Consolidated Returns as of 30 June 2024
Holding the Robert Shiller Cape US Sector Value Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~12 years), the longest period with a negative return lasted 26 months (from February 2018 to March 2020).
This means that every rolling period of 27 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Robert Shiller Cape US Sector Value Portfolio: ETF allocation and returns page.
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 | +16.20% |
+62.89%
Apr 2020 - Mar 2021 |
-15.62%
Jan 2022 - Dec 2022 |
13.18%
17 out of 129 |
US Inflation Adjusted | +13.63% |
+58.73%
Apr 2020 - Mar 2021 |
-20.70%
Jan 2022 - Dec 2022 |
14.73%
19 out of 129 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.90% |
+37.58%
Apr 2020 - Mar 2022 |
-1.92%
Nov 2021 - Oct 2023 |
0.85%
1 out of 117 |
US Inflation Adjusted | +10.79% |
+30.36%
Apr 2020 - Mar 2022 |
-7.01%
Nov 2021 - Oct 2023 |
11.11%
13 out of 117 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.60% |
+26.51%
Jan 2019 - Dec 2021 |
+4.34%
Apr 2017 - Mar 2020 |
0.00%
0 out of 105 |
US Inflation Adjusted | +12.48% |
+22.15%
Jan 2019 - Dec 2021 |
+1.04%
May 2021 - Apr 2024 |
0.00%
0 out of 105 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.89% |
+21.75%
Apr 2020 - Mar 2024 |
+8.21%
Oct 2018 - Sep 2022 |
0.00%
0 out of 93 |
US Inflation Adjusted | +12.35% |
+16.13%
Sep 2017 - Aug 2021 |
+3.93%
Oct 2018 - Sep 2022 |
0.00%
0 out of 93 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.12% |
+19.92%
Nov 2016 - Oct 2021 |
+8.27%
Apr 2015 - Mar 2020 |
0.00%
0 out of 81 |
US Inflation Adjusted | +11.63% |
+16.85%
May 2016 - Apr 2021 |
+6.10%
Oct 2018 - Sep 2023 |
0.00%
0 out of 81 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.07% |
+19.62%
Sep 2015 - Aug 2021 |
+9.56%
Apr 2014 - Mar 2020 |
0.00%
0 out of 69 |
US Inflation Adjusted | +11.81% |
+16.93%
Sep 2015 - Aug 2021 |
+7.36%
Nov 2017 - Oct 2023 |
0.00%
0 out of 69 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.54% |
+16.84%
Sep 2014 - Aug 2021 |
+11.24%
Apr 2013 - Mar 2020 |
0.00%
0 out of 57 |
US Inflation Adjusted | +11.58% |
+14.92%
Jan 2013 - Dec 2019 |
+8.83%
May 2017 - Apr 2024 |
0.00%
0 out of 57 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.79% |
+17.90%
Sep 2013 - Aug 2021 |
+11.97%
Jan 2015 - Dec 2022 |
0.00%
0 out of 45 |
US Inflation Adjusted | +11.25% |
+15.63%
Sep 2013 - Aug 2021 |
+8.73%
Jan 2015 - Dec 2022 |
0.00%
0 out of 45 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.62% |
+18.25%
Jan 2013 - Dec 2021 |
+12.32%
Nov 2014 - Oct 2023 |
0.00%
0 out of 33 |
US Inflation Adjusted | +10.28% |
+15.86%
Nov 2012 - Oct 2021 |
+9.14%
Nov 2014 - Oct 2023 |
0.00%
0 out of 33 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.01% |
+15.31%
Dec 2012 - Nov 2022 |
+12.71%
Nov 2013 - Oct 2023 |
0.00%
0 out of 21 |
US Inflation Adjusted | +11.05% |
+12.39%
Dec 2012 - Nov 2022 |
+9.65%
Nov 2013 - Oct 2023 |
0.00%
0 out of 21 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.77% |
+15.47%
Jan 2013 - Dec 2023 |
+14.08%
Jun 2013 - May 2024 |
0.00%
0 out of 9 |
US Inflation Adjusted | +11.79% |
+12.48%
Jan 2013 - Dec 2023 |
+11.01%
Jun 2013 - May 2024 |
0.00%
0 out of 9 |
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To obtain comprehensive information, please consult the Robert Shiller Cape US Sector Value Portfolio: ETF allocation and returns page.