US Stocks Momentum Portfolio: Rolling Returns

Last Update: 31 December 2022

Implementing the US Stocks Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 11 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 5 years rolling periods, you would have obtained a positive returns 95.38% of times

All the returns are calculated over the available historical serie, starting from January 1982 until December 2022.

In order to have complete information about the portfolio, please refer to the US Stocks Momentum Portfolio: ETF allocation and returns page.

Rolling Returns

US Stocks Momentum Portfolio: annualized rolling and average returns

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Rolling Period	*Return ()**			Negative Periods
Rolling Period	Average (%)	Best (%)	Worst (%)	Negative Periods
1 Year	15.46	59.99 Jul 1982 - Jun 1983	-47.72 Mar 2008 - Feb 2009	17.88%
2 Years	14.72	46.81 Apr 1997 - Mar 1999	-25.84 Mar 2007 - Feb 2009	12.37%
3 Years	14.45	42.50 Aug 1996 - Jul 1999	-15.43 Mar 2006 - Feb 2009	12.91%
4 Years	14.26	39.76 Feb 1995 - Jan 1999	-7.88 Mar 2005 - Feb 2009	13.93%
5 Years	14.06	39.50 Jan 1995 - Dec 1999	-3.82 Mar 2004 - Feb 2009	4.62%
6 Years	13.81	33.24 Apr 1994 - Mar 2000	0.84 Oct 2005 - Sep 2011	0.00%
7 Years	13.71	28.91 Jan 1993 - Dec 1999	-0.57 Mar 2002 - Feb 2009	0.49%
8 Years	13.64	26.50 Apr 1992 - Mar 2000	-2.18 Mar 2001 - Feb 2009	1.76%
9 Years	13.59	26.85 Nov 1990 - Oct 1999	-3.25 Apr 2000 - Mar 2009	2.86%
10 Years	13.48	24.93 Sep 1990 - Aug 2000	-0.39 Mar 1999 - Feb 2009	1.07%
11 Years	13.36	25.57 Jan 1989 - Dec 1999	1.15 Jul 1999 - Jun 2010	0.00%
12 Years	13.25	24.13 Sep 1988 - Aug 2000	2.17 Jan 2000 - Dec 2011	0.00%
13 Years	13.16	22.10 Jan 1987 - Dec 1999	3.10 Jan 2000 - Dec 2012	0.00%
14 Years	13.04	22.38 Nov 1985 - Oct 1999	4.94 Apr 2000 - Mar 2014	0.00%
15 Years	13.01	22.80 Jan 1985 - Dec 1999	5.61 Sep 2000 - Aug 2015	0.00%
20 Years	12.49	17.82 Apr 1982 - Mar 2002	6.83 Apr 2000 - Mar 2020	0.00%
30 Years	13.22	14.18 Sep 1988 - Aug 2018	12.00 Oct 1992 - Sep 2022	0.00%

(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average Return	Best Return	Worst Return	Negative Periods
+15.46%	+59.99% Jul 1982 - Jun 1983	-47.72% Mar 2008 - Feb 2009	17.88% 86 out of 481

1 Year Annualized Rolling Returns over time

1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average Return	Best Return	Worst Return	Negative Periods
+14.72%	+46.81% Apr 1997 - Mar 1999	-25.84% Mar 2007 - Feb 2009	12.37% 58 out of 469

2 Years Annualized Rolling Returns over time

2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average Return	Best Return	Worst Return	Negative Periods
+14.45%	+42.50% Aug 1996 - Jul 1999	-15.43% Mar 2006 - Feb 2009	12.91% 59 out of 457

3 Years Annualized Rolling Returns over time

3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average Return	Best Return	Worst Return	Negative Periods
+14.26%	+39.76% Feb 1995 - Jan 1999	-7.88% Mar 2005 - Feb 2009	13.93% 62 out of 445

4 Years Annualized Rolling Returns over time

4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average Return	Best Return	Worst Return	Negative Periods
+14.06%	+39.50% Jan 1995 - Dec 1999	-3.82% Mar 2004 - Feb 2009	4.62% 20 out of 433

5 Years Annualized Rolling Returns over time

5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.81%	+33.24% Apr 1994 - Mar 2000	+0.84% Oct 2005 - Sep 2011	0.00% 0 out of 421

6 Years Annualized Rolling Returns over time

6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.71%	+28.91% Jan 1993 - Dec 1999	-0.57% Mar 2002 - Feb 2009	0.49% 2 out of 409

7 Years Annualized Rolling Returns over time

7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.64%	+26.50% Apr 1992 - Mar 2000	-2.18% Mar 2001 - Feb 2009	1.76% 7 out of 397

8 Years Annualized Rolling Returns over time

8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.59%	+26.85% Nov 1990 - Oct 1999	-3.25% Apr 2000 - Mar 2009	2.86% 11 out of 385

9 Years Annualized Rolling Returns over time

9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.48%	+24.93% Sep 1990 - Aug 2000	-0.39% Mar 1999 - Feb 2009	1.07% 4 out of 373

10 Years Annualized Rolling Returns over time

10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.36%	+25.57% Jan 1989 - Dec 1999	+1.15% Jul 1999 - Jun 2010	0.00% 0 out of 361

11 Years Annualized Rolling Returns over time

11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.25%	+24.13% Sep 1988 - Aug 2000	+2.17% Jan 2000 - Dec 2011	0.00% 0 out of 349

12 Years Annualized Rolling Returns over time

12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.16%	+22.10% Jan 1987 - Dec 1999	+3.10% Jan 2000 - Dec 2012	0.00% 0 out of 337

13 Years Annualized Rolling Returns over time

13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.04%	+22.38% Nov 1985 - Oct 1999	+4.94% Apr 2000 - Mar 2014	0.00% 0 out of 325

14 Years Annualized Rolling Returns over time

14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.01%	+22.80% Jan 1985 - Dec 1999	+5.61% Sep 2000 - Aug 2015	0.00% 0 out of 313

15 Years Annualized Rolling Returns over time

15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average Return	Best Return	Worst Return	Negative Periods
+12.49%	+17.82% Apr 1982 - Mar 2002	+6.83% Apr 2000 - Mar 2020	0.00% 0 out of 253

20 Years Annualized Rolling Returns over time

20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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Average Return	Best Return	Worst Return	Negative Periods
+13.22%	+14.18% Sep 1988 - Aug 2018	+12.00% Oct 1992 - Sep 2022	0.00% 0 out of 133

30 Years Annualized Rolling Returns over time

30 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the US Stocks Momentum Portfolio: ETF allocation and returns page.