Developed World ex-US 60/40 Momentum Portfolio: Rolling Returns

Data Source: from August 2009 to February 2024 (~15 years)
Consolidated Returns as of 29 February 2024

Holding 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 the available data source (~15 years), the longest period with a negative return lasted 56 months (from February 2018 to September 2022).

This means that every rolling period of 57 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World ex-US 60/40 Momentum Portfolio: ETF allocation and returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DEVELOPED WORLD EX-US 60/40 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 August 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.02 10/2021
09/2022
0.79$ -4.68 0.95$ 4.84 1.04$ 12.62 1.12$ 25.60 04/2020
03/2021
1.25$ 14.98 32.11%
2Y -7.21 10/2020
09/2022
0.86$ -3.85 0.92$ 3.76 1.07$ 9.50 1.19$ 16.49 01/2019
12/2020
1.35$ 3.03 25.77%
3Y -1.42 10/2019
09/2022
0.95$ 1.13 1.03$ 4.87 1.15$ 7.62 1.24$ 11.83 01/2019
12/2021
1.39$ 1.23 8.24%
4Y -0.08 10/2018
09/2022
0.99$ 2.69 1.11$ 4.15 1.17$ 7.27 1.32$ 9.92 01/2017
12/2020
1.45$ 4.89 1.37%
5Y 0.49 10/2017
09/2022
1.02$ 2.50 1.13$ 4.48 1.24$ 7.71 1.44$ 8.56 02/2016
01/2021
1.50$ 5.52 0.00%
6Y 1.91 11/2017
10/2023
1.12$ 3.17 1.20$ 4.37 1.29$ 6.66 1.47$ 7.42 10/2015
09/2021
1.53$ 4.18 0.00%
7Y 2.99 10/2015
09/2022
1.22$ 3.51 1.27$ 4.75 1.38$ 5.68 1.47$ 6.25 01/2015
12/2021
1.52$ 5.40 0.00%
8Y 2.02 10/2014
09/2022
1.17$ 2.65 1.23$ 3.57 1.32$ 4.35 1.40$ 5.74 03/2016
02/2024
1.56$ 5.74 0.00%
9Y 2.90 03/2014
02/2023
1.29$ 2.98 1.30$ 3.23 1.33$ 4.22 1.45$ 4.41 03/2015
02/2024
1.47$ 4.41 0.00%
10Y 4.05 03/2014
02/2024
1.48$ 4.05 1.48$ 4.05 1.48$ 4.05 1.48$ 4.05 03/2014
02/2024
1.48$ 4.05 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.08 10/2021
09/2022
0.73$ -7.89 0.92$ 2.34 1.02$ 10.03 1.10$ 22.40 04/2020
03/2021
1.22$ 11.45 37.61%
2Y -13.10 10/2020
09/2022
0.75$ -9.29 0.82$ 1.62 1.03$ 6.72 1.13$ 14.42 01/2019
12/2020
1.30$ -1.46 36.08%
3Y -6.53 10/2020
09/2023
0.81$ -3.87 0.88$ 2.82 1.08$ 5.24 1.16$ 7.97 01/2019
12/2021
1.25$ -4.21 27.06%
4Y -4.03 10/2018
09/2022
0.84$ -1.45 0.94$ 1.88 1.07$ 4.95 1.21$ 7.83 01/2017
12/2020
1.35$ 0.22 28.77%
5Y -3.15 10/2017
09/2022
0.85$ -1.33 0.93$ 2.04 1.10$ 5.39 1.29$ 6.42 02/2016
01/2021
1.36$ 1.27 27.87%
6Y -1.77 11/2017
10/2023
0.89$ -0.34 0.97$ 1.85 1.11$ 4.24 1.28$ 4.97 01/2015
12/2020
1.33$ 0.42 22.45%
7Y -0.22 10/2015
09/2022
0.98$ 0.33 1.02$ 1.30 1.09$ 3.63 1.28$ 3.97 05/2014
04/2021
1.31$ 1.81 10.81%
8Y -0.77 10/2014
09/2022
0.94$ -0.11 0.99$ 0.54 1.04$ 1.46 1.12$ 2.23 03/2016
02/2024
1.19$ 2.23 16.00%
9Y 0.10 11/2014
10/2023
1.00$ 0.11 1.01$ 0.45 1.04$ 1.14 1.10$ 1.22 03/2015
02/2024
1.11$ 1.22 0.00%
10Y 1.19 03/2014
02/2024
1.12$ 1.19 1.12$ 1.19 1.12$ 1.19 1.12$ 1.19 03/2014
02/2024
1.12$ 1.19 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.02 10/2021
09/2022
0.79$ -3.42 0.96$ 6.03 1.06$ 14.28 1.14$ 25.60 04/2020
03/2021
1.25$ 14.98 28.66%
2Y -7.21 10/2020
09/2022
0.86$ -0.98 0.98$ 4.89 1.10$ 10.27 1.21$ 16.49 01/2019
12/2020
