Craig Israelsen 7Twelve Portfolio: Rolling Returns

Data Source: from January 1976 to January 2024 (~48 years)
Consolidated Returns as of 31 January 2024

Holding the Craig Israelsen 7Twelve Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~48 years), the longest period with a negative return lasted 73 months (from March 2014 to March 2020).

This means that every rolling period of 74 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Craig Israelsen 7Twelve 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

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 4.09% (updated at Jan 31, 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.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1976 - 31 January 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -3.12 0.96$ 7.98 1.07$ 17.54 1.17$ 37.90 03/2009
02/2010
1.37$ 3.37 23.21%
2Y -15.17 03/2007
02/2009
0.71$ -0.36 0.99$ 7.63 1.15$ 14.62 1.31$ 27.21 03/2009
02/2011
1.61$ 0.52 15.73%
3Y -7.23 03/2006
02/2009
0.79$ 0.98 1.02$ 7.10 1.22$ 12.58 1.42$ 18.84 04/2003
03/2006
1.67$ 4.69 8.62%
4Y -2.72 03/2005
02/2009
0.89$ 2.43 1.10$ 6.54 1.28$ 10.55 1.49$ 16.74 04/2003
03/2007
1.85$ 5.37 1.60%
5Y -0.15 03/2004
02/2009
0.99$ 2.87 1.15$ 5.69 1.31$ 11.00 1.68$ 15.96 11/2002
10/2007
2.09$ 5.80 0.66%
6Y -0.28 04/2014
03/2020
0.98$ 3.42 1.22$ 5.98 1.41$ 10.72 1.84$ 14.06 11/2001
10/2007
2.20$ 4.33 0.35%
7Y 0.86 04/2013
03/2020
1.06$ 3.95 1.31$ 5.88 1.49$ 9.60 1.89$ 12.42 09/1998
08/2005
2.26$ 5.45 0.00%
8Y 1.32 03/2008
02/2016
1.11$ 3.67 1.33$ 5.98 1.59$ 9.41 2.05$ 12.05 03/1999
02/2007
2.48$ 6.30 0.00%
9Y 1.54 04/2011
03/2020
1.14$ 3.44 1.35$ 6.34 1.73$ 9.81 2.32$ 11.96 11/1998
10/2007
2.76$ 4.52 0.00%
10Y 2.73 11/2007
10/2017
1.30$ 3.71 1.43$ 6.81 1.93$ 9.85 2.55$ 11.14 09/1998
08/2008
2.87$ 4.09 0.00%
11Y 2.27 01/2008
12/2018
1.27$ 3.99 1.53$ 6.42 1.98$ 9.81 2.80$ 11.29 02/1995
01/2006
3.24$ 4.20 0.00%
12Y 1.79 05/2008
04/2020
1.23$ 4.19 1.63$ 6.79 2.19$ 8.91 2.78$ 11.10 02/1995
01/2007
3.53$ 4.50 0.00%
13Y 2.24 04/2007
03/2020
1.33$ 4.16 1.69$ 6.86 2.37$ 8.05 2.73$ 11.03 12/1994
11/2007
3.89$ 4.33 0.00%
14Y 2.82 04/2006
03/2020
