10-year Treasury Portfolio: Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Holding the 10-year Treasury Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 126 months (from May 2013 to October 2023).

This means that every rolling period of 127 months or above has always granted a positive return.

To obtain comprehensive information, please consult the 10-year Treasury Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

10-YEAR TREASURY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 1.03% (updated at Feb 29, 2024).

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.

10-YEAR TREASURY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 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 -16.44 11/2021
10/2022
0.83$ -2.84 0.97$ 5.57 1.05$ 13.51 1.13$ 25.55 01/1995
12/1995
1.25$ 1.36 25.21%
2Y -10.33 11/2020
10/2022
0.80$ 0.48 1.00$ 5.36 1.11$ 10.52 1.22$ 15.68 10/1996
09/1998
1.33$ -6.05 12.76%
3Y -7.79 11/2020
10/2023
0.78$ 1.51 1.04$ 5.78 1.18$ 8.96 1.29$ 13.00 06/2000
05/2003
1.44$ -4.82 8.31%
4Y -4.05 11/2019
10/2023
0.84$ 2.33 1.09$ 5.58 1.24$ 8.62 1.39$ 12.94 10/1994
09/1998
1.62$ -3.71 4.79%
5Y -0.75 11/2017
10/2022
0.96$ 1.98 1.10$ 5.75 1.32$ 8.30 1.48$ 9.80 02/2000
01/2005
1.59$ -0.24 1.99%
6Y -1.04 11/2017
10/2023
0.93$ 2.11 1.13$ 5.79 1.40$ 8.01 1.58$ 9.92 10/1996
09/2002
1.76$ 0.51 3.11%
7Y -1.15 11/2016
10/2023
0.92$ 2.49 1.18$ 6.08 1.51$ 7.69 1.67$ 10.08 11/1994
10/2001
1.95$ 0.22 2.89%
8Y -0.44 11/2015
10/2023
0.96$ 2.97 1.26$ 6.08 1.60$ 7.71 1.81$ 10.00 10/1994
09/2002
2.14$ -0.16 1.13%
9Y 0.03 11/2014
10/2023
1.00$ 3.07 1.31$ 6.06 1.69$ 7.33 1.89$ 9.33 01/1995
12/2003
2.23$ 0.36 0.00%
10Y 0.38 11/2012
10/2022
1.03$ 3.41 1.39$ 5.86 1.76$ 7.26 2.01$ 9.01 11/1994
10/2004
2.36$ 1.03 0.00%
11Y 0.11 11/2012
10/2023
1.01$ 3.77 1.50$ 5.59 1.81$ 7.35 2.18$ 8.37 07/1994
06/2005
2.42$ 0.69 0.00%
12Y 0.62 11/2011
10/2023
1.07$ 4.01 1.60$ 5.58 1.91$ 7.34 2.34$ 8.23 02/2000
01/2012
2.58$ 0.94 0.00%
13Y 1.16 11/2010
10/2023
1.16$ 4.20 1.70$ 5.71 2.05$ 7.30 2.49$ 8.03 12/1994
11/2007
2.72$ 2.00 0.00%
14Y 1.86 11/2009
10/2023
1.29$ 4.18 1.77$ 5.85 2.21$ 7.18 2.64$ 8.62 01/1995
12/2008
3.18$ 2.29 0.00%
15Y 2.00 01/2009
12/2023
1.34$ 4.20 1.85$ 5.73 2.30$ 7.32 2.88$ 7.94 12/1994
11/2009
3.14$ 2.18 0.00%
16Y 2.50 03/2008
02/2024
1.48$ 4.26 1.94$ 5.61 2.39$ 7.26 3.06$ 8.02 11/1994
10/2010
3.43$ 2.50 0.00%
17Y 2.86 11/2006
10/2023
