Simplified Permanent Portfolio: Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Holding the Simplified Permanent Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 80 months (from November 1925 to June 1932).

This means that every rolling period of 81 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Simplified Permanent Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

SIMPLIFIED PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 4.68% (updated at Feb 29, 2024).

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.

SIMPLIFIED PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.62 11/2021
10/2022
0.85$ 1.04 1.01$ 6.77 1.06$ 14.25 1.14$ 23.00 02/1995
01/1996
1.23$ 10.59 10.60%
2Y -5.51 10/2020
09/2022
0.89$ 2.67 1.05$ 7.26 1.15$ 11.52 1.24$ 18.93 11/2008
10/2010
1.41$ -0.02 5.93%
3Y -1.62 10/2020
09/2023
0.95$ 3.55 1.11$ 7.56 1.24$ 10.50 1.34$ 16.78 11/2008
10/2011
1.59$ 1.60 1.23%
4Y 1.95 02/2012
01/2016
1.08$ 3.97 1.16$ 7.47 1.33$ 10.06 1.46$ 14.16 11/2008
10/2012
1.69$ 3.67 0.00%
5Y 2.76 02/2012
01/2017
1.14$ 4.51 1.24$ 7.13 1.41$ 9.80 1.59$ 11.77 03/2003
02/2008
1.74$ 5.74 0.00%
6Y 2.58 11/2012
10/2018
1.16$ 4.94 1.33$ 7.09 1.50$ 9.59 1.73$ 11.50 09/2005
08/2011
1.92$ 5.34 0.00%
7Y 3.15 11/2011
10/2018
1.24$ 5.07 1.41$ 7.10 1.61$ 9.32 1.86$ 10.92 09/2004
08/2011
2.06$ 5.22 0.00%
8Y 3.80 11/2014
10/2022
1.34$ 5.17 1.49$ 7.15 1.73$ 9.27 2.03$ 10.79 09/2003
08/2011
2.26$ 5.14 0.00%
9Y 3.81 11/2013
10/2022
1.40$ 5.61 1.63$ 7.29 1.88$ 9.02 2.17$ 10.83 09/2002
08/2011
2.52$ 4.68 0.00%
10Y 3.16 10/2012
09/2022
1.36$ 6.01 1.79$ 7.51 2.06$ 8.75 2.31$ 10.42 02/2002
01/2012
2.69$ 4.68 0.00%
11Y 3.48 10/2012
09/2023
1.45$ 6.07 1.91$ 7.58 2.23$ 8.89 2.55$ 9.88 10/2001
09/2012
2.81$ 4.48 0.00%
12Y 3.88 11/2011
10/2023
1.57$ 6.45 2.11$ 7.69 2.43$ 8.79 2.74$ 9.42 09/1999
08/2011
2.94$ 4.39 0.00%
13Y 4.52 11/2010
10/2023
1.77$ 6.74 2.33$ 7.76 2.64$ 8.56 2.90$ 9.15 09/1998
08/2011
3.12$ 5.09 0.00%
14Y 5.41 12/2009
11/2023
2.08$ 6.72 2.48$ 7.82 2.86$ 8.35 3.07$ 8.91 09/1998
08/2012
3.30$ 5.81 0.00%
15Y 5.26 03/2008
02/2023
2.15$ 6.85 2.70$ 7.77 3.07$ 8.27 3.29$ 8.98 09/1996
08/2011
3.63$ 6.57 0.00%
16Y 5.40 11/2007
10/2023
2.32$ 7.14 3.01$ 7.66 3.25$ 8.42 3.64$ 8.90 12/1994
11/2010
3.91$ 5.59 0.00%
17Y 5.91 11/2006
10/2023
2.65$ 7.00 3.15$ 7.59 3.46$ 8.22 3.82$ 9.19 02/1995
