Developed World ex-US Stocks Momentum Portfolio: Rolling Returns

Data Source: from August 2009 to March 2024 (~15 years)
Consolidated Returns as of 31 March 2024

Holding the Developed World ex-US Stocks Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~15 years), the longest period with a negative return lasted 67 months (from May 2011 to November 2016).

This means that every rolling period of 68 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World ex-US Stocks Momentum Portfolio: ETF allocation and returns page.

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.

DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 2014 - 31 March 2024 (10 Years)
Data Source: 1 August 2009 - 31 March 2024 (~15 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.94% +43.71%
Apr 2020 - Mar 2021 		-25.04%
Oct 2021 - Sep 2022 		37.58%
62 out of 165
US Inflation Adjusted +6.28% +40.04%
Apr 2020 - Mar 2021 		-30.72%
Oct 2021 - Sep 2022 		41.21%
68 out of 165
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.70% +23.33%
Jan 2019 - Dec 2020 		-8.07%
Nov 2021 - Oct 2023 		25.49%
39 out of 153
US Inflation Adjusted +1.68% +21.13%
Jan 2019 - Dec 2020 		-13.65%
Oct 2020 - Sep 2022 		36.60%
56 out of 153
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.75% +17.48%
Jan 2019 - Dec 2021 		-3.59%
Dec 2013 - Nov 2016 		7.09%
10 out of 141
US Inflation Adjusted +3.76% +13.43%
Jan 2019 - Dec 2021 		-5.00%
Jan 2021 - Dec 2023 		24.11%
34 out of 141
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.68% +13.56%
Apr 2020 - Mar 2024 		-0.37%
Oct 2018 - Sep 2022 		0.78%
1 out of 129
US Inflation Adjusted +2.83% +10.94%
Jan 2017 - Dec 2020 		-4.31%
Oct 2018 - Sep 2022 		6.20%
8 out of 129
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.25% +11.76%
Jan 2017 - Dec 2021 		-0.70%
Jan 2014 - Dec 2018 		0.85%
1 out of 117
US Inflation Adjusted +3.43% +9.26%
Mar 2016 - Feb 2021 		-3.31%
Oct 2017 - Sep 2022 		17.09%
20 out of 117
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.10% +9.79%
Jan 2016 - Dec 2021 		+0.72%
Apr 2014 - Mar 2020 		0.00%
0 out of 105
US Inflation Adjusted +2.63% +7.75%
Oct 2011 - Sep 2017 		-0.95%
Nov 2017 - Oct 2023 		3.81%
4 out of 105
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.64% +8.37%
Oct 2011 - Sep 2018 		+2.14%
Apr 2013 - Mar 2020 		0.00%
0 out of 93
US Inflation Adjusted +3.51% +6.73%
Oct 2011 - Sep 2018 		+0.50%
Jul 2015 - Jun 2022 		0.00%
0 out of 93
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.82% +8.48%
Apr 2016 - Mar 2024 		+2.10%
Oct 2014 - Sep 2022 		0.00%
0 out of 81
US Inflation Adjusted +3.68% +5.93%
Feb 2010 - Jan 2018 		-0.68%
Oct 2014 - Sep 2022 		2.47%
2 out of 81
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.99% +9.46%
Jun 2012 - May 2021 		+1.80%
Oct 2013 - Sep 2022 		0.00%
0 out of 69
US Inflation Adjusted +2.88% +7.53%
Jun 2012 - May 2021 		-0.86%
Oct 2013 - Sep 2022 		2.90%
2 out of 69
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.54% +8.72%
Oct 2011 - Sep 2021 		+3.15%
Nov 2013 - Oct 2023 		0.00%
0 out of 57
US Inflation Adjusted +3.59% +6.68%
Oct 2011 - Sep 2021 		+0.35%
Nov 2013 - Oct 2023 		0.00%
0 out of 57
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.97% +8.53%
Jun 2010 - May 2021 		+3.54%
Jul 2011 - Jun 2022 		0.00%
0 out of 45
US Inflation Adjusted +3.37% +6.46%
Jun 2010 - May 2021 		+1.01%
Jul 2011 - Jun 2022 		0.00%
0 out of 45
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.99% +7.60%
Aug 2009 - Jul 2021 		+3.44%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
US Inflation Adjusted +3.32% +5.50%
Aug 2009 - Jul 2021 		+0.84%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.10% +6.57%
Jul 2010 - Jun 2023 		+3.77%
Oct 2009 - Sep 2022 		0.00%
0 out of 21
US Inflation Adjusted +2.41% +3.85%
Jul 2010 - Jun 2023 		+1.27%
Oct 2009 - Sep 2022 		0.00%
0 out of 21
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.47% +6.53%
Mar 2010 - Feb 2024 		+4.86%
Oct 2009 - Sep 2023 		0.00%
0 out of 9
US Inflation Adjusted +2.85% +3.83%
Mar 2010 - Feb 2024 		+2.24%
Oct 2009 - Sep 2023 		0.00%
0 out of 9
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Developed World ex-US Stocks Momentum Portfolio: ETF allocation and returns page.