Consolidated Returns as of 31 March 2024
Holding the All Country World Stocks Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~54 years), the longest period with a negative return lasted 157 months (from February 1996 to February 2009).
This means that every rolling period of 158 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World Stocks Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
The annualized return of the last 10 years has been 8.76% (updated at Mar 31, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.42% |
+59.60%
Sep 1985 - Aug 1986 |
-50.42%
Mar 2008 - Feb 2009 |
25.31%
162 out of 640 |
US Inflation Adjusted | +7.26% |
+57.12%
Sep 1985 - Aug 1986 |
-50.43%
Mar 2008 - Feb 2009 |
32.81%
210 out of 640 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.15% |
+55.86%
Oct 1985 - Sep 1987 |
-29.43%
Mar 2007 - Feb 2009 |
17.36%
109 out of 628 |
US Inflation Adjusted | +5.52% |
+51.31%
Oct 1985 - Sep 1987 |
-30.85%
Mar 2007 - Feb 2009 |
26.59%
167 out of 628 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.37% |
+47.48%
Aug 1984 - Jul 1987 |
-19.43%
Apr 2000 - Mar 2003 |
16.56%
102 out of 616 |
US Inflation Adjusted | +5.37% |
+43.17%
Aug 1984 - Jul 1987 |
-21.36%
Apr 2000 - Mar 2003 |
26.79%
165 out of 616 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.77% |
+33.65%
Sep 1983 - Aug 1987 |
-10.67%
Apr 1999 - Mar 2003 |
15.23%
92 out of 604 |
US Inflation Adjusted | +4.92% |
+29.29%
Sep 1983 - Aug 1987 |
-13.09%
Apr 1999 - Mar 2003 |
29.30%
177 out of 604 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.94% |
+37.13%
Aug 1982 - Jul 1987 |
-6.95%
Apr 1998 - Mar 2003 |
11.82%
70 out of 592 |
US Inflation Adjusted | +4.20% |
+32.95%
Aug 1982 - Jul 1987 |
-9.28%
Apr 1998 - Mar 2003 |
28.38%
168 out of 592 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.11% |
+28.61%
Oct 1981 - Sep 1987 |
-2.20%
Mar 1997 - Feb 2003 |
6.03%
35 out of 580 |
US Inflation Adjusted | +4.36% |
+24.35%
Aug 1982 - Jul 1988 |
-5.10%
Mar 1972 - Feb 1978 |
26.21%
152 out of 580 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.12% |
+27.32%
Aug 1982 - Jul 1989 |
-3.24%
Mar 2002 - Feb 2009 |
1.58%
9 out of 568 |
US Inflation Adjusted | +4.01% |
+22.95%
Aug 1982 - Jul 1989 |
-5.67%
Mar 2002 - Feb 2009 |
19.01%
108 out of 568 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.88% |
+23.13%
Aug 1979 - Jul 1987 |
-4.79%
Mar 2001 - Feb 2009 |
1.80%
10 out of 556 |
US Inflation Adjusted | +3.88% |
+18.49%
Aug 1982 - Jul 1990 |
-7.02%
Mar 2001 - Feb 2009 |
13.67%
76 out of 556 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.03% |
+22.20%
Apr 1978 - Mar 1987 |
-6.10%
Mar 2000 - Feb 2009 |
2.57%
14 out of 544 |
US Inflation Adjusted | +4.20% |
+15.34%
Aug 1982 - Jul 1991 |
-8.41%
Mar 2000 - Feb 2009 |
11.76%
64 out of 544 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.26% |
+21.88%
Sep 1977 - Aug 1987 |
-3.82%
Mar 1999 - Feb 2009 |
4.32%
23 out of 532 |
US Inflation Adjusted | +4.40% |
+14.48%
Sep 1977 - Aug 1987 |
-6.25%
Mar 1999 - Feb 2009 |
9.96%
53 out of 532 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+19.96%
Sep 1976 - Aug 1987 |
-2.70%
Mar 1998 - Feb 2009 |
2.69%
14 out of 520 |
US Inflation Adjusted | +4.34% |
+13.20%
Aug 1982 - Jul 1993 |
-5.08%
Mar 1998 - Feb 2009 |
12.50%
65 out of 520 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.96% |
+19.79%
Oct 1975 - Sep 1987 |
-1.01%
Mar 1997 - Feb 2009 |
1.18%
6 out of 508 |
US Inflation Adjusted | +4.28% |
+12.64%
Aug 1982 - Jul 1994 |
-3.34%
Mar 1997 - Feb 2009 |
11.81%
60 out of 508 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.76% |
+21.16%
Oct 1974 - Sep 1987 |
-0.10%
Mar 1996 - Feb 2009 |
0.20%
1 out of 496 |
US Inflation Adjusted | +4.38% |
+13.77%
Oct 1974 - Sep 1987 |
-2.50%
Mar 1996 - Feb 2009 |
8.67%
43 out of 496 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.44% |
+18.47%
Oct 1974 - Sep 1988 |
+1.29%
Mar 1995 - Feb 2009 |
0.00%
0 out of 484 |
US Inflation Adjusted | +4.44% |
+11.63%
Jul 1982 - Jun 1996 |
-1.16%
Mar 1995 - Feb 2009 |
5.79%
28 out of 484 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.34% |
+18.78%
Oct 1974 - Sep 1989 |
+0.99%
Mar 1994 - Feb 2009 |
0.00%
0 out of 472 |
US Inflation Adjusted | +4.52% |
+12.60%
Aug 1982 - Jul 1997 |
-1.48%
Mar 1994 - Feb 2009 |
1.27%
6 out of 472 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+15.78%
Aug 1982 - Jul 1998 |
+1.81%
Mar 2000 - Feb 2016 |
0.00%
0 out of 460 |
US Inflation Adjusted | +4.72% |
+12.12%
Aug 1982 - Jul 1998 |
-0.30%
Mar 2000 - Feb 2016 |
1.09%
5 out of 460 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.10% |
+16.02%
Oct 1974 - Sep 1991 |
+2.13%
Mar 1992 - Feb 2009 |
0.00%
0 out of 448 |
US Inflation Adjusted | +4.61% |
+12.11%
Aug 1982 - Jul 1999 |
-0.41%
Mar 1992 - Feb 2009 |
0.22%
1 out of 448 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.06% |
+15.31%
Apr 1982 - Mar 2000 |
+2.01%
Mar 1991 - Feb 2009 |
0.00%
0 out of 436 |
US Inflation Adjusted | +4.18% |
+11.66%
Aug 1982 - Jul 2000 |
-0.54%
Mar 1991 - Feb 2009 |
0.23%
1 out of 436 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.34% |
+15.10%
Oct 1974 - Sep 1993 |
+1.96%
Mar 1990 - Feb 2009 |
0.00%
0 out of 424 |
US Inflation Adjusted | +4.57% |
+10.01%
May 1980 - Apr 1999 |
-0.73%
Mar 1990 - Feb 2009 |
0.94%
4 out of 424 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.57% |
+14.71%
Oct 1974 - Sep 1994 |
+1.97%
Mar 1989 - Feb 2009 |
0.00%
0 out of 412 |
US Inflation Adjusted | +4.53% |
+10.34%
Apr 1980 - Mar 2000 |
-0.85%
Mar 1989 - Feb 2009 |
0.73%
3 out of 412 |
To obtain comprehensive information, please consult the All Country World Stocks Portfolio: ETF allocation and returns page.