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
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 Returns - 1 Year (12 months)
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 |
Annualized Rolling Returns - 2 Years (24 months)
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 |
Annualized Rolling Returns - 3 Years (36 months)
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 |
Annualized Rolling Returns - 4 Years (48 months)
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 |
Annualized Rolling Returns - 5 Years (60 months)
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 |
Annualized Rolling Returns - 6 Years (72 months)
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 |
Annualized Rolling Returns - 7 Years (84 months)
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 |
Annualized Rolling Returns - 8 Years (96 months)
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 |
Annualized Rolling Returns - 9 Years (108 months)
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 |
Annualized Rolling Returns - 10 Years (120 months)
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 |
Annualized Rolling Returns - 11 Years (132 months)
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 |
Annualized Rolling Returns - 12 Years (144 months)
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 |
Annualized Rolling Returns - 13 Years (156 months)
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 |
Annualized Rolling Returns - 14 Years (168 months)
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 |
Annualized Rolling Returns - 15 Years (180 months)
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 |
Annualized Rolling Returns - 20 Years (240 months)
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 |
Annualized Rolling Returns - 30 Years (360 months)
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 |
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.