Consolidated Returns as of 30 June 2024
Holding the All Country World Bonds 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 88 months (from July 2016 to October 2023).
This means that every rolling period of 89 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World Bonds 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 1.64% (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 | +6.37% |
+29.37%
Apr 1985 - Mar 1986 |
-15.78%
Nov 2021 - Oct 2022 |
11.45%
53 out of 463 |
US Inflation Adjusted | +3.88% |
+26.64%
Apr 1985 - Mar 1986 |
-21.92%
Oct 2021 - Sep 2022 |
21.81%
101 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.53% |
+20.57%
Mar 1985 - Feb 1987 |
-8.37%
Nov 2020 - Oct 2022 |
6.21%
28 out of 451 |
US Inflation Adjusted | +3.86% |
+17.57%
Mar 1985 - Feb 1987 |
-14.35%
Nov 2020 - Oct 2022 |
12.20%
55 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.89% |
+15.28%
Oct 1990 - Sep 1993 |
-5.15%
Nov 2020 - Oct 2023 |
6.15%
27 out of 439 |
US Inflation Adjusted | +4.02% |
+11.87%
Oct 1990 - Sep 1993 |
-10.29%
Nov 2020 - Oct 2023 |
7.29%
32 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+13.09%
Feb 1990 - Jan 1994 |
-2.87%
Nov 2019 - Oct 2023 |
4.92%
21 out of 427 |
US Inflation Adjusted | +4.37% |
+9.27%
Feb 1990 - Jan 1994 |
-7.12%
Nov 2019 - Oct 2023 |
7.26%
31 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+12.41%
Sep 1988 - Aug 1993 |
-0.70%
Nov 2017 - Oct 2022 |
1.93%
8 out of 415 |
US Inflation Adjusted | +4.48% |
+8.16%
Feb 1989 - Jan 1994 |
-4.38%
Nov 2017 - Oct 2022 |
7.23%
30 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.88% |
+12.04%
Oct 1987 - Sep 1993 |
-0.44%
Oct 2016 - Sep 2022 |
0.99%
4 out of 403 |
US Inflation Adjusted | +4.54% |
+8.01%
Nov 1990 - Oct 1996 |
-3.92%
Nov 2017 - Oct 2023 |
7.20%
29 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.00% |
+12.09%
Jan 1985 - Dec 1991 |
-0.06%
Oct 2016 - Sep 2023 |
0.51%
2 out of 391 |
US Inflation Adjusted | +4.48% |
+7.85%
Jan 1985 - Dec 1991 |
-3.46%
Oct 2016 - Sep 2023 |
7.67%
30 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+12.26%
Mar 1985 - Feb 1993 |
+0.67%
Nov 2015 - Oct 2023 |
0.00%
0 out of 379 |
US Inflation Adjusted | +4.24% |
+8.17%
Mar 1985 - Feb 1993 |
-2.52%
Nov 2015 - Oct 2023 |
7.12%
27 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.07% |
+11.99%
Jan 1985 - Dec 1993 |
+0.81%
Nov 2014 - Oct 2023 |
0.00%
0 out of 367 |
US Inflation Adjusted | +4.39% |
+7.99%
Jan 1985 - Dec 1993 |
-2.04%
Nov 2014 - Oct 2023 |
7.63%
28 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.18% |
+10.41%
Mar 1985 - Feb 1995 |
+0.96%
Nov 2012 - Oct 2022 |
0.00%
0 out of 355 |
US Inflation Adjusted | +4.43% |
+6.68%
Jan 1995 - Dec 2004 |
-1.55%
Nov 2012 - Oct 2022 |
7.61%
27 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.17% |
+11.04%
Jan 1985 - Dec 1995 |
+1.02%
Nov 2012 - Oct 2023 |
0.00%
0 out of 343 |
US Inflation Adjusted | +4.52% |
+7.29%
Jan 1985 - Dec 1995 |
-1.55%
Nov 2012 - Oct 2023 |
7.00%
24 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.27% |
+10.86%
Jan 1985 - Dec 1996 |
+1.62%
Nov 2011 - Oct 2023 |
0.00%
0 out of 331 |
US Inflation Adjusted | +4.60% |
+7.13%
Mar 1985 - Feb 1997 |
-0.92%
Nov 2011 - Oct 2023 |
6.95%
23 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.20% |
+10.63%
Mar 1985 - Feb 1998 |
+1.83%
Nov 2010 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +4.64% |
+7.10%
Mar 1985 - Feb 1998 |
-0.79%
Nov 2010 - Oct 2023 |
4.70%
15 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+10.31%
Jan 1985 - Dec 1998 |
+2.42%
Nov 2009 - Oct 2023 |
0.00%
0 out of 307 |
US Inflation Adjusted | +4.62% |
+6.90%
Mar 1985 - Feb 1999 |
-0.12%
Nov 2009 - Oct 2023 |
1.63%
5 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.15% |
+9.97%
Mar 1985 - Feb 2000 |
+2.96%
Mar 2008 - Feb 2023 |
0.00%
0 out of 295 |
US Inflation Adjusted | +4.62% |
+6.61%
Jun 1988 - May 2003 |
+0.59%
Mar 2008 - Feb 2023 |
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 | +7.16% |
+10.15%
Mar 1985 - Feb 2001 |
+2.93%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +4.53% |
+6.74%
Mar 1985 - Feb 2001 |
+0.48%
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 | +7.17% |
+10.23%
Mar 1985 - Feb 2002 |
+3.05%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +4.61% |
+6.93%
Mar 1985 - Feb 2002 |
+0.53%
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 | +7.03% |
+10.20%
Mar 1985 - Feb 2003 |
+3.20%
Nov 2005 - Oct 2023 |
0.00%
0 out of 259 |
US Inflation Adjusted | +4.56% |
+6.90%
Mar 1985 - Feb 2003 |
+0.74%
Oct 2005 - Sep 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 | +7.23% |
+10.04%
Mar 1985 - Feb 2004 |
+3.25%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
US Inflation Adjusted | +4.66% |
+6.82%
Mar 1985 - Feb 2004 |
+0.69%
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 | +6.95% |
+9.77%
Mar 1985 - Feb 2005 |
+3.42%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
US Inflation Adjusted | +4.53% |
+6.56%
Mar 1985 - Feb 2005 |
+0.82%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the All Country World Bonds Portfolio: ETF allocation and returns page.