Aggressive Global Income Portfolio: Rolling Returns

Data Source: from January 1979 to April 2024 (~45 years)
Consolidated Returns as of 30 April 2024

Holding the Aggressive Global Income Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~45 years), the longest period with a negative return lasted 110 months (from January 2000 to February 2009).

This means that every rolling period of 111 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Aggressive Global Income 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

AGGRESSIVE GLOBAL INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.00% (updated at Apr 30, 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.

AGGRESSIVE GLOBAL INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1979 - 30 April 2024 (~45 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.45% +73.06%
Mar 1999 - Feb 2000
-46.29%
Mar 2008 - Feb 2009
22.51%
120 out of 533
US Inflation Adjusted +8.17% +67.94%
Mar 2009 - Feb 2010
-46.29%
Mar 2008 - Feb 2009
29.27%
156 out of 533
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 +11.35% +43.53%
Mar 2009 - Feb 2011
-27.70%
Mar 2007 - Feb 2009
11.71%
61 out of 521
US Inflation Adjusted +7.95% +40.52%
Mar 2009 - Feb 2011
-29.15%
Mar 2007 - Feb 2009
20.35%
106 out of 521
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 +10.94% +37.14%
Aug 1984 - Jul 1987
-15.19%
Mar 2006 - Feb 2009
8.06%
41 out of 509
US Inflation Adjusted +7.73% +33.13%
Aug 1984 - Jul 1987
-17.00%
Mar 2006 - Feb 2009
14.54%
74 out of 509
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 +10.08% +31.28%
Jul 1982 - Jun 1986
-8.20%
Mar 2005 - Feb 2009
2.41%
12 out of 497
US Inflation Adjusted +6.90% +27.52%
Aug 1982 - Jul 1986
-10.47%
Mar 2005 - Feb 2009
10.46%
52 out of 497
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 +10.24% +31.64%
Aug 1982 - Jul 1987
-4.06%
Mar 2004 - Feb 2009
0.82%
4 out of 485
US Inflation Adjusted +7.19% +27.64%
Aug 1982 - Jul 1987
-6.53%
Mar 2004 - Feb 2009
6.19%
30 out of 485
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 +9.61% +26.49%
Oct 1981 - Sep 1987
+1.08%
Apr 2014 - Mar 2020
0.00%
0 out of 473
US Inflation Adjusted +7.09% +22.16%
Oct 1981 - Sep 1987
-0.66%
Nov 2017 - Oct 2023
0.85%
4 out of 473
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 +10.10% +24.98%
Apr 1980 - Mar 1987
+0.34%
Mar 2002 - Feb 2009
0.00%
0 out of 461
US Inflation Adjusted +7.11% +20.67%
Aug 1982 - Jul 1989
-2.18%
Mar 2002 - Feb 2009
0.65%
3 out of 461
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 +10.85% +22.11%
Jun 1979 - May 1987
+0.17%
Mar 2001 - Feb 2009
0.00%
0 out of 449
US Inflation Adjusted +7.77% +17.54%
Oct 1981 - Sep 1989
-2.18%
Mar 2001 - Feb 2009
1.11%
5 out of 449
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 +11.02% +20.74%
Apr 1980 - Mar 1989
-1.63%
Mar 2000 - Feb 2009
0.46%
2 out of 437
US Inflation Adjusted +7.86% +15.21%
Apr 1980 - Mar 1989
-4.05%
Mar 2000 - Feb 2009
0.92%
4 out of 437
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 +10.81% +19.41%
Nov 1979 - Oct 1989
+4.00%
Mar 2000 - Feb 2010
0.00%
0 out of 425
US Inflation Adjusted +7.74% +13.97%
Oct 1990 - Sep 2000
+1.46%
Mar 1999 - Feb 2009
0.00%
0 out of 425
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 +11.23% +18.87%
Jan 1979 - Dec 1989
+3.69%
Mar 1998 - Feb 2009
0.00%
0 out of 413
US Inflation Adjusted +8.08% +13.87%
Aug 1982 - Jul 1993
+1.15%
Mar 1998 - Feb 2009
0.00%
0 out of 413
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 +10.64% +17.00%
Aug 1982 - Jul 1994
+3.81%
Apr 2008 - Mar 2020
0.00%
0 out of 401
US Inflation Adjusted +7.87% +12.97%
Aug 1982 - Jul 1994
+2.18%
Apr 2008 - Mar 2020
0.00%
0 out of 401
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 +10.37% +16.90%
Aug 1982 - Jul 1995
+3.23%
Apr 2007 - Mar 2020
0.00%
0 out of 389
US Inflation Adjusted +7.60% +12.94%
Aug 1982 - Jul 1995
+1.42%
Apr 2007 - Mar 2020
0.00%
0 out of 389
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 +9.94% +16.66%
Jul 1982 - Jun 1996
+4.02%
Apr 2006 - Mar 2020
0.00%
0 out of 377
US Inflation Adjusted +7.22% +12.73%
Jul 1982 - Jun 1996
+2.13%
Apr 2006 - Mar 2020
0.00%
0 out of 377
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.29% +17.31%
Aug 1982 - Jul 1997
+3.90%
Oct 2007 - Sep 2022
0.00%
0 out of 365
US Inflation Adjusted +7.42% +13.49%
Mar 1985 - Feb 2000
+1.49%
Oct 2007 - Sep 2022
0.00%
0 out of 365
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.98% +17.33%
Mar 1984 - Feb 2000
+4.19%
Nov 2007 - Oct 2023
0.00%
0 out of 353
US Inflation Adjusted +7.25% +13.69%
Mar 1984 - Feb 2000
+1.71%
Nov 2007 - Oct 2023
0.00%
0 out of 353
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.34% +16.99%
Mar 1983 - Feb 2000
+4.88%
Nov 2006 - Oct 2023
0.00%
0 out of 341
US Inflation Adjusted +7.57% +13.26%
Mar 1983 - Feb 2000
+2.32%
Nov 2006 - Oct 2023
0.00%
0 out of 341
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.37% +18.07%
Mar 1982 - Feb 2000
+5.54%
May 2006 - Apr 2024
0.00%
0 out of 329
US Inflation Adjusted +7.64% +14.29%
Mar 1982 - Feb 2000
+2.96%
May 2006 - Apr 2024
0.00%
0 out of 329
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.45% +16.98%
Mar 1981 - Feb 2000
+6.04%
Mar 2000 - Feb 2019
0.00%
0 out of 317
US Inflation Adjusted +7.77% +13.08%
Oct 1981 - Sep 2000
+3.70%
Nov 2004 - Oct 2023
0.00%
0 out of 317
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.39% +17.47%
Apr 1980 - Mar 2000
+4.90%
Apr 2000 - Mar 2020
0.00%
0 out of 305
US Inflation Adjusted +7.72% +13.10%
Apr 1980 - Mar 2000
+2.77%
Apr 2000 - Mar 2020
0.00%
0 out of 305
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Aggressive Global Income Portfolio: ETF allocation and returns page.