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

Swipe left to see all data
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 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
+17.12% +62.89%
Apr 2020 - Mar 2021
-10.88%
Jul 2021 - Jun 2022
7.55%
8 out of 106
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
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
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
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
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
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
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
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
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
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
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
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
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
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
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
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
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

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.

Share this page