Last Update: 31 July 2022

Implementing the Developed World ex-US 80/20 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 10 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 5 years rolling periods, you would have obtained a positive returns 93.16% 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 80/20 Portfolio: ETF allocation and returns page.

Rolling Returns

Developed World ex-US 80/20 Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.85 65.79
Feb 1986 - Jan 1987
-41.68
Mar 2008 - Feb 2009
31.31%
2 Years
6.72 39.94
Feb 1986 - Jan 1988
-22.86
Mar 2007 - Feb 2009
23.32%
3 Years
6.16 33.13
Feb 1986 - Jan 1989
-13.84
Apr 2000 - Mar 2003
18.32%
4 Years
5.85 27.58
Jan 1986 - Dec 1989
-5.76
Oct 2007 - Sep 2011
15.05%
5 Years
5.79 19.86
Oct 2002 - Sep 2007
-3.78
Jun 2007 - May 2012
6.84%
6 Years
5.74 15.86
Jan 1986 - Dec 1991
-0.54
Oct 1996 - Sep 2002
0.54%
7 Years
5.74 12.40
Jan 1993 - Dec 1999
-0.27
Apr 1996 - Mar 2003
0.28%
8 Years
5.77 14.49
Feb 1986 - Jan 1994
0.20
Mar 2001 - Feb 2009
0.00%
9 Years
5.76 12.83
Jan 1986 - Dec 1994
-1.23
Mar 2000 - Feb 2009
0.90%
10 Years
5.74 12.28
Jan 1986 - Dec 1995
1.34
Mar 1999 - Feb 2009
0.00%
11 Years
5.68 11.56
Jan 1986 - Dec 1996
1.76
Mar 1998 - Feb 2009
0.00%
12 Years
5.69 10.50
Feb 1986 - Jan 1998
1.97
Apr 2008 - Mar 2020
0.00%
13 Years
5.67 10.83
Jan 1986 - Dec 1998
1.81
Apr 2007 - Mar 2020
0.00%
14 Years
5.57 12.13
Jan 1986 - Dec 1999
2.12
Mar 1989 - Feb 2003
0.00%
15 Years
5.59 10.53
Jan 1986 - Dec 2000
2.44
Mar 1994 - Feb 2009
0.00%
16 Years
5.67 8.70
Jan 1986 - Dec 2001
3.32
May 1987 - Apr 2003
0.00%
17 Years
5.77 8.48
Oct 1990 - Sep 2007
3.53
Jan 2000 - Dec 2016
0.00%
18 Years
5.85 8.68
Jan 1986 - Dec 2003
3.31
Mar 1991 - Feb 2009
0.00%
19 Years
5.83 9.12
Jan 1986 - Dec 2004
3.07
Mar 1990 - Feb 2009
0.00%
20 Years
5.73 9.41
Feb 1986 - Jan 2006
2.94
Mar 1989 - Feb 2009
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
+7.85% +65.79%
Feb 1986 - Jan 1987
-41.68%
Mar 2008 - Feb 2009
31.31%
134 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
+6.72% +39.94%
Feb 1986 - Jan 1988
-22.86%
Mar 2007 - Feb 2009
23.32%
97 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
+6.16% +33.13%
Feb 1986 - Jan 1989
-13.84%
Apr 2000 - Mar 2003
18.32%
74 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
+5.85% +27.58%
Jan 1986 - Dec 1989
-5.76%
Oct 2007 - Sep 2011
15.05%
59 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
+5.79% +19.86%
Oct 2002 - Sep 2007
-3.78%
Jun 2007 - May 2012
6.84%
26 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
+5.74% +15.86%
Jan 1986 - Dec 1991
-0.54%
Oct 1996 - Sep 2002
0.54%
2 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
+5.74% +12.40%
Jan 1993 - Dec 1999
-0.27%
Apr 1996 - Mar 2003
0.28%
1 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
+5.77% +14.49%
Feb 1986 - Jan 1994
+0.20%
Mar 2001 - Feb 2009
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
+5.76% +12.83%
Jan 1986 - Dec 1994
-1.23%
Mar 2000 - Feb 2009
0.90%
3 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
+5.74% +12.28%
Jan 1986 - Dec 1995
+1.34%
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
+5.68% +11.56%
Jan 1986 - Dec 1996
+1.76%
Mar 1998 - Feb 2009
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
+5.69% +10.50%
Feb 1986 - Jan 1998
+1.97%
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
+5.67% +10.83%
Jan 1986 - Dec 1998
+1.81%
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
+5.57% +12.13%
Jan 1986 - Dec 1999
+2.12%
Mar 1989 - Feb 2003
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
+5.59% +10.53%
Jan 1986 - Dec 2000
+2.44%
Mar 1994 - Feb 2009
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
+5.67% +8.70%
Jan 1986 - Dec 2001
+3.32%
May 1987 - Apr 2003
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
+5.77% +8.48%
Oct 1990 - Sep 2007
+3.53%
Jan 2000 - Dec 2016
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
+5.85% +8.68%
Jan 1986 - Dec 2003
+3.31%
Mar 1991 - Feb 2009
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
+5.83% +9.12%
Jan 1986 - Dec 2004
+3.07%
Mar 1990 - Feb 2009
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
+5.73% +9.41%
Feb 1986 - Jan 2006
+2.94%
Mar 1989 - Feb 2009
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 80/20 Portfolio: ETF allocation and returns page.

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