Last Update: 31 December 2022

Implementing the Stocks/Bonds 40/60 Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 4 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 92.54% of times

All the returns are calculated over the available historical serie, starting from January 1982 until December 2022.

In order to have complete information about the portfolio, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: ETF allocation and returns page.

Rolling Returns

Stocks/Bonds 40/60 Momentum Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.24 40.48
Jul 1982 - Jun 1983
-18.20
Oct 2021 - Sep 2022
13.93%
2 Years
10.07 28.32
Jul 1984 - Jun 1986
-6.68
Mar 2007 - Feb 2009
7.46%
3 Years
10.08 23.14
Aug 1984 - Jul 1987
-2.24
Mar 2006 - Feb 2009
0.88%
4 Years
10.00 22.17
Jul 1982 - Jun 1986
0.51
Mar 2005 - Feb 2009
0.00%
5 Years
9.88 20.66
Apr 1982 - Mar 1987
1.79
Mar 2004 - Feb 2009
0.00%
6 Years
9.77 17.54
Jul 1994 - Jun 2000
4.18
Mar 2003 - Feb 2009
0.00%
7 Years
9.74 16.62
Aug 1982 - Jul 1989
3.39
Mar 2002 - Feb 2009
0.00%
8 Years
9.72 15.88
Jul 1982 - Jun 1990
2.90
Mar 2001 - Feb 2009
0.00%
9 Years
9.71 15.62
Nov 1990 - Oct 1999
2.90
Apr 2000 - Mar 2009
0.00%
10 Years
9.67 15.39
Jan 1982 - Dec 1991
3.94
Mar 1999 - Feb 2009
0.00%
11 Years
9.63 15.33
Jan 1989 - Dec 1999
4.80
Jul 1999 - Jun 2010
0.00%
12 Years
9.59 14.84
Sep 1988 - Aug 2000
5.19
Jan 2000 - Dec 2011
0.00%
13 Years
9.56 14.55
Aug 1984 - Jul 1997
5.37
Sep 2000 - Aug 2013
0.00%
14 Years
9.53 14.89
Jul 1984 - Jun 1998
5.81
Apr 2000 - Mar 2014
0.00%
15 Years
9.51 15.14
Jul 1984 - Jun 1999
5.33
Oct 2007 - Sep 2022
0.00%
20 Years
9.31 13.50
Apr 1982 - Mar 2002
6.15
Apr 2000 - Mar 2020
0.00%
30 Years
9.59 11.14
Apr 1982 - Mar 2012
7.88
Oct 1992 - Sep 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
+10.24% +40.48%
Jul 1982 - Jun 1983
-18.20%
Oct 2021 - Sep 2022
13.93%
67 out of 481
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
+10.07% +28.32%
Jul 1984 - Jun 1986
-6.68%
Mar 2007 - Feb 2009
7.46%
35 out of 469
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
+10.08% +23.14%
Aug 1984 - Jul 1987
-2.24%
Mar 2006 - Feb 2009
0.88%
4 out of 457
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
+10.00% +22.17%
Jul 1982 - Jun 1986
+0.51%
Mar 2005 - Feb 2009
0.00%
0 out of 445
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
+9.88% +20.66%
Apr 1982 - Mar 1987
+1.79%
Mar 2004 - Feb 2009
0.00%
0 out of 433
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
+9.77% +17.54%
Jul 1994 - Jun 2000
+4.18%
Mar 2003 - Feb 2009
0.00%
0 out of 421
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
+9.74% +16.62%
Aug 1982 - Jul 1989
+3.39%
Mar 2002 - Feb 2009
0.00%
0 out of 409
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
+9.72% +15.88%
Jul 1982 - Jun 1990
+2.90%
Mar 2001 - Feb 2009
0.00%
0 out of 397
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
+9.71% +15.62%
Nov 1990 - Oct 1999
+2.90%
Apr 2000 - Mar 2009
0.00%
0 out of 385
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
+9.67% +15.39%
Jan 1982 - Dec 1991
+3.94%
Mar 1999 - Feb 2009
0.00%
0 out of 373
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
+9.63% +15.33%
Jan 1989 - Dec 1999
+4.80%
Jul 1999 - Jun 2010
0.00%
0 out of 361
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
+9.59% +14.84%
Sep 1988 - Aug 2000
+5.19%
Jan 2000 - Dec 2011
0.00%
0 out of 349
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
+9.56% +14.55%
Aug 1984 - Jul 1997
+5.37%
Sep 2000 - Aug 2013
0.00%
0 out of 337
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
+9.53% +14.89%
Jul 1984 - Jun 1998
+5.81%
Apr 2000 - Mar 2014
0.00%
0 out of 325
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
+9.51% +15.14%
Jul 1984 - Jun 1999
+5.33%
Oct 2007 - Sep 2022
0.00%
0 out of 313
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.31% +13.50%
Apr 1982 - Mar 2002
+6.15%
Apr 2000 - Mar 2020
0.00%
0 out of 253
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+9.59% +11.14%
Apr 1982 - Mar 2012
+7.88%
Oct 1992 - Sep 2022
0.00%
0 out of 133
30 Years Annualized Rolling Returns over time
30 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: ETF allocation and returns page.

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