Consolidated Returns as of 31 March 2024
Holding the Total Bond US 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 90 months (from May 2016 to October 2023).
This means that every rolling period of 91 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Total Bond US 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
The annualized return of the last 10 years has been 1.49% (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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.10% |
+34.57%
Oct 1981 - Sep 1982 |
-15.59%
Nov 2021 - Oct 2022 |
13.68%
250 out of 1828 |
US Inflation Adjusted | +2.25% |
+30.24%
Jun 1877 - May 1878 |
-21.67%
Nov 2021 - Oct 2022 |
35.89%
656 out of 1828 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.83% |
+25.05%
Jul 1984 - Jun 1986 |
-8.32%
Nov 2020 - Oct 2022 |
4.02%
73 out of 1816 |
US Inflation Adjusted | +2.40% |
+23.31%
Jul 1920 - Jun 1922 |
-16.26%
Jul 1918 - Jun 1920 |
29.96%
544 out of 1816 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.83% |
+19.06%
Jul 1982 - Jun 1985 |
-5.59%
Nov 2020 - Oct 2023 |
1.83%
33 out of 1804 |
US Inflation Adjusted | +2.50% |
+17.38%
Aug 1873 - Jul 1876 |
-13.89%
Feb 1917 - Jan 1920 |
26.77%
483 out of 1804 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.92% |
+19.58%
Apr 1982 - Mar 1986 |
-2.78%
Nov 2019 - Oct 2023 |
0.89%
16 out of 1792 |
US Inflation Adjusted | +2.01% |
+16.47%
Aug 1874 - Jul 1878 |
-14.62%
Jun 1916 - May 1920 |
26.67%
478 out of 1792 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.93% |
+20.18%
Sep 1981 - Aug 1986 |
-0.50%
Nov 2017 - Oct 2022 |
0.28%
5 out of 1780 |
US Inflation Adjusted | +2.08% |
+16.54%
Nov 1873 - Oct 1878 |
-12.11%
Jul 1915 - Jun 1920 |
26.80%
477 out of 1780 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.91% |
+16.84%
Apr 1980 - Mar 1986 |
-0.40%
Nov 2017 - Oct 2023 |
0.23%
4 out of 1768 |
US Inflation Adjusted | +2.18% |
+15.49%
May 1873 - Apr 1879 |
-9.56%
Jul 1914 - Jun 1920 |
26.53%
469 out of 1768 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.94% |
+15.97%
Mar 1980 - Feb 1987 |
-0.23%
Nov 2016 - Oct 2023 |
0.11%
2 out of 1756 |
US Inflation Adjusted | +2.15% |
+13.72%
Jun 1872 - May 1879 |
-7.81%
Jul 1913 - Jun 1920 |
25.23%
443 out of 1756 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.96% |
+14.66%
Sep 1981 - Aug 1989 |
+0.33%
Nov 2015 - Oct 2023 |
0.00%
0 out of 1744 |
US Inflation Adjusted | +2.09% |
+11.56%
Apr 1871 - Mar 1879 |
-6.73%
Jul 1912 - Jun 1920 |
25.34%
442 out of 1744 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.04% |
+13.79%
Sep 1981 - Aug 1990 |
+0.51%
Nov 2014 - Oct 2023 |
0.00%
0 out of 1732 |
US Inflation Adjusted | +2.09% |
+9.84%
Jun 1872 - May 1881 |
-6.66%
Jul 1911 - Jun 1920 |
25.64%
444 out of 1732 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.01% |
+13.97%
Oct 1981 - Sep 1991 |
+0.65%
Nov 2012 - Oct 2022 |
0.00%
0 out of 1720 |
US Inflation Adjusted | +1.88% |
+9.65%
Oct 1981 - Sep 1991 |
-4.36%
Jul 1910 - Jun 1920 |
25.70%
442 out of 1720 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.03% |
+13.80%
Oct 1981 - Sep 1992 |
+0.61%
Nov 2012 - Oct 2023 |
0.00%
0 out of 1708 |
US Inflation Adjusted | +1.98% |
+9.58%
Oct 1981 - Sep 1992 |
-4.41%
Jul 1909 - Jun 1920 |
27.46%
469 out of 1708 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+13.52%
Sep 1981 - Aug 1993 |
+0.96%
Nov 2011 - Oct 2023 |
0.00%
0 out of 1696 |
US Inflation Adjusted | +2.04% |
+9.76%
Nov 1873 - Oct 1885 |
-4.23%
Jul 1908 - Jun 1920 |
28.13%
477 out of 1696 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+12.78%
Mar 1980 - Feb 1993 |
+1.23%
Feb 1947 - Jan 1960 |
0.00%
0 out of 1684 |
US Inflation Adjusted | +2.11% |
+9.69%
Apr 1873 - Mar 1886 |
-3.16%
Jun 1907 - May 1920 |
25.42%
428 out of 1684 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.01% |
+12.23%
Mar 1980 - Feb 1994 |
+1.16%
Oct 1945 - Sep 1959 |
0.00%
0 out of 1672 |
US Inflation Adjusted | +1.99% |
+9.23%
Oct 1872 - Sep 1886 |
-3.35%
Aug 1906 - Jul 1920 |
23.62%
395 out of 1672 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+11.71%
Oct 1981 - Sep 1996 |
+1.40%
Feb 1945 - Jan 1960 |
0.00%
0 out of 1660 |
US Inflation Adjusted | +1.99% |
+8.49%
Apr 1871 - Mar 1886 |
-3.27%
Jul 1905 - Jun 1920 |
21.93%
364 out of 1660 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+11.58%
Oct 1981 - Sep 1997 |
+1.40%
Aug 1941 - Jul 1957 |
0.00%
0 out of 1648 |
US Inflation Adjusted | +1.96% |
+8.46%
Apr 1873 - Mar 1889 |
-2.92%
Jul 1904 - Jun 1920 |
21.00%
346 out of 1648 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.98% |
+11.57%
Oct 1981 - Sep 1998 |
+1.56%
Oct 1942 - Sep 1959 |
0.00%
0 out of 1636 |
US Inflation Adjusted | +2.04% |
+8.14%
Oct 1872 - Sep 1889 |
-2.47%
Jul 1903 - Jun 1920 |
20.11%
329 out of 1636 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+11.11%
Mar 1980 - Feb 1998 |
+1.44%
Oct 1941 - Sep 1959 |
0.00%
0 out of 1624 |
US Inflation Adjusted | +2.17% |
+7.65%
Feb 1874 - Jan 1892 |
-2.31%
Jun 1902 - May 1920 |
19.64%
319 out of 1624 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.00% |
+10.85%
Mar 1980 - Feb 1999 |
+1.60%
Jan 1941 - Dec 1959 |
0.00%
0 out of 1612 |
US Inflation Adjusted | +2.21% |
+8.03%
Apr 1873 - Mar 1892 |
-2.49%
Jul 1901 - Jun 1920 |
19.60%
316 out of 1612 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+10.77%
Oct 1981 - Sep 2001 |
+1.73%
Aug 1939 - Jul 1959 |
0.00%
0 out of 1600 |
US Inflation Adjusted | +2.16% |
+7.77%
May 1872 - Apr 1892 |
-2.05%
Jul 1900 - Jun 1920 |
19.50%
312 out of 1600 |
To obtain comprehensive information, please consult the Total Bond US Portfolio: ETF allocation and returns page.