When holding the iShares Edge MSCI USA Momentum Factor (QDVA.DE) ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~43 years), the longest duration with a negative return was 149 months (from September 2000 to January 2013).
This indicates that, within the same timeframe, any rolling period of 150 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.
iShares Edge MSCI USA Momentum Factor (QDVA.DE) 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 Aug 31, 2024, the annualized return of the previous 10 years has been 14.70%.
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 |
---|---|---|---|
-38.39%
Jan 2008 - Dec 2008 |
+14.74% |
+86.15%
Aug 1996 - Jul 1997 |
23.15%
116 out of 501 |
-39.35%
Jan 2008 - Dec 2008 |
+13.02% |
+83.42%
Aug 1996 - Jul 1997 |
24.95%
125 out of 501 |
-26.63%
Oct 2000 - Sep 2002 |
+14.38% |
+56.67%
Sep 1998 - Aug 2000 |
18.20%
89 out of 489 |
-28.18%
Oct 2000 - Sep 2002 |
+11.80% |
+54.24%
Sep 1998 - Aug 2000 |
20.04%
98 out of 489 |
-18.79%
Apr 2000 - Mar 2003 |
+14.54% |
+52.66%
Jan 1997 - Dec 1999 |
16.14%
77 out of 477 |
-20.66%
Apr 2000 - Mar 2003 |
+12.12% |
+50.67%
Jan 1997 - Dec 1999 |
19.50%
93 out of 477 |
-11.89%
Nov 2000 - Oct 2004 |
+13.62% |
+49.11%
Sep 1996 - Aug 2000 |
14.84%
69 out of 465 |
-13.81%
Nov 2000 - Oct 2004 |
+11.32% |
+46.90%
Sep 1996 - Aug 2000 |
16.34%
76 out of 465 |
-7.00%
May 2000 - Apr 2005 |
+12.27% |
+46.58%
Apr 1995 - Mar 2000 |
11.92%
54 out of 453 |
-9.06%
May 2000 - Apr 2005 |
+9.00% |
+44.27%
Apr 1995 - Mar 2000 |
17.88%
81 out of 453 |
-4.03%
Sep 2000 - Aug 2006 |
+11.88% |
+39.80%
Nov 1994 - Oct 2000 |
4.99%
22 out of 441 |
-6.12%
Sep 2000 - Aug 2006 |
+9.32% |
+37.37%
Nov 1994 - Oct 2000 |
14.29%
63 out of 441 |
-5.90%
Apr 2002 - Mar 2009 |
+13.17% |
+33.85%
May 1993 - Apr 2000 |
6.06%
26 out of 429 |
-7.81%
Apr 2002 - Mar 2009 |
+10.19% |
+31.33%
May 1993 - Apr 2000 |
9.79%
42 out of 429 |
-5.97%
Mar 2001 - Feb 2009 |
+12.26% |
+34.23%
Sep 1992 - Aug 2000 |
6.47%
27 out of 417 |
-7.94%
Mar 2001 - Feb 2009 |
+10.08% |
+31.48%
Sep 1992 - Aug 2000 |
7.67%
32 out of 417 |
-6.69%
Apr 2000 - Mar 2009 |
+13.19% |
+31.13%
Jan 1991 - Dec 1999 |
5.93%
24 out of 405 |
-8.64%
Apr 2000 - Mar 2009 |
+10.78% |
+28.00%
Jan 1991 - Dec 1999 |
9.63%
39 out of 405 |
-3.83%
Sep 2000 - Aug 2010 |
+13.92% |
+30.80%
Nov 1990 - Oct 2000 |
7.38%