01/2012
4.45$ 6.20 0.00%
18Y 6.24 11/2004
10/2022
2.97$ 6.85 3.29$ 7.54 3.70$ 8.10 4.06$ 9.00 12/1994
11/2012
4.71$ 6.43 0.00%
19Y 6.24 11/2004
10/2023
3.15$ 6.81 3.49$ 7.45 3.91$ 8.08 4.37$ 8.52 05/1994
04/2013
4.73$ 6.65 0.00%
20Y 6.36 11/2003
10/2023
3.43$ 6.81 3.73$ 7.35 4.12$ 7.92 4.59$ 8.38 02/1995
01/2015
5.00$ 6.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.77 11/2021
10/2022
0.79$ -1.31 0.98$ 4.20 1.04$ 11.52 1.11$ 19.80 11/2008
10/2009
1.19$ 7.19 20.92%
2Y -11.50 10/2020
09/2022
0.78$ 0.73 1.01$ 4.81 1.09$ 9.00 1.18$ 18.38 11/2008
10/2010
1.40$ -4.38 11.87%
3Y -6.95 10/2020
09/2023
0.80$ 1.52 1.04$ 5.31 1.16$ 7.96 1.25$ 15.08 11/2008
10/2011
1.52$ -3.86 7.08%
4Y -2.28 11/2019
10/2023
0.91$ 1.68 1.06$ 5.08 1.21$ 7.49 1.33$ 12.32 11/2008
10/2012
1.59$ -0.95 3.19%
5Y -0.39 11/2017
10/2022
0.98$ 2.27 1.11$ 4.54 1.24$ 7.18 1.41$ 9.45 11/2008
10/2013
1.57$ 1.49 0.66%
6Y -0.35 10/2016
09/2022
0.97$ 2.48 1.15$ 4.87 1.33$ 7.00 1.50$ 9.05 11/2005
10/2011
1.68$ 1.54 0.35%
7Y 0.11 10/2016
09/2023
1.00$ 2.86 1.21$ 4.77 1.38$ 6.65 1.56$ 8.40 10/2005
09/2012
1.75$ 1.63 0.00%
8Y 0.80 03/2015
02/2023
1.06$ 3.31 1.29$ 4.72 1.44$ 6.72 1.68$ 8.01 09/2003
08/2011
1.85$ 1.64 0.00%
9Y 1.05 11/2013
10/2022
1.09$ 3.75 1.39$ 4.87 1.53$ 6.56 1.77$ 8.09 09/2002
08/2011
2.01$ 1.49 0.00%
10Y 0.63 10/2012
09/2022
1.06$ 4.06 1.48$ 5.06 1.63$ 6.31 1.84$ 7.80 08/2002
07/2012
2.11$ 1.81 0.00%
11Y 0.83 10/2012
09/2023
1.09$ 4.06 1.54$ 5.20 1.74$ 6.36 1.97$ 7.31 10/2001
09/2012
2.17$ 1.77 0.00%
12Y 1.27 11/2011
10/2023
1.16$ 4.53 1.70$ 5.31 1.86$ 6.31 2.08$ 6.88 04/2001
03/2013
2.22$ 1.73 0.00%
13Y 1.83 11/2010
10/2023
1.26$ 4.63 1.80$ 5.41 1.98$ 6.07 2.15$ 6.58 02/2002
01/2015
2.28$ 2.40 0.00%
14Y 2.81 12/2009
11/2023
1.47$ 4.60 1.87$ 5.46 2.10$ 5.87 2.22$ 6.44 08/2002
07/2016
2.39$ 3.13 0.00%
15Y 2.84 03/2008
02/2023
1.52$ 4.63 1.97$ 5.47 2.22$ 5.89 2.35$ 6.37 09/1996
08/2011
2.52$ 3.90 0.00%
16Y 2.90 11/2007
10/2023
1.57$ 4.88 2.14$ 5.37 2.31$ 5.89 2.49$ 6.33 12/1994
11/2010
2.66$ 3.11 0.00%
17Y 3.32 11/2006
10/2023
1.74$ 4.61 2.15$ 5.29 2.40$ 5.77 2.59$ 6.56 02/1995
01/2012
2.94$ 3.61 0.00%
18Y 3.65 11/2004
10/2022
1.90$ 4.50 2.20$ 5.18 2.48$ 5.88 2.79$ 6.40 12/1994
11/2012
3.05$ 3.83 0.00%
19Y 3.60 11/2004
10/2023
1.95$ 4.31 2.22$ 5.19 2.61$ 5.74 2.88$ 6.03 09/2001
08/2020
3.03$ 3.99 0.00%
