Last Update: 31 December 2022

Implementing the Developed World ex-US 20/80 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 5 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 90.34% of times

All the returns are calculated over the available historical serie, starting from January 1985 until December 2022.

In order to have complete information about the portfolio, please refer to the Developed World ex-US 20/80 Portfolio: ETF allocation and returns page.

Rolling Returns

Developed World ex-US 20/80 Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.41 41.14
May 1985 - Apr 1986
-15.42
Oct 2021 - Sep 2022
9.66%
2 Years
7.17 30.27
Mar 1985 - Feb 1987
-6.64
Jan 2021 - Dec 2022
4.16%
3 Years
7.00 23.04
Mar 1985 - Feb 1988
-3.44
Oct 2019 - Sep 2022
2.61%
4 Years
6.93 19.14
Jan 1985 - Dec 1988
-0.53
Oct 2018 - Sep 2022
0.24%
5 Years
6.87 17.56
Jan 1985 - Dec 1989
0.04
Oct 2017 - Sep 2022
0.00%
6 Years
6.87 15.10
Mar 1985 - Feb 1991
0.56
Oct 2016 - Sep 2022
0.00%
7 Years
6.86 15.21
Jan 1985 - Dec 1991
1.50
Nov 2015 - Oct 2022
0.00%
8 Years
6.85 14.31
May 1985 - Apr 1993
1.46
Oct 2014 - Sep 2022
0.00%
9 Years
6.82 14.64
Jan 1985 - Dec 1993
2.01
Oct 2013 - Sep 2022
0.00%
10 Years
6.79 12.64
Jan 1985 - Dec 1994
2.25
Oct 2012 - Sep 2022
0.00%
11 Years
6.78 13.09
Jan 1985 - Dec 1995
3.03
Nov 2011 - Oct 2022
0.00%
12 Years
6.75 12.37
Jan 1985 - Dec 1996
2.91
Oct 2010 - Sep 2022
0.00%
13 Years
6.75 11.16
Mar 1985 - Feb 1998
3.46
Oct 2009 - Sep 2022
0.00%
14 Years
6.73 11.42
Jan 1985 - Dec 1998
4.00
Sep 2008 - Aug 2022
0.00%
15 Years
6.71 11.17
Jan 1985 - Dec 1999
3.40
Nov 2007 - Oct 2022
0.00%
20 Years
6.73 10.00
Jan 1985 - Dec 2004
4.62
Jan 2003 - Dec 2022
0.00%
30 Years
6.83 8.67
Mar 1985 - Feb 2015
5.36
Jan 1993 - Dec 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
+7.41% +41.14%
May 1985 - Apr 1986
-15.42%
Oct 2021 - Sep 2022
9.66%
43 out of 445
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
+7.17% +30.27%
Mar 1985 - Feb 1987
-6.64%
Jan 2021 - Dec 2022
4.16%
18 out of 433
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
+7.00% +23.04%
Mar 1985 - Feb 1988
-3.44%
Oct 2019 - Sep 2022
2.61%
11 out of 421
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
+6.93% +19.14%
Jan 1985 - Dec 1988
-0.53%
Oct 2018 - Sep 2022
0.24%
1 out of 409
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
+6.87% +17.56%
Jan 1985 - Dec 1989
+0.04%
Oct 2017 - Sep 2022
0.00%
0 out of 397
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
+6.87% +15.10%
Mar 1985 - Feb 1991
+0.56%
Oct 2016 - Sep 2022
0.00%
0 out of 385
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
+6.86% +15.21%
Jan 1985 - Dec 1991
+1.50%
Nov 2015 - Oct 2022
0.00%
0 out of 373
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
+6.85% +14.31%
May 1985 - Apr 1993
+1.46%
Oct 2014 - Sep 2022
0.00%
0 out of 361
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
+6.82% +14.64%
Jan 1985 - Dec 1993
+2.01%
Oct 2013 - Sep 2022
0.00%
0 out of 349
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
+6.79% +12.64%
Jan 1985 - Dec 1994
+2.25%
Oct 2012 - Sep 2022
0.00%
0 out of 337
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
+6.78% +13.09%
Jan 1985 - Dec 1995
+3.03%
Nov 2011 - Oct 2022
0.00%
0 out of 325
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
+6.75% +12.37%
Jan 1985 - Dec 1996
+2.91%
Oct 2010 - Sep 2022
0.00%
0 out of 313
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
+6.75% +11.16%
Mar 1985 - Feb 1998
+3.46%
Oct 2009 - Sep 2022
0.00%
0 out of 301
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
+6.73% +11.42%
Jan 1985 - Dec 1998
+4.00%
Sep 2008 - Aug 2022
0.00%
0 out of 289
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
+6.71% +11.17%
Jan 1985 - Dec 1999
+3.40%
Nov 2007 - Oct 2022
0.00%
0 out of 277
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
+6.73% +10.00%
Jan 1985 - Dec 2004
+4.62%
Jan 2003 - Dec 2022
0.00%
0 out of 217
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
+6.83% +8.67%
Mar 1985 - Feb 2015
+5.36%
Jan 1993 - Dec 2022
0.00%
0 out of 97
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 Developed World ex-US 20/80 Portfolio: ETF allocation and returns page.

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