1.35$ 3.03 19.74%
3Y -1.42 10/2019
09/2022
0.95$ 1.52 1.04$ 5.57 1.17$ 8.17 1.26$ 11.83 01/2019
12/2021
1.39$ 1.23 6.43%
4Y -0.08 10/2018
09/2022
0.99$ 3.06 1.12$ 4.80 1.20$ 7.76 1.34$ 10.12 07/2010
06/2014
1.47$ 4.89 0.78%
5Y 0.49 10/2017
09/2022
1.02$ 2.80 1.14$ 5.00 1.27$ 7.37 1.42$ 8.56 02/2016
01/2021
1.50$ 5.52 0.00%
6Y 1.91 11/2017
10/2023
1.12$ 3.48 1.22$ 4.75 1.32$ 6.55 1.46$ 7.52 10/2011
09/2017
1.54$ 4.18 0.00%
7Y 2.99 10/2015
09/2022
1.22$ 3.96 1.31$ 5.12 1.41$ 5.72 1.47$ 6.83 10/2011
09/2018
1.58$ 5.40 0.00%
8Y 2.02 10/2014
09/2022
1.17$ 3.49 1.31$ 5.25 1.50$ 6.20 1.61$ 6.89 02/2010
01/2018
1.70$ 5.74 0.00%
9Y 2.09 10/2013
09/2022
1.20$ 3.23 1.33$ 4.99 1.54$ 6.56 1.77$ 7.46 06/2012
05/2021
1.91$ 4.41 0.00%
10Y 2.80 11/2013
10/2023
1.31$ 3.58 1.42$ 5.49 1.70$ 6.18 1.82$ 7.07 10/2011
09/2021
1.97$ 4.05 0.00%
11Y 3.65 07/2011
06/2022
1.48$ 4.13 1.56$ 4.88 1.68$ 6.45 1.98$ 7.17 06/2010
05/2021
2.14$ 4.55 0.00%
12Y 3.39 10/2010
09/2022
1.49$ 3.77 1.55$ 4.90 1.77$ 6.13 2.04$ 6.92 08/2009
07/2021
2.23$ 5.23 0.00%
13Y 3.77 11/2010
10/2023
1.61$ 4.03 1.67$ 4.55 1.78$ 4.99 1.88$ 5.30 07/2010
06/2023
1.95$ 4.55 0.00%
14Y 4.41 10/2009
09/2023
1.83$ 4.41 1.83$ 4.89 1.94$ 5.29 2.05$ 5.46 03/2010
02/2024
2.10$ 5.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.08 10/2021
09/2022
0.73$ -6.26 0.93$ 4.24 1.04$ 11.93 1.11$ 22.40 04/2020
03/2021
1.22$ 11.45 33.54%
2Y -13.10 10/2020
09/2022
0.75$ -2.41 0.95$ 2.71 1.05$ 7.77 1.16$ 14.42 01/2019
12/2020
1.30$ -1.46 26.97%
3Y -6.53 10/2020
09/2023
0.81$ -1.32 0.96$ 3.57 1.11$ 6.02 1.19$ 8.80 10/2011
09/2014
1.28$ -4.21 18.57%
4Y -4.03 10/2018
09/2022
0.84$ -0.30 0.98$ 3.20 1.13$ 5.31 1.22$ 7.83 01/2017
12/2020
1.35$ 0.22 16.41%
5Y -3.15 10/2017
09/2022
0.85$ -0.50 0.97$ 3.11 1.16$ 5.39 1.29$ 6.42 02/2016
01/2021
1.36$ 1.27 15.52%
6Y -1.77 11/2017
10/2023
0.89$ 0.34 1.02$ 2.97 1.19$ 4.53 1.30$ 6.03 10/2011
09/2017
1.42$ 0.42 10.58%
7Y -0.22 10/2015
09/2022
0.98$ 0.80 1.05$ 3.41 1.26$ 3.91 1.30$ 5.21 10/2011
09/2018
1.42$ 1.81 4.35%
8Y -0.77 10/2014
09/2022
0.94$ 0.47 1.03$ 3.17 1.28$ 4.57 1.42$ 5.10 02/2010
01/2018
1.48$ 2.23 5.00%
9Y -0.58 10/2013
09/2022
0.94$ 0.43 1.03$ 3.14 1.32$ 4.68 1.50$ 5.59 01/2012
12/2020
1.63$ 1.22 4.41%
10Y 0.01 11/2013
10/2023
1.00$ 0.92 1.09$ 3.38 1.39$ 4.33 1.52$ 5.06 10/2011
09/2021
1.63$ 1.19 0.00%
11Y 1.12 07/2011
06/2022
1.13$ 1.57 1.18$ 2.23 1.27$ 4.52 1.62$ 5.13 06/2010
05/2021
1.73$ 1.84 0.00%
12Y 0.78 10/2010
09/2022
1.09$ 1.18 1.15$ 2.27 1.30$ 3.87 1.57$ 4.83 08/2009
07/2021
1.76$ 2.56 0.00%
13Y 1.10 11/2010
10/2023
1.15$ 1.34 1.18$ 1.92 1.28$ 2.38 1.35$ 2.70 08/2009
07/2022
1.41$ 1.87 0.00%
14Y 1.81 10/2009
09/2023
1.28$ 1.81 1.28$ 2.28 1.37$ 2.69 1.44$ 2.79 03/2010
02/2024
1.46$ 2.79 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.03% +25.60%
Apr 2020 - Mar 2021
-20.02%
Oct 2021 - Sep 2022
28.66%
47 out of 164
US Inflation Adjusted +4.24% +22.40%
Apr 2020 - Mar 2021
-26.08%
Oct 2021 - Sep 2022
33.54%
55 out of 164
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.89% +16.49%
Jan 2019 - Dec 2020
-7.21%
