Stocks/Bonds 80/20 Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the Stocks/Bonds 80/20 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 166 months (from December 1928 to September 1942).

This means that every rolling period of 167 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 10.16% (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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.71% +118.71%
Jul 1932 - Jun 1933 		-57.12%
Jul 1931 - Jun 1932 		25.11%
459 out of 1828
US Inflation Adjusted +7.56% +134.21%
Jul 1932 - Jun 1933 		-52.40%
Jul 1931 - Jun 1932 		29.87%
546 out of 1828
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 +9.10% +46.45%
Jul 1932 - Jun 1934 		-45.25%
Jun 1930 - May 1932 		18.01%
327 out of 1816
US Inflation Adjusted +6.77% +47.54%
Jul 1932 - Jun 1934 		-39.19%
Jun 1930 - May 1932 		23.73%
431 out of 1816
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 +8.96% +37.00%
Mar 1933 - Feb 1936 		-34.67%
Jul 1929 - Jun 1932 		13.36%
241 out of 1804
US Inflation Adjusted +6.70% +33.26%
Mar 1933 - Feb 1936 		-29.49%
Jul 1929 - Jun 1932 		18.85%
340 out of 1804
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 +8.77% +34.87%
Jul 1932 - Jun 1936 		-22.22%
Jun 1928 - May 1932 		9.26%
166 out of 1792
US Inflation Adjusted +6.65% +34.38%
Jul 1932 - Jun 1936 		-17.67%
Jun 1928 - May 1932 		16.57%
297 out of 1792
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 +8.88% +30.03%
Jun 1932 - May 1937 		-13.95%
Jun 1927 - May 1932 		5.84%
104 out of 1780
US Inflation Adjusted +6.70% +28.74%
Jun 1932 - May 1937 		-10.50%
Jan 1916 - Dec 1920 		15.73%
280 out of 1780
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.74% +24.09%
Sep 1923 - Aug 1929 		-8.91%
Jul 1926 - Jun 1932 		4.30%
76 out of 1768
US Inflation Adjusted +6.45% +23.85%
Sep 1923 - Aug 1929 		-8.77%
Oct 1968 - Sep 1974 		12.10%
214 out of 1768
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.53% +20.58%
Feb 1922 - Jan 1929 		-5.77%
Jul 1925 - Jun 1932 		2.56%
45 out of 1756
US Inflation Adjusted +6.22% +20.50%
Dec 1921 - Nov 1928 		-6.75%
Oct 1967 - Sep 1974 		10.02%
176 out of 1756
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 +8.30% +22.57%
Sep 1921 - Aug 1929 		-4.46%
Apr 1930 - Mar 1938 		1.32%
23 out of 1744
US Inflation Adjusted +6.20% +22.92%
Sep 1921 - Aug 1929 		-5.90%
Aug 1912 - Jul 1920 		10.67%
186 out of 1744
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 +8.20% +18.69%
Sep 1920 - Aug 1929 		-3.83%
Apr 1929 - Mar 1938 		1.33%
23 out of 1732
US Inflation Adjusted +6.38% +20.81%
Sep 1920 - Aug 1929 		-5.88%
Jul 1911 - Jun 1920 		10.16%
176 out of 1732
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 +8.15% +16.88%
Jun 1949 - May 1959 		-2.44%
Sep 1929 - Aug 1939 		0.93%
16 out of 1720
US Inflation Adjusted +6.48% +16.89%
Jun 1920 - May 1930 		-4.50%
Jul 1911 - Jun 1921 		9.53%
164 out of 1720
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 +8.24% +16.35%
Sep 1918 - Aug 1929 		-2.01%
Sep 1929 - Aug 1940 		0.47%
8 out of 1708
US Inflation Adjusted +6.59% +15.13%
Sep 1918 - Aug 1929 		-3.52%
Aug 1909 - Jul 1920 		7.73%
132 out of 1708
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 +8.16% +16.30%
Oct 1974 - Sep 1986 		-1.48%
May 1930 - Apr 1942 		0.77%
13 out of 1696
US Inflation Adjusted +6.52% +13.59%
Jun 1949 - May 1961 		-2.60%
Jan 1909 - Dec 1920 		6.25%
106 out of 1696
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 +8.11% +17.23%
Oct 1974 - Sep 1987 		-1.95%
Sep 1929 - Aug 1942 		0.65%
11 out of 1684
US Inflation Adjusted +6.43% +13.18%
Dec 1948 - Nov 1961 		-1.70%
Oct 1968 - Sep 1981 		5.94%
100 out of 1684
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 +7.97% +16.19%
May 1942 - Apr 1956 		+0.28%
Dec 1928 - Nov 1942 		0.00%
0 out of 1672
US Inflation Adjusted +6.39% +12.87%
Jun 1932 - May 1946 		-2.09%
Aug 1906 - Jul 1920 		3.65%
61 out of 1672
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 +7.94% +16.79%
Aug 1982 - Jul 1997 		+1.19%
Sep 1929 - Aug 1944 		0.00%
0 out of 1660
US Inflation Adjusted +6.29% +12.98%
Aug 1982 - Jul 1997 		-1.98%
Jan 1906 - Dec 1920 		2.23%
37 out of 1660
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 +7.84% +16.76%
Jul 1982 - Jun 1998 		+1.74%
Jul 1916 - Jun 1932 		0.00%
0 out of 1648
US Inflation Adjusted +6.16% +13.04%
Jul 1982 - Jun 1998 		-1.28%
Sep 1905 - Aug 1921 		1.88%
31 out of 1648
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 +7.83% +16.73%
Jul 1982 - Jun 1999 		+2.59%
Jul 1915 - Jun 1932 		0.00%
0 out of 1636
US Inflation Adjusted +6.03% +13.10%
Jul 1982 - Jun 1999 		-0.33%
Aug 1965 - Jul 1982 		0.67%
11 out of 1636
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 +7.91% +16.49%
Apr 1982 - Mar 2000 		+2.57%
Jun 1914 - May 1932 		0.00%
0 out of 1624
US Inflation Adjusted +5.93% +12.73%
Apr 1982 - Mar 2000 		-0.74%
Aug 1902 - Jul 1920 		0.68%
11 out of 1624
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.93% +15.84%
Apr 1980 - Mar 1999 		+2.61%
Jun 1913 - May 1932 		0.00%
0 out of 1612
US Inflation Adjusted +6.04% +11.78%
Oct 1981 - Sep 2000 		-1.00%
Jul 1901 - Jun 1920 		0.93%
15 out of 1612
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.83% +16.03%
Apr 1980 - Mar 2000 		+2.31%
Jul 1912 - Jun 1932 		0.00%
0 out of 1600
US Inflation Adjusted +6.10% +11.71%
Apr 1980 - Mar 2000 		-0.53%
Jul 1901 - Jun 1921 		0.25%
4 out of 1600
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 Portfolio: ETF allocation and returns page.