Last Update: 30 April 2022
Implementing the Frank Armstrong Ideal Index Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 6 years rolling periods, you would have obtained a positive returns 100.00% of times
Considering all 3 years rolling periods, you would have obtained a positive returns 90.52% of times
All the returns are calculated over the available historical serie, starting from January 1986 until April 2022.
In order to have complete information about the portfolio, please refer to the Frank Armstrong Ideal Index Portfolio: ETF allocation and returns page.
Rolling Returns
Frank Armstrong Ideal Index Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.61 |
43.78 Mar 2009 - Feb 2010 |
-34.14 Mar 2008 - Feb 2009 |
20.00% |
2 Years |
7.90 |
30.28 Mar 2009 - Feb 2011 |
-18.86 Mar 2007 - Feb 2009 |
10.65% |
3 Years |
7.68 |
20.64 Apr 2003 - Mar 2006 |
-9.11 Mar 2006 - Feb 2009 |
9.48% |
4 Years |
7.56 |
18.60 Apr 2003 - Mar 2007 |
-4.10 Mar 2005 - Feb 2009 |
1.80% |
5 Years |
7.57 |
15.93 Oct 2002 - Sep 2007 |
-1.14 Mar 2004 - Feb 2009 |
1.06% |
6 Years |
7.54 |
14.22 Mar 2009 - Feb 2015 |
2.26 Apr 2014 - Mar 2020 |
0.00% |
7 Years |
7.52 |
13.13 Oct 1990 - Sep 1997 |
2.11 Mar 2002 - Feb 2009 |
0.00% |
8 Years |
7.52 |
12.90 Feb 1986 - Jan 1994 |
1.49 Mar 2001 - Feb 2009 |
0.00% |
9 Years |
7.52 |
11.66 Jan 1991 - Dec 1999 |
1.41 Mar 2000 - Feb 2009 |
0.00% |
10 Years |
7.49 |
11.78 Jan 1986 - Dec 1995 |
2.74 Mar 1999 - Feb 2009 |
0.00% |
11 Years |
7.45 |
11.75 Jan 1986 - Dec 1996 |
2.53 Mar 1998 - Feb 2009 |
0.00% |
12 Years |
7.40 |
11.79 Jan 1986 - Dec 1997 |
3.66 Mar 1997 - Feb 2009 |
0.00% |
13 Years |
7.33 |
11.56 Jan 1986 - Dec 1998 |
3.50 Apr 2007 - Mar 2020 |
0.00% |
14 Years |
7.25 |
11.70 Jan 1986 - Dec 1999 |
4.14 Apr 2006 - Mar 2020 |
0.00% |
15 Years |
7.27 |
11.06 Feb 1986 - Jan 2001 |
4.67 Mar 1994 - Feb 2009 |
0.00% |
16 Years |
7.31 |
10.04 Jan 1986 - Dec 2001 |
5.22 Apr 2004 - Mar 2020 |
0.00% |
17 Years |
7.36 |
10.22 Oct 1990 - Sep 2007 |
5.57 Mar 1992 - Feb 2009 |
0.00% |
18 Years |
7.41 |
9.84 Jan 1986 - Dec 2003 |
5.63 Apr 2002 - Mar 2020 |
0.00% |
19 Years |
7.39 |
10.09 Jan 1986 - Dec 2004 |
5.50 Jan 2000 - Dec 2018 |
0.00% |
20 Years |
7.33 |
10.16 Feb 1986 - Jan 2006 |
5.01 Apr 2000 - Mar 2020 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.61% |
+43.78% Mar 2009 - Feb 2010 |
-34.14% Mar 2008 - Feb 2009 |
20.00% 85 out of 425 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.90% |
+30.28% Mar 2009 - Feb 2011 |
-18.86% Mar 2007 - Feb 2009 |
10.65% 44 out of 413 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.68% |
+20.64% Apr 2003 - Mar 2006 |
-9.11% Mar 2006 - Feb 2009 |
9.48% 38 out of 401 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.56% |
+18.60% Apr 2003 - Mar 2007 |
-4.10% Mar 2005 - Feb 2009 |
1.80% 7 out of 389 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.57% |
+15.93% Oct 2002 - Sep 2007 |
-1.14% Mar 2004 - Feb 2009 |
1.06% 4 out of 377 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.54% |
+14.22% Mar 2009 - Feb 2015 |
+2.26% Apr 2014 - Mar 2020 |
0.00% 0 out of 365 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.52% |
+13.13% Oct 1990 - Sep 1997 |
+2.11% Mar 2002 - Feb 2009 |
0.00% 0 out of 353 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.52% |
+12.90% Feb 1986 - Jan 1994 |
+1.49% Mar 2001 - Feb 2009 |
0.00% 0 out of 341 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.52% |
+11.66% Jan 1991 - Dec 1999 |
+1.41% Mar 2000 - Feb 2009 |
0.00% 0 out of 329 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.49% |
+11.78% Jan 1986 - Dec 1995 |
+2.74% Mar 1999 - Feb 2009 |
0.00% 0 out of 317 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.45% |
+11.75% Jan 1986 - Dec 1996 |
+2.53% Mar 1998 - Feb 2009 |
0.00% 0 out of 305 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.40% |
+11.79% Jan 1986 - Dec 1997 |
+3.66% Mar 1997 - Feb 2009 |
0.00% 0 out of 293 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.33% |
+11.56% Jan 1986 - Dec 1998 |
+3.50% Apr 2007 - Mar 2020 |
0.00% 0 out of 281 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.25% |
+11.70% Jan 1986 - Dec 1999 |
+4.14% Apr 2006 - Mar 2020 |
0.00% 0 out of 269 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.27% |
+11.06% Feb 1986 - Jan 2001 |
+4.67% Mar 1994 - Feb 2009 |
0.00% 0 out of 257 |
Annualized Rolling Returns - 16 Years (192 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.31% |
+10.04% Jan 1986 - Dec 2001 |
+5.22% Apr 2004 - Mar 2020 |
0.00% 0 out of 245 |
Annualized Rolling Returns - 17 Years (204 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.36% |
+10.22% Oct 1990 - Sep 2007 |
+5.57% Mar 1992 - Feb 2009 |
0.00% 0 out of 233 |
Annualized Rolling Returns - 18 Years (216 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.41% |
+9.84% Jan 1986 - Dec 2003 |
+5.63% Apr 2002 - Mar 2020 |
0.00% 0 out of 221 |
Annualized Rolling Returns - 19 Years (228 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.39% |
+10.09% Jan 1986 - Dec 2004 |
+5.50% Jan 2000 - Dec 2018 |
0.00% 0 out of 209 |
Annualized Rolling Returns - 20 Years (240 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+7.33% |
+10.16% Feb 1986 - Jan 2006 |
+5.01% Apr 2000 - Mar 2020 |
0.00% 0 out of 197 |
In order to have complete information about the portfolio, please refer to the Frank Armstrong Ideal Index Portfolio: ETF allocation and returns page.