20Y 3.69 11/2003
10/2023
2.06$ 4.38 2.35$ 5.05 2.67$ 5.60 2.97$ 6.00 02/1995
01/2015
3.20$ 3.87 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.03 07/1931
06/1932
0.78$ -0.60 0.99$ 5.23 1.05$ 12.64 1.12$ 48.12 07/1932
06/1933
1.48$ 10.59 17.52%
2Y -14.88 06/1930
05/1932
0.72$ 1.03 1.02$ 5.44 1.11$ 10.53 1.22$ 29.39 07/1978
06/1980
1.67$ -0.02 9.42%
3Y -9.97 07/1929
06/1932
0.72$ 1.90 1.05$ 5.34 1.16$ 9.95 1.32$ 22.17 07/1970
06/1973
1.82$ 1.60 3.94%
4Y -5.41 06/1928
05/1932
0.80$ 2.34 1.09$ 5.17 1.22$ 9.59 1.44$ 19.60 07/1982
06/1986
2.04$ 3.67 2.07%
5Y -2.38 06/1927
05/1932
0.88$ 2.45 1.12$ 5.23 1.29$ 9.55 1.57$ 18.07 04/1982
03/1987
2.29$ 5.74 0.62%
6Y -0.50 07/1926
06/1932
0.97$ 2.65 1.16$ 5.24 1.35$ 9.45 1.71$ 16.13 10/1974
09/1980
2.45$ 5.34 0.11%
7Y 0.56 07/1925
06/1932
1.04$ 2.83 1.21$ 5.17 1.42$ 9.32 1.86$ 15.09 02/1973
01/1980
2.67$ 5.22 0.00%
8Y 1.03 11/1906
10/1914
1.08$ 3.07 1.27$ 5.11 1.49$ 9.27 2.03$ 15.04 02/1972
01/1980
3.06$ 5.14 0.00%
9Y 1.09 11/1905
10/1914
1.10$ 3.15 1.32$ 5.11 1.56$ 9.07 2.18$ 15.24 07/1971
06/1980
3.58$ 4.68 0.00%
10Y 1.46 09/1886
08/1896
1.15$ 3.32 1.38$ 5.10 1.64$ 8.91 2.34$ 15.78 07/1970
06/1980
4.32$ 4.68 0.00%
11Y 1.68 01/1907
12/1917
1.20$ 3.37 1.43$ 5.09 1.72$ 8.92 2.56$ 13.95 01/1970
12/1980
4.20$ 4.48 0.00%
12Y 1.63 11/1902
10/1914
1.21$ 3.43 1.49$ 5.11 1.81$ 8.86 2.76$ 13.49 10/1974
09/1986
4.56$ 4.39 0.00%
13Y 1.83 11/1901
10/1914
1.26$ 3.45 1.55$ 5.00 1.88$ 8.76 2.97$ 13.89 06/1970
05/1983
5.42$ 5.09 0.00%
14Y 1.93 09/1882
08/1896
1.30$ 3.61 1.64$ 4.99 1.97$ 8.62 3.18$ 13.03 04/1972
03/1986
5.55$ 5.81 0.00%
15Y 2.01 01/1906
12/1920
1.34$ 3.69 1.72$ 4.97 2.07$ 8.94 3.61$ 13.37 09/1971
08/1986
6.56$ 6.57 0.00%
16Y 2.03 09/1905
08/1921
1.37$ 3.64 1.77$ 4.97 2.17$ 8.90 3.91$ 13.70 09/1970
08/1986
7.80$ 5.59 0.00%
17Y 2.14 05/1901
04/1918
1.43$ 3.57 1.81$ 4.94 2.26$ 8.90 4.26$ 13.58 07/1970
06/1987
8.71$ 6.20 0.00%
18Y 2.22 06/1902
05/1920
1.48$ 3.57 1.87$ 4.93 2.37$ 8.86 4.61$ 12.85 07/1970
06/1988
8.80$ 6.43 0.00%
19Y 2.20 07/1901
06/1920
1.51$ 3.65 1.97$ 4.96 2.50$ 8.90 5.05$ 12.61 08/1970
07/1989
9.55$ 6.65 0.00%
20Y 2.12 07/1901
06/1921
1.52$ 3.56 2.01$ 5.03 2.66$ 8.92 5.52$ 12.21 06/1970
05/1990
10.02$ 6.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -22.64 10/1980
09/1981
0.77$ -4.28 0.95$ 3.86 1.03$ 11.83 1.11$ 58.61 07/1932
