All Country World 20/80 Portfolio: Rolling Returns

Time Period: from January 1985 to October 2024 (~40 years)
Rebalancing: at every Jan 1st
Currency: USD
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When holding the All Country World 20/80 Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~40 years), the longest duration with a negative return was 52 months (from July 2019 to October 2023).

This indicates that, within the same timeframe, any rolling period of 53 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.

ALL COUNTRY WORLD 20/80 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1985 - 31 October 2024 (~40 years)

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As of Oct 31, 2024, the annualized return of the previous 10 years has been 3.35%.

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.

ALL COUNTRY WORLD 20/80 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1985 - 31 October 2024 (~40 years)
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.

ALL COUNTRY WORLD 20/80 PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 October 2024 (~40 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-16.57%
Nov 2021 - Oct 2022
+7.59% +33.94%
Apr 1985 - Mar 1986
8.35%
39 out of 467
-22.70%
Oct 2021 - Sep 2022
+4.82% +31.11%
Apr 1985 - Mar 1986
16.27%
76 out of 467
-7.16%
Nov 2021 - Oct 2023
+7.38% +25.99%
Mar 1985 - Feb 1987
6.15%
28 out of 455
-12.63%
Jan 2021 - Dec 2022
+4.34% +22.85%
Mar 1985 - Feb 1987
8.57%
39 out of 455
-2.75%
Nov 2020 - Oct 2023
+7.48% +18.27%
Mar 1985 - Feb 1988
5.64%
25 out of 443
-8.01%
Nov 2020 - Oct 2023
+4.55% +14.82%
Mar 1985 - Feb 1988
8.35%
37 out of 443
-0.97%
Nov 2019 - Oct 2023
+7.41% +15.35%
Jan 1985 - Dec 1988
0.46%
2 out of 431
-5.30%
Nov 2019 - Oct 2023
+4.54% +11.54%
Jan 1985 - Dec 1988
7.89%
34 out of 431
+0.58%
Oct 2017 - Sep 2022
+7.32% +15.03%
Jan 1985 - Dec 1989
0.00%
0 out of 419
-3.11%
Nov 2017 - Oct 2022
+4.61% +10.97%
Jan 1985 - Dec 1989
7.40%
31 out of 419
+1.06%
Nov 2017 - Oct 2023
+7.44% +13.24%
Mar 1985 - Feb 1991
0.00%
0 out of 407
-2.59%
Nov 2017 - Oct 2023
+4.66% +8.84%
Mar 1985 - Feb 1991
7.62%
31 out of 407
+1.75%
Nov 2016 - Oct 2023
+7.31% +13.71%
Jan 1985 - Dec 1991
0.00%
0 out of 395
-1.70%
Oct 2016 - Sep 2023
+4.62% +9.41%
Jan 1985 - Dec 1991
7.59%
30 out of 395
+1.95%
Nov 2014 - Oct 2022
+7.31% +13.04%
Mar 1985 - Feb 1993
0.00%
0 out of 383
-1.06%
Nov 2015 - Oct 2023
+4.67% +8.92%
Mar 1985 - Feb 1993
6.53%
25 out of 383
+2.10%
Nov 2014 - Oct 2023
+7.14% +13.16%
Jan 1985 - Dec 1993
0.00%
0 out of 371
-0.79%
Nov 2014 - Oct 2023
+4.59% +9.12%
Jan 1985 - Dec 1993
4.04%
15 out of 371
+2.44%
Oct 2012 - Sep 2022
+7.00% +11.51%
Mar 1985 - Feb 1995
0.00%
0 out of 359
-0.27%
Nov 2013 - Oct 2023
+4.50% +7.67%
Mar 1985 - Feb 1995
0.84%
3 out of 359
+2.60%
Nov 2012 - Oct 2023
+6.94% +12.20%
Jan 1985 - Dec 1995
0.00%
0 out of 347
-0.01%
Nov 2012 - Oct 2023
+4.42% +8.41%
Jan 1985 - Dec 1995
0.29%
1 out of 347
+3.10%
Nov 2011 - Oct 2023
+6.98% +11.99%
Jan 1985 - Dec 1996
0.00%
0 out of 335
+0.50%
Nov 2010 - Oct 2022
+4.50% +8.23%
Jan 1985 - Dec 1996
0.00%
0 out of 335
+3.12%
Nov 2010 - Oct 2023
+7.04% +11.73%
Mar 1985 - Feb 1998
0.00%
0 out of 323
+0.47%
Nov 2010 - Oct 2023
+4.47% +8.16%
Mar 1985 - Feb 1998
0.00%
0 out of 323
+3.70%
Nov 2009 - Oct 2023
+7.16% +11.62%
Jan 1985 - Dec 1998
0.00%
0 out of 311
+1.14%
Nov 2009 - Oct 2023
+4.60% +8.14%
Jan 1985 - Dec 1998
0.00%
0 out of 311
+3.58%
Nov 2007 - Oct 2022
+7.15% +11.39%
Jan 1985 - Dec 1999
0.00%
0 out of 299
+1.17%
Nov 2007 - Oct 2022
+4.62% +7.95%
Jan 1985 - Dec 1999
0.00%
0 out of 299
+3.57%
Nov 2007 - Oct 2023
+7.28% +11.08%
Jan 1985 - Dec 2000
0.00%
0 out of 287
+1.10%
Nov 2007 - Oct 2023
+4.70% +7.64%
Jan 1985 - Dec 2000
0.00%
0 out of 287
+3.84%
Nov 2006 - Oct 2023
+7.32% +10.81%
Jan 1985 - Dec 2001
0.00%
0 out of 275
+1.30%
Nov 2006 - Oct 2023
+4.77% +7.48%
Jan 1985 - Dec 2001
0.00%
0 out of 275
+4.13%
Nov 2005 - Oct 2023
+7.35% +10.40%
Jan 1985 - Dec 2002
0.00%
0 out of 263
+1.65%
Nov 2005 - Oct 2023
+4.84% +7.13%
May 1985 - Apr 2003
0.00%
0 out of 263
+4.25%
Nov 2004 - Oct 2023
+7.50% +10.59%
Mar 1985 - Feb 2004
0.00%
0 out of 251
+1.66%
Nov 2004 - Oct 2023
+4.92% +7.36%
Mar 1985 - Feb 2004
0.00%
0 out of 251
+4.46%
Nov 2003 - Oct 2023
+7.35% +10.46%
Jan 1985 - Dec 2004
0.00%
0 out of 239
+1.84%
Nov 2003 - Oct 2023
+4.82% +7.21%
Jan 1985 - Dec 2004
0.00%
0 out of 239
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