When holding the iShares USD Treasury Bond 7-10yr (IUSM.DE) 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 110 months (from January 1971 to February 1980).
This indicates that, within the same timeframe, any rolling period of 111 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 USD Treasury Bond 7-10yr (IUSM.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 3.02%.
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 |
---|---|---|---|
-20.31%
Jan 1987 - Dec 1987 |
+3.83% |
+67.52%
Nov 1981 - Oct 1982 |
33.37%
281 out of 842 |
-24.43%
Aug 1972 - Jul 1973 |
+1.22% |
+59.79%
Nov 1981 - Oct 1982 |
44.30%
373 out of 842 |
-10.44%
Jan 1986 - Dec 1987 |
+4.17% |
+47.24%
Nov 1980 - Oct 1982 |
26.39%
219 out of 830 |
-14.12%
Aug 1971 - Jul 1973 |
+1.56% |
+38.73%
Nov 1980 - Oct 1982 |
40.00%
332 out of 830 |
-7.91%
Mar 1977 - Feb 1980 |
+4.35% |
+36.76%
Feb 1982 - Jan 1985 |
18.34%
150 out of 818 |
-11.33%
Mar 1977 - Feb 1980 |
+2.09% |
+32.82%
Feb 1982 - Jan 1985 |
32.52%
266 out of 818 |
-4.59%
May 2020 - Apr 2024 |
+4.73% |
+34.35%
Feb 1981 - Jan 1985 |
10.67%
86 out of 806 |
-9.25%
Apr 1971 - Mar 1975 |
+2.34% |
+29.34%
Feb 1981 - Jan 1985 |
27.92%
225 out of 806 |
-3.64%
Oct 2002 - Sep 2007 |
+4.60% |
+32.67%
Mar 1980 - Feb 1985 |
4.91%
39 out of 794 |
-6.51%
Aug 1968 - Jul 1973 |
+2.24% |
+27.43%
Mar 1980 - Feb 1985 |
27.20%
216 out of 794 |
-3.02%
Nov 2001 - Oct 2007 |
+4.77% |
+26.39%
Apr 1980 - Mar 1986 |
3.07%
24 out of 782 |
-5.12%
May 1969 - Apr 1975 |
+2.16% |
+22.21%
Apr 1980 - Mar 1986 |
24.04%
188 out of 782 |
-2.18%
Jul 2001 - Jun 2008 |
+5.06% |
+21.45%
Mar 1980 - Feb 1987 |
2.47%
19 out of 770 |
-4.50%
Oct 1971 - Sep 1978 |
+2.96% |
+17.96%
Mar 1980 - Feb 1987 |
22.47%
173 out of 770 |
-0.69%
Nov 2001 - Oct 2009 |
+5.21% |
+18.28%
Oct 1978 - Sep 1986 |
0.66%
5 out of 758 |
-4.92%
Mar 1972 - Feb 1980 |
+3.01% |
+14.52%
Mar 1980 - Feb 1988 |
20.45%
155 out of 758 |
-0.42%
Mar 1971 - Feb 1980 |
+5.06% |
+17.30%
Sep 1980 - Aug 1989 |
0.27%
2 out of 746 |
-5.23%
Mar 1971 - Feb 1980 |
+2.95% |
+14.40%
Sep 1980 - Aug 1989 |
19.57%
146 out of 746 |
+0.80%
Mar 1970 - Feb 1980 |
+5.27% |
+16.26%
Jun 1975 - May 1985 |
0.00%
0 out of 734 |
-4.03%
Mar 1970 - Feb 1980 |
+3.06% |
+12.74%
Mar 1980 - Feb 1990 |