06/1933
1.58$ 7.19 30.49%
2Y -15.92 12/1916
11/1918
0.70$ -1.34 0.97$ 3.80 1.07$ 9.40 1.19$ 25.26 06/1932
05/1934
1.56$ -4.38 22.20%
3Y -13.46 02/1917
01/1920
0.64$ -0.45 0.98$ 3.68 1.11$ 8.41 1.27$ 17.08 07/1932
06/1935
1.60$ -3.86 16.36%
4Y -13.91 07/1916
06/1920
0.54$ 0.20 1.00$ 3.90 1.16$ 7.83 1.35$ 16.30 06/1932
05/1936
1.82$ -0.95 13.85%
5Y -11.23 07/1915
06/1920
0.55$ 0.31 1.01$ 3.78 1.20$ 7.36 1.42$ 14.40 07/1982
06/1987
1.95$ 1.49 13.38%
6Y -9.44 07/1914
06/1920
0.55$ 0.28 1.01$ 3.92 1.25$ 7.22 1.51$ 11.34 07/1982
06/1988
1.90$ 1.54 13.53%
7Y -8.12 06/1913
05/1920
0.55$ 0.31 1.02$ 4.04 1.31$ 7.12 1.61$ 10.67 08/1920
07/1927
2.03$ 1.63 12.42%
8Y -7.33 07/1912
06/1920
0.54$ 0.32 1.02$ 3.93 1.36$ 6.84 1.69$ 10.49 07/1920
06/1928
2.22$ 1.64 12.97%
9Y -7.28 07/1911
06/1920
0.50$ 0.40 1.03$ 3.98 1.42$ 6.70 1.79$ 10.59 08/1920
07/1929
2.47$ 1.49 12.65%
10Y -5.19 12/1910
11/1920
0.58$ 0.50 1.05$ 3.96 1.47$ 6.50 1.87$ 9.54 06/1920
05/1930
2.48$ 1.81 11.81%
11Y -5.06 07/1909
06/1920
0.56$ 0.44 1.04$ 4.08 1.55$ 6.39 1.97$ 9.02 07/1920
06/1931
2.58$ 1.77 11.54%
12Y -4.63 07/1908
06/1920
0.56$ 0.65 1.08$ 4.05 1.61$ 6.27 2.07$ 9.60 07/1921
06/1933
3.00$ 1.73 11.27%
13Y -3.83 08/1907
07/1920
0.60$ 0.63 1.08$ 3.92 1.64$ 6.02 2.13$ 10.34 07/1920
06/1933
3.59$ 2.40 10.75%
14Y -4.30 08/1906
07/1920
0.54$ 0.62 1.09$ 3.83 1.69$ 5.92 2.23$ 9.43 07/1920
06/1934
3.53$ 3.13 9.28%
15Y -3.95 08/1905
07/1920
0.54$ 0.81 1.12$ 3.74 1.73$ 5.90 2.36$ 9.15 08/1920
07/1935
3.71$ 3.90 8.74%
16Y -3.22 08/1904
07/1920
0.59$ 0.89 1.15$ 3.61 1.76$ 5.89 2.49$ 9.32 08/1920
07/1936
4.16$ 3.11 7.65%
17Y -2.99 06/1903
05/1920
0.59$ 0.94 1.17$ 3.64 1.83$ 5.69 2.56$ 8.77 08/1920
07/1937
4.17$ 3.61 7.28%
18Y -2.95 06/1902
05/1920
0.58$ 1.10 1.21$ 3.58 1.88$ 5.61 2.67$ 8.27 08/1920
07/1938
4.17$ 3.83 6.22%
19Y -3.16 07/1901
06/1920
0.54$ 1.13 1.23$ 3.50 1.92$ 5.64 2.83$ 8.15 08/1920
07/1939
4.42$ 3.99 6.46%
20Y -2.19 07/1900
06/1920
0.64$ 1.28 1.28$ 3.59 2.02$ 5.53 2.93$ 7.58 08/1920
07/1940
4.31$ 3.87 6.88%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.23% +48.12%
Jul 1932 - Jun 1933
-21.03%
Jul 1931 - Jun 1932
17.52%
320 out of 1827
US Inflation Adjusted +3.86% +58.61%
Jul 1932 - Jun 1933
-22.64%
Oct 1980 - Sep 1981
30.49%
557 out of 1827
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 +5.44% +29.39%
