Last Update: 28 February 2021
Implementing the Total Bond US Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 3 years rolling periods, you would have obtained a positive returns 100.00% of times
Considering all 1 year rolling periods, you would have obtained a positive returns 90.48% of times
All the returns are calculated over the available historical serie, starting from January 1987 until February 2021.
In order to have complete information about the portfolio, please refer to the Total Bond US Portfolio: ETF allocation and returns page.
Rolling Returns
Total Bond US Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+6.11% |
+18.18% Jan 1995 - Dec 1995 |
-3.73% Nov 1993 - Oct 1994 |
9.52% |
2 Years |
+6.04% |
+13.88% Oct 1990 - Sep 1992 |
-0.88% Aug 2016 - Jul 2018 |
1.29% |
3 Years |
+5.95% |
+12.82% May 1990 - Apr 1993 |
+0.94% May 2015 - Apr 2018 |
0.00% |
4 Years |
+5.94% |
+12.12% Apr 1989 - Mar 1993 |
+1.17% Dec 2014 - Nov 2018 |
0.00% |
5 Years |
+5.91% |
+11.58% Oct 1987 - Sep 1992 |
+1.35% May 2013 - Apr 2018 |
0.00% |
6 Years |
+5.87% |
+11.34% Oct 1987 - Sep 1993 |
+1.15% Nov 2012 - Oct 2018 |
0.00% |
7 Years |
+5.84% |
+9.80% Jan 1989 - Dec 1995 |
+1.69% Nov 2011 - Oct 2018 |
0.00% |
8 Years |
+5.84% |
+9.68% Oct 1987 - Sep 1995 |
+2.08% Nov 2010 - Oct 2018 |
0.00% |
9 Years |
+5.86% |
+9.18% Apr 1989 - Mar 1998 |
+2.63% Dec 2009 - Nov 2018 |
0.00% |
10 Years |
+5.88% |
+9.20% Oct 1987 - Sep 1997 |
+3.08% Jan 2009 - Dec 2018 |
0.00% |
11 Years |
+5.88% |
+9.39% Oct 1987 - Sep 1998 |
+3.26% Dec 2007 - Nov 2018 |
0.00% |
12 Years |
+5.87% |
+8.59% Apr 1989 - Mar 2001 |
+3.50% Dec 2006 - Nov 2018 |
0.00% |
13 Years |
+5.85% |
+8.55% Sep 1988 - Aug 2001 |
+3.60% Jul 2005 - Jun 2018 |
0.00% |
14 Years |
+5.86% |
+8.73% Oct 1987 - Sep 2001 |
+3.47% Nov 2004 - Oct 2018 |
0.00% |
15 Years |
+5.83% |
+8.59% Oct 1987 - Sep 2002 |
+3.57% Jun 2003 - May 2018 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.11% |
+18.18% Jan 1995 - Dec 1995 |
-3.73% Nov 1993 - Oct 1994 |
9.52% 38 out of 399 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+6.04% |
+13.88% Oct 1990 - Sep 1992 |
-0.88% Aug 2016 - Jul 2018 |
1.29% 5 out of 387 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.95% |
+12.82% May 1990 - Apr 1993 |
+0.94% May 2015 - Apr 2018 |
0.00% 0 out of 375 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.94% |
+12.12% Apr 1989 - Mar 1993 |
+1.17% Dec 2014 - Nov 2018 |
0.00% 0 out of 363 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.91% |
+11.58% Oct 1987 - Sep 1992 |
+1.35% May 2013 - Apr 2018 |
0.00% 0 out of 351 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.87% |
+11.34% Oct 1987 - Sep 1993 |
+1.15% Nov 2012 - Oct 2018 |
0.00% 0 out of 339 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.84% |
+9.80% Jan 1989 - Dec 1995 |
+1.69% Nov 2011 - Oct 2018 |
0.00% 0 out of 327 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.84% |
+9.68% Oct 1987 - Sep 1995 |
+2.08% Nov 2010 - Oct 2018 |
0.00% 0 out of 315 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.86% |
+9.18% Apr 1989 - Mar 1998 |
+2.63% Dec 2009 - Nov 2018 |
0.00% 0 out of 303 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.88% |
+9.20% Oct 1987 - Sep 1997 |
+3.08% Jan 2009 - Dec 2018 |
0.00% 0 out of 291 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.88% |
+9.39% Oct 1987 - Sep 1998 |
+3.26% Dec 2007 - Nov 2018 |
0.00% 0 out of 279 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.87% |
+8.59% Apr 1989 - Mar 2001 |
+3.50% Dec 2006 - Nov 2018 |
0.00% 0 out of 267 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.85% |
+8.55% Sep 1988 - Aug 2001 |
+3.60% Jul 2005 - Jun 2018 |
0.00% 0 out of 255 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.86% |
+8.73% Oct 1987 - Sep 2001 |
+3.47% Nov 2004 - Oct 2018 |
0.00% 0 out of 243 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.83% |
+8.59% Oct 1987 - Sep 2002 |
+3.57% Jun 2003 - May 2018 |
0.00% 0 out of 231 |
In order to have complete information about the portfolio, please refer to the Total Bond US Portfolio: ETF allocation and returns page.