Consolidated Returns as of 30 June 2024
Holding the All Country World 20/80 Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 52 months (from July 2019 to October 2023).
This means that every rolling period of 53 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World 20/80 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
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The annualized return of the last 10 years has been 3.10% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+33.94%
Apr 1985 - Mar 1986 |
-16.57%
Nov 2021 - Oct 2022 |
8.64%
40 out of 463 |
US Inflation Adjusted | +4.54% |
+31.11%
Apr 1985 - Mar 1986 |
-22.70%
Oct 2021 - Sep 2022 |
17.28%
80 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.93% |
+25.99%
Mar 1985 - Feb 1987 |
-7.16%
Nov 2021 - Oct 2023 |
6.65%
30 out of 451 |
US Inflation Adjusted | +4.04% |
+22.85%
Mar 1985 - Feb 1987 |
-12.63%
Jan 2021 - Dec 2022 |
8.65%
39 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.14% |
+18.11%
Mar 1985 - Feb 1988 |
-2.75%
Nov 2020 - Oct 2023 |
5.24%
23 out of 439 |
US Inflation Adjusted | +4.33% |
+14.66%
Mar 1985 - Feb 1988 |
-8.01%
Nov 2020 - Oct 2023 |
7.97%
35 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.02% |
+15.21%
Jan 1985 - Dec 1988 |
-0.97%
Nov 2019 - Oct 2023 |
0.47%
2 out of 427 |
US Inflation Adjusted | +4.26% |
+11.40%
Jan 1985 - Dec 1988 |
-5.30%
Nov 2019 - Oct 2023 |
7.49%
32 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+14.83%
Jan 1985 - Dec 1989 |
+0.58%
Oct 2017 - Sep 2022 |
0.00%
0 out of 415 |
US Inflation Adjusted | +4.35% |
+10.77%
Jan 1985 - Dec 1989 |
-3.11%
Nov 2017 - Oct 2022 |
6.99%
29 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.95% |
+13.10%
Mar 1985 - Feb 1991 |
+1.06%
Nov 2017 - Oct 2023 |
0.00%
0 out of 403 |
US Inflation Adjusted | +4.20% |
+8.71%
Mar 1985 - Feb 1991 |
-2.59%
Nov 2017 - Oct 2023 |
6.70%
27 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+13.42%
Jan 1985 - Dec 1991 |
+1.75%
Nov 2016 - Oct 2023 |
0.00%
0 out of 391 |
US Inflation Adjusted | +4.24% |
+9.13%
Jan 1985 - Dec 1991 |
-1.70%
Oct 2016 - Sep 2023 |
6.65%
26 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.93% |
+12.66%
Mar 1985 - Feb 1993 |
+1.95%
Nov 2014 - Oct 2022 |
0.00%
0 out of 379 |
US Inflation Adjusted | +4.24% |
+8.55%
Mar 1985 - Feb 1993 |
-1.06%
Nov 2015 - Oct 2023 |
5.80%
22 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.84% |
+12.82%
Jan 1985 - Dec 1993 |
+2.10%
Nov 2014 - Oct 2023 |
0.00%
0 out of 367 |
US Inflation Adjusted | +4.23% |
+8.80%
Jan 1985 - Dec 1993 |
-0.79%
Nov 2014 - Oct 2023 |
4.09%
15 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.65% |
+11.07%
Jan 1985 - Dec 1994 |
+2.44%
Oct 2012 - Sep 2022 |
0.00%
0 out of 355 |
US Inflation Adjusted | +4.21% |
+7.22%
Jan 1985 - Dec 1994 |
-0.27%
Nov 2013 - Oct 2023 |
0.85%
3 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.59% |
+11.83%
Jan 1985 - Dec 1995 |
+2.60%
Nov 2012 - Oct 2023 |
0.00%
0 out of 343 |
US Inflation Adjusted | +4.19% |
+8.05%
Jan 1985 - Dec 1995 |
-0.01%
Nov 2012 - Oct 2023 |
0.29%
1 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.61% |
+11.62%
Jan 1985 - Dec 1996 |
+3.10%
Nov 2011 - Oct 2023 |
0.00%
0 out of 331 |
US Inflation Adjusted | +4.20% |
+7.86%
Jan 1985 - Dec 1996 |
+0.50%
Nov 2010 - Oct 2022 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.65% |
+11.37%
Mar 1985 - Feb 1998 |
+3.12%
Nov 2010 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +4.11% |
+7.82%
Mar 1985 - Feb 1998 |
+0.47%
Nov 2010 - Oct 2023 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.74% |
+11.22%
Jan 1985 - Dec 1998 |
+3.70%
Nov 2009 - Oct 2023 |
0.00%
0 out of 307 |
US Inflation Adjusted | +4.20% |
+7.76%
Jan 1985 - Dec 1998 |
+1.14%
Nov 2009 - Oct 2023 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.72% |
+11.00%
Jan 1985 - Dec 1999 |
+3.53%
Nov 2007 - Oct 2022 |
0.00%
0 out of 295 |
US Inflation Adjusted | +4.20% |
+7.58%
Jan 1985 - Dec 1999 |
+1.12%
Nov 2007 - Oct 2022 |
0.00%
0 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.84% |
+10.68%
Jan 1985 - Dec 2000 |
+3.52%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +4.23% |
+7.25%
Jan 1985 - Dec 2000 |
+1.06%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+10.42%
Jan 1985 - Dec 2001 |
+3.80%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +4.38% |
+7.09%
Jan 1985 - Dec 2001 |
+1.26%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+10.01%
Jan 1985 - Dec 2002 |
+4.06%
Nov 2005 - Oct 2023 |
0.00%
0 out of 259 |
US Inflation Adjusted | +4.48% |
+6.73%
Jan 1985 - Dec 2002 |
+1.58%
Nov 2005 - Oct 2023 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.08% |
+10.16%
Mar 1985 - Feb 2004 |
+4.15%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
US Inflation Adjusted | +4.54% |
+6.95%
Mar 1985 - Feb 2004 |
+1.56%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+10.03%
Jan 1985 - Dec 2004 |
+4.33%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
US Inflation Adjusted | +4.44% |
+6.79%
Jan 1985 - Dec 2004 |
+1.71%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the All Country World 20/80 Portfolio: ETF allocation and returns page.