Stocks/Bonds 20/80 Momentum Portfolio: Rolling Returns

Data Source: from January 1982 to March 2024 (~42 years)
Consolidated Returns as of 31 March 2024

Holding the Stocks/Bonds 20/80 Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~42 years), the longest period with a negative return lasted 53 months (from June 2019 to October 2023).

This means that every rolling period of 54 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 Momentum 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

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 3.95% (updated at Mar 31, 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.

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1982 - 31 March 2024 (~42 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.61% +34.58%
Mar 1982 - Feb 1983 		-16.89%
Nov 2021 - Oct 2022 		8.67%
43 out of 496
US Inflation Adjusted +5.05% +31.09%
Jul 1982 - Jun 1983 		-22.87%
Nov 2021 - Oct 2022 		16.94%
84 out of 496
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 +6.98% +26.72%
Jul 1984 - Jun 1986 		-9.26%
Nov 2021 - Oct 2023 		5.17%
25 out of 484
US Inflation Adjusted +4.47% +23.37%
Jul 1984 - Jun 1986 		-13.97%
Nov 2021 - Oct 2023 		8.68%
42 out of 484
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 +7.13% +20.38%
Jul 1984 - Jun 1987 		-4.27%
Nov 2020 - Oct 2023 		4.03%
19 out of 472
US Inflation Adjusted +4.57% +16.81%
Jul 1984 - Jun 1987 		-9.46%
Nov 2020 - Oct 2023 		5.51%
26 out of 472
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 +6.88% +20.76%
Jul 1982 - Jun 1986 		-1.16%
Nov 2019 - Oct 2023 		0.87%
4 out of 460
US Inflation Adjusted +4.45% +17.18%
Jul 1982 - Jun 1986 		-5.49%
Nov 2019 - Oct 2023 		5.43%
25 out of 460
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 +6.88% +18.99%
Mar 1982 - Feb 1987 		+1.08%
Oct 2018 - Sep 2023 		0.00%
0 out of 448
US Inflation Adjusted +4.55% +15.11%
Mar 1982 - Feb 1987 		-2.84%
Oct 2018 - Sep 2023 		5.13%
23 out of 448
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 +6.51% +15.92%
Mar 1982 - Feb 1988 		+1.13%
Nov 2017 - Oct 2023 		0.00%
0 out of 436
US Inflation Adjusted +4.64% +12.03%
Mar 1982 - Feb 1988 		-2.53%
Nov 2017 - Oct 2023 		5.05%
22 out of 436
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 +6.66% +15.18%
Aug 1982 - Jul 1989 		+1.99%
Nov 2016 - Oct 2023 		0.00%
0 out of 424
US Inflation Adjusted +4.76% +11.23%
Aug 1982 - Jul 1989 		-1.45%
Nov 2016 - Oct 2023 		3.07%
13 out of 424
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 +6.44% +14.61%
Jan 1982 - Dec 1989 		+2.29%
Nov 2015 - Oct 2023 		0.00%
0 out of 412
US Inflation Adjusted +4.55% +10.48%
Jul 1982 - Jun 1990 		-0.94%
Nov 2015 - Oct 2023 		2.43%
10 out of 412
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 +6.82% +14.33%
Apr 1982 - Mar 1991 		+2.48%
Nov 2014 - Oct 2023 		0.00%
0 out of 400
US Inflation Adjusted +4.61% +10.00%
Jul 1982 - Jun 1991 		-0.43%
Nov 2014 - Oct 2023 		0.75%
3 out of 400
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 +6.93% +14.33%
Jan 1982 - Dec 1991 		+2.92%
Nov 2013 - Oct 2023 		0.00%
0 out of 388
US Inflation Adjusted +4.67% +10.03%
Jul 1982 - Jun 1992 		+0.13%
Nov 2013 - Oct 2023 		0.00%
0 out of 388
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 +6.98% +13.98%
Apr 1982 - Mar 1993 		+3.04%
Nov 2012 - Oct 2023 		0.00%
0 out of 376
US Inflation Adjusted +4.96% +9.92%
Jul 1982 - Jun 1993 		+0.42%
Nov 2012 - Oct 2023 		0.00%
0 out of 376
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 +6.89% +13.50%
Feb 1982 - Jan 1994 		+3.36%
Nov 2011 - Oct 2023 		0.00%
0 out of 364
US Inflation Adjusted +4.82% +9.43%
Feb 1982 - Jan 1994 		+0.77%
Nov 2011 - Oct 2023 		0.00%
0 out of 364
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 +7.04% +12.86%
Jul 1982 - Jun 1995 		+3.59%
Nov 2010 - Oct 2023 		0.00%
0 out of 352
US Inflation Adjusted +4.50% +9.01%
Jul 1982 - Jun 1995 		+0.92%
Nov 2010 - Oct 2023 		0.00%
0 out of 352
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 +7.34% +12.90%
Feb 1982 - Jan 1996 		+4.03%
Nov 2009 - Oct 2023 		0.00%
0 out of 340
US Inflation Adjusted +4.80% +9.17%
Jul 1984 - Jun 1998 		+1.46%
Nov 2009 - Oct 2023 		0.00%
0 out of 340
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 +7.48% +12.83%
Aug 1982 - Jul 1997 		+4.03%
Oct 2007 - Sep 2022 		0.00%
0 out of 328
US Inflation Adjusted +4.83% +9.15%
Jun 1984 - May 1999 		+1.62%
Nov 2007 - Oct 2022 		0.00%
0 out of 328
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 +7.43% +13.04%
Jul 1982 - Jun 1998 		+3.72%
Nov 2007 - Oct 2023 		0.00%
0 out of 316
US Inflation Adjusted +4.85% +9.44%
Jul 1982 - Jun 1998 		+1.25%
Nov 2007 - Oct 2023 		0.00%
0 out of 316
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 +7.52% +13.01%
Feb 1982 - Jan 1999 		+4.03%
Nov 2006 - Oct 2023 		0.00%
0 out of 304
US Inflation Adjusted +4.92% +9.39%
Jul 1982 - Jun 1999 		+1.49%
Nov 2006 - Oct 2023 		0.00%
0 out of 304
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 +7.64% +12.70%
Apr 1982 - Mar 2000 		+4.19%
Nov 2005 - Oct 2023 		0.00%
0 out of 292
US Inflation Adjusted +5.01% +9.06%
Apr 1982 - Mar 2000 		+1.70%
Nov 2005 - Oct 2023 		0.00%
0 out of 292
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 +7.66% +12.43%
Feb 1982 - Jan 2001 		+4.24%
Nov 2004 - Oct 2023 		0.00%
0 out of 280
US Inflation Adjusted +5.05% +8.82%
Feb 1982 - Jan 2001 		+1.65%
Nov 2004 - Oct 2023 		0.00%
0 out of 280
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 +7.68% +11.86%
Mar 1982 - Feb 2002 		+4.38%
Nov 2003 - Oct 2023 		0.00%
0 out of 268
US Inflation Adjusted +5.12% +8.39%
Mar 1982 - Feb 2002 		+1.76%
Nov 2003 - Oct 2023 		0.00%
0 out of 268
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 Stocks/Bonds 20/80 Momentum Portfolio: ETF allocation and returns page.