Last Update: 30 April 2022

Implementing the Short Term Treasury Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 3 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 95.50% of times

All the returns are calculated over the available historical serie, starting from January 1977 until April 2022.

In order to have complete information about the portfolio, please refer to the Short Term Treasury Portfolio: ETF allocation and returns page.

Rolling Returns

Short Term Treasury Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.70 25.82
Oct 1981 - Sep 1982
-3.65
May 2021 - Apr 2022
4.50%
2 Years
5.78 19.29
May 1981 - Apr 1983
-1.84
May 2020 - Apr 2022
1.54%
3 Years
5.82 17.24
Mar 1980 - Feb 1983
0.17
May 2015 - Apr 2018
0.00%
4 Years
5.84 15.94
Sep 1981 - Aug 1985
0.33
Mar 2014 - Feb 2018
0.00%
5 Years
5.86 15.57
Sep 1981 - Aug 1986
0.32
May 2013 - Apr 2018
0.00%
6 Years
5.85 14.66
Apr 1980 - Mar 1986
0.33
May 2012 - Apr 2018
0.00%
7 Years
5.83 13.80
Mar 1980 - Feb 1987
0.39
Oct 2011 - Sep 2018
0.00%
8 Years
5.81 12.82
Mar 1980 - Feb 1988
0.48
Nov 2010 - Oct 2018
0.00%
9 Years
5.78 11.82
Dec 1980 - Nov 1989
0.67
Dec 2009 - Nov 2018
0.00%
10 Years
5.75 11.72
Mar 1980 - Feb 1990
0.64
May 2012 - Apr 2022
0.00%
11 Years
5.74 11.66
Mar 1980 - Feb 1991
0.68
May 2011 - Apr 2022
0.00%
12 Years
5.74 11.50
Mar 1980 - Feb 1992
0.77
May 2010 - Apr 2022
0.00%
13 Years
5.74 11.37
Mar 1980 - Feb 1993
0.83
May 2009 - Apr 2022
0.00%
14 Years
5.74 10.77
Mar 1980 - Feb 1994
1.04
Apr 2008 - Mar 2022
0.00%
15 Years
5.73 10.33
Nov 1978 - Oct 1993
1.50
May 2007 - Apr 2022
0.00%
16 Years
5.71 10.15
Mar 1980 - Feb 1996
1.72
May 2006 - Apr 2022
0.00%
17 Years
5.69 9.83
Mar 1980 - Feb 1997
1.73
May 2005 - Apr 2022
0.00%
18 Years
5.69 9.66
Mar 1980 - Feb 1998
1.66
Apr 2004 - Mar 2022
0.00%
19 Years
5.70 9.46
Mar 1980 - Feb 1999
1.67
May 2003 - Apr 2022
0.00%
20 Years
5.71 9.22
Nov 1978 - Oct 1998
1.92
May 2002 - Apr 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.70% +25.82%
Oct 1981 - Sep 1982
-3.65%
May 2021 - Apr 2022
4.50%
24 out of 533
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.78% +19.29%
May 1981 - Apr 1983
-1.84%
May 2020 - Apr 2022
1.54%
8 out of 521
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.82% +17.24%
Mar 1980 - Feb 1983
+0.17%
May 2015 - Apr 2018
0.00%
0 out of 509
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.84% +15.94%
Sep 1981 - Aug 1985
+0.33%
Mar 2014 - Feb 2018
0.00%
0 out of 497
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.86% +15.57%
Sep 1981 - Aug 1986
+0.32%
May 2013 - Apr 2018
0.00%
0 out of 485
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.85% +14.66%
Apr 1980 - Mar 1986
+0.33%
May 2012 - Apr 2018
0.00%
0 out of 473
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.83% +13.80%
Mar 1980 - Feb 1987
+0.39%
Oct 2011 - Sep 2018
0.00%
0 out of 461
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.81% +12.82%
Mar 1980 - Feb 1988
+0.48%
Nov 2010 - Oct 2018
0.00%
0 out of 449
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.78% +11.82%
Dec 1980 - Nov 1989
+0.67%
Dec 2009 - Nov 2018
0.00%
0 out of 437
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.75% +11.72%
Mar 1980 - Feb 1990
+0.64%
May 2012 - Apr 2022
0.00%
0 out of 425
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.74% +11.66%
Mar 1980 - Feb 1991
+0.68%
May 2011 - Apr 2022
0.00%
0 out of 413
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.74% +11.50%
Mar 1980 - Feb 1992
+0.77%
May 2010 - Apr 2022
0.00%
0 out of 401
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.74% +11.37%
Mar 1980 - Feb 1993
+0.83%
May 2009 - Apr 2022
0.00%
0 out of 389
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.74% +10.77%
Mar 1980 - Feb 1994
+1.04%
Apr 2008 - Mar 2022
0.00%
0 out of 377
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.73% +10.33%
Nov 1978 - Oct 1993
+1.50%
May 2007 - Apr 2022
0.00%
0 out of 365
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.71% +10.15%
Mar 1980 - Feb 1996
+1.72%
May 2006 - Apr 2022
0.00%
0 out of 353
16 Years Annualized Rolling Returns over time
16 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.69% +9.83%
Mar 1980 - Feb 1997
+1.73%
May 2005 - Apr 2022
0.00%
0 out of 341
17 Years Annualized Rolling Returns over time
17 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.69% +9.66%
Mar 1980 - Feb 1998
+1.66%
Apr 2004 - Mar 2022
0.00%
0 out of 329
18 Years Annualized Rolling Returns over time
18 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.70% +9.46%
Mar 1980 - Feb 1999
+1.67%
May 2003 - Apr 2022
0.00%
0 out of 317
19 Years Annualized Rolling Returns over time
19 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+5.71% +9.22%
Nov 1978 - Oct 1998
+1.92%
May 2002 - Apr 2022
0.00%
0 out of 305
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 Short Term Treasury Portfolio: ETF allocation and returns page.

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