Stocks/Bonds 80/20 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 80/20 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 112 months (from November 1999 to February 2009).

This means that every rolling period of 113 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 80/20 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 80/20 MOMENTUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 11.09% (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 80/20 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +14.30% +53.30%
Jul 1982 - Jun 1983 		-38.13%
Mar 2008 - Feb 2009 		17.34%
86 out of 496
US Inflation Adjusted +11.53% +49.60%
Jul 1982 - Jun 1983 		-38.13%
Mar 2008 - Feb 2009 		21.57%
107 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 +13.69% +39.17%
Apr 1997 - Mar 1999 		-19.13%
Mar 2007 - Feb 2009 		13.22%
64 out of 484
US Inflation Adjusted +10.51% +37.04%
Apr 1997 - Mar 1999 		-20.76%
Mar 2007 - Feb 2009 		16.53%
80 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 +13.65% +35.32%
Aug 1996 - Jul 1999 		-10.64%
Mar 2006 - Feb 2009 		11.65%
55 out of 472
US Inflation Adjusted +11.01% +32.65%
Aug 1996 - Jul 1999 		-12.54%
Mar 2006 - Feb 2009 		16.95%
80 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 +13.67% +33.70%
Feb 1995 - Jan 1999 		-4.66%
Mar 2005 - Feb 2009 		9.35%
43 out of 460
US Inflation Adjusted +10.95% +30.72%
Feb 1995 - Jan 1999 		-7.03%
Mar 2005 - Feb 2009 		15.22%
70 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 +13.29% +33.15%
Jan 1995 - Dec 1999 		-1.56%
Mar 2004 - Feb 2009 		0.45%
2 out of 448
US Inflation Adjusted +10.30% +30.06%
Jan 1995 - Dec 1999 		-4.10%
Mar 2004 - Feb 2009 		8.04%
36 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 +13.17% +28.03%
Apr 1994 - Mar 2000 		+2.44%
Oct 2005 - Sep 2011 		0.00%
0 out of 436
US Inflation Adjusted +10.05% +24.86%
Apr 1994 - Mar 2000 		+0.23%
Oct 2005 - Sep 2011 		0.00%
0 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 +13.03% +24.53%
Jan 1993 - Dec 1999 		+1.09%
Mar 2002 - Feb 2009 		0.00%
0 out of 424
US Inflation Adjusted +10.00% +21.53%
Jan 1993 - Dec 1999 		-1.45%
Mar 2002 - Feb 2009 		0.71%
3 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 +13.13% +22.73%
Apr 1992 - Mar 2000 		-0.17%
Mar 2001 - Feb 2009 		0.24%
1 out of 412
US Inflation Adjusted +10.47% +19.61%
Apr 1992 - Mar 2000 		-2.50%
Mar 2001 - Feb 2009 		2.18%
9 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 +13.27% +23.14%
Nov 1990 - Oct 1999 		-0.92%
Apr 2000 - Mar 2009 		0.50%
2 out of 400
US Inflation Adjusted +10.15% +20.02%
Nov 1990 - Oct 1999 		-3.28%
Apr 2000 - Mar 2009 		3.50%
14 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 +13.60% +21.69%
Sep 1990 - Aug 2000 		+1.38%
Mar 1999 - Feb 2009 		0.00%
0 out of 388
US Inflation Adjusted +10.34% +18.42%
Sep 1990 - Aug 2000 		-1.18%
Mar 1999 - Feb 2009 		4.12%
16 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 +13.41% +22.23%
Jan 1989 - Dec 1999 		+2.65%
Jul 1999 - Jun 2010 		0.00%
0 out of 376
US Inflation Adjusted +10.32% +18.56%
Jan 1989 - Dec 1999 		+0.17%
Jul 1999 - Jun 2010 		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 +13.16% +21.11%
Sep 1988 - Aug 2000 		+3.42%
Jan 2000 - Dec 2011 		0.00%
0 out of 364
US Inflation Adjusted +9.81% +17.41%
Sep 1988 - Aug 2000 		+0.89%
Jan 2000 - Dec 2011 		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 +11.94% +19.34%
Jan 1987 - Dec 1999 		+4.10%
Jan 2000 - Dec 2012 		0.00%
0 out of 352
US Inflation Adjusted +9.46% +15.54%
Jan 1987 - Dec 1999 		+1.61%
Jan 2000 - Dec 2012 		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 +11.17% +19.72%
Nov 1985 - Oct 1999 		+5.48%
Apr 2000 - Mar 2014 		0.00%
0 out of 340
US Inflation Adjusted +8.44% +16.04%
Nov 1985 - Oct 1999 		+3.01%
Jul 1999 - Jun 2013 		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 +10.81% +20.17%
Jan 1985 - Dec 1999 		+5.92%
Sep 2000 - Aug 2015 		0.00%
0 out of 328
US Inflation Adjusted +8.46% +16.46%
Jan 1985 - Dec 1999 		+3.68%
Sep 2000 - Aug 2015 		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 +10.73% +19.54%
Jul 1984 - Jun 2000 		+6.01%
Apr 2000 - Mar 2016 		0.00%
0 out of 316
US Inflation Adjusted +8.43% +15.81%
Jul 1984 - Jun 2000 		+3.84%
Apr 2000 - Mar 2016 		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 +10.77% +19.82%
Jul 1982 - Jun 1999 		+6.05%
Jan 2000 - Dec 2016 		0.00%
0 out of 304
US Inflation Adjusted +8.36% +16.09%
Jul 1982 - Jun 1999 		+3.81%
Jan 2000 - Dec 2016 		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 +11.03% +19.74%
Apr 1982 - Mar 2000 		+7.23%
Jul 1999 - Jun 2017 		0.00%
0 out of 292
US Inflation Adjusted +8.43% +15.87%
Apr 1982 - Mar 2000 		+4.95%
Feb 1999 - Jan 2017 		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 +11.05% +18.13%
Feb 1982 - Jan 2001 		+6.82%
Jan 2000 - Dec 2018 		0.00%
0 out of 280
US Inflation Adjusted +8.40% +14.34%
Feb 1982 - Jan 2001 		+4.57%
Jan 2000 - Dec 2018 		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 +11.04% +16.50%
Apr 1982 - Mar 2002 		+6.81%
Apr 2000 - Mar 2020 		0.00%
0 out of 268
US Inflation Adjusted +8.37% +12.86%
Apr 1982 - Mar 2002 		+4.63%
Apr 2000 - Mar 2020 		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 80/20 Momentum Portfolio: ETF allocation and returns page.