Jul 1978 - Jun 1980
-14.88%
Jun 1930 - May 1932
9.42%
171 out of 1815
US Inflation Adjusted +3.80% +25.26%
Jun 1932 - May 1934
-15.92%
Dec 1916 - Nov 1918
22.20%
403 out of 1815
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 +5.34% +22.17%
Jul 1970 - Jun 1973
-9.97%
Jul 1929 - Jun 1932
3.94%
71 out of 1803
US Inflation Adjusted +3.68% +17.08%
Jul 1932 - Jun 1935
-13.46%
Feb 1917 - Jan 1920
16.36%
295 out of 1803
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 +5.17% +19.60%
Jul 1982 - Jun 1986
-5.41%
Jun 1928 - May 1932
2.07%
37 out of 1791
US Inflation Adjusted +3.90% +16.30%
Jun 1932 - May 1936
-13.91%
Jul 1916 - Jun 1920
13.85%
248 out of 1791
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 +5.23% +18.07%
Apr 1982 - Mar 1987
-2.38%
Jun 1927 - May 1932
0.62%
11 out of 1779
US Inflation Adjusted +3.78% +14.40%
Jul 1982 - Jun 1987
-11.23%
Jul 1915 - Jun 1920
13.38%
238 out of 1779
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 +5.24% +16.13%
Oct 1974 - Sep 1980
-0.50%
Jul 1926 - Jun 1932
0.11%
2 out of 1767
US Inflation Adjusted +3.92% +11.34%
Jul 1982 - Jun 1988
-9.44%
Jul 1914 - Jun 1920
13.53%
239 out of 1767
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 +5.17% +15.09%
Feb 1973 - Jan 1980
+0.56%
Jul 1925 - Jun 1932
0.00%
0 out of 1755
US Inflation Adjusted +4.04% +10.67%
Aug 1920 - Jul 1927
-8.12%
Jun 1913 - May 1920
12.42%
218 out of 1755
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 +5.11% +15.04%
Feb 1972 - Jan 1980
+1.03%
Nov 1906 - Oct 1914
0.00%
0 out of 1743
US Inflation Adjusted +3.93% +10.49%
Jul 1920 - Jun 1928
-7.33%
Jul 1912 - Jun 1920
12.97%
226 out of 1743
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 +5.11% +15.24%
Jul 1971 - Jun 1980
+1.09%
Nov 1905 - Oct 1914
0.00%
0 out of 1731
US Inflation Adjusted +3.98% +10.59%
Aug 1920 - Jul 1929
-7.28%
Jul 1911 - Jun 1920
12.65%
219 out of 1731
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 +5.10% +15.78%
Jul 1970 - Jun 1980
+1.46%
Sep 1886 - Aug 1896
0.00%
0 out of 1719
US Inflation Adjusted +3.96% +9.54%
Jun 1920 - May 1930
-5.19%
Dec 1910 - Nov 1920
11.81%
203 out of 1719
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 +5.09% +13.95%
Jan 1970 - Dec 1980
+1.68%
Jan 1907 - Dec 1917
0.00%
0 out of 1707
US Inflation Adjusted +4.08% +9.02%
Jul 1920 - Jun 1931