1.61$ 4.10 1.98$ 5.67 2.55$ 7.03 3.17$ 8.10 01/1995
12/2011
3.75$ 3.13 0.00%
18Y 2.95 11/2005
10/2023
1.68$ 3.83 1.96$ 5.59 2.66$ 6.75 3.23$ 7.97 12/1994
11/2012
3.97$ 3.23 0.00%
19Y 2.78 11/2004
10/2023
1.68$ 3.64 1.97$ 5.62 2.82$ 6.65 3.40$ 7.49 05/1994
04/2013
3.94$ 3.18 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 3.65 2.04$ 5.68 3.01$ 6.60 3.58$ 7.27 02/1995
01/2015
4.06$ 3.07 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 -22.45 11/2021
10/2022
0.77$ -5.47 0.94$ 3.52 1.03$ 10.96 1.10$ 22.45 01/1995
12/1995
1.22$ -1.31 33.81%
2Y -16.18 11/2020
10/2022
0.70$ -1.66 0.96$ 3.39 1.06$ 8.16 1.16$ 13.61 10/1996
09/1998
1.29$ -9.95 27.89%
3Y -12.78 11/2020
10/2023
0.66$ -0.36 0.98$ 3.35 1.10$ 6.69 1.21$ 10.54 06/2000
05/2003
1.35$ -9.80 17.23%
4Y -8.24 11/2019
10/2023
0.70$ 0.39 1.01$ 3.24 1.13$ 6.27 1.27$ 10.40 10/1994
09/1998
1.48$ -7.89 11.50%
5Y -4.44 11/2018
10/2023
0.79$ 0.25 1.01$ 3.28 1.17$ 5.76 1.32$ 7.48 07/2007
06/2012
1.43$ -4.17 11.63%
6Y -4.62 11/2017
10/2023
0.75$ 0.33 1.02$ 3.44 1.22$ 5.53 1.38$ 7.44 10/1996
09/2002
1.53$ -3.05 13.15%
7Y -4.49 11/2016
10/2023
0.72$ 0.79 1.05$ 3.80 1.29$ 5.29 1.43$ 7.39 11/1994
10/2001
1.64$ -3.14 10.11%
8Y -3.60 11/2015
10/2023
0.74$ 1.25 1.10$ 3.78 1.34$ 5.04 1.48$ 7.40 10/1994
09/2002
1.77$ -3.43 9.06%
9Y -2.81 11/2014
10/2023
0.77$ 1.30 1.12$ 3.71 1.38$ 4.81 1.52$ 6.79 01/1995
12/2003
1.80$ -2.65 9.49%
10Y -2.27 11/2013
10/2023
0.79$ 1.62 1.17$ 3.67 1.43$ 4.61 1.56$ 6.38 11/1994
10/2004
1.85$ -1.70 9.96%
11Y -2.43 11/2012
10/2023
0.76$ 1.73 1.20$ 3.44 1.45$ 4.76 1.66$ 5.75 07/1994
06/2005
1.84$ -1.89 9.17%
12Y -1.91 11/2011
10/2023
0.79$ 2.06 1.27$ 3.46 1.50$ 4.64 1.72$ 5.58 02/2000
01/2012
1.91$ -1.59 9.22%
13Y -1.45 11/2010
10/2023
0.82$ 2.23 1.33$ 3.63 1.58$ 4.77 1.83$ 5.22 12/1994
11/2007
1.93$ -0.59 6.83%
14Y -0.66 11/2009
10/2023
0.91$ 2.05 1.32$ 3.84 1.69$ 4.59 1.87$ 6.00 01/1995
12/2008
2.25$ -0.26 6.74%
15Y -0.55 01/2009
12/2023
0.92$ 2.06 1.35$ 3.39 1.64$ 4.77 2.01$ 5.30 12/1994
11/2009
2.16$ -0.35 2.76%
16Y 0.12 03/2008
02/2024
1.02$ 1.99 1.37$ 3.36 1.69$ 4.71 2.08$ 5.46 11/1994
10/2010
2.34$ 0.12 0.00%
17Y 0.34 11/2006
10/2023
1.05$ 1.69 1.32$ 3.38 1.76$ 4.52 2.12$ 5.50 01/1995
12/2011
2.48$ 0.63 0.00%
18Y 0.49 11/2005
10/2023
1.09$ 1.37 1.27$ 3.36 1.81$ 4.36 2.15$ 5.40 12/1994
11/2012
2.57$ 0.74 0.00%
19Y 0.23 11/2004
10/2023
1.04$ 1.14 1.23$ 3.42 1.89$ 4.38 2.25$ 4.95 05/1994
