Developed World ex-US 80/20 Portfolio: Rolling Returns

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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When holding the Developed World ex-US 80/20 Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~41 years), the longest duration with a negative return was 113 months (from October 1999 to February 2009).

This indicates that, within the same timeframe, any rolling period of 114 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 6.00%.

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 80/20 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
US Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

DEVELOPED WORLD EX-US 80/20 PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 June 2025 (~41 years)
Over Time
Histogram
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-41.68%
Mar 2008 - Feb 2009
+8.56% +76.67%
Sep 1985 - Aug 1986
29.89%
142 out of 475
-41.69%
Mar 2008 - Feb 2009
+5.58% +73.93%
Sep 1985 - Aug 1986
35.37%
168 out of 475
-22.86%
Mar 2007 - Feb 2009
+6.62% +63.37%
May 1985 - Apr 1987
23.97%
111 out of 463
-24.41%
Mar 2007 - Feb 2009
+3.73% +59.19%
May 1985 - Apr 1987
31.97%
148 out of 463
-13.84%
Apr 2000 - Mar 2003
+6.03% +43.18%
May 1985 - Apr 1988
16.85%
76 out of 451
-15.90%
Apr 2000 - Mar 2003
+3.43% +39.03%
Apr 1985 - Mar 1988
30.38%
137 out of 451
-5.76%
Oct 2007 - Sep 2011
+5.39% +37.06%
Jan 1985 - Dec 1988
13.67%
60 out of 439
-7.70%
Oct 2007 - Sep 2011
+3.13% +32.52%
Jan 1985 - Dec 1988
29.16%
128 out of 439
-3.78%
Jun 2007 - May 2012
+5.39% +31.75%
Jan 1985 - Dec 1989
6.32%
27 out of 427
-5.71%
Jun 2007 - May 2012
+2.57% +27.09%
Jan 1985 - Dec 1989
22.48%
96 out of 427
-0.54%
Oct 1996 - Sep 2002
+5.59% +21.73%
Mar 1985 - Feb 1991
0.48%
2 out of 415
-2.78%
Oct 1996 - Sep 2002
+2.87% +17.00%
Mar 1985 - Feb 1991
14.94%
62 out of 415
-0.27%
Apr 1996 - Mar 2003
+5.63% +20.20%
Jan 1985 - Dec 1991
0.25%
1 out of 403
-2.63%
Apr 1996 - Mar 2003
+3.03% +15.65%
Jan 1985 - Dec 1991
5.71%
23 out of 403
+0.20%
Mar 2001 - Feb 2009
+5.72% +16.84%
May 1985 - Apr 1993
0.00%
0 out of 391
-2.15%
Mar 2001 - Feb 2009
+2.92% +12.60%
May 1985 - Apr 1993
7.67%
30 out of 391
-1.23%
Mar 2000 - Feb 2009
+5.84% +17.21%
Jan 1985 - Dec 1993
0.79%
3 out of 379
-3.66%
Mar 2000 - Feb 2009
+3.34% +13.03%
Jan 1985 - Dec 1993
8.44%
32 out of 379
+1.34%
Mar 1999 - Feb 2009
+5.63% +16.08%
Jan 1985 - Dec 1994
0.00%
0 out of 367
-1.22%
Mar 1999 - Feb 2009
+3.09% +12.05%
Jan 1985 - Dec 1994
1.36%
5 out of 367
+1.76%
Mar 1998 - Feb 2009
+5.46% +15.26%
Jan 1985 - Dec 1995
0.00%
0 out of 355
-0.73%
Mar 1998 - Feb 2009
+2.77% +11.37%
Jan 1985 - Dec 1995
0.56%
2 out of 355
+1.97%
Apr 2008 - Mar 2020
+5.66% +14.34%
Jan 1985 - Dec 1996
0.00%
0 out of 343
-0.17%
Jan 2000 - Dec 2011
+3.19% +10.49%
Jan 1985 - Dec 1996
0.87%
3 out of 343
+1.81%
Apr 2007 - Mar 2020
+5.68% +12.98%
Jan 1985 - Dec 1997
0.00%
0 out of 331
-1.03%
Oct 1989 - Sep 2002
+3.21% +9.33%
Jan 1985 - Dec 1997
3.02%
10 out of 331
+2.12%
Mar 1989 - Feb 2003
+5.38% +13.24%
Jan 1985 - Dec 1998
0.00%
0 out of 319
-0.84%
Mar 1989 - Feb 2003
+2.90% +9.71%
Jan 1985 - Dec 1998
2.51%
8 out of 319
+1.77%
Oct 2007 - Sep 2022
+5.41% +14.31%
Jan 1985 - Dec 1999
0.00%
0 out of 307
-0.60%
Apr 1988 - Mar 2003
+3.04% +10.79%
Jan 1985 - Dec 1999
2.28%
7 out of 307
+2.35%
Nov 2007 - Oct 2023
+5.51% +12.65%
Jan 1985 - Dec 2000
0.00%
0 out of 295
-0.09%
Nov 2007 - Oct 2023
+3.07% +9.16%
Jan 1985 - Dec 2000
0.34%
1 out of 295
+3.30%
Nov 2007 - Oct 2024
+5.66% +10.77%
Jan 1985 - Dec 2001
0.00%
0 out of 283
+0.83%
Nov 2007 - Oct 2024
+3.01% +7.43%
Jan 1985 - Dec 2001
0.00%
0 out of 283
+3.31%
Mar 1991 - Feb 2009
+5.70% +9.46%
Jan 1985 - Dec 2002
0.00%
0 out of 271
+0.73%
Mar 1991 - Feb 2009
+3.15% +6.20%
Jan 1985 - Dec 2002
0.00%
0 out of 271
+3.07%
Mar 1990 - Feb 2009
+5.63% +10.53%
Jan 1985 - Dec 2003
0.00%
0 out of 259
+0.35%
Mar 1990 - Feb 2009
+3.17% +7.29%
Jan 1985 - Dec 2003
0.00%
0 out of 259
+2.94%
Mar 1989 - Feb 2009
+5.76% +10.86%
Jan 1985 - Dec 2004
0.00%
0 out of 247
+0.10%
Mar 1989 - Feb 2009
+3.27% +7.60%
Jan 1985 - Dec 2004
0.00%
0 out of 247
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