1.47$ 4.32 1.80$ 6.69 2.47$ 7.98 2.92$ 10.48 06/1994
05/2008
4.03$ 5.26 0.00%
15Y 3.07 06/2008
05/2023
1.57$ 4.36 1.89$ 6.50 2.57$ 8.11 3.22$ 8.80 04/1995
03/2010
3.54$ 6.50 0.00%
16Y 3.11 11/2007
10/2023
1.63$ 4.70 2.08$ 6.49 2.73$ 7.93 3.39$ 9.20 05/1995
04/2011
4.08$ 3.91 0.00%
17Y 3.86 11/2006
10/2023
1.90$ 5.41 2.44$ 6.41 2.87$ 7.88 3.62$ 8.87 05/1994
04/2011
4.23$ 4.13 0.00%
18Y 4.36 10/2005
09/2023
2.15$ 5.47 2.60$ 6.49 3.10$ 7.95 3.96$ 8.68 02/1995
01/2013
4.47$ 4.39 0.00%
19Y 4.76 11/2004
10/2023
2.41$ 5.50 2.76$ 6.49 3.30$ 7.90 4.24$ 8.59 03/1995
02/2014
4.78$ 5.03 0.00%
20Y 4.91 04/2000
03/2020
2.60$ 5.80 3.08$ 6.51 3.52$ 7.47 4.22$ 8.33 07/1994
06/2014
4.95$ 5.30 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -5.22 0.94$ 5.49 1.05$ 14.20 1.14$ 34.99 03/2009
02/2010
1.34$ 0.26 30.09%
2Y -16.88 03/2007
02/2009
0.69$ -2.85 0.94$ 5.13 1.10$ 11.15 1.23$ 24.54 03/2009
02/2011
1.55$ -4.01 24.63%
3Y -9.21 03/2006
02/2009
0.74$ -0.47 0.98$ 4.63 1.14$ 9.39 1.30$ 15.77 03/2009
02/2012
1.55$ -0.92 18.46%
4Y -5.13 03/2005
02/2009
0.81$ 0.56 1.02$ 3.87 1.16$ 7.73 1.34$ 13.57 04/2003
03/2007
1.66$ 0.76 8.63%
5Y -2.72 03/2004
02/2009
0.87$ 0.64 1.03$ 3.34 1.17$ 8.32 1.49$ 12.68 11/2002
10/2007
1.81$ 1.57 4.65%
6Y -1.76 04/2014
03/2020
0.89$ 1.49 1.09$ 3.56 1.23$ 7.92 1.57$ 10.99 11/2001
10/2007
1.86$ 0.60 1.38%
7Y -0.65 04/2013
03/2020
0.95$ 1.93 1.14$ 3.52 1.27$ 6.85 1.59$ 9.53 09/1998
08/2005
1.89$ 1.89 0.72%
8Y -0.06 03/2008
02/2016
0.99$ 1.69 1.14$ 3.72 1.33$ 6.79 1.69$ 9.07 03/1999
02/2007
2.00$ 2.83 0.75%
9Y -0.10 04/2011
03/2020
0.99$ 1.19 1.11$ 3.99 1.42$ 7.06 1.84$ 8.99 09/1998
08/2007
2.17$ 1.35 0.40%
10Y 0.44 11/2013
10/2023
1.04$ 1.55 1.16$ 4.34 1.52$ 7.04 1.97$ 8.21 03/1995
02/2005
2.20$ 1.27 0.00%
11Y 0.62 01/2008
12/2018
1.07$ 1.89 1.22$ 4.15 1.56$ 7.04 2.11$ 8.49 02/1995
01/2006
2.45$ 1.49 0.00%
12Y 0.19 04/2008
03/2020
1.02$ 1.78 1.23$ 4.29 1.65$ 6.19 2.05$ 8.36 12/1994
11/2006
2.62$ 1.86 0.00%
13Y 0.45 04/2007
03/2020
1.06$ 2.17 1.32$ 4.49 1.77$ 5.53 2.01$ 8.15 12/1994
11/2007
2.76$ 1.67 0.00%
14Y 0.95 04/2006
03/2020
1.14$ 2.32 1.37$ 4.46 1.84$ 5.39 2.08$ 7.54 06/1994
05/2008
2.76$ 2.64 0.00%
