Does joining the All indexes pay?

Aggregate statistics across 363 All indexes additions in the dataset, measured from the effective-date close.

Filter by index
PresetsPick some indexes, then save the mix as a preset.

Headline statistics

Additions tracked
363
Average 30d run-up into inclusion
+5.2%
1Y hit rate
54.1%

Returns by holding period

WindowSampleAverageMedianPositiveAvg vs index
1W351-0.3%-0.3%47%-1.0%
1M348+1.3%+0.6%53%+0.1%
3M296+4.5%+0.8%52%+0.9%
6M245+11.0%-1.3%49%+4.0%
1Y157+26.2%+3.7%54%+12.1%

Best and worst performers