All Country World 40/60 Portfolio: Rolling Returns

Data Source: from January 1985 to May 2024 (~39 years)
Consolidated Returns as of 31 May 2024

Holding the All Country World 40/60 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 51 months (from December 2004 to February 2009).

This means that every rolling period of 52 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World 40/60 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

ALL COUNTRY WORLD 40/60 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

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The annualized return of the last 10 years has been 4.51% (updated at May 31, 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.

ALL COUNTRY WORLD 40/60 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1985 - 31 May 2024 (~39 years)
Inflation Adjusted:

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Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.11% +38.52%
Apr 1985 - Mar 1986
-22.54%
Mar 2008 - Feb 2009
15.15%
70 out of 462
US Inflation Adjusted +5.50% +35.82%
Sep 1985 - Aug 1986
-24.65%
Nov 2007 - Oct 2008
23.81%
110 out of 462
1 Year Annualized Rolling Returns
Timeframes ending in every month

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1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.51% +31.42%
Mar 1985 - Feb 1987
-10.01%
Mar 2007 - Feb 2009
9.78%
44 out of 450
US Inflation Adjusted +4.62% +28.15%
Mar 1985 - Feb 1987
-11.82%
Mar 2007 - Feb 2009
16.00%
72 out of 450
2 Years Annualized Rolling Returns
Timeframes ending in every month

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2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.32% +21.62%
Mar 1985 - Feb 1988
-4.15%
Mar 2006 - Feb 2009
3.88%
17 out of 438
US Inflation Adjusted +4.56% +18.06%
Mar 1985 - Feb 1988
-6.19%
Mar 2006 - Feb 2009
13.01%
57 out of 438
3 Years Annualized Rolling Returns
Timeframes ending in every month

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3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.01% +18.92%
Jan 1985 - Dec 1988
-1.23%
Mar 2005 - Feb 2009
0.23%
1 out of 426
US Inflation Adjusted +4.48% +14.99%
Jan 1985 - Dec 1988
-3.68%
Mar 2005 - Feb 2009
8.92%
38 out of 426
4 Years Annualized Rolling Returns
Timeframes ending in every month

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4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.78% +17.87%
Jan 1985 - Dec 1989
+0.40%
Mar 2004 - Feb 2009
0.00%
0 out of 414
US Inflation Adjusted +4.23% +13.70%
Jan 1985 - Dec 1989
-2.19%
Mar 2004 - Feb 2009
5.31%
22 out of 414
5 Years Annualized Rolling Returns
Timeframes ending in every month

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5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.46% +14.56%
Mar 1985 - Feb 1991
+2.39%
Nov 2017 - Oct 2023
0.00%
0 out of 402
US Inflation Adjusted +4.14% +10.11%
Mar 1985 - Feb 1991
-1.31%
Nov 2017 - Oct 2023
2.24%
9 out of 402
6 Years Annualized Rolling Returns
Timeframes ending in every month

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6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.43% +14.65%
Jan 1985 - Dec 1991
+2.60%
Mar 2002 - Feb 2009
0.00%
0 out of 390
US Inflation Adjusted +4.22% +10.31%
Jan 1985 - Dec 1991
-0.01%
Nov 2016 - Oct 2023
0.26%
1 out of 390
7 Years Annualized Rolling Returns
Timeframes ending in every month

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7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.73% +13.18%
May 1985 - Apr 1993
+2.40%
Mar 2001 - Feb 2009
0.00%
0 out of 378
US Inflation Adjusted +4.41% +9.08%
May 1985 - Apr 1993
+0.00%
Mar 2001 - Feb 2009
0.00%
0 out of 378
8 Years Annualized Rolling Returns
Timeframes ending in every month

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8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.74% +13.56%
Jan 1985 - Dec 1993
+2.27%
Mar 2000 - Feb 2009
0.00%
0 out of 366
US Inflation Adjusted +4.38% +9.51%
Jan 1985 - Dec 1993
-0.24%
Mar 2000 - Feb 2009
0.55%
2 out of 366
9 Years Annualized Rolling Returns
Timeframes ending in every month

