Consolidated Returns as of 31 March 2024
Holding the Stocks/Bonds 60/40 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 45 months (from October 2005 to June 2009).
This means that every rolling period of 46 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 60/40 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.23% |
+46.47%
Mar 2009 - Feb 2010 |
-30.16%
Mar 2008 - Feb 2009 |
19.81%
42 out of 212 |
US Inflation Adjusted | +7.15% |
+43.38%
Mar 2009 - Feb 2010 |
-30.17%
Mar 2008 - Feb 2009 |
27.83%
59 out of 212 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.00% |
+31.85%
Mar 2009 - Feb 2011 |
-15.77%
Mar 2007 - Feb 2009 |
16.50%
33 out of 200 |
US Inflation Adjusted | +4.22% |
+29.09%
Mar 2009 - Feb 2011 |
-17.47%
Mar 2007 - Feb 2009 |
21.50%
43 out of 200 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.66% |
+21.14%
Mar 2009 - Feb 2012 |
-6.98%
Mar 2006 - Feb 2009 |
5.85%
11 out of 188 |
US Inflation Adjusted | +4.83% |
+18.31%
Mar 2009 - Feb 2012 |
-8.96%
Mar 2006 - Feb 2009 |
19.68%
37 out of 188 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.55% |
+18.66%
Mar 2009 - Feb 2013 |
+1.08%
Oct 2007 - Sep 2011 |
0.00%
0 out of 176 |
US Inflation Adjusted | +5.42% |
+15.99%
Mar 2009 - Feb 2013 |
-0.99%
Oct 2007 - Sep 2011 |
0.57%
1 out of 176 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.25% |
+18.46%
Mar 2009 - Feb 2014 |
+2.82%
Jun 2007 - May 2012 |
0.00%
0 out of 164 |
US Inflation Adjusted | +5.19% |
+16.07%
Mar 2009 - Feb 2014 |
+0.22%
Oct 2017 - Sep 2022 |
0.00%
0 out of 164 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+16.87%
Mar 2009 - Feb 2015 |
+4.12%
Apr 2014 - Mar 2020 |
0.00%
0 out of 152 |
US Inflation Adjusted | +5.40% |
+14.92%
Mar 2009 - Feb 2015 |
+1.02%
Oct 2016 - Sep 2022 |
0.00%
0 out of 152 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.61% |
+13.49%
Mar 2009 - Feb 2016 |
+4.92%
Jul 2015 - Jun 2022 |
0.00%
0 out of 140 |
US Inflation Adjusted | +5.88% |
+11.73%
Mar 2009 - Feb 2016 |
+1.73%
Jul 2015 - Jun 2022 |
0.00%
0 out of 140 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+13.49%
Mar 2009 - Feb 2017 |
+4.82%
Oct 2014 - Sep 2022 |
0.00%
0 out of 128 |
US Inflation Adjusted | +5.89% |
+11.56%
Mar 2009 - Feb 2017 |
+1.63%
Mar 2015 - Feb 2023 |
0.00%
0 out of 128 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.81% |
+12.33%
Mar 2009 - Feb 2018 |
+5.13%
Jan 2014 - Dec 2022 |
0.00%
0 out of 116 |
US Inflation Adjusted | +5.91% |
+10.36%
Mar 2009 - Feb 2018 |
+2.22%
Nov 2014 - Oct 2023 |
0.00%
0 out of 116 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.53% |
+11.13%
Mar 2009 - Feb 2019 |
+5.67%
Nov 2013 - Oct 2023 |
0.00%
0 out of 104 |
US Inflation Adjusted | +5.61% |
+9.20%
Mar 2009 - Feb 2019 |
+2.81%
Nov 2013 - Oct 2023 |
0.00%
0 out of 104 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.55% |
+11.12%
Mar 2009 - Feb 2020 |
+5.63%
Jan 2008 - Dec 2018 |
0.00%
0 out of 92 |
US Inflation Adjusted | +5.37% |
+9.14%
Mar 2009 - Feb 2020 |
+3.93%
Jan 2008 - Dec 2018 |
0.00%
0 out of 92 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.34% |
+11.99%
Mar 2009 - Feb 2021 |
+5.75%
Jan 2007 - Dec 2018 |
0.00%
0 out of 80 |
US Inflation Adjusted | +5.28% |
+10.01%
Mar 2009 - Feb 2021 |
+3.84%
Jan 2007 - Dec 2018 |
0.00%
0 out of 80 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.43% |
+11.53%
Mar 2009 - Feb 2022 |
+5.90%
Apr 2007 - Mar 2020 |
0.00%
0 out of 68 |
US Inflation Adjusted | +5.05% |
+9.22%
Dec 2008 - Nov 2021 |
+4.05%
Apr 2007 - Mar 2020 |
0.00%
0 out of 68 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.74% |
+9.83%
Mar 2009 - Feb 2023 |
+6.30%
Apr 2006 - Mar 2020 |
0.00%
0 out of 56 |
US Inflation Adjusted | +5.60% |
+7.12%
Mar 2009 - Feb 2023 |
+4.37%
Apr 2006 - Mar 2020 |
0.00%
0 out of 56 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+10.52%
Mar 2009 - Feb 2024 |
+5.87%
Oct 2007 - Sep 2022 |
0.00%
0 out of 44 |
US Inflation Adjusted | +5.62% |
+7.75%
Mar 2009 - Feb 2024 |
+3.41%
Oct 2007 - Sep 2022 |
0.00%
0 out of 44 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.78% |
+8.56%
Nov 2005 - Oct 2021 |
+6.06%
Nov 2007 - Oct 2023 |
0.00%
0 out of 32 |
US Inflation Adjusted | +4.30% |
+6.36%
Nov 2005 - Oct 2021 |
+3.54%
Nov 2007 - Oct 2023 |
0.00%
0 out of 32 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.77% |
+7.17%
Apr 2007 - Mar 2024 |
+6.38%
Nov 2006 - Oct 2023 |
0.00%
0 out of 20 |
US Inflation Adjusted | +4.26% |
+4.58%
Aug 2006 - Jul 2023 |
+3.78%
Nov 2006 - Oct 2023 |
0.00%
0 out of 20 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.13% |
+7.41%
Apr 2006 - Mar 2024 |
+6.74%
Oct 2005 - Sep 2023 |
0.00%
0 out of 8 |
US Inflation Adjusted | +4.54% |
+4.78%
Apr 2006 - Mar 2024 |
+4.19%
Oct 2005 - Sep 2023 |
0.00%
0 out of 8 |
To obtain comprehensive information, please consult the Stocks/Bonds 60/40 ESG Portfolio: ETF allocation and returns page.