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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
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 Returns - 1 Year (12 months)
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 |
Annualized Rolling Returns - 2 Years (24 months)
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 |
Annualized Rolling Returns - 3 Years (36 months)
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 |
Annualized Rolling Returns - 4 Years (48 months)
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 |
Annualized Rolling Returns - 5 Years (60 months)
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 |
Annualized Rolling Returns - 6 Years (72 months)
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 |
Annualized Rolling Returns - 7 Years (84 months)
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 |
Annualized Rolling Returns - 8 Years (96 months)
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 |
Annualized Rolling Returns - 9 Years (108 months)
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 |
Annualized Rolling Returns - 10 Years (120 months)
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 |
Annualized Rolling Returns - 11 Years (132 months)
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 |
Annualized Rolling Returns - 12 Years (144 months)
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 |
Annualized Rolling Returns - 13 Years (156 months)
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 |
Annualized Rolling Returns - 14 Years (168 months)
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 |
Annualized Rolling Returns - 15 Years (180 months)
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 |
Annualized Rolling Returns - 20 Years (240 months)
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 |
Annualized Rolling Returns - 30 Years (360 months)
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 |
In order to have complete information about the portfolio, please refer to the US Stocks Momentum Portfolio: ETF allocation and returns page.