04/2013
2.50$ 0.63 0.00%
20Y 0.41 11/2003
10/2023
1.08$ 1.10 1.24$ 3.50 1.98$ 4.35 2.34$ 4.91 02/1995
01/2015
2.60$ 0.50 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 -16.44 11/2021
10/2022
0.83$ -0.74 0.99$ 3.91 1.03$ 9.78 1.09$ 44.35 04/1985
03/1986
1.44$ 1.36 18.72%
2Y -10.33 11/2020
10/2022
0.80$ 0.78 1.01$ 3.71 1.07$ 8.81 1.18$ 34.91 07/1984
06/1986
1.82$ -6.05 9.97%
3Y -7.79 11/2020
10/2023
0.78$ 1.27 1.03$ 3.86 1.12$ 8.13 1.26$ 23.66 09/1983
08/1986
1.89$ -4.82 6.21%
4Y -4.05 11/2019
10/2023
0.84$ 1.43 1.05$ 4.04 1.17$ 7.56 1.33$ 23.99 07/1982
06/1986
2.36$ -3.71 2.57%
5Y -0.75 11/2017
10/2022
0.96$ 1.57 1.08$ 4.15 1.22$ 7.53 1.43$ 23.75 09/1981
08/1986
2.90$ -0.24 0.96%
6Y -1.04 11/2017
10/2023
0.93$ 1.80 1.11$ 4.10 1.27$ 7.20 1.51$ 19.12 03/1981
02/1987
2.85$ 0.51 0.51%
7Y -1.15 11/2016
10/2023
0.92$ 1.78 1.13$ 4.07 1.32$ 7.24 1.63$ 17.44 03/1980
02/1987
3.08$ 0.22 0.46%
8Y -0.44 11/2015
10/2023
0.96$ 1.91 1.16$ 4.09 1.37$ 7.29 1.75$ 16.72 10/1981
09/1989
3.44$ -0.16 0.17%
9Y 0.03 11/2014
10/2023
1.00$ 1.97 1.19$ 4.13 1.43$ 7.29 1.88$ 15.36 10/1981
09/1990
3.61$ 0.36 0.00%
10Y 0.37 10/1949
09/1959
1.03$ 2.01 1.22$ 4.18 1.50$ 7.39 2.04$ 15.70 10/1981
09/1991
4.29$ 1.03 0.00%
11Y 0.11 11/2012
10/2023
1.01$ 2.04 1.24$ 4.24 1.57$ 7.49 2.21$ 15.73 10/1981
09/1992
4.98$ 0.69 0.00%
12Y 0.52 11/1945
10/1957
1.06$ 2.01 1.27$ 4.23 1.64$ 7.62 2.41$ 15.60 10/1981
09/1993
5.69$ 0.94 0.00%
13Y 0.74 02/1947
01/1960
1.10$ 2.12 1.31$ 4.15 1.69$ 7.64 2.60$ 13.89 03/1980
02/1993
5.42$ 2.00 0.00%
14Y 0.68 10/1945
09/1959
1.09$ 2.15 1.34$ 4.09 1.75$ 7.68 2.81$ 13.85 10/1981
09/1995
6.14$ 2.29 0.00%
15Y 0.98 02/1945
01/1960
1.15$ 2.14 1.37$ 4.04 1.81$ 7.91 3.13$ 13.03 10/1981
09/1996
6.28$ 2.18 0.00%
16Y 1.00 08/1941
07/1957
1.17$ 2.22 1.42$ 4.02 1.87$ 8.02 3.43$ 12.93 10/1981
09/1997
6.99$ 2.50 0.00%
17Y 1.17 02/1943
01/1960
1.21$ 2.31 1.47$ 4.01 1.95$ 8.09 3.75$ 13.34 10/1981
09/1998
8.40$ 3.13 0.00%
18Y 1.10 10/1941
09/1959
1.21$ 2.32 1.51$ 3.99 2.02$ 8.17 4.10$ 12.17 10/1981
09/1999
7.90$ 3.23 0.00%
19Y 1.30 02/1941
01/1960
1.27$ 2.34 1.55$ 3.96 2.09$ 8.10 4.39$ 11.90 10/1981
09/2000
8.46$ 3.18 0.00%
20Y 1.54 01/1940
12/1959
1.35$ 2.42 1.61$ 3.95 2.16$ 8.04 4.69$ 12.08 10/1981
09/2001
9.77$ 3.07 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 -22.45 11/2021
10/2022
0.77$ -5.89 0.94$ 2.33 1.02$ 11.15 1.11$ 41.30 04/1985
03/1986
