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

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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 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
+7.13% +31.03%
Mar 2009 - Feb 2010
-22.54%
Mar 2008 - Feb 2009
14.93%
53 out of 355
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
+6.94% +21.25%
Mar 2009 - Feb 2011
-10.01%
Mar 2007 - Feb 2009
7.58%
26 out of 343
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
+6.82% +15.55%
Mar 2009 - Feb 2012
-4.15%
Mar 2006 - Feb 2009
3.02%
10 out of 331
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
+6.76% +13.45%
Mar 2009 - Feb 2013
-1.23%
Mar 2005 - Feb 2009
0.31%
1 out of 319
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
+6.71% +12.45%
Jan 1995 - Dec 1999
+0.40%
Mar 2004 - Feb 2009
0.00%
0 out of 307
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
+6.62% +11.37%
Mar 2009 - Feb 2015
+3.54%
Mar 2003 - Feb 2009
0.00%
0 out of 295
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
+6.54% +10.94%
Jan 1993 - Dec 1999
+2.60%
Mar 2002 - Feb 2009
0.00%
0 out of 283
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
+6.49% +10.76%
Apr 1992 - Mar 2000
+2.40%
Mar 2001 - Feb 2009
0.00%
0 out of 271
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
+6.43% +9.31%
Feb 1992 - Jan 2001
+2.27%
Mar 2000 - Feb 2009
0.00%
0 out of 259
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
+6.41% +8.53%
Jan 1995 - Dec 2004
+3.15%
Mar 1999 - Feb 2009
0.00%
0 out of 247
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
+6.41% +8.54%
Feb 1995 - Jan 2006
+3.53%
Mar 1998 - Feb 2009
0.00%
0 out of 235
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
+6.43% +8.67%
Mar 2009 - Feb 2021
+4.27%
Mar 1997 - Feb 2009
0.00%
0 out of 223
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
+6.40% +8.44%
Dec 1994 - Nov 2007
+4.60%
Apr 2007 - Mar 2020
0.00%
0 out of 211
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
+6.32% +8.44%
Dec 1992 - Nov 2006
+4.92%
Jul 2008 - Jun 2022
0.00%
0 out of 199
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
+6.33% +8.59%
Nov 1992 - Oct 2007
+4.51%
Jul 2007 - Jun 2022
0.00%
0 out of 187
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
+6.32% +8.08%
May 1992 - Apr 2008
+5.00%
Jul 2006 - Jun 2022
0.00%
0 out of 175
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
+6.34% +7.36%
Dec 1992 - Nov 2009
+5.08%
Jul 2005 - Jun 2022
0.00%
0 out of 163
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
+6.41% +7.53%
Nov 1992 - Oct 2010
+5.33%
Jul 2004 - Jun 2022
0.00%
0 out of 151
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
+6.43% +7.59%
May 1992 - Apr 2011
+5.08%
Jan 2000 - Dec 2018
0.00%
0 out of 139
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
+6.40% +7.38%
Apr 1992 - Mar 2012
+4.98%
Apr 2000 - Mar 2020
0.00%
0 out of 127
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 All Country World 40/60 Portfolio: ETF allocation and returns page.

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