Feb

19

Working backwards, whenever the trailing 12 month returns on $EEM were less than -9.3% , the forward 12 month returns (by dollar cost averaging?)von dividend adjusted data, based on month end values underlined were 3 non-interleaving instances.

Date    $EEM    t-12 (%)    t+12
Jan-14    38.19    -11.72      ??
Jul-12    38.02    -15.17    1.68
Jun-12    38.03    -16.03    0.34
May-12    36.21    -20.78    11.30
Apr-12    40.55    -13.91    4.44
Mar-12    41.25    -10.01    1.43
Dec-11    36.44    -18.79    19.05
Oct-11    38.83    -9.87    3.01
Sep-11    33.39    -20.16    20.31
Aug-09    32.5    -9.85    15.14
Jul-09    32.93    -14.42    17.43
Jun-09    29.66    -27.16    17.53
May-09    30.34    -33.17    16.55
Apr-09    26.17    -40.54    49.10
Mar-09    22.65    -43.82    72.58
Feb-09    19.38    -53.74    86.53
Jan-09    20.68    -49.66    71.76
Dec-08    22.79    -49.47    68.98
Nov-08    20.66    -54.83    80.49
Oct-08    22.89    -53.79    51.03
Sep-08    30.76    -30.53    16.42
avg    31.25
std    29.10
min    0.34
max    86.53
t-test    4.80
 


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