Oct 2020 - Sep 2022
19.74%
30 out of 152
US Inflation Adjusted +2.71% +14.42%
Jan 2019 - Dec 2020
-13.10%
Oct 2020 - Sep 2022
26.97%
41 out of 152
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.57% +11.83%
Jan 2019 - Dec 2021
-1.42%
Oct 2019 - Sep 2022
6.43%
9 out of 140
US Inflation Adjusted +3.57% +8.80%
Oct 2011 - Sep 2014
-6.53%
Oct 2020 - Sep 2023
18.57%
26 out of 140
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.80% +10.12%
Jul 2010 - Jun 2014
-0.08%
Oct 2018 - Sep 2022
0.78%
1 out of 128
US Inflation Adjusted +3.20% +7.83%
Jan 2017 - Dec 2020
-4.03%
Oct 2018 - Sep 2022
16.41%
21 out of 128
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.00% +8.56%
Feb 2016 - Jan 2021
+0.49%
Oct 2017 - Sep 2022
0.00%
0 out of 116
US Inflation Adjusted +3.11% +6.42%
Feb 2016 - Jan 2021
-3.15%
Oct 2017 - Sep 2022
15.52%
18 out of 116
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.75% +7.52%
Oct 2011 - Sep 2017
+1.91%
Nov 2017 - Oct 2023
0.00%
0 out of 104
US Inflation Adjusted +2.97% +6.03%
Oct 2011 - Sep 2017
-1.77%
Nov 2017 - Oct 2023
10.58%
11 out of 104
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.12% +6.83%
Oct 2011 - Sep 2018
+2.99%
Oct 2015 - Sep 2022
0.00%
0 out of 92
US Inflation Adjusted +3.41% +5.21%
Oct 2011 - Sep 2018
-0.22%
Oct 2015 - Sep 2022
4.35%
4 out of 92
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.25% +6.89%
Feb 2010 - Jan 2018
+2.02%
Oct 2014 - Sep 2022
0.00%
0 out of 80
US Inflation Adjusted +3.17% +5.10%
Feb 2010 - Jan 2018
-0.77%
Oct 2014 - Sep 2022
5.00%
4 out of 80
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.99% +7.46%
Jun 2012 - May 2021
+2.09%
Oct 2013 - Sep 2022
0.00%
0 out of 68
US Inflation Adjusted +3.14% +5.59%
Jan 2012 - Dec 2020
-0.58%
Oct 2013 - Sep 2022
4.41%
3 out of 68
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.49% +7.07%
Oct 2011 - Sep 2021
+2.80%
Nov 2013 - Oct 2023
0.00%
0 out of 56
US Inflation Adjusted +3.38% +5.06%
Oct 2011 - Sep 2021
+0.01%
Nov 2013 - Oct 2023
0.00%
0 out of 56
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.88% +7.17%
Jun 2010 - May 2021
+3.65%
Jul 2011 - Jun 2022
0.00%
0 out of 44
US Inflation Adjusted +2.23% +5.13%
Jun 2010 - May 2021
+1.12%
Jul 2011 - Jun 2022
0.00%
0 out of 44
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.90% +6.92%
Aug 2009 - Jul 2021
+3.39%
Oct 2010 - Sep 2022
0.00%
0 out of 32
US Inflation Adjusted +2.27% +4.83%
Aug 2009 - Jul 2021
+0.78%
Oct 2010 - Sep 2022
0.00%
0 out of 32
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.55% +5.30%
Jul 2010 - Jun 2023
+3.77%
Nov 2010 - Oct 2023
0.00%
0 out of 20
US Inflation Adjusted +1.92% +2.70%
Aug 2009 - Jul 2022
+1.10%
Nov 2010 - Oct 2023
0.00%
0 out of 20
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.89% +5.46%
Mar 2010 - Feb 2024
+4.41%
Oct 2009 - Sep 2023
0.00%
0 out of 8
US Inflation Adjusted +2.28% +2.79%
Mar 2010 - Feb 2024
+1.81%
Oct 2009 - Sep 2023
0.00%
0 out of 8
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Developed World ex-US 60/40 Momentum Portfolio: ETF allocation and returns page.