29 out of 393 |
-5.74%
Sep 2000 - Aug 2010 |
+11.63% |
+27.75%
Nov 1990 - Oct 2000 |
9.92%
39 out of 393 |
-2.82%
Sep 2000 - Aug 2011 |
+14.12% |
+27.32%
Jan 1989 - Dec 1999 |
4.20%
16 out of 381 |
-4.80%
Sep 2000 - Aug 2011 |
+11.92% |
+24.05%
Jan 1989 - Dec 1999 |
10.24%
39 out of 381 |
-0.17%
Nov 2000 - Oct 2012 |
+14.21% |
+26.67%
Jan 1988 - Dec 1999 |
0.54%
2 out of 369 |
-2.28%
Nov 2000 - Oct 2012 |
+11.84% |
+23.49%
Jan 1988 - Dec 1999 |
6.23%
23 out of 369 |
+0.92%
Sep 2000 - Aug 2013 |
+14.08% |
+25.14%
Dec 1987 - Nov 2000 |
0.00%
0 out of 357 |
-1.15%
Jan 2000 - Dec 2012 |
+11.69% |
+22.03%
Dec 1987 - Nov 2000 |
3.64%
13 out of 357 |
+2.03%
May 2000 - Apr 2014 |
+13.32% |
+22.08%
Oct 1986 - Sep 2000 |
0.00%
0 out of 345 |
+0.00%
May 2000 - Apr 2014 |
+11.41% |
+19.23%
Oct 1986 - Sep 2000 |
0.00%
0 out of 345 |
+3.98%
Sep 2000 - Aug 2015 |
+12.06% |
+21.19%
Nov 1985 - Oct 2000 |
0.00%
0 out of 333 |
+2.13%
Sep 2000 - Aug 2015 |
+10.28% |
+18.58%
Nov 1985 - Oct 2000 |
0.00%
0 out of 333 |
+4.42%
May 2000 - Apr 2016 |
+11.78% |
+20.87%
Apr 1984 - Mar 2000 |
0.00%
0 out of 321 |
+2.61%
May 2000 - Apr 2016 |
+10.01% |
+18.33%
Apr 1984 - Mar 2000 |
0.00%
0 out of 321 |
+4.90%
Sep 2000 - Aug 2017 |
+11.56% |
+21.54%
Jul 1982 - Jun 1999 |
0.00%
0 out of 309 |
+3.14%
Sep 2000 - Aug 2017 |
+9.31% |
+18.92%
Jul 1982 - Jun 1999 |
0.00%
0 out of 309 |
+5.85%
Apr 2000 - Mar 2018 |
+11.54% |
+22.30%
Apr 1982 - Mar 2000 |
0.00%
0 out of 297 |
+4.05%
Apr 2000 - Mar 2018 |
+9.43% |
+19.56%
Apr 1982 - Mar 2000 |
0.00%
0 out of 297 |
+6.10%
Jan 2000 - Dec 2018 |
+11.63% |
+20.71%
Feb 1982 - Jan 2001 |
0.00%
0 out of 285 |
+4.29%
Jan 2000 - Dec 2018 |
+9.34% |
+18.05%
Feb 1982 - Jan 2001 |
0.00%
0 out of 285 |
+6.14%
Apr 2000 - Mar 2020 |
+11.62% |
+18.72%
Feb 1982 - Jan 2002 |
0.00%
0 out of 273 |
+4.41%
Apr 2000 - Mar 2020 |
+9.35% |
+16.09%
Feb 1982 - Jan 2002 |
0.00%
0 out of 273 |
+8.71%
Sep 1999 - Aug 2024 |
+12.44% |
+15.59%
Jun 1982 - May 2007 |
0.00%
0 out of 213 |
+6.45%
Sep 1999 - Aug 2024 |
+10.17% |
+13.05%
Jun 1982 - May 2007 |
0.00%
0 out of 213 |
+11.18%
Sep 1983 - Aug 2013 |
+12.71% |
+14.32%
Dec 1990 - Nov 2020 |
0.00%
0 out of 153 |
+8.88%
Sep 1983 - Aug 2013 |
+10.37% |
+12.24%
Dec 1990 - Nov 2020 |
0.00%
0 out of 153 |
iShares Edge MSCI USA Momentum Factor (QDVA.DE) ETF: Historical Returns