All Country World Bonds Portfolio: Rolling Returns

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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When holding the All Country World Bonds 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 88 months (from July 2016 to October 2023).

This indicates that, within the same timeframe, any rolling period of 89 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 BONDS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 June 1995 - 31 May 2025 (30 Years)
Time Period: 1 January 1985 - 31 May 2025 (~40 years)

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As of May 31, 2025, the annualized return of the previous 10 years has been 1.86%.

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 BONDS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 June 1995 - 31 May 2025 (30 Years)
Time Period: 1 January 1985 - 31 May 2025 (~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 BONDS PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 May 2025 (~40 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-15.78%
Nov 2021 - Oct 2022
+6.37% +29.37%
Apr 1985 - Mar 1986
11.18%
53 out of 474
-21.92%
Oct 2021 - Sep 2022
+3.86% +26.64%
Apr 1985 - Mar 1986
21.52%
102 out of 474
-8.37%
Nov 2020 - Oct 2022
+6.38% +20.57%
Mar 1985 - Feb 1987
6.06%
28 out of 462
-14.35%
Nov 2020 - Oct 2022
+3.69% +17.57%
Mar 1985 - Feb 1987
12.12%
56 out of 462
-5.15%
Nov 2020 - Oct 2023
+6.76% +15.28%
Oct 1990 - Sep 1993
7.56%
34 out of 450
-10.29%
Nov 2020 - Oct 2023
+3.98% +11.87%
Oct 1990 - Sep 1993
9.56%
43 out of 450
-2.87%
Nov 2019 - Oct 2023
+6.86% +13.09%
Feb 1990 - Jan 1994
7.31%
32 out of 438
-7.12%
Nov 2019 - Oct 2023
+4.19% +9.27%
Feb 1990 - Jan 1994
9.59%
42 out of 438
-0.70%
Nov 2017 - Oct 2022
+6.82% +12.41%
Sep 1988 - Aug 1993
3.29%
14 out of 426
-4.68%
Jun 2020 - May 2025
+4.39% +8.16%
Feb 1989 - Jan 1994
9.62%
41 out of 426
-0.44%
Oct 2016 - Sep 2022
+6.76% +12.04%
Oct 1987 - Sep 1993
0.97%
4 out of 414
-3.92%
Nov 2017 - Oct 2023
+4.42% +8.01%
Nov 1990 - Oct 1996
9.66%
40 out of 414
-0.06%
Oct 2016 - Sep 2023
+6.73% +12.09%
Jan 1985 - Dec 1991
0.50%
2 out of 402
-3.46%
Oct 2016 - Sep 2023
+4.35% +7.85%
Jan 1985 - Dec 1991
10.20%
41 out of 402
+0.67%
Nov 2015 - Oct 2023
+6.66% +12.26%
Mar 1985 - Feb 1993
0.00%
0 out of 390
-2.52%
Nov 2015 - Oct 2023
+4.13% +8.17%
Mar 1985 - Feb 1993
9.74%
38 out of 390
+0.81%
Nov 2014 - Oct 2023
+6.94% +11.99%
Jan 1985 - Dec 1993
0.00%
0 out of 378
-2.04%
Nov 2014 - Oct 2023
+4.34% +7.99%
Jan 1985 - Dec 1993
10.32%
39 out of 378
+0.96%
Nov 2012 - Oct 2022
+7.00% +10.41%
Mar 1985 - Feb 1995
0.00%
0 out of 366
-1.55%
Nov 2012 - Oct 2022
+4.33% +6.68%
Jan 1995 - Dec 2004
10.38%
38 out of 366
+1.02%
Nov 2012 - Oct 2023
+7.09% +11.04%
Jan 1985 - Dec 1995
0.00%
0 out of 354
-1.55%
Nov 2012 - Oct 2023
+4.49% +7.29%
Jan 1985 - Dec 1995
9.89%
35 out of 354
+1.62%
Nov 2011 - Oct 2023
+7.18% +10.86%
Jan 1985 - Dec 1996
0.00%
0 out of 342
-0.92%
Nov 2011 - Oct 2023
+4.56% +7.13%
Mar 1985 - Feb 1997
9.94%
34 out of 342
+1.83%
Nov 2010 - Oct 2023
+7.17% +10.63%
Mar 1985 - Feb 1998
0.00%
0 out of 330
-0.79%
Nov 2010 - Oct 2023
+4.57% +7.10%
Mar 1985 - Feb 1998
7.88%
26 out of 330
+2.42%
Nov 2009 - Oct 2023
+7.20% +10.31%
Jan 1985 - Dec 1998
0.00%
0 out of 318
-0.16%
Nov 2010 - Oct 2024
+4.58% +6.90%
Mar 1985 - Feb 1999
3.14%
10 out of 318
+2.85%
Jun 2010 - May 2025
+7.12% +9.97%
Mar 1985 - Feb 2000
0.00%
0 out of 306
+0.21%
Jun 2010 - May 2025
+4.47% +6.61%
Jun 1988 - May 2003
0.00%
0 out of 306
+2.93%
Nov 2007 - Oct 2023
+7.03% +10.15%
Mar 1985 - Feb 2001
0.00%
0 out of 294
+0.48%
Nov 2007 - Oct 2023
+4.42% +6.74%
Mar 1985 - Feb 2001
0.00%
0 out of 294
+3.05%
Nov 2006 - Oct 2023
+6.85% +10.23%
Mar 1985 - Feb 2002
0.00%
0 out of 282
+0.53%
Nov 2006 - Oct 2023
+4.42% +6.93%
Mar 1985 - Feb 2002
0.00%
0 out of 282
+3.20%
Nov 2005 - Oct 2023
+6.90% +10.20%
Mar 1985 - Feb 2003
0.00%
0 out of 270
+0.74%
Oct 2005 - Sep 2023
+4.49% +6.90%
Mar 1985 - Feb 2003
0.00%
0 out of 270
+3.25%
Nov 2004 - Oct 2023
+6.96% +10.04%
Mar 1985 - Feb 2004
0.00%
0 out of 258
+0.69%
Nov 2004 - Oct 2023
+4.55% +6.82%
Mar 1985 - Feb 2004
0.00%
0 out of 258
+3.42%
Nov 2003 - Oct 2023
+6.83% +9.77%
Mar 1985 - Feb 2005
0.00%
0 out of 246
+0.82%
Nov 2003 - Oct 2023
+4.43% +6.56%
Mar 1985 - Feb 2005
0.00%
0 out of 246
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