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9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.88% +11.91%
Jan 1985 - Dec 1994
+3.15%
Mar 1999 - Feb 2009
0.00%
0 out of 354
US Inflation Adjusted +4.58% +8.03%
Jan 1985 - Dec 1994
+0.54%
Mar 1999 - Feb 2009
0.00%
0 out of 354
10 Years Annualized Rolling Returns
Timeframes ending in every month

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10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.96% +12.53%
Jan 1985 - Dec 1995
+3.53%
Mar 1998 - Feb 2009
0.00%
0 out of 342
US Inflation Adjusted +4.57% +8.74%
Jan 1985 - Dec 1995
+0.99%
Mar 1998 - Feb 2009
0.00%
0 out of 342
11 Years Annualized Rolling Returns
Timeframes ending in every month

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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.77% +12.30%
Jan 1985 - Dec 1996
+4.27%
Mar 1997 - Feb 2009
0.00%
0 out of 330
US Inflation Adjusted +4.47% +8.52%
Jan 1985 - Dec 1996
+1.66%
Oct 2010 - Sep 2022
0.00%
0 out of 330
12 Years Annualized Rolling Returns
Timeframes ending in every month

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12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.45% +12.05%
Mar 1985 - Feb 1998
+4.36%
Nov 2010 - Oct 2023
0.00%
0 out of 318
US Inflation Adjusted +4.16% +8.50%
Apr 1985 - Mar 1998
+1.67%
Nov 2010 - Oct 2023
0.00%
0 out of 318
13 Years Annualized Rolling Returns
Timeframes ending in every month

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13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.41% +12.08%
Jan 1985 - Dec 1998
+4.92%
Jul 2008 - Jun 2022
0.00%
0 out of 306
US Inflation Adjusted +4.01% +8.58%
Jan 1985 - Dec 1998
+2.34%
Nov 2009 - Oct 2023
0.00%
0 out of 306
14 Years Annualized Rolling Returns
Timeframes ending in every month

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14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.43% +12.09%
Jan 1985 - Dec 1999
+3.92%
Nov 2007 - Oct 2022
0.00%
0 out of 294
US Inflation Adjusted +4.09% +8.63%
Jan 1985 - Dec 1999
+1.50%
Nov 2007 - Oct 2022
0.00%
0 out of 294
15 Years Annualized Rolling Returns
Timeframes ending in every month

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15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.46% +11.34%
Jan 1985 - Dec 2000
+3.99%
Nov 2007 - Oct 2023
0.00%
0 out of 282
US Inflation Adjusted +4.11% +7.88%
Jan 1985 - Dec 2000
+1.51%
Nov 2007 - Oct 2023
0.00%
0 out of 282
16 Years Annualized Rolling Returns
Timeframes ending in every month

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16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.64% +10.66%
Jan 1985 - Dec 2001
+4.43%
Nov 2006 - Oct 2023
0.00%
0 out of 270
US Inflation Adjusted +4.22% +7.33%
Jan 1985 - Dec 2001
+1.88%
Nov 2006 - Oct 2023
0.00%
0 out of 270
17 Years Annualized Rolling Returns
Timeframes ending in every month

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17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.78% +9.88%
Jan 1985 - Dec 2002
+4.80%
Nov 2005 - Oct 2023
0.00%
0 out of 258
US Inflation Adjusted +4.34% +6.61%
Jan 1985 - Dec 2002
+2.29%
Jan 2005 - Dec 2022
0.00%
0 out of 258
18 Years Annualized Rolling Returns
Timeframes ending in every month

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18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.80% +10.27%
Jan 1985 - Dec 2003
+4.94%
Nov 2004 - Oct 2023
0.00%
0 out of 246
US Inflation Adjusted +4.31% +7.05%
Jan 1985 - Dec 2003
+2.33%
Nov 2004 - Oct 2023
0.00%
0 out of 246
19 Years Annualized Rolling Returns
Timeframes ending in every month

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19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.76% +10.21%
Jan 1985 - Dec 2004
+4.98%
Apr 2000 - Mar 2020
0.00%
0 out of 234
US Inflation Adjusted +4.17% +6.96%
Jan 1985 - Dec 2004
+2.49%
Nov 2003 - Oct 2023
0.00%
0 out of 234
20 Years Annualized Rolling Returns
Timeframes ending in every month

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20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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To obtain comprehensive information, please consult the All Country World 40/60 Portfolio: ETF allocation and returns page.