Consolidated Returns as of 31 March 2024
Holding the US Stocks 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 65 months (from May 2006 to September 2011).
This means that every rolling period of 66 months or above has always granted a positive return.
To obtain comprehensive information, please consult the US Stocks 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 | +12.34% |
+66.18%
Mar 2009 - Feb 2010 |
-46.37%
Mar 2008 - Feb 2009 |
25.94%
55 out of 212 |
US Inflation Adjusted | +10.66% |
+62.68%
Mar 2009 - Feb 2010 |
-46.38%
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 | +7.92% |
+45.43%
Mar 2009 - Feb 2011 |
-28.39%
Mar 2007 - Feb 2009 |
19.00%
38 out of 200 |
US Inflation Adjusted | +5.37% |
+42.39%
Mar 2009 - Feb 2011 |
-29.83%
Mar 2007 - Feb 2009 |
24.50%
49 out of 200 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.32% |
+28.37%
Jan 2019 - Dec 2021 |
-15.10%
Mar 2006 - Feb 2009 |
14.36%
27 out of 188 |
US Inflation Adjusted | +6.78% |
+25.07%
Mar 2009 - Feb 2012 |
-16.91%
Mar 2006 - Feb 2009 |
15.43%
29 out of 188 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.01% |
+24.68%
Mar 2009 - Feb 2013 |
-4.71%
Oct 2007 - Sep 2011 |
7.95%
14 out of 176 |
US Inflation Adjusted | +7.92% |
+21.88%
Mar 2009 - Feb 2013 |
-6.66%
Oct 2007 - Sep 2011 |
16.48%
29 out of 176 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.21% |
+25.38%
Mar 2009 - Feb 2014 |
-1.90%
Jun 2007 - May 2012 |
2.44%
4 out of 164 |
US Inflation Adjusted | +7.76% |
+22.84%
Mar 2009 - Feb 2014 |
-3.86%
Jun 2007 - May 2012 |
10.37%
17 out of 164 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.97% |
+23.10%
Mar 2009 - Feb 2015 |
+1.33%
Oct 2005 - Sep 2011 |
0.00%
0 out of 152 |
US Inflation Adjusted | +7.40% |
+21.04%
Mar 2009 - Feb 2015 |
-0.85%
Oct 2005 - Sep 2011 |
0.66%
1 out of 152 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.18% |
+18.10%
Mar 2009 - Feb 2016 |
+4.49%
Oct 2005 - Sep 2012 |
0.00%
0 out of 140 |
US Inflation Adjusted | +8.19% |
+16.26%
Mar 2009 - Feb 2016 |
+2.15%
Sep 2005 - Aug 2012 |
0.00%
0 out of 140 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.56% |
+18.60%
Mar 2009 - Feb 2017 |
+5.92%
Oct 2007 - Sep 2015 |
0.00%
0 out of 128 |
US Inflation Adjusted | +7.68% |
+16.58%
Mar 2009 - Feb 2017 |
+4.04%
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 | +9.61% |
+17.06%
Mar 2009 - Feb 2018 |
+5.64%
Jul 2007 - Jun 2016 |
0.00%
0 out of 116 |
US Inflation Adjusted | +7.05% |
+15.00%
Mar 2009 - Feb 2018 |
+3.89%
Feb 2007 - Jan 2016 |
0.00%
0 out of 116 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.20% |
+15.13%
Jan 2012 - Dec 2021 |
+6.19%
Jun 2007 - May 2017 |
0.00%
0 out of 104 |
US Inflation Adjusted | +7.44% |
+13.03%
Mar 2009 - Feb 2019 |
+4.44%
Jun 2007 - May 2017 |
0.00%
0 out of 104 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.78% |
+14.79%
Sep 2010 - Aug 2021 |
+5.64%
Jan 2008 - Dec 2018 |
0.00%
0 out of 92 |
US Inflation Adjusted | +8.12% |
+12.52%
Mar 2009 - Feb 2020 |
+3.94%
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 | +9.53% |
+16.35%
Mar 2009 - Feb 2021 |
+5.54%
Jun 2007 - May 2019 |
0.00%
0 out of 80 |
US Inflation Adjusted | +7.08% |
+14.29%
Mar 2009 - Feb 2021 |
+3.70%
Jun 2007 - May 2019 |
0.00%
0 out of 80 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.14% |
+15.95%
Mar 2009 - Feb 2022 |
+5.50%
Apr 2007 - Mar 2020 |
0.00%
0 out of 68 |
US Inflation Adjusted | +7.51% |
+13.38%
Mar 2009 - Feb 2022 |
+3.66%
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 | +9.32% |
+13.81%
Mar 2009 - Feb 2023 |
+6.18%
Apr 2006 - Mar 2020 |
0.00%
0 out of 56 |
US Inflation Adjusted | +7.00% |
+11.01%
Mar 2009 - Feb 2023 |
+4.25%
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 | +9.20% |
+14.96%
Mar 2009 - Feb 2024 |
+6.80%
Oct 2007 - Sep 2022 |
0.00%
0 out of 44 |
US Inflation Adjusted | +7.02% |
+12.09%
Mar 2009 - Feb 2024 |
+4.33%
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 | +8.19% |
+10.46%
Nov 2005 - Oct 2021 |
+7.28%
Jun 2007 - May 2023 |
0.00%
0 out of 32 |
US Inflation Adjusted | +5.63% |
+8.22%
Nov 2005 - Oct 2021 |
+4.74%
Jun 2007 - May 2023 |
0.00%
0 out of 32 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+8.93%
Apr 2007 - Mar 2024 |
+7.69%
Oct 2005 - Sep 2022 |
0.00%
0 out of 20 |
US Inflation Adjusted | +5.70% |
+6.27%
Apr 2007 - Mar 2024 |
+5.19%
Oct 2005 - Sep 2022 |
0.00%
0 out of 20 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+9.30%
Mar 2006 - Feb 2024 |
+8.40%
Oct 2005 - Sep 2023 |
0.00%
0 out of 8 |
US Inflation Adjusted | +6.27% |
+6.63%
Mar 2006 - Feb 2024 |
+5.81%
Oct 2005 - Sep 2023 |
0.00%
0 out of 8 |
To obtain comprehensive information, please consult the US Stocks ESG Portfolio: ETF allocation and returns page.