iShares MSCI Intl Momentum Factor ETF (IMTM): Rolling Returns

Time Period: from August 2009 to September 2024 (~15 years)
(Change Settings)
The minimum date range must be at least 24 months. 'Date To' cannot be beyond September 2024.
Reset settings
Close

When holding the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~15 years), the longest duration with a negative return was 67 months (from May 2011 to November 2016).

This indicates that, within the same timeframe, any rolling period of 68 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.

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.

ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 August 2009 - 30 September 2024 (~15 years)
US 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

Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 2009 - 30 September 2024 (~15 years)
US Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
Worst Median Best Negative Periods
-25.04%
Oct 2021 - Sep 2022
+8.59% +43.71%
Apr 2020 - Mar 2021
36.26%
62 out of 171
-30.72%
Oct 2021 - Sep 2022
+6.64% +40.04%
Apr 2020 - Mar 2021
39.77%
68 out of 171
-8.07%
Nov 2021 - Oct 2023
+4.41% +25.59%
Oct 2022 - Sep 2024
24.53%
39 out of 159
-13.65%
Oct 2020 - Sep 2022
+2.37% +21.88%
Oct 2022 - Sep 2024
35.22%
56 out of 159
-3.59%
Dec 2013 - Nov 2016
+5.69% +17.48%
Jan 2019 - Dec 2021
6.80%
10 out of 147
-5.00%
Jan 2021 - Dec 2023
+3.57% +13.43%
Jan 2019 - Dec 2021
26.53%
39 out of 147
-0.37%
Oct 2018 - Sep 2022
+5.76% +13.56%
Apr 2020 - Mar 2024
0.74%
1 out of 135
-4.31%
Oct 2018 - Sep 2022
+2.83% +10.94%
Jan 2017 - Dec 2020
5.93%
8 out of 135
-0.70%
Jan 2014 - Dec 2018
+5.59% +11.76%
Jan 2017 - Dec 2021
0.81%
1 out of 123
-3.31%
Oct 2017 - Sep 2022
+3.75% +9.26%
Mar 2016 - Feb 2021
16.26%
20 out of 123
+0.72%
Apr 2014 - Mar 2020
+5.35% +9.79%
Jan 2016 - Dec 2021
0.00%
0 out of 111
-0.95%
Nov 2017 - Oct 2023
+2.76% +7.75%
Oct 2011 - Sep 2017
3.60%
4 out of 111
+2.14%
Apr 2013 - Mar 2020
+5.69% +8.37%
Oct 2011 - Sep 2018
0.00%
0 out of 99
+0.50%
Jul 2015 - Jun 2022
+3.54% +6.73%
Oct 2011 - Sep 2018
0.00%
0 out of 99
+2.10%
Oct 2014 - Sep 2022
+5.98% +8.48%
Apr 2016 - Mar 2024
0.00%
0 out of 87
-0.68%
Oct 2014 - Sep 2022
+3.94% +5.93%
Feb 2010 - Jan 2018
2.30%
2 out of 87
+1.80%
Oct 2013 - Sep 2022
+5.29% +9.46%
Jun 2012 - May 2021
0.00%
0 out of 75
-0.86%
Oct 2013 - Sep 2022
+3.03% +7.53%
Jun 2012 - May 2021
2.67%
2 out of 75
+3.15%
Nov 2013 - Oct 2023
+5.57% +8.72%
Oct 2011 - Sep 2021
0.00%
0 out of 63
+0.35%
Nov 2013 - Oct 2023
+3.36% +6.68%
Oct 2011 - Sep 2021
0.00%
0 out of 63
+3.54%
Jul 2011 - Jun 2022
+6.02% +8.53%
Jun 2010 - May 2021
0.00%
0 out of 51
+1.01%
Jul 2011 - Jun 2022
+3.34% +6.46%
Jun 2010 - May 2021
0.00%
0 out of 51
+3.44%
Oct 2010 - Sep 2022
+6.28% +7.89%
Jun 2012 - May 2024
0.00%
0 out of 39
+0.84%
Oct 2010 - Sep 2022
+3.62% +5.50%
Aug 2009 - Jul 2021
0.00%
0 out of 39
+3.77%
Oct 2009 - Sep 2022
+5.40% +8.02%
Oct 2011 - Sep 2024
0.00%
0 out of 27
+1.27%
Oct 2009 - Sep 2022
+2.74% +5.33%
Oct 2011 - Sep 2024
0.00%
0 out of 27
+4.86%
Oct 2009 - Sep 2023
+6.20% +7.43%
Jul 2010 - Jun 2024
0.00%
0 out of 15
+2.24%
Oct 2009 - Sep 2023
+3.55% +4.66%
Jul 2010 - Jun 2024
0.00%
0 out of 15
+6.44%
Oct 2009 - Sep 2024
+6.74% +6.89%
Aug 2009 - Jul 2024
0.00%
0 out of 3
+3.80%
Oct 2009 - Sep 2024
+4.09% +4.22%
Aug 2009 - Jul 2024
0.00%
0 out of 3
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing