All Country World 80/20 Portfolio: Rolling Returns

Last Update: 31 May 2023

Implementing the All Country World 80/20 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 12 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 5 years rolling periods, you would have obtained a positive returns 92.04% of times

All the returns are calculated over the available historical serie, starting from January 1985 until May 2023.

In order to have complete information about the portfolio, please refer to the All Country World 80/20 Portfolio: ETF allocation and returns page.

Rolling Returns

All Country World 80/20 Portfolio: annualized rolling and average returns

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Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 8.91 0.29 52.32
Sep 1985 - Aug 1986 		-41.36
Mar 2008 - Feb 2009 		23.56%
2 Years
 8.17 -3.72 46.51
Oct 1985 - Sep 1987 		-22.72
Mar 2007 - Feb 2009 		15.53%
3 Years
 7.60 7.50 29.04
May 1985 - Apr 1988 		-13.44
Apr 2000 - Mar 2003 		13.85%
4 Years
 7.29 7.05 26.32
Jan 1985 - Dec 1988 		-7.11
Mar 2005 - Feb 2009 		12.08%
5 Years
 7.06 5.56 23.90
Jan 1985 - Dec 1989 		-3.99
Mar 2004 - Feb 2009 		7.96%
6 Years
 6.96 6.31 17.12
Mar 1985 - Feb 1991 		0.38
Mar 1997 - Feb 2003 		0.00%
7 Years
 6.87 7.50 16.80
Jan 1985 - Dec 1991 		-0.96
Mar 2002 - Feb 2009 		0.53%
8 Years
 6.82 6.04 14.10
May 1985 - Apr 1993 		-2.08
Mar 2001 - Feb 2009 		1.91%
9 Years
 6.80 5.97 14.74
Jan 1985 - Dec 1993 		-3.02
Mar 2000 - Feb 2009 		2.54%
10 Years
 6.75 6.85 13.31
Jan 1985 - Dec 1994 		-1.21
Mar 1999 - Feb 2009 		1.17%
11 Years
 6.68 8.09 13.70
Jan 1985 - Dec 1995 		-0.35
Mar 1998 - Feb 2009 		0.61%
12 Years
 6.59 6.59 13.43
Jan 1985 - Dec 1996 		1.02
Mar 1997 - Feb 2009 		0.00%
13 Years
 6.50 7.88 13.39
May 1985 - Apr 1998 		1.76
Mar 1996 - Feb 2009 		0.00%
14 Years
 6.38 8.26 13.58
Jan 1985 - Dec 1998 		2.98
Mar 1995 - Feb 2009 		0.00%
15 Years
 6.21 5.41 14.05
Jan 1985 - Dec 1999 		2.59
Mar 1994 - Feb 2009 		0.00%
20 Years
 6.24 6.95 10.19
Jan 1985 - Dec 2004 		3.49
Apr 2000 - Mar 2020 		0.00%
30 Years
 6.77 6.32 8.67
Jan 1985 - Dec 2014 		5.92
Sep 1987 - Aug 2017 		0.00%
Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.91% +52.32%
Sep 1985 - Aug 1986 		-41.36%
Mar 2008 - Feb 2009 		23.56%
106 out of 450
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.17% +46.51%
Oct 1985 - Sep 1987 		-22.72%
Mar 2007 - Feb 2009 		15.53%
68 out of 438
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+7.60% +29.04%
May 1985 - Apr 1988 		-13.44%
Apr 2000 - Mar 2003 		13.85%
59 out of 426
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+7.29% +26.32%
Jan 1985 - Dec 1988 		-7.11%
Mar 2005 - Feb 2009 		12.08%
50 out of 414
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+7.06% +23.90%
Jan 1985 - Dec 1989 		-3.99%
Mar 2004 - Feb 2009 		7.96%
32 out of 402
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.96% +17.12%
Mar 1985 - Feb 1991 		+0.38%
Mar 1997 - Feb 2003 		0.00%
0 out of 390
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.87% +16.80%
Jan 1985 - Dec 1991 		-0.96%
Mar 2002 - Feb 2009 		0.53%
2 out of 378
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.82% +14.10%
May 1985 - Apr 1993 		-2.08%
Mar 2001 - Feb 2009 		1.91%
7 out of 366
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.80% +14.74%
Jan 1985 - Dec 1993 		-3.02%
Mar 2000 - Feb 2009 		2.54%
9 out of 354
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.75% +13.31%
Jan 1985 - Dec 1994 		-1.21%
Mar 1999 - Feb 2009 		1.17%
4 out of 342
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.68% +13.70%
Jan 1985 - Dec 1995 		-0.35%
Mar 1998 - Feb 2009 		0.61%
2 out of 330
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.59% +13.43%
Jan 1985 - Dec 1996 		+1.02%
Mar 1997 - Feb 2009 		0.00%
0 out of 318
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.50% +13.39%
May 1985 - Apr 1998 		+1.76%
Mar 1996 - Feb 2009 		0.00%
0 out of 306
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.38% +13.58%
Jan 1985 - Dec 1998 		+2.98%
Mar 1995 - Feb 2009 		0.00%
0 out of 294
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.21% +14.05%
Jan 1985 - Dec 1999 		+2.59%
Mar 1994 - Feb 2009 		0.00%
0 out of 282
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.24% +10.19%
Jan 1985 - Dec 2004 		+3.49%
Apr 2000 - Mar 2020 		0.00%
0 out of 222
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+6.77% +8.67%
Jan 1985 - Dec 2014 		+5.92%
Sep 1987 - Aug 2017 		0.00%
0 out of 102
30 Years Annualized Rolling Returns over time
30 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the All Country World 80/20 Portfolio: ETF allocation and returns page.