Last Update: 31 July 2022
Implementing the All Country World 20/80 Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 4 years rolling periods, you would have obtained a positive returns 100.00% of times
Considering all 1 year rolling periods, you would have obtained a positive returns 91.85% of times
All the returns are calculated over the available historical serie, starting from January 1992 until July 2022.
In order to have complete information about the portfolio, please refer to the All Country World 20/80 Portfolio: ETF allocation and returns page.
Rolling Returns
All Country World 20/80 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
6.64 |
22.72 Mar 2009 - Feb 2010 |
-13.69 Nov 2007 - Oct 2008 |
8.15% |
2 Years |
6.58 |
16.24 Nov 2008 - Oct 2010 |
-3.94 Mar 2007 - Feb 2009 |
3.20% |
3 Years |
6.58 |
12.79 Mar 2009 - Feb 2012 |
-0.43 Mar 2006 - Feb 2009 |
0.60% |
4 Years |
6.57 |
11.71 Feb 1995 - Jan 1999 |
1.27 Mar 2005 - Feb 2009 |
0.00% |
5 Years |
6.54 |
10.95 Apr 1995 - Mar 2000 |
2.00 Jul 2017 - Jun 2022 |
0.00% |
6 Years |
6.50 |
10.34 Feb 1995 - Jan 2001 |
2.28 Jul 2016 - Jun 2022 |
0.00% |
7 Years |
6.47 |
10.03 May 1992 - Apr 1999 |
2.70 Jul 2015 - Jun 2022 |
0.00% |
8 Years |
6.46 |
9.67 Apr 1992 - Mar 2000 |
2.59 Jul 2014 - Jun 2022 |
0.00% |
9 Years |
6.45 |
9.22 Mar 1995 - Feb 2004 |
3.20 May 2013 - Apr 2022 |
0.00% |
10 Years |
6.45 |
9.00 Jan 1995 - Dec 2004 |
3.35 Jul 2012 - Jun 2022 |
0.00% |
11 Years |
6.46 |
8.72 Feb 1995 - Jan 2006 |
3.57 Jul 2011 - Jun 2022 |
0.00% |
12 Years |
6.47 |
8.80 Apr 1992 - Mar 2004 |
4.04 Jul 2010 - Jun 2022 |
0.00% |
13 Years |
6.45 |
8.46 Apr 1992 - Mar 2005 |
4.69 Aug 2009 - Jul 2022 |
0.00% |
14 Years |
6.39 |
8.36 Apr 1992 - Mar 2006 |
4.26 Jul 2008 - Jun 2022 |
0.00% |
15 Years |
6.39 |
8.37 May 1992 - Apr 2007 |
4.13 Jul 2007 - Jun 2022 |
0.00% |
16 Years |
6.38 |
8.11 May 1992 - Apr 2008 |
4.44 Jul 2006 - Jun 2022 |
0.00% |
17 Years |
6.40 |
7.72 Mar 1995 - Feb 2012 |
4.38 Jul 2005 - Jun 2022 |
0.00% |
18 Years |
6.45 |
7.78 Nov 1992 - Oct 2010 |
4.66 Jul 2004 - Jun 2022 |
0.00% |
19 Years |
6.46 |
7.77 May 1992 - Apr 2011 |
4.72 Jul 2003 - Jun 2022 |
0.00% |
20 Years |
6.45 |
7.67 May 1992 - Apr 2012 |
5.02 Jul 2002 - Jun 2022 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.64% |
+22.72% Mar 2009 - Feb 2010 |
-13.69% Nov 2007 - Oct 2008 |
8.15% 29 out of 356 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.58% |
+16.24% Nov 2008 - Oct 2010 |
-3.94% Mar 2007 - Feb 2009 |
3.20% 11 out of 344 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.58% |
+12.79% Mar 2009 - Feb 2012 |
-0.43% Mar 2006 - Feb 2009 |
0.60% 2 out of 332 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.57% |
+11.71% Feb 1995 - Jan 1999 |
+1.27% Mar 2005 - Feb 2009 |
0.00% 0 out of 320 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.54% |
+10.95% Apr 1995 - Mar 2000 |
+2.00% Jul 2017 - Jun 2022 |
0.00% 0 out of 308 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.50% |
+10.34% Feb 1995 - Jan 2001 |
+2.28% Jul 2016 - Jun 2022 |
0.00% 0 out of 296 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.47% |
+10.03% May 1992 - Apr 1999 |
+2.70% Jul 2015 - Jun 2022 |
0.00% 0 out of 284 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.46% |
+9.67% Apr 1992 - Mar 2000 |
+2.59% Jul 2014 - Jun 2022 |
0.00% 0 out of 272 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+9.22% Mar 1995 - Feb 2004 |
+3.20% May 2013 - Apr 2022 |
0.00% 0 out of 260 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+9.00% Jan 1995 - Dec 2004 |
+3.35% Jul 2012 - Jun 2022 |
0.00% 0 out of 248 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.46% |
+8.72% Feb 1995 - Jan 2006 |
+3.57% Jul 2011 - Jun 2022 |
0.00% 0 out of 236 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.47% |
+8.80% Apr 1992 - Mar 2004 |
+4.04% Jul 2010 - Jun 2022 |
0.00% 0 out of 224 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+8.46% Apr 1992 - Mar 2005 |
+4.69% Aug 2009 - Jul 2022 |
0.00% 0 out of 212 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.39% |
+8.36% Apr 1992 - Mar 2006 |
+4.26% Jul 2008 - Jun 2022 |
0.00% 0 out of 200 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.39% |
+8.37% May 1992 - Apr 2007 |
+4.13% Jul 2007 - Jun 2022 |
0.00% 0 out of 188 |
Annualized Rolling Returns - 16 Years (192 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.38% |
+8.11% May 1992 - Apr 2008 |
+4.44% Jul 2006 - Jun 2022 |
0.00% 0 out of 176 |
Annualized Rolling Returns - 17 Years (204 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.40% |
+7.72% Mar 1995 - Feb 2012 |
+4.38% Jul 2005 - Jun 2022 |
0.00% 0 out of 164 |
Annualized Rolling Returns - 18 Years (216 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+7.78% Nov 1992 - Oct 2010 |
+4.66% Jul 2004 - Jun 2022 |
0.00% 0 out of 152 |
Annualized Rolling Returns - 19 Years (228 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.46% |
+7.77% May 1992 - Apr 2011 |
+4.72% Jul 2003 - Jun 2022 |
0.00% 0 out of 140 |
Annualized Rolling Returns - 20 Years (240 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.45% |
+7.67% May 1992 - Apr 2012 |
+5.02% Jul 2002 - Jun 2022 |
0.00% 0 out of 128 |
In order to have complete information about the portfolio, please refer to the All Country World 20/80 Portfolio: ETF allocation and returns page.