Last Update: 31 October 2021

Implementing the Developed World ex-US 60/40 Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 3 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 98.28% of times

All the returns are calculated over the available historical serie, starting from February 2015 until October 2021.

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

Rolling Returns

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.05% +25.60%
Apr 2020 - Mar 2021
-7.45%
Jan 2018 - Dec 2018
18.57%
2 Years
+6.73% +16.49%
Jan 2019 - Dec 2020
-0.75%
Apr 2018 - Mar 2020
1.72%
3 Years
+6.17% +10.82%
Nov 2018 - Oct 2021
+2.98%
Apr 2017 - Mar 2020
0.00%
4 Years
+6.36% +9.92%
Jan 2017 - Dec 2020
+3.04%
Mar 2015 - Feb 2019
0.00%
5 Years
+6.60% +8.56%
Feb 2016 - Jan 2021
+2.50%
Apr 2015 - Mar 2020
0.00%
6 Years
+6.63% +7.42%
Oct 2015 - Sep 2021
+6.03%
Mar 2015 - Feb 2021
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
+7.05% +25.60%
Apr 2020 - Mar 2021
-7.45%
Jan 2018 - Dec 2018
18.57%
13 out of 70

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.73% +16.49%
Jan 2019 - Dec 2020
-0.75%
Apr 2018 - Mar 2020
1.72%
1 out of 58

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.17% +10.82%
Nov 2018 - Oct 2021
+2.98%
Apr 2017 - Mar 2020
0.00%
0 out of 46

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.36% +9.92%
Jan 2017 - Dec 2020
+3.04%
Mar 2015 - Feb 2019
0.00%
0 out of 34

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.60% +8.56%
Feb 2016 - Jan 2021
+2.50%
Apr 2015 - Mar 2020
0.00%
0 out of 22

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.63% +7.42%
Oct 2015 - Sep 2021
+6.03%
Mar 2015 - Feb 2021
0.00%
0 out of 10

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

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