1.41$ -1.31 36.95%
2Y -16.18 11/2020
10/2022
0.70$ -3.33 0.93$ 2.54 1.05$ 9.02 1.18$ 31.35 07/1984
06/1986
1.72$ -9.95 31.90%
3Y -13.92 02/1917
01/1920
0.63$ -2.37 0.93$ 2.45 1.07$ 8.09 1.26$ 19.98 09/1983
08/1986
1.72$ -9.80 29.12%
4Y -14.55 06/1916
05/1920
0.53$ -2.11 0.91$ 2.24 1.09$ 7.75 1.34$ 20.31 07/1982
06/1986
2.09$ -7.89 29.59%
5Y -12.17 07/1915
06/1920
0.52$ -1.95 0.90$ 2.52 1.13$ 7.32 1.42$ 19.55 09/1981
08/1986
2.44$ -4.17 30.86%
6Y -10.07 07/1914
06/1920
0.52$ -1.94 0.88$ 2.60 1.16$ 7.23 1.51$ 14.46 03/1981
02/1987
2.24$ -3.05 31.64%
7Y -8.73 06/1913
05/1920
0.52$ -1.79 0.88$ 2.44 1.18$ 7.28 1.63$ 13.13 10/1981
09/1988
2.37$ -3.14 29.00%
8Y -7.50 07/1912
06/1920
0.53$ -1.65 0.87$ 2.22 1.19$ 6.93 1.70$ 12.52 10/1981
09/1989
2.56$ -3.43 30.29%
9Y -7.33 07/1911
06/1920
0.50$ -1.52 0.87$ 2.24 1.22$ 6.71 1.79$ 10.93 10/1981
09/1990
2.54$ -2.65 30.68%
10Y -5.68 10/1971
09/1981
0.55$ -1.59 0.85$ 2.53 1.28$ 6.66 1.90$ 11.31 10/1981
09/1991
2.91$ -1.70 32.58%
11Y -5.29 06/1909
05/1920
0.54$ -1.68 0.82$ 2.70 1.33$ 6.42 1.98$ 11.43 10/1981
09/1992
3.28$ -1.89 31.46%
12Y -5.33 07/1908
06/1920
0.51$ -1.52 0.83$ 2.72 1.37$ 6.30 2.08$ 11.41 10/1981
09/1993
3.65$ -1.59 31.98%
13Y -4.68 06/1907
05/1920
0.53$ -1.27 0.84$ 2.61 1.39$ 6.24 2.19$ 9.56 07/1920
06/1933
3.27$ -0.59 31.08%
14Y -4.84 08/1906
07/1920
0.49$ -1.20 0.84$ 2.50 1.41$ 6.21 2.32$ 9.87 10/1981
09/1995
3.73$ -0.26 30.64%
15Y -4.52 07/1905
06/1920
0.49$ -1.17 0.83$ 2.34 1.41$ 6.01 2.39$ 9.13 10/1981
09/1996
3.70$ -0.35 28.15%
16Y -4.19 07/1904
06/1920
0.50$ -1.31 0.80$ 2.35 1.45$ 5.95 2.51$ 9.12 10/1981
09/1997
4.03$ 0.12 27.08%
17Y -3.82 07/1903
06/1920
0.51$ -1.25 0.80$ 2.27 1.46$ 5.78 2.60$ 9.65 10/1981
09/1998
4.78$ 0.63 26.12%
18Y -3.63 06/1902
05/1920
0.51$ -1.17 0.80$ 2.19 1.47$ 5.68 2.70$ 8.56 10/1981
09/1999
4.38$ 0.74 26.06%
19Y -3.69 07/1901
06/1920
0.48$ -1.04 0.81$ 2.14 1.49$ 5.63 2.83$ 8.29 10/1981
09/2000
4.54$ 0.63 26.82%
20Y -3.10 07/1900
06/1920
0.53$ -0.91 0.83$ 2.21 1.54$ 5.50 2.91$ 8.50 10/1981
09/2001
5.11$ 0.50 27.58%
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 +3.91% +44.35%
Apr 1985 - Mar 1986
-16.44%
Nov 2021 - Oct 2022
18.72%
342 out of 1827
US Inflation Adjusted +2.33% +41.30%
Apr 1985 - Mar 1986
-22.45%
Nov 2021 - Oct 2022
36.95%
675 out of 1827
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 +3.71% +34.91%
Jul 1984 - Jun 1986
-10.33%
Nov 2020 - Oct 2022
