Last Update: 31 July 2022

Implementing the 10-year Treasury Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 7 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 92.64% of times

All the returns are calculated over the available historical serie, starting from January 1972 until July 2022.

In order to have complete information about the portfolio, please refer to the 10-year Treasury Portfolio: ETF allocation and returns page.

Rolling Returns

10-year Treasury Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.46 44.35
Apr 1985 - Mar 1986
-11.12
Mar 1979 - Feb 1980
18.96%
2 Years
7.46 34.91
Jul 1984 - Jun 1986
-7.52
Jul 2020 - Jun 2022
7.36%
3 Years
7.53 23.66
Sep 1983 - Aug 1986
-2.91
Oct 1978 - Sep 1981
3.85%
4 Years
7.57 23.99
Jul 1982 - Jun 1986
-2.13
Oct 1977 - Sep 1981
1.25%
5 Years
7.60 23.75
Sep 1981 - Aug 1986
-0.08
Oct 1976 - Sep 1981
0.18%
6 Years
7.64 19.12
Mar 1981 - Feb 1987
-0.04
Jul 2016 - Jun 2022
0.19%
7 Years
7.72 17.44
Mar 1980 - Feb 1987
1.01
May 2015 - Apr 2022
0.00%
8 Years
7.81 16.72
Oct 1981 - Sep 1989
1.54
Jul 2014 - Jun 2022
0.00%
9 Years
7.92 15.36
Oct 1981 - Sep 1990
1.09
May 2013 - Apr 2022
0.00%
10 Years
8.05 15.70
Oct 1981 - Sep 1991
1.17
Jul 2012 - Jun 2022
0.00%
11 Years
8.16 15.73
Oct 1981 - Sep 1992
2.36
Aug 2011 - Jul 2022
0.00%
12 Years
8.21 15.60
Oct 1981 - Sep 1993
2.45
Jul 2010 - Jun 2022
0.00%
13 Years
8.26 13.89
Mar 1980 - Feb 1993
2.80
May 2009 - Apr 2022
0.00%
14 Years
8.29 13.85
Oct 1981 - Sep 1995
3.24
May 2008 - Apr 2022
0.00%
15 Years
8.27 13.03
Oct 1981 - Sep 1996
3.80
May 2007 - Apr 2022
0.00%
16 Years
8.26 12.93
Oct 1981 - Sep 1997
4.01
Jul 2006 - Jun 2022
0.00%
17 Years
8.26 13.34
Oct 1981 - Sep 1998
3.53
Jul 2005 - Jun 2022
0.00%
18 Years
8.27 12.17
Oct 1981 - Sep 1999
3.81
Jul 2004 - Jun 2022
0.00%
19 Years
8.28 11.90
Oct 1981 - Sep 2000
3.63
Jul 2003 - Jun 2022
0.00%
20 Years
8.30 12.08
Oct 1981 - Sep 2001
4.19
Aug 2002 - Jul 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.46% +44.35%
Apr 1985 - Mar 1986
-11.12%
Mar 1979 - Feb 1980
18.96%
113 out of 596
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.46% +34.91%
Jul 1984 - Jun 1986
-7.52%
Jul 2020 - Jun 2022
7.36%
43 out of 584
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.53% +23.66%
Sep 1983 - Aug 1986
-2.91%
Oct 1978 - Sep 1981
3.85%
22 out of 572
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.57% +23.99%
Jul 1982 - Jun 1986
-2.13%
Oct 1977 - Sep 1981
1.25%
7 out of 560
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.60% +23.75%
Sep 1981 - Aug 1986
-0.08%
Oct 1976 - Sep 1981
0.18%
1 out of 548
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.64% +19.12%
Mar 1981 - Feb 1987
-0.04%
Jul 2016 - Jun 2022
0.19%
1 out of 536
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.72% +17.44%
Mar 1980 - Feb 1987
+1.01%
May 2015 - Apr 2022
0.00%
0 out of 524
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.81% +16.72%
Oct 1981 - Sep 1989
+1.54%
Jul 2014 - Jun 2022
0.00%
0 out of 512
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.92% +15.36%
Oct 1981 - Sep 1990
+1.09%
May 2013 - Apr 2022
0.00%
0 out of 500
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.05% +15.70%
Oct 1981 - Sep 1991
+1.17%
Jul 2012 - Jun 2022
0.00%
0 out of 488
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.16% +15.73%
Oct 1981 - Sep 1992
+2.36%
Aug 2011 - Jul 2022
0.00%
0 out of 476
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.21% +15.60%
Oct 1981 - Sep 1993
+2.45%
Jul 2010 - Jun 2022
0.00%
0 out of 464
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.26% +13.89%
Mar 1980 - Feb 1993
+2.80%
May 2009 - Apr 2022
0.00%
0 out of 452
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.29% +13.85%
Oct 1981 - Sep 1995
+3.24%
May 2008 - Apr 2022
0.00%
0 out of 440
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.27% +13.03%
Oct 1981 - Sep 1996
+3.80%
May 2007 - Apr 2022
0.00%
0 out of 428
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.26% +12.93%
Oct 1981 - Sep 1997
+4.01%
Jul 2006 - Jun 2022
0.00%
0 out of 416
16 Years Annualized Rolling Returns over time
16 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.26% +13.34%
Oct 1981 - Sep 1998
+3.53%
Jul 2005 - Jun 2022
0.00%
0 out of 404
17 Years Annualized Rolling Returns over time
17 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.27% +12.17%
Oct 1981 - Sep 1999
+3.81%
Jul 2004 - Jun 2022
0.00%
0 out of 392
18 Years Annualized Rolling Returns over time
18 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.28% +11.90%
Oct 1981 - Sep 2000
+3.63%
Jul 2003 - Jun 2022
0.00%
0 out of 380
19 Years Annualized Rolling Returns over time
19 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.30% +12.08%
Oct 1981 - Sep 2001
+4.19%
Aug 2002 - Jul 2022
0.00%
0 out of 368
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the 10-year Treasury Portfolio: ETF allocation and returns page.

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