Last Update: 30 June 2022
Implementing the All Country World 40/60 Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 5 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 92.42% of times
All the returns are calculated over the available historical serie, starting from January 1992 until June 2022.
In order to have complete information about the portfolio, please refer to the All Country World 40/60 Portfolio: ETF allocation and returns page.
Rolling Returns
All Country World 40/60 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.13 |
31.03 Mar 2009 - Feb 2010 |
-22.54 Mar 2008 - Feb 2009 |
14.93% |
2 Years |
6.94 |
21.25 Mar 2009 - Feb 2011 |
-10.01 Mar 2007 - Feb 2009 |
7.58% |
3 Years |
6.82 |
15.55 Mar 2009 - Feb 2012 |
-4.15 Mar 2006 - Feb 2009 |
3.02% |
4 Years |
6.76 |
13.45 Mar 2009 - Feb 2013 |
-1.23 Mar 2005 - Feb 2009 |
0.31% |
5 Years |
6.71 |
12.45 Jan 1995 - Dec 1999 |
0.40 Mar 2004 - Feb 2009 |
0.00% |
6 Years |
6.62 |
11.37 Mar 2009 - Feb 2015 |
3.54 Mar 2003 - Feb 2009 |
0.00% |
7 Years |
6.54 |
10.94 Jan 1993 - Dec 1999 |
2.60 Mar 2002 - Feb 2009 |
0.00% |
8 Years |
6.49 |
10.76 Apr 1992 - Mar 2000 |
2.40 Mar 2001 - Feb 2009 |
0.00% |
9 Years |
6.43 |
9.31 Feb 1992 - Jan 2001 |
2.27 Mar 2000 - Feb 2009 |
0.00% |
10 Years |
6.41 |
8.53 Jan 1995 - Dec 2004 |
3.15 Mar 1999 - Feb 2009 |
0.00% |
11 Years |
6.41 |
8.54 Feb 1995 - Jan 2006 |
3.53 Mar 1998 - Feb 2009 |
0.00% |
12 Years |
6.43 |
8.67 Mar 2009 - Feb 2021 |
4.27 Mar 1997 - Feb 2009 |
0.00% |
13 Years |
6.40 |
8.44 Dec 1994 - Nov 2007 |
4.60 Apr 2007 - Mar 2020 |
0.00% |
14 Years |
6.32 |
8.44 Dec 1992 - Nov 2006 |
4.92 Jul 2008 - Jun 2022 |
0.00% |
15 Years |
6.33 |
8.59 Nov 1992 - Oct 2007 |
4.51 Jul 2007 - Jun 2022 |
0.00% |
16 Years |
6.32 |
8.08 May 1992 - Apr 2008 |
5.00 Jul 2006 - Jun 2022 |
0.00% |
17 Years |
6.34 |
7.36 Dec 1992 - Nov 2009 |
5.08 Jul 2005 - Jun 2022 |
0.00% |
18 Years |
6.41 |
7.53 Nov 1992 - Oct 2010 |
5.33 Jul 2004 - Jun 2022 |
0.00% |
19 Years |
6.43 |
7.59 May 1992 - Apr 2011 |
5.08 Jan 2000 - Dec 2018 |
0.00% |
20 Years |
6.40 |
7.38 Apr 1992 - Mar 2012 |
4.98 Apr 2000 - Mar 2020 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.13% |
+31.03% Mar 2009 - Feb 2010 |
-22.54% Mar 2008 - Feb 2009 |
14.93% 53 out of 355 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.94% |
+21.25% Mar 2009 - Feb 2011 |
-10.01% Mar 2007 - Feb 2009 |
7.58% 26 out of 343 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.82% |
+15.55% Mar 2009 - Feb 2012 |
-4.15% Mar 2006 - Feb 2009 |
3.02% 10 out of 331 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.76% |
+13.45% Mar 2009 - Feb 2013 |
-1.23% Mar 2005 - Feb 2009 |
0.31% 1 out of 319 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.71% |
+12.45% Jan 1995 - Dec 1999 |
+0.40% Mar 2004 - Feb 2009 |
0.00% 0 out of 307 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.62% |
+11.37% Mar 2009 - Feb 2015 |
+3.54% Mar 2003 - Feb 2009 |
0.00% 0 out of 295 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.54% |
+10.94% Jan 1993 - Dec 1999 |
+2.60% Mar 2002 - Feb 2009 |
0.00% 0 out of 283 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.49% |
+10.76% Apr 1992 - Mar 2000 |
+2.40% Mar 2001 - Feb 2009 |
0.00% 0 out of 271 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+9.31% Feb 1992 - Jan 2001 |
+2.27% Mar 2000 - Feb 2009 |
0.00% 0 out of 259 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.41% |
+8.53% Jan 1995 - Dec 2004 |
+3.15% Mar 1999 - Feb 2009 |
0.00% 0 out of 247 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.41% |
+8.54% Feb 1995 - Jan 2006 |
+3.53% Mar 1998 - Feb 2009 |
0.00% 0 out of 235 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+8.67% Mar 2009 - Feb 2021 |
+4.27% Mar 1997 - Feb 2009 |
0.00% 0 out of 223 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.40% |
+8.44% Dec 1994 - Nov 2007 |
+4.60% Apr 2007 - Mar 2020 |
0.00% 0 out of 211 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.32% |
+8.44% Dec 1992 - Nov 2006 |
+4.92% Jul 2008 - Jun 2022 |
0.00% 0 out of 199 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.33% |
+8.59% Nov 1992 - Oct 2007 |
+4.51% Jul 2007 - Jun 2022 |
0.00% 0 out of 187 |
Annualized Rolling Returns - 16 Years (192 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.32% |
+8.08% May 1992 - Apr 2008 |
+5.00% Jul 2006 - Jun 2022 |
0.00% 0 out of 175 |
Annualized Rolling Returns - 17 Years (204 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.34% |
+7.36% Dec 1992 - Nov 2009 |
+5.08% Jul 2005 - Jun 2022 |
0.00% 0 out of 163 |
Annualized Rolling Returns - 18 Years (216 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.41% |
+7.53% Nov 1992 - Oct 2010 |
+5.33% Jul 2004 - Jun 2022 |
0.00% 0 out of 151 |
Annualized Rolling Returns - 19 Years (228 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.43% |
+7.59% May 1992 - Apr 2011 |
+5.08% Jan 2000 - Dec 2018 |
0.00% 0 out of 139 |
Annualized Rolling Returns - 20 Years (240 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.40% |
+7.38% Apr 1992 - Mar 2012 |
+4.98% Apr 2000 - Mar 2020 |
0.00% 0 out of 127 |
In order to have complete information about the portfolio, please refer to the All Country World 40/60 Portfolio: ETF allocation and returns page.