08% |
+21.78%
Nov 1967 - Oct 1974 |
18.81%
145 out of 771 |
-10.29%
Apr 2013 - Mar 2020 |
+4.28% |
+17.96%
Jan 1999 - Dec 2005 |
34.76%
268 out of 771 |
-8.83%
May 2012 - Apr 2020 |
+7.17% |
+18.41%
Nov 1966 - Oct 1974 |
18.84%
143 out of 759 |
-9.60%
May 2012 - Apr 2020 |
+4.59% |
+14.01%
Dec 1998 - Nov 2006 |
34.26%
260 out of 759 |
-8.44%
Jul 2008 - Jun 2017 |
+7.33% |
+18.48%
Dec 1971 - Nov 1980 |
15.80%
118 out of 747 |
-9.45%
Jul 2008 - Jun 2017 |
+4.75% |
+14.52%
Mar 1999 - Feb 2008 |
32.40%
242 out of 747 |
-5.96%
Jul 2008 - Jun 2018 |
+7.05% |
+17.84%
Dec 1970 - Nov 1980 |
14.83%
109 out of 735 |
-7.07%
Jul 2008 - Jun 2018 |
+4.59% |
+12.32%
Sep 1998 - Aug 2008 |
31.70%
233 out of 735 |
-6.09%
Jul 2008 - Jun 2019 |
+7.62% |
+17.39%
Aug 1972 - Jul 1983 |
12.59%
91 out of 723 |
-7.22%
Jul 2008 - Jun 2019 |
+4.76% |
+11.81%
Aug 1972 - Jul 1983 |
29.05%
210 out of 723 |
-7.29%
Jul 2008 - Jun 2020 |
+7.90% |
+17.70%
Sep 1971 - Aug 1983 |
11.95%
85 out of 711 |
-8.33%
Jul 2008 - Jun 2020 |
+4.75% |
+12.10%
Feb 1972 - Jan 1984 |
26.72%
190 out of 711 |
-4.46%
Nov 2007 - Oct 2020 |
+7.91% |
+17.87%
Oct 1971 - Sep 1984 |
10.59%
74 out of 699 |
-5.65%
Nov 2007 - Oct 2020 |
+4.95% |
+12.82%
Oct 1977 - Sep 1990 |
24.46%
171 out of 699 |
-4.46%
May 2006 - Apr 2020 |
+7.73% |
+17.30%
Jun 1970 - May 1984 |
8.88%
61 out of 687 |
-5.78%
May 2006 - Apr 2020 |
+4.92% |
+11.86%
Jun 1970 - May 1984 |
24.60%
169 out of 687 |
-3.98%
Oct 2005 - Sep 2020 |
+7.92% |
+16.88%
Mar 1970 - Feb 1985 |
8.00%
54 out of 675 |
-5.28%
Oct 2005 - Sep 2020 |
+5.10% |
+11.61%
Mar 1970 - Feb 1985 |
21.48%
145 out of 675 |
-2.77%
Apr 2004 - Mar 2020 |
+8.10% |
+15.80%
Mar 1969 - Feb 1985 |
6.49%
43 out of 663 |
-4.23%
Apr 2004 - Mar 2020 |
+5.11% |
+10.71%
Mar 1969 - Feb 1985 |
20.36%
135 out of 663 |
-1.29%
Nov 2003 - Oct 2020 |
+7.92% |
+14.73%
Mar 1968 - Feb 1985 |
3.99%
26 out of 651 |
-2.74%
Nov 2003 - Oct 2020 |
+5.14% |
+10.47%
Jun 1972 - May 1989 |
16.74%
109 out of 651 |
-0.98%
Dec 2000 - Nov 2018 |
+7.64% |
+15.16%
Oct 1972 - Sep 1990 |
2.66%
17 out of 639 |
-2.65%
Dec 2000 - Nov 2018 |
+4.99% |
+11.07%
Oct 1972 - Sep 1990 |
13.30%
85 out of 639 |
-1.87%
May 2001 - Apr 2020 |
+7.96% |
+16.13%
Oct 1971 - Sep 1990 |
2.07%
13 out of 627 |
-3.42%
May 2001 - Apr 2020 |
+4.91% |
+11.87%
Oct 1971 - Sep 1990 |
9.73%
61 out of 627 |
-1.51%
Nov 2000 - Oct 2020 |
+8.17% |
+15.46%
Oct 1970 - Sep 1990 |
1.79%
11 out of 615 |
-3.06%
Nov 2000 - Oct 2020 |
+4.90% |
+11.11%
Oct 1970 - Sep 1990 |
5.53%
34 out of 615 |
+2.36%
Jan 1996 - Dec 2020 |
+8.55% |
+13.06%
Feb 1972 - Jan 1997 |
0.00%
0 out of 555 |
+0.46%
Apr 1991 - Mar 2016 |
+5.05% |
+9.19%
Aug 1972 - Jul 1997 |
0.00%
0 out of 555 |
+1.58%
Oct 1990 - Sep 2020 |
+8.37% |
+13.14%
Dec 1970 - Nov 2000 |
0.00%
0 out of 495 |
-0.28%
Oct 1990 - Sep 2020 |
+5.51% |
+9.42%
Dec 1970 - Nov 2000 |
0.40%
2 out of 495 |
Invesco DB Commodity Tracking (DBC) to EUR ETF: Historical Returns