9.97%
181 out of 1815
US Inflation Adjusted +2.54% +31.35%
Jul 1984 - Jun 1986
-16.18%
Nov 2020 - Oct 2022
31.90%
579 out of 1815
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 +3.86% +23.66%
Sep 1983 - Aug 1986
-7.79%
Nov 2020 - Oct 2023
6.21%
112 out of 1803
US Inflation Adjusted +2.45% +19.98%
Sep 1983 - Aug 1986
-13.92%
Feb 1917 - Jan 1920
29.12%
525 out of 1803
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 +4.04% +23.99%
Jul 1982 - Jun 1986
-4.05%
Nov 2019 - Oct 2023
2.57%
46 out of 1791
US Inflation Adjusted +2.24% +20.31%
Jul 1982 - Jun 1986
-14.55%
Jun 1916 - May 1920
29.59%
530 out of 1791
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 +4.15% +23.75%
Sep 1981 - Aug 1986
-0.75%
Nov 2017 - Oct 2022
0.96%
17 out of 1779
US Inflation Adjusted +2.52% +19.55%
Sep 1981 - Aug 1986
-12.17%
Jul 1915 - Jun 1920
30.86%
549 out of 1779
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 +4.10% +19.12%
Mar 1981 - Feb 1987
-1.04%
Nov 2017 - Oct 2023
0.51%
9 out of 1767
US Inflation Adjusted +2.60% +14.46%
Mar 1981 - Feb 1987
-10.07%
Jul 1914 - Jun 1920
31.64%
559 out of 1767
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 +4.07% +17.44%
Mar 1980 - Feb 1987
-1.15%
Nov 2016 - Oct 2023
0.46%
8 out of 1755
US Inflation Adjusted +2.44% +13.13%
Oct 1981 - Sep 1988
-8.73%
Jun 1913 - May 1920
29.00%
509 out of 1755
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 +4.09% +16.72%
Oct 1981 - Sep 1989
-0.44%
Nov 2015 - Oct 2023
0.17%
3 out of 1743
US Inflation Adjusted +2.22% +12.52%
Oct 1981 - Sep 1989
-7.50%
Jul 1912 - Jun 1920
30.29%
528 out of 1743
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 +4.13% +15.36%
Oct 1981 - Sep 1990
+0.03%
Nov 2014 - Oct 2023
0.00%
0 out of 1731
US Inflation Adjusted +2.24% +10.93%
Oct 1981 - Sep 1990
-7.33%
Jul 1911 - Jun 1920
30.68%
531 out of 1731
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 +4.18% +15.70%
Oct 1981 - Sep 1991
+0.37%
Oct 1949 - Sep 1959
0.00%
0 out of 1719
US Inflation Adjusted +2.53% +11.31%
Oct 1981 - Sep 1991
-5.68%
Oct 1971 - Sep 1981
32.58%
560 out of 1719
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 +4.24% +15.73%
Oct 1981 - Sep 1992
+0.11%
Nov 2012 - Oct 2023
0.00%
0 out of 1707
US Inflation Adjusted +2.70% +11.43%
Oct 1981 - Sep 1992
-5.29%
Jun 1909 - May 1920
31.46%
537 out of 1707
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution