Last Update: 31 August 2021

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 93.87% of times

All the returns are calculated over the available historical serie, starting from January 1999 until August 2021.

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.12% +22.72%
Mar 2009 - Feb 2010
-13.69%
Nov 2007 - Oct 2008
6.13%
2 Years
+5.96% +16.24%
Nov 2008 - Oct 2010
-3.94%
Mar 2007 - Feb 2009
3.21%
3 Years
+5.87% +12.80%
Mar 2009 - Feb 2012
-0.43%
Mar 2006 - Feb 2009
0.42%
4 Years
+5.88% +11.19%
Mar 2009 - Feb 2013
+1.27%
Mar 2005 - Feb 2009
0.00%
5 Years
+5.88% +9.69%
Mar 2009 - Feb 2014
+2.19%
Mar 2004 - Feb 2009
0.00%
6 Years
+5.84% +9.16%
Mar 2009 - Feb 2015
+3.38%
Jan 2013 - Dec 2018
0.00%
7 Years
+5.84% +7.84%
Nov 2008 - Oct 2015
+3.70%
Apr 2013 - Mar 2020
0.00%
8 Years
+5.84% +7.51%
Nov 2008 - Oct 2016
+4.10%
Apr 2012 - Mar 2020
0.00%
9 Years
+5.84% +7.34%
Nov 2008 - Oct 2017
+4.44%
Apr 2011 - Mar 2020
0.00%
10 Years
+5.87% +7.26%
Oct 2002 - Sep 2012
+4.74%
Apr 2010 - Mar 2020
0.00%
11 Years
+5.94% +7.01%
Mar 2009 - Feb 2020
+4.44%
Nov 2007 - Oct 2018
0.00%
12 Years
+5.94% +6.93%
Mar 2009 - Feb 2021
+4.67%
Jan 2007 - Dec 2018
0.00%
13 Years
+5.84% +6.82%
Oct 1999 - Sep 2012
+4.72%
Apr 2007 - Mar 2020
0.00%
14 Years
+5.84% +6.69%
Mar 1999 - Feb 2013
+4.93%
Jan 2005 - Dec 2018
0.00%
15 Years
+5.84% +6.65%
Sep 1999 - Aug 2014
+5.08%
Apr 2005 - Mar 2020
0.00%
16 Years
+5.83% +6.51%
Mar 1999 - Feb 2015
+5.04%
Apr 2004 - Mar 2020
0.00%
17 Years
+5.85% +6.30%
Sep 1999 - Aug 2016
+5.44%
Jan 2002 - Dec 2018
0.00%
18 Years
+5.87% +6.18%
Aug 2002 - Jul 2020
+5.46%
Apr 2002 - Mar 2020
0.00%
19 Years
+5.85% +6.20%
Aug 2002 - Jul 2021
+5.51%
Jan 2000 - Dec 2018
0.00%
20 Years
+5.87% +6.09%
Sep 1999 - Aug 2019
+5.44%
Apr 2000 - Mar 2020
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
+6.12% +22.72%
Mar 2009 - Feb 2010
-13.69%
Nov 2007 - Oct 2008
6.13%
16 out of 261

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.96% +16.24%
Nov 2008 - Oct 2010
-3.94%
Mar 2007 - Feb 2009
3.21%
8 out of 249

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.87% +12.80%
Mar 2009 - Feb 2012
-0.43%
Mar 2006 - Feb 2009
0.42%
1 out of 237

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.88% +11.19%
Mar 2009 - Feb 2013
+1.27%
Mar 2005 - Feb 2009
0.00%
0 out of 225

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.88% +9.69%
Mar 2009 - Feb 2014
+2.19%
Mar 2004 - Feb 2009
0.00%
0 out of 213

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +9.16%
Mar 2009 - Feb 2015
+3.38%
Jan 2013 - Dec 2018
0.00%
0 out of 201

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +7.84%
Nov 2008 - Oct 2015
+3.70%
Apr 2013 - Mar 2020
0.00%
0 out of 189

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +7.51%
Nov 2008 - Oct 2016
+4.10%
Apr 2012 - Mar 2020
0.00%
0 out of 177

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +7.34%
Nov 2008 - Oct 2017
+4.44%
Apr 2011 - Mar 2020
0.00%
0 out of 165

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.87% +7.26%
Oct 2002 - Sep 2012
+4.74%
Apr 2010 - Mar 2020
0.00%
0 out of 153

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.94% +7.01%
Mar 2009 - Feb 2020
+4.44%
Nov 2007 - Oct 2018
0.00%
0 out of 141

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.94% +6.93%
Mar 2009 - Feb 2021
+4.67%
Jan 2007 - Dec 2018
0.00%
0 out of 129

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +6.82%
Oct 1999 - Sep 2012
+4.72%
Apr 2007 - Mar 2020
0.00%
0 out of 117

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +6.69%
Mar 1999 - Feb 2013
+4.93%
Jan 2005 - Dec 2018
0.00%
0 out of 105

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +6.65%
Sep 1999 - Aug 2014
+5.08%
Apr 2005 - Mar 2020
0.00%
0 out of 93

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.83% +6.51%
Mar 1999 - Feb 2015
+5.04%
Apr 2004 - Mar 2020
0.00%
0 out of 81

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.85% +6.30%
Sep 1999 - Aug 2016
+5.44%
Jan 2002 - Dec 2018
0.00%
0 out of 69

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.87% +6.18%
Aug 2002 - Jul 2020
+5.46%
Apr 2002 - Mar 2020
0.00%
0 out of 57

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.85% +6.20%
Aug 2002 - Jul 2021
+5.51%
Jan 2000 - Dec 2018
0.00%
0 out of 45

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.87% +6.09%
Sep 1999 - Aug 2019
+5.44%
Apr 2000 - Mar 2020
0.00%
0 out of 33

In order to have complete information about the portfolio, please refer to the All Country World 20/80 Portfolio: ETF allocation and returns page.

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