Last Update: 28 February 2021
Implementing the Developed World 20/80 Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 4 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 94.12% of times
All the returns are calculated over the available historical serie, starting from January 1999 until February 2021.
In order to have complete information about the portfolio, please refer to the Developed World 20/80 Portfolio: ETF allocation and returns page.
Rolling Returns
Developed World 20/80 Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+5.83% |
+24.13% Mar 2009 - Feb 2010 |
-15.14% Mar 2008 - Feb 2009 |
5.88% |
2 Years |
+5.78% |
+16.55% Mar 2009 - Feb 2011 |
-4.81% Mar 2007 - Feb 2009 |
3.70% |
3 Years |
+5.75% |
+12.87% Mar 2009 - Feb 2012 |
-0.87% Mar 2006 - Feb 2009 |
1.73% |
4 Years |
+5.82% |
+11.84% Mar 2009 - Feb 2013 |
+1.08% Mar 2005 - Feb 2009 |
0.00% |
5 Years |
+5.86% |
+10.31% Mar 2009 - Feb 2014 |
+2.34% Mar 2004 - Feb 2009 |
0.00% |
6 Years |
+5.87% |
+9.74% Mar 2009 - Feb 2015 |
+3.41% Apr 2014 - Mar 2020 |
0.00% |
7 Years |
+5.89% |
+8.17% Dec 2008 - Nov 2015 |
+3.47% Apr 2013 - Mar 2020 |
0.00% |
8 Years |
+5.89% |
+7.65% Mar 2009 - Feb 2017 |
+4.00% Mar 2001 - Feb 2009 |
0.00% |
9 Years |
+5.88% |
+7.48% Dec 2008 - Nov 2017 |
+4.17% Apr 2000 - Mar 2009 |
0.00% |
10 Years |
+5.90% |
+7.17% Apr 2003 - Mar 2013 |
+4.49% Mar 1999 - Feb 2009 |
0.00% |
11 Years |
+5.98% |
+7.02% Dec 2008 - Nov 2019 |
+4.57% Nov 2007 - Oct 2018 |
0.00% |
12 Years |
+5.93% |
+6.87% Apr 2003 - Mar 2015 |
+4.59% Apr 2008 - Mar 2020 |
0.00% |
13 Years |
+5.87% |
+6.67% Mar 2002 - Feb 2015 |
+4.65% Apr 2007 - Mar 2020 |
0.00% |
14 Years |
+5.89% |
+6.54% Mar 1999 - Feb 2013 |
+4.86% Apr 2006 - Mar 2020 |
0.00% |
15 Years |
+5.89% |
+6.52% Sep 1999 - Aug 2014 |
+5.03% Apr 2005 - Mar 2020 |
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 |
---|---|---|---|
+5.83% |
+24.13% Mar 2009 - Feb 2010 |
-15.14% Mar 2008 - Feb 2009 |
5.88% 15 out of 255 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.78% |
+16.55% Mar 2009 - Feb 2011 |
-4.81% Mar 2007 - Feb 2009 |
3.70% 9 out of 243 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.75% |
+12.87% Mar 2009 - Feb 2012 |
-0.87% Mar 2006 - Feb 2009 |
1.73% 4 out of 231 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.82% |
+11.84% Mar 2009 - Feb 2013 |
+1.08% Mar 2005 - Feb 2009 |
0.00% 0 out of 219 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.86% |
+10.31% Mar 2009 - Feb 2014 |
+2.34% Mar 2004 - Feb 2009 |
0.00% 0 out of 207 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.87% |
+9.74% Mar 2009 - Feb 2015 |
+3.41% Apr 2014 - Mar 2020 |
0.00% 0 out of 195 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.89% |
+8.17% Dec 2008 - Nov 2015 |
+3.47% Apr 2013 - Mar 2020 |
0.00% 0 out of 183 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.89% |
+7.65% Mar 2009 - Feb 2017 |
+4.00% Mar 2001 - Feb 2009 |
0.00% 0 out of 171 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.88% |
+7.48% Dec 2008 - Nov 2017 |
+4.17% Apr 2000 - Mar 2009 |
0.00% 0 out of 159 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.90% |
+7.17% Apr 2003 - Mar 2013 |
+4.49% Mar 1999 - Feb 2009 |
0.00% 0 out of 147 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.98% |
+7.02% Dec 2008 - Nov 2019 |
+4.57% Nov 2007 - Oct 2018 |
0.00% 0 out of 135 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.93% |
+6.87% Apr 2003 - Mar 2015 |
+4.59% Apr 2008 - Mar 2020 |
0.00% 0 out of 123 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.87% |
+6.67% Mar 2002 - Feb 2015 |
+4.65% Apr 2007 - Mar 2020 |
0.00% 0 out of 111 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.89% |
+6.54% Mar 1999 - Feb 2013 |
+4.86% Apr 2006 - Mar 2020 |
0.00% 0 out of 99 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+5.89% |
+6.52% Sep 1999 - Aug 2014 |
+5.03% Apr 2005 - Mar 2020 |
0.00% 0 out of 87 |
In order to have complete information about the portfolio, please refer to the Developed World 20/80 Portfolio: ETF allocation and returns page.