Ben Felix Five Factor Model 100/0 Portfolio: Rolling Returns

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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The minimum date range must be at least 24 months. 'Date To' cannot be beyond June 2025.
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This asset allocation includes ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

When holding the Ben Felix Five Factor Model 100/0 Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~41 years), the longest duration with a negative return was 116 months (from July 1999 to February 2009).

This indicates that, within the same timeframe, any rolling period of 117 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.

BEN FELIX FIVE FACTOR MODEL 100/0 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 10.17%.

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.

BEN FELIX FIVE FACTOR MODEL 100/0 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Canada 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.

BEN FELIX FIVE FACTOR MODEL 100/0 PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 June 2025 (~41 years)
Over Time
Histogram
Canada Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-33.82%
Mar 2008 - Feb 2009
+12.57% +48.66%
Apr 2020 - Mar 2021
22.74%
108 out of 475
-34.75%
Mar 2008 - Feb 2009
+10.10% +45.46%
Apr 2020 - Mar 2021
25.47%
121 out of 475
-23.04%
Mar 2007 - Feb 2009
+10.52% +33.45%
Oct 1985 - Sep 1987
11.23%
52 out of 463
-24.27%
Mar 2007 - Feb 2009
+8.25% +27.92%
Oct 1985 - Sep 1987
21.38%
99 out of 463
-12.13%
Apr 2000 - Mar 2003
+10.48% +23.46%
Nov 1990 - Oct 1993
11.31%
51 out of 451
-14.56%
Apr 2000 - Mar 2003
+7.54% +21.16%
Feb 1991 - Jan 1994
13.97%
63 out of 451
-5.70%
Mar 2005 - Feb 2009
+10.08% +19.95%
Apr 2003 - Mar 2007
12.07%
53 out of 439
-7.42%
Mar 2005 - Feb 2009
+7.36% +17.73%
Apr 2003 - Mar 2007
20.73%
91 out of 439
-3.13%
Mar 2004 - Feb 2009
+10.10% +19.00%
Aug 1992 - Jul 1997
5.15%
22 out of 427
-4.95%
Mar 2004 - Feb 2009
+7.38% +17.29%
Aug 1992 - Jul 1997
13.35%
57 out of 427
+0.29%
Jan 2007 - Dec 2012
+9.41% +18.20%
May 1992 - Apr 1998
0.00%
0 out of 415
-1.50%
Dec 2006 - Nov 2012
+6.42% +16.56%
May 1992 - Apr 1998
5.06%
21 out of 415
-0.75%
Mar 2002 - Feb 2009
+9.63% +18.89%
Oct 1990 - Sep 1997
0.50%
2 out of 403
-2.82%
Mar 2002 - Feb 2009
+6.57% +16.55%
Oct 1990 - Sep 1997
1.74%
7 out of 403
-1.06%
Feb 2001 - Jan 2009
+9.00% +17.77%
Sep 1992 - Aug 2000
0.51%
2 out of 391
-3.02%
Feb 2001 - Jan 2009
+6.34% +15.90%
Sep 1992 - Aug 2000
2.56%
10 out of 391
-1.74%
Mar 2000 - Feb 2009
+8.81% +17.28%
Jan 1991 - Dec 1999
1.06%
4 out of 379
-3.79%
Mar 2000 - Feb 2009
+6.47% +15.22%
Jan 1991 - Dec 1999
3.69%
14 out of 379
+0.81%
Sep 2000 - Aug 2010
+9.00% +17.26%
Oct 1990 - Sep 2000
0.00%
0 out of 367
-1.17%
Sep 2000 - Aug 2010
+6.77% +14.96%
Oct 1990 - Sep 2000
3.27%
12 out of 367
+1.16%
Mar 1998 - Feb 2009
+9.36% +14.62%
Apr 1989 - Mar 2000
0.00%
0 out of 355
-0.88%
Mar 1998 - Feb 2009
+7.22% +12.01%
Apr 1989 - Mar 2000
1.41%
5 out of 355
+1.73%
Sep 2000 - Aug 2012
+9.42% +14.81%
Sep 1988 - Aug 2000
0.00%
0 out of 343
-0.30%
Sep 2000 - Aug 2012
+7.20% +12.08%
Sep 1988 - Aug 2000
0.58%
2 out of 343
+3.04%
Jan 2000 - Dec 2012
+8.87% +14.84%
May 1985 - Apr 1998
0.00%
0 out of 331
+1.02%
Jan 2000 - Dec 2012
+6.85% +11.57%
May 1985 - Apr 1998
0.00%
0 out of 331
+3.62%
Jun 1998 - May 2012
+8.54% +14.42%
Jan 1985 - Dec 1998
0.00%
0 out of 319
+1.49%
Jun 1998 - May 2012
+6.36% +11.22%
Jan 1985 - Dec 1998
0.00%
0 out of 319
+4.25%
Aug 1997 - Jul 2012
+8.12% +15.07%
Jan 1985 - Dec 1999
0.00%
0 out of 307
+2.22%
Aug 1997 - Jul 2012
+6.08% +11.87%
Jan 1985 - Dec 1999
0.00%
0 out of 307
+4.89%
Apr 2000 - Mar 2016
+7.86% +13.84%
Jan 1985 - Dec 2000
0.00%
0 out of 295
+2.94%
Jul 2000 - Jun 2016
+5.78% +10.68%
Feb 1985 - Jan 2001
0.00%
0 out of 295
+5.36%
Sep 2000 - Aug 2017
+7.82% +12.58%
Jan 1985 - Dec 2001
0.00%
0 out of 283
+3.46%
Sep 2000 - Aug 2017
+5.69% +9.56%
Jan 1985 - Dec 2001
0.00%
0 out of 283
+5.81%
Apr 2002 - Mar 2020
+7.92% +10.95%
Dec 1988 - Nov 2006
0.00%
0 out of 271
+3.86%
May 1998 - Apr 2016
+5.80% +8.43%
Dec 1988 - Nov 2006
0.00%
0 out of 271
+5.49%
Sep 2000 - Aug 2019
+8.06% +11.42%
Jan 1985 - Dec 2003
0.00%
0 out of 259
+3.53%
Sep 2000 - Aug 2019
+5.93% +8.51%
Dec 1987 - Nov 2006
0.00%
0 out of 259
+4.70%
Apr 2000 - Mar 2020
+7.99% +11.42%
Jan 1985 - Dec 2004
0.00%
0 out of 247
+2.81%
Apr 2000 - Mar 2020
+5.93% +8.45%
Jan 1985 - Dec 2004
0.00%
0 out of 247
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