Last Update: 31 August 2021

Implementing the All Country World Bonds Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 3 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 91.95% 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 Bonds Portfolio: ETF allocation and returns page.

Rolling Returns

All Country World Bonds Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+5.90% +19.90%
Nov 2008 - Oct 2009
-5.26%
Nov 2007 - Oct 2008
8.05%
2 Years
+5.91% +15.03%
Nov 2008 - Oct 2010
-0.24%
Nov 2006 - Oct 2008
0.80%
3 Years
+5.75% +12.57%
Jun 2000 - May 2003
+1.67%
Jan 2013 - Dec 2015
0.00%
4 Years
+5.65% +10.63%
Jun 1999 - May 2003
+1.91%
Dec 2014 - Nov 2018
0.00%
5 Years
+5.57% +9.65%
Feb 2000 - Jan 2005
+2.10%
May 2013 - Apr 2018
0.00%
6 Years
+5.54% +9.12%
Sep 1999 - Aug 2005
+1.94%
Dec 2012 - Nov 2018
0.00%
7 Years
+5.52% +8.22%
Sep 1999 - Aug 2006
+2.87%
Nov 2011 - Oct 2018
0.00%
8 Years
+5.53% +8.07%
Feb 2000 - Jan 2008
+3.06%
Nov 2010 - Oct 2018
0.00%
9 Years
+5.58% +7.62%
Mar 1999 - Feb 2008
+3.29%
Sep 2012 - Aug 2021
0.00%
10 Years
+5.65% +7.61%
Nov 2000 - Oct 2010
+3.77%
Sep 2011 - Aug 2021
0.00%
11 Years
+5.69% +7.89%
Sep 1999 - Aug 2010
+3.82%
Sep 2010 - Aug 2021
0.00%
12 Years
+5.68% +7.60%
Feb 2000 - Jan 2012
+4.34%
Dec 2006 - Nov 2018
0.00%
13 Years
+5.62% +7.64%
Sep 1999 - Aug 2012
+4.46%
Sep 2005 - Aug 2018
0.00%
14 Years
+5.56% +7.20%
Mar 1999 - Feb 2013
+4.47%
Nov 2004 - Oct 2018
0.00%
15 Years
+5.53% +6.92%
Sep 1999 - Aug 2014
+4.61%
Jun 2003 - May 2018
0.00%
16 Years
+5.51% +6.67%
Mar 1999 - Feb 2015
+4.60%
Jul 2005 - Jun 2021
0.00%
17 Years
+5.54% +6.63%
Sep 1999 - Aug 2016
+4.64%
Apr 2004 - Mar 2021
0.00%
18 Years
+5.56% +6.30%
Sep 1999 - Aug 2017
+4.65%
Jun 2003 - May 2021
0.00%
19 Years
+5.64% +5.98%
Jan 1999 - Dec 2017
+5.09%
Jun 2002 - May 2021
0.00%
20 Years
+5.78% +6.18%
Sep 1999 - Aug 2019
+5.22%
Sep 2001 - Aug 2021
0.00%

* Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.90% +19.90%
Nov 2008 - Oct 2009
-5.26%
Nov 2007 - Oct 2008
8.05%
21 out of 261

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.91% +15.03%
Nov 2008 - Oct 2010
-0.24%
Nov 2006 - Oct 2008
0.80%
2 out of 249

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.75% +12.57%
Jun 2000 - May 2003
+1.67%
Jan 2013 - Dec 2015
0.00%
0 out of 237

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.65% +10.63%
Jun 1999 - May 2003
+1.91%
Dec 2014 - Nov 2018
0.00%
0 out of 225

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.57% +9.65%
Feb 2000 - Jan 2005
+2.10%
May 2013 - Apr 2018
0.00%
0 out of 213

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.54% +9.12%
Sep 1999 - Aug 2005
+1.94%
Dec 2012 - Nov 2018
0.00%
0 out of 201

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.52% +8.22%
Sep 1999 - Aug 2006
+2.87%
Nov 2011 - Oct 2018
0.00%
0 out of 189

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.53% +8.07%
Feb 2000 - Jan 2008
+3.06%
Nov 2010 - Oct 2018
0.00%
0 out of 177

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.58% +7.62%
Mar 1999 - Feb 2008
+3.29%
Sep 2012 - Aug 2021
0.00%
0 out of 165

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.65% +7.61%
Nov 2000 - Oct 2010
+3.77%
Sep 2011 - Aug 2021
0.00%
0 out of 153

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.69% +7.89%
Sep 1999 - Aug 2010
+3.82%
Sep 2010 - Aug 2021
0.00%
0 out of 141

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.68% +7.60%
Feb 2000 - Jan 2012
+4.34%
Dec 2006 - Nov 2018
0.00%
0 out of 129

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.62% +7.64%
Sep 1999 - Aug 2012
+4.46%
Sep 2005 - Aug 2018
0.00%
0 out of 117

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.56% +7.20%
Mar 1999 - Feb 2013
+4.47%
Nov 2004 - Oct 2018
0.00%
0 out of 105

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.53% +6.92%
Sep 1999 - Aug 2014
+4.61%
Jun 2003 - May 2018
0.00%
0 out of 93

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.51% +6.67%
Mar 1999 - Feb 2015
+4.60%
Jul 2005 - Jun 2021
0.00%
0 out of 81

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.54% +6.63%
Sep 1999 - Aug 2016
+4.64%
Apr 2004 - Mar 2021
0.00%
0 out of 69

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.56% +6.30%
Sep 1999 - Aug 2017
+4.65%
Jun 2003 - May 2021
0.00%
0 out of 57

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.64% +5.98%
Jan 1999 - Dec 2017
+5.09%
Jun 2002 - May 2021
0.00%
0 out of 45

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.78% +6.18%
Sep 1999 - Aug 2019
+5.22%
Sep 2001 - Aug 2021
0.00%
0 out of 33

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

Share this page