15.40%
113 out of 734 |
+1.00%
Mar 1969 - Feb 1980 |
+5.74% |
+14.92%
Nov 1980 - Oct 1991 |
0.00%
0 out of 722 |
-3.64%
Mar 1969 - Feb 1980 |
+3.74% |
+11.72%
Nov 1980 - Oct 1991 |
14.82%
107 out of 722 |
+1.00%
Mar 1968 - Feb 1980 |
+5.83% |
+14.92%
Mar 1980 - Feb 1992 |
0.00%
0 out of 710 |
-3.40%
Mar 1968 - Feb 1980 |
+3.70% |
+11.77%
Oct 1981 - Sep 1993 |
15.77%
112 out of 710 |
+1.24%
Mar 1967 - Feb 1980 |
+5.92% |
+15.61%
Nov 1980 - Oct 1993 |
0.00%
0 out of 698 |
-2.96%
Mar 1967 - Feb 1980 |
+3.76% |
+12.31%
Nov 1980 - Oct 1993 |
15.62%
109 out of 698 |
+1.68%
Mar 1966 - Feb 1980 |
+5.97% |
+15.13%
Mar 1980 - Feb 1994 |
0.00%
0 out of 686 |
-2.41%
Mar 1966 - Feb 1980 |
+3.86% |
+11.80%
Mar 1980 - Feb 1994 |
15.45%
106 out of 686 |
+1.47%
Mar 1965 - Feb 1980 |
+6.32% |
+13.62%
Oct 1978 - Sep 1993 |
0.00%
0 out of 674 |
-2.61%
Mar 1965 - Feb 1980 |
+3.98% |
+10.08%
Oct 1978 - Sep 1993 |
14.84%
100 out of 674 |
+1.62%
Mar 1964 - Feb 1980 |
+6.62% |
+13.35%
Mar 1980 - Feb 1996 |
0.00%
0 out of 662 |
-2.32%
Mar 1964 - Feb 1980 |
+4.08% |
+10.14%
Mar 1980 - Feb 1996 |
14.20%
94 out of 662 |
+1.65%
Mar 1963 - Feb 1980 |
+6.86% |
+13.34%
Mar 1980 - Feb 1997 |
0.00%
0 out of 650 |
-2.19%
Mar 1963 - Feb 1980 |
+4.12% |
+10.33%
Feb 1981 - Jan 1998 |
12.62%
82 out of 650 |
+1.80%
Mar 1962 - Feb 1980 |
+6.83% |
+13.70%
Mar 1980 - Feb 1998 |
0.00%
0 out of 638 |
-2.02%
Mar 1962 - Feb 1980 |
+4.20% |
+10.65%
Mar 1980 - Feb 1998 |
12.07%
77 out of 638 |
+1.74%
Mar 1961 - Feb 1980 |
+6.93% |
+13.31%
Mar 1980 - Feb 1999 |
0.00%
0 out of 626 |
-2.05%
Mar 1961 - Feb 1980 |
+4.31% |
+10.40%
Nov 1981 - Oct 2000 |
12.46%
78 out of 626 |
+2.14%
Aug 1953 - Jul 1973 |
+7.05% |
+13.74%
Nov 1980 - Oct 2000 |
0.00%
0 out of 614 |
-1.56%
Mar 1960 - Feb 1980 |
+4.12% |
+10.88%
Nov 1980 - Oct 2000 |
12.38%
76 out of 614 |
+2.21%
Mar 1955 - Feb 1980 |
+7.19% |
+11.16%
May 1975 - Apr 2000 |
0.00%
0 out of 554 |
-1.10%
Mar 1955 - Feb 1980 |
+4.32% |
+8.22%
Mar 1980 - Feb 2005 |
6.14%
34 out of 554 |
+4.60%
Nov 1993 - Oct 2023 |
+7.18% |
+10.10%
Sep 1980 - Aug 2010 |
0.00%
0 out of 494 |
+1.77%
Jun 1954 - May 1984 |
+4.63% |
+7.53%
Sep 1980 - Aug 2010 |
0.00%
0 out of 494 |
iShares USD Treasury Bond 7-10yr (IUSM.DE) ETF: Historical Returns