-5.06%
Jul 1909 - Jun 1920
11.54%
197 out of 1707
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 +5.11% +13.49%
Oct 1974 - Sep 1986
+1.63%
Nov 1902 - Oct 1914
0.00%
0 out of 1695
US Inflation Adjusted +4.05% +9.60%
Jul 1921 - Jun 1933
-4.63%
Jul 1908 - Jun 1920
11.27%
191 out of 1695
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 +5.00% +13.89%
Jun 1970 - May 1983
+1.83%
Nov 1901 - Oct 1914
0.00%
0 out of 1683
US Inflation Adjusted +3.92% +10.34%
Jul 1920 - Jun 1933
-3.83%
Aug 1907 - Jul 1920
10.75%
181 out of 1683
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 +4.99% +13.03%
Apr 1972 - Mar 1986
+1.93%
Sep 1882 - Aug 1896
0.00%
0 out of 1671
US Inflation Adjusted +3.83% +9.43%
Jul 1920 - Jun 1934
-4.30%
Aug 1906 - Jul 1920
9.28%
155 out of 1671
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.97% +13.37%
Sep 1971 - Aug 1986
+2.01%
Jan 1906 - Dec 1920
0.00%
0 out of 1659
US Inflation Adjusted +3.74% +9.15%
Aug 1920 - Jul 1935
-3.95%
Aug 1905 - Jul 1920
8.74%
145 out of 1659
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.97% +13.70%
Sep 1970 - Aug 1986
+2.03%
Sep 1905 - Aug 1921
0.00%
0 out of 1647
US Inflation Adjusted +3.61% +9.32%
Aug 1920 - Jul 1936
-3.22%
Aug 1904 - Jul 1920
7.65%
126 out of 1647
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.94% +13.58%
Jul 1970 - Jun 1987
+2.14%
May 1901 - Apr 1918
0.00%
0 out of 1635
US Inflation Adjusted +3.64% +8.77%
Aug 1920 - Jul 1937
-2.99%
Jun 1903 - May 1920
7.28%
119 out of 1635
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.93% +12.85%
Jul 1970 - Jun 1988
+2.22%
Jun 1902 - May 1920
0.00%
0 out of 1623
US Inflation Adjusted +3.58% +8.27%
Aug 1920 - Jul 1938
-2.95%
Jun 1902 - May 1920
6.22%
101 out of 1623
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.96% +12.61%
Aug 1970 - Jul 1989
+2.20%
Jul 1901 - Jun 1920
0.00%
0 out of 1611
US Inflation Adjusted +3.50% +8.15%
Aug 1920 - Jul 1939
-3.16%
Jul 1901 - Jun 1920
6.46%
104 out of 1611
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.03% +12.21%
Jun 1970 - May 1990
+2.12%
Jul 1901 - Jun 1921
0.00%
0 out of 1599
US Inflation Adjusted +3.59% +7.58%
Aug 1920 - Jul 1940
-2.19%
Jul 1900 - Jun 1920
6.88%
110 out of 1599
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Simplified Permanent Portfolio: ETF allocation and returns page.