Data Source: from September 2005 to April 2024 (~19 years)
Consolidated Returns as of 30 April 2024
Consolidated Returns as of 30 April 2024
Holding the Stocks/Bonds 40/60 ESG Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~19 years), the longest period with a negative return lasted 43 months (from September 2005 to March 2009).
This means that every rolling period of 44 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 40/60 ESG Portfolio: ETF allocation and returns page.
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 40/60 ESG PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 September 2005 - 30 April 2024 (~19 years)
Annualized Rolling Returns - 1 Year (12 months)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +7.63% |
+37.50%
Mar 2009 - Feb 2010 |
-21.80%
Mar 2008 - Feb 2009 |
15.49%
33 out of 213 |
| US Inflation Adjusted | +5.38% |
+34.61%
Mar 2009 - Feb 2010 |
-23.27%
Nov 2021 - Oct 2022 |
25.35%
54 out of 213 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +5.89% |
+25.49%
Mar 2009 - Feb 2011 |
-9.54%
Mar 2007 - Feb 2009 |
14.43%
29 out of 201 |
| US Inflation Adjusted | +4.09% |
+22.86%
Mar 2009 - Feb 2011 |
-11.82%
Nov 2021 - Oct 2023 |
20.40%
41 out of 201 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +5.93% |
+17.74%
Mar 2009 - Feb 2012 |
-3.30%
Mar 2006 - Feb 2009 |
4.23%
8 out of 189 |
| US Inflation Adjusted | +3.91% |
+14.99%
Mar 2009 - Feb 2012 |
-5.48%
Nov 2020 - Oct 2023 |
16.93%
32 out of 189 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.33% |
+15.69%
Mar 2009 - Feb 2013 |
+1.91%
Jan 2015 - Dec 2018 |
0.00%
0 out of 177 |
| US Inflation Adjusted | +4.36% |
+13.09%
Mar 2009 - Feb 2013 |
-2.08%
Nov 2019 - Oct 2023 |
4.52%
8 out of 177 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.61% |
+14.96%
Mar 2009 - Feb 2014 |
+2.65%
Oct 2017 - Sep 2022 |
0.00%
0 out of 165 |
| US Inflation Adjusted | +4.67% |
+12.64%
Mar 2009 - Feb 2014 |
-1.06%
Oct 2017 - Sep 2022 |
3.03%
5 out of 165 |
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 | +6.39% |
+13.72%
Mar 2009 - Feb 2015 |
+3.02%
Oct 2016 - Sep 2022 |
0.00%
0 out of 153 |
| US Inflation Adjusted | +4.42% |
+11.82%
Mar 2009 - Feb 2015 |
-0.54%
Nov 2017 - Oct 2023 |
2.61%
4 out of 153 |
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 | +6.65% |
+11.15%
Dec 2008 - Nov 2015 |
+3.56%
Nov 2015 - Oct 2022 |
0.00%
0 out of 141 |
| US Inflation Adjusted | +4.84% |
+9.41%
Dec 2008 - Nov 2015 |
+0.15%
Nov 2016 - Oct 2023 |
0.00%
0 out of 141 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.91% |
+10.90%
Mar 2009 - Feb 2017 |
+3.46%
Mar 2015 - Feb 2023 |
0.00%
0 out of 129 |
| US Inflation Adjusted | +5.10% |
+9.01%
Mar 2009 - Feb 2017 |
+0.30%
Mar 2015 - Feb 2023 |
0.00%
0 out of 129 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.66% |
+9.93%
Mar 2009 - Feb 2018 |
+3.65%
Nov 2014 - Oct 2023 |
0.00%
0 out of 117 |
| US Inflation Adjusted | +4.86% |
+8.07%
Dec 2008 - Nov 2017 |
+0.71%
Nov 2014 - Oct 2023 |
0.00%
0 out of 117 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.78% |
+9.10%
Mar 2009 - Feb 2019 |
+4.09%
Nov 2013 - Oct 2023 |
0.00%
0 out of 105 |
| US Inflation Adjusted | +4.90% |
+7.21%
Mar 2009 - Feb 2019 |
+1.27%
Nov 2013 - Oct 2023 |
0.00%
0 out of 105 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.64% |
+9.30%
Mar 2009 - Feb 2020 |
+4.87%
Nov 2012 - Oct 2023 |
0.00%
0 out of 93 |
| US Inflation Adjusted | +4.71% |
+7.35%
Mar 2009 - Feb 2020 |
+2.20%
Nov 2012 - Oct 2023 |
0.00%
0 out of 93 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.32% |
+9.74%
Mar 2009 - Feb 2021 |
+5.03%
Mar 2011 - Feb 2023 |
0.00%
0 out of 81 |
| US Inflation Adjusted | +4.41% |
+7.80%
Mar 2009 - Feb 2021 |
+2.38%
Mar 2011 - Feb 2023 |
0.00%
0 out of 81 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.33% |
+9.37%
Dec 2008 - Nov 2021 |
+5.11%
Nov 2010 - Oct 2023 |
0.00%
0 out of 69 |
| US Inflation Adjusted | +4.35% |
+7.16%
Nov 2008 - Oct 2021 |
+2.41%
Nov 2010 - Oct 2023 |
0.00%
0 out of 69 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.72% |
+7.74%
Mar 2009 - Feb 2023 |
+5.80%
Nov 2009 - Oct 2023 |
0.00%
0 out of 57 |
| US Inflation Adjusted | +4.63% |
+5.14%
Sep 2006 - Aug 2020 |
+3.18%
May 2010 - Apr 2024 |
0.00%
0 out of 57 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.86% |
+8.19%
Mar 2009 - Feb 2024 |
+5.12%
Oct 2007 - Sep 2022 |
0.00%
0 out of 45 |
| US Inflation Adjusted | +4.50% |
+5.49%
Mar 2009 - Feb 2024 |
+2.69%
Oct 2007 - Sep 2022 |
0.00%
0 out of 45 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +5.88% |
+7.37%
Nov 2005 - Oct 2021 |
+5.13%
Nov 2007 - Oct 2023 |
0.00%
0 out of 33 |
| US Inflation Adjusted | +3.41% |
+5.19%
Nov 2005 - Oct 2021 |
+2.63%
Nov 2007 - Oct 2023 |
0.00%
0 out of 33 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +5.84% |
+6.04%
Aug 2006 - Jul 2023 |
+5.40%
Nov 2006 - Oct 2023 |
0.00%
0 out of 21 |
| US Inflation Adjusted | +3.31% |
+3.54%
Aug 2006 - Jul 2023 |
+2.82%
Nov 2006 - Oct 2023 |
0.00%
0 out of 21 |
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)
Swipe left to see all data
| Median | Best | Worst | Negative Periods | |
|---|---|---|---|---|
| Annualized Rolling Return | +6.00% |
+6.24%
Apr 2006 - Mar 2024 |
+5.67%
Nov 2005 - Oct 2023 |
0.00%
0 out of 9 |
| US Inflation Adjusted | +3.43% |
+3.63%
Apr 2006 - Mar 2024 |
+3.15%
Oct 2005 - Sep 2023 |
0.00%
0 out of 9 |
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution
To obtain comprehensive information, please consult the Stocks/Bonds 40/60 ESG Portfolio: ETF allocation and returns page.
