Last Update: 31 July 2022

Implementing the Developed World ex-US 40/60 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 2 years rolling periods, you would have obtained a positive returns 91.11% of times

All the returns are calculated over the available historical serie, starting from January 1986 until July 2022.

In order to have complete information about the portfolio, please refer to the Developed World ex-US 40/60 Portfolio: ETF allocation and returns page.

Rolling Returns

Developed World ex-US 40/60 Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.24 41.59
Feb 1986 - Jan 1987
-24.26
Mar 2008 - Feb 2009
17.29%
2 Years
6.84 25.82
Feb 1986 - Jan 1988
-10.71
Mar 2007 - Feb 2009
8.89%
3 Years
6.66 21.54
Feb 1986 - Jan 1989
-3.96
Mar 2006 - Feb 2009
3.22%
4 Years
6.55 18.85
Jan 1986 - Dec 1989
-0.72
Mar 2005 - Feb 2009
0.26%
5 Years
6.55 13.59
Feb 1986 - Jan 1991
1.38
Mar 2004 - Feb 2009
0.00%
6 Years
6.54 14.02
Jan 1986 - Dec 1991
2.59
Apr 2014 - Mar 2020
0.00%
7 Years
6.55 12.10
Jan 1986 - Dec 1992
2.52
Jul 2015 - Jun 2022
0.00%
8 Years
6.54 13.69
Feb 1986 - Jan 1994
2.28
Jul 2014 - Jun 2022
0.00%
9 Years
6.53 11.65
Jan 1986 - Dec 1994
2.66
Mar 2000 - Feb 2009
0.00%
10 Years
6.52 11.92
Jan 1986 - Dec 1995
3.76
Mar 1999 - Feb 2009
0.00%
11 Years
6.49 11.24
Jan 1986 - Dec 1996
3.64
Jul 2011 - Jun 2022
0.00%
12 Years
6.49 10.03
Feb 1986 - Jan 1998
3.88
Apr 2008 - Mar 2020
0.00%
13 Years
6.49 10.51
Feb 1986 - Jan 1999
3.86
Apr 2007 - Mar 2020
0.00%
14 Years
6.43 10.79
Jan 1986 - Dec 1999
3.93
Jul 2008 - Jun 2022
0.00%
15 Years
6.44 10.04
Feb 1986 - Jan 2001
3.61
Jul 2007 - Jun 2022
0.00%
16 Years
6.48 9.21
Jan 1986 - Dec 2001
4.13
Jul 2006 - Jun 2022
0.00%
17 Years
6.52 8.60
Jan 1986 - Dec 2002
4.51
Jul 2005 - Jun 2022
0.00%
18 Years
6.55 9.10
Jan 1986 - Dec 2003
4.84
Jul 2004 - Jun 2022
0.00%
19 Years
6.55 9.24
Jan 1986 - Dec 2004
5.01
Jan 2000 - Dec 2018
0.00%
20 Years
6.50 9.27
Feb 1986 - Jan 2006
4.82
Apr 2000 - Mar 2020
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
+7.24% +41.59%
Feb 1986 - Jan 1987
-24.26%
Mar 2008 - Feb 2009
17.29%
74 out of 428
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
+6.84% +25.82%
Feb 1986 - Jan 1988
-10.71%
Mar 2007 - Feb 2009
8.89%
37 out of 416
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
+6.66% +21.54%
Feb 1986 - Jan 1989
-3.96%
Mar 2006 - Feb 2009
3.22%
13 out of 404
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
+6.55% +18.85%
Jan 1986 - Dec 1989
-0.72%
Mar 2005 - Feb 2009
0.26%
1 out of 392
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
+6.55% +13.59%
Feb 1986 - Jan 1991
+1.38%
Mar 2004 - Feb 2009
0.00%
0 out of 380
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
+6.54% +14.02%
Jan 1986 - Dec 1991
+2.59%
Apr 2014 - Mar 2020
0.00%
0 out of 368
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
+6.55% +12.10%
Jan 1986 - Dec 1992
+2.52%
Jul 2015 - Jun 2022
0.00%
0 out of 356
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
+6.54% +13.69%
Feb 1986 - Jan 1994
+2.28%
Jul 2014 - Jun 2022
0.00%
0 out of 344
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
+6.53% +11.65%
Jan 1986 - Dec 1994
+2.66%
Mar 2000 - Feb 2009
0.00%
0 out of 332
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
+6.52% +11.92%
Jan 1986 - Dec 1995
+3.76%
Mar 1999 - Feb 2009
0.00%
0 out of 320
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
+6.49% +11.24%
Jan 1986 - Dec 1996
+3.64%
Jul 2011 - Jun 2022
0.00%
0 out of 308
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
+6.49% +10.03%
Feb 1986 - Jan 1998
+3.88%
Apr 2008 - Mar 2020
0.00%
0 out of 296
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
+6.49% +10.51%
Feb 1986 - Jan 1999
+3.86%
Apr 2007 - Mar 2020
0.00%
0 out of 284
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
+6.43% +10.79%
Jan 1986 - Dec 1999
+3.93%
Jul 2008 - Jun 2022
0.00%
0 out of 272
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
+6.44% +10.04%
Feb 1986 - Jan 2001
+3.61%
Jul 2007 - Jun 2022
0.00%
0 out of 260
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.48% +9.21%
Jan 1986 - Dec 2001
+4.13%
Jul 2006 - Jun 2022
0.00%
0 out of 248
16 Years Annualized Rolling Returns over time
16 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.52% +8.60%
Jan 1986 - Dec 2002
+4.51%
Jul 2005 - Jun 2022
0.00%
0 out of 236
17 Years Annualized Rolling Returns over time
17 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.55% +9.10%
Jan 1986 - Dec 2003
+4.84%
Jul 2004 - Jun 2022
0.00%
0 out of 224
18 Years Annualized Rolling Returns over time
18 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.55% +9.24%
Jan 1986 - Dec 2004
+5.01%
Jan 2000 - Dec 2018
0.00%
0 out of 212
19 Years Annualized Rolling Returns over time
19 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.50% +9.27%
Feb 1986 - Jan 2006
+4.82%
Apr 2000 - Mar 2020
0.00%
0 out of 200
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the Developed World ex-US 40/60 Portfolio: ETF allocation and returns page.

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