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
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 Returns - 1 Year (12 months)
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 |
Annualized Rolling Returns - 2 Years (24 months)
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 |
Annualized Rolling Returns - 3 Years (36 months)
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 |
Annualized Rolling Returns - 4 Years (48 months)
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 |
Annualized Rolling Returns - 5 Years (60 months)
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 |
Annualized Rolling Returns - 6 Years (72 months)
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 |
Annualized Rolling Returns - 7 Years (84 months)
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 |
Annualized Rolling Returns - 8 Years (96 months)
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 |
Annualized Rolling Returns - 9 Years (108 months)
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 |
Annualized Rolling Returns - 10 Years (120 months)
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 |
Annualized Rolling Returns - 11 Years (132 months)
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 |
Annualized Rolling Returns - 12 Years (144 months)
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 |
Annualized Rolling Returns - 13 Years (156 months)
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 |
Annualized Rolling Returns - 14 Years (168 months)
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 |
Annualized Rolling Returns - 15 Years (180 months)
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 |
Annualized Rolling Returns - 20 Years (240 months)
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 |
Annualized Rolling Returns - 30 Years (360 months)
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 |
In order to have complete information about the portfolio, please refer to the Stocks/Bonds 40/60 Momentum Portfolio: ETF allocation and returns page.