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

Swipe left to see all data
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 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
+8.61% +43.78%
Mar 2009 - Feb 2010
-34.14%
Mar 2008 - Feb 2009
20.00%
85 out of 425
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
+7.90% +30.28%
Mar 2009 - Feb 2011
-18.86%
Mar 2007 - Feb 2009
10.65%
44 out of 413
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
+7.68% +20.64%
Apr 2003 - Mar 2006
-9.11%
Mar 2006 - Feb 2009
9.48%
38 out of 401
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
+7.56% +18.60%
Apr 2003 - Mar 2007
-4.10%
Mar 2005 - Feb 2009
1.80%
7 out of 389
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
+7.57% +15.93%
Oct 2002 - Sep 2007
-1.14%
Mar 2004 - Feb 2009
1.06%
4 out of 377
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
+7.54% +14.22%
Mar 2009 - Feb 2015
+2.26%
Apr 2014 - Mar 2020
0.00%
0 out of 365
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
+7.52% +13.13%
Oct 1990 - Sep 1997
+2.11%
Mar 2002 - Feb 2009
0.00%
0 out of 353
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
+7.52% +12.90%
Feb 1986 - Jan 1994
+1.49%
Mar 2001 - Feb 2009
0.00%
0 out of 341
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
+7.52% +11.66%
Jan 1991 - Dec 1999
+1.41%
Mar 2000 - Feb 2009
0.00%
0 out of 329
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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

Annualized Rolling Returns - 11 Years (132 months)

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

Annualized Rolling Returns - 12 Years (144 months)

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

Annualized Rolling Returns - 13 Years (156 months)

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

Annualized Rolling Returns - 14 Years (168 months)

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

Annualized Rolling Returns - 15 Years (180 months)

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

Annualized Rolling Returns - 16 Years (192 months)

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

Annualized Rolling Returns - 17 Years (204 months)

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

Annualized Rolling Returns - 18 Years (216 months)

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

Annualized Rolling Returns - 19 Years (228 months)

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

Annualized Rolling Returns - 20 Years (240 months)

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

In order to have complete information about the portfolio, please refer to the Frank Armstrong Ideal Index Portfolio: ETF allocation and returns page.

Share this page