Consolidated Returns as of 30 June 2024
Holding the Burton Malkiel Late Sixties and Beyond 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 62 months (from January 2004 to February 2009).
This means that every rolling period of 63 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Burton Malkiel Late Sixties and Beyond 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 6.43% (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 | +11.14% |
+49.65%
Mar 2009 - Feb 2010 |
-35.62%
Mar 2008 - Feb 2009 |
18.14%
84 out of 463 |
US Inflation Adjusted | +8.35% |
+46.50%
Mar 2009 - Feb 2010 |
-35.63%
Mar 2008 - Feb 2009 |
22.03%
102 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.24% |
+33.68%
Mar 2009 - Feb 2011 |
-20.08%
Mar 2007 - Feb 2009 |
9.53%
43 out of 451 |
US Inflation Adjusted | +6.48% |
+30.88%
Mar 2009 - Feb 2011 |
-21.69%
Mar 2007 - Feb 2009 |
12.64%
57 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.79% |
+23.17%
Mar 2009 - Feb 2012 |
-9.76%
Mar 2006 - Feb 2009 |
5.47%
24 out of 439 |
US Inflation Adjusted | +7.01% |
+20.29%
Mar 2009 - Feb 2012 |
-11.69%
Mar 2006 - Feb 2009 |
11.85%
52 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.62% |
+19.71%
Mar 2009 - Feb 2013 |
-4.09%
Mar 2005 - Feb 2009 |
1.17%
5 out of 427 |
US Inflation Adjusted | +7.12% |
+17.02%
Mar 2009 - Feb 2013 |
-6.47%
Mar 2005 - Feb 2009 |
5.15%
22 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.61% |
+17.95%
Mar 2009 - Feb 2014 |
-1.13%
Mar 2004 - Feb 2009 |
0.48%
2 out of 415 |
US Inflation Adjusted | +6.70% |
+15.56%
Mar 2009 - Feb 2014 |
-3.68%
Mar 2004 - Feb 2009 |
1.69%
7 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.42% |
+16.63%
Mar 2009 - Feb 2015 |
+3.94%
Oct 2005 - Sep 2011 |
0.00%
0 out of 403 |
US Inflation Adjusted | +6.76% |
+14.68%
Mar 2009 - Feb 2015 |
+0.40%
Nov 2017 - Oct 2023 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.94% |
+17.23%
Oct 1990 - Sep 1997 |
+2.45%
Mar 2002 - Feb 2009 |
0.00%
0 out of 391 |
US Inflation Adjusted | +6.60% |
+13.99%
Oct 1990 - Sep 1997 |
-0.12%
Mar 2002 - Feb 2009 |
0.26%
1 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.14% |
+15.09%
Oct 1985 - Sep 1993 |
+2.77%
Mar 2001 - Feb 2009 |
0.00%
0 out of 379 |
US Inflation Adjusted | +6.67% |
+11.58%
May 1990 - Apr 1998 |
+0.36%
Mar 2001 - Feb 2009 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.33% |
+15.38%
Jan 1985 - Dec 1993 |
+3.19%
Mar 2000 - Feb 2009 |
0.00%
0 out of 367 |
US Inflation Adjusted | +6.80% |
+11.28%
Jan 1991 - Dec 1999 |
+0.66%
Mar 2000 - Feb 2009 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.11% |
+14.64%
Dec 1987 - Nov 1997 |
+4.07%
Mar 1999 - Feb 2009 |
0.00%
0 out of 355 |
US Inflation Adjusted | +6.73% |
+11.02%
Oct 1990 - Sep 2000 |
+1.44%
Mar 1999 - Feb 2009 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.09% |
+13.98%
Jan 1985 - Dec 1995 |
+3.64%
Mar 1998 - Feb 2009 |
0.00%
0 out of 343 |
US Inflation Adjusted | +6.76% |
+10.15%
Dec 1987 - Nov 1998 |
+1.11%
Mar 1998 - Feb 2009 |
0.00%
0 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.25% |
+14.70%
Oct 1985 - Sep 1997 |
+4.63%
Mar 1997 - Feb 2009 |
0.00%
0 out of 331 |
US Inflation Adjusted | +6.74% |
+10.94%
Oct 1985 - Sep 1997 |
+2.17%
Mar 1997 - Feb 2009 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.55% |
+14.45%
Jan 1985 - Dec 1997 |
+4.83%
Apr 2007 - Mar 2020 |
0.00%
0 out of 319 |
US Inflation Adjusted | +6.23% |
+10.80%
Apr 1985 - Mar 1998 |
+3.00%
Apr 2007 - Mar 2020 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.45% |
+13.82%
Jan 1985 - Dec 1998 |
+5.49%
Apr 2006 - Mar 2020 |
0.00%
0 out of 307 |
US Inflation Adjusted | +6.08% |
+10.27%
Jan 1985 - Dec 1998 |
+3.58%
Apr 2006 - Mar 2020 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.65% |
+13.73%
Jan 1985 - Dec 1999 |
+4.95%
Oct 2007 - Sep 2022 |
0.00%
0 out of 295 |
US Inflation Adjusted | +6.17% |
+10.22%
Jan 1985 - Dec 1999 |
+2.52%
Oct 2007 - Sep 2022 |
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 | +8.51% |
+12.99%
Jan 1985 - Dec 2000 |
+5.04%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +6.04% |
+9.72%
Dec 1990 - Nov 2006 |
+2.54%
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 | +8.72% |
+12.78%
Oct 1990 - Sep 2007 |
+5.64%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +6.22% |
+9.82%
Nov 1990 - Oct 2007 |
+3.05%
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 | +8.96% |
+12.19%
Dec 1988 - Nov 2006 |
+6.35%
Oct 2005 - Sep 2023 |
0.00%
0 out of 259 |
US Inflation Adjusted | +6.43% |
+9.00%
Dec 1988 - Nov 2006 |
+3.81%
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 | +8.96% |
+12.54%
Dec 1987 - Nov 2006 |
+6.71%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
US Inflation Adjusted | +6.49% |
+9.28%
Dec 1987 - Nov 2006 |
+4.06%
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 | +8.97% |
+12.47%
Jan 1985 - Dec 2004 |
+6.85%
Apr 2000 - Mar 2020 |
0.00%
0 out of 235 |
US Inflation Adjusted | +6.35% |
+9.16%
Jan 1985 - Dec 2004 |
+4.37%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the Burton Malkiel Late Sixties and Beyond Portfolio: ETF allocation and returns page.