Last Update: 31 July 2022
Implementing the Robert Shiller Cape US Sector Value Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 2 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 92.45% of times
All the returns are calculated over the available historical serie, starting from November 2012 until July 2022.
In order to have complete information about the portfolio, please refer to the Robert Shiller Cape US Sector Value Portfolio: ETF allocation and returns page.
Rolling Returns
Robert Shiller Cape US Sector Value Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
17.12 |
62.89 Apr 2020 - Mar 2021 |
-10.88 Jul 2021 - Jun 2022 |
7.55% |
2 Years |
16.06 |
37.58 Apr 2020 - Mar 2022 |
0.39 Apr 2018 - Mar 2020 |
0.00% |
3 Years |
15.18 |
26.51 Jan 2019 - Dec 2021 |
4.34 Apr 2017 - Mar 2020 |
0.00% |
4 Years |
15.25 |
19.27 Sep 2017 - Aug 2021 |
8.78 Apr 2016 - Mar 2020 |
0.00% |
5 Years |
15.33 |
19.92 Nov 2016 - Oct 2021 |
8.27 Apr 2015 - Mar 2020 |
0.00% |
6 Years |
15.19 |
19.62 Sep 2015 - Aug 2021 |
9.56 Apr 2014 - Mar 2020 |
0.00% |
7 Years |
15.11 |
16.84 Sep 2014 - Aug 2021 |
11.24 Apr 2013 - Mar 2020 |
0.00% |
8 Years |
16.06 |
17.90 Sep 2013 - Aug 2021 |
12.44 Jul 2014 - Jun 2022 |
0.00% |
9 Years |
16.29 |
18.25 Jan 2013 - Dec 2021 |
13.86 Jul 2013 - Jun 2022 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+17.12% |
+62.89% Apr 2020 - Mar 2021 |
-10.88% Jul 2021 - Jun 2022 |
7.55% 8 out of 106 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+16.06% |
+37.58% Apr 2020 - Mar 2022 |
+0.39% Apr 2018 - Mar 2020 |
0.00% 0 out of 94 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+15.18% |
+26.51% Jan 2019 - Dec 2021 |
+4.34% Apr 2017 - Mar 2020 |
0.00% 0 out of 82 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+15.25% |
+19.27% Sep 2017 - Aug 2021 |
+8.78% Apr 2016 - Mar 2020 |
0.00% 0 out of 70 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+15.33% |
+19.92% Nov 2016 - Oct 2021 |
+8.27% Apr 2015 - Mar 2020 |
0.00% 0 out of 58 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+15.19% |
+19.62% Sep 2015 - Aug 2021 |
+9.56% Apr 2014 - Mar 2020 |
0.00% 0 out of 46 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+15.11% |
+16.84% Sep 2014 - Aug 2021 |
+11.24% Apr 2013 - Mar 2020 |
0.00% 0 out of 34 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+16.06% |
+17.90% Sep 2013 - Aug 2021 |
+12.44% Jul 2014 - Jun 2022 |
0.00% 0 out of 22 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+16.29% |
+18.25% Jan 2013 - Dec 2021 |
+13.86% Jul 2013 - Jun 2022 |
0.00% 0 out of 10 |
In order to have complete information about the portfolio, please refer to the Robert Shiller Cape US Sector Value Portfolio: ETF allocation and returns page.