15Y 0.74 06/2008
05/2023
1.11$ 2.24 1.39$ 4.29 1.87$ 5.54 2.24$ 6.22 05/1995
04/2010
2.47$ 3.84 0.00%
16Y 0.66 11/2007
10/2023
1.11$ 2.58 1.50$ 4.29 1.95$ 5.41 2.32$ 6.57 05/1995
04/2011
2.76$ 1.48 0.00%
17Y 1.32 11/2006
10/2023
1.25$ 3.03 1.66$ 4.23 2.02$ 5.36 2.42$ 6.21 05/1994
04/2011
2.78$ 1.58 0.00%
18Y 1.86 10/2005
09/2023
1.39$ 3.19 1.75$ 4.24 2.11$ 5.47 2.60$ 6.10 02/1995
01/2013
2.90$ 1.87 0.00%
19Y 2.16 11/2004
10/2023
1.50$ 3.28 1.84$ 4.23 2.19$ 5.42 2.72$ 6.07 03/1995
02/2014
3.06$ 2.41 0.00%
20Y 2.63 11/2003
10/2023
1.68$ 3.46 1.97$ 4.22 2.28$ 5.11 2.71$ 5.80 07/1994
06/2014
3.09$ 2.66 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -0.78 0.99$ 10.22 1.10$ 19.01 1.19$ 38.69 07/1982
06/1983
1.38$ 3.37 16.43%
2Y -15.17 03/2007
02/2009
0.71$ 1.95 1.03$ 10.24 1.21$ 16.08 1.34$ 27.21 03/2009
02/2011
1.61$ 0.52 9.57%
3Y -7.23 03/2006
02/2009
0.79$ 3.54 1.10$ 9.52 1.31$ 15.11 1.52$ 22.81 08/1984
07/1987
1.85$ 4.69 5.17%
4Y -2.72 03/2005
02/2009
0.89$ 3.20 1.13$ 9.83 1.45$ 14.63 1.72$ 21.14 07/1982
06/1986
2.15$ 5.37 0.94%
5Y -0.15 03/2004
02/2009
0.99$ 3.72 1.20$ 10.29 1.63$ 13.89 1.91$ 20.49 08/1982
07/1987
2.53$ 5.80 0.39%
6Y -0.28 04/2014
03/2020
0.98$ 4.18 1.27$ 10.01 1.77$ 13.84 2.17$ 17.23 10/1981
09/1987
2.59$ 4.33 0.20%
7Y 0.86 04/2013
03/2020
1.06$ 4.62 1.37$ 9.55 1.89$ 13.69 2.45$ 17.56 08/1982
07/1989
3.10$ 5.45 0.00%
8Y 1.32 03/2008
02/2016
1.11$ 4.64 1.43$ 9.51 2.06$ 14.09 2.87$ 16.83 08/1982
07/1990
3.47$ 6.30 0.00%
9Y 1.54 04/2011
03/2020
1.14$ 4.55 1.49$ 9.60 2.28$ 13.88 3.22$ 16.35 08/1982
07/1991
3.90$ 4.52 0.00%
10Y 2.73 11/2007
10/2017
1.30$ 4.51 1.55$ 9.67 2.51$ 13.74 3.62$ 16.25 08/1982
07/1992
4.50$ 4.09 0.00%
11Y 2.27 01/2008
12/2018
1.27$ 4.66 1.65$ 9.64 2.75$ 13.58 4.05$ 16.02 08/1982
07/1993
5.12$ 4.20 0.00%
12Y 1.79 05/2008
04/2020
1.23$ 4.78 1.75$ 9.60 3.00$ 13.59 4.61$ 15.16 03/1982
02/1994
5.44$ 4.50 0.00%
13Y 2.24 04/2007
03/2020
1.33$ 5.19 1.92$ 9.81 3.37$ 13.59 5.24$ 14.76 04/1980
03/1993
5.99$ 4.33 0.00%
14Y 2.82 04/2006
03/2020
1.47$ 5.64 2.15$ 9.96 3.77$ 13.41 5.82$ 14.68 07/1982
06/1996
6.80$ 5.26 0.00%
15Y 3.07 06/2008
05/2023
1.57$ 5.46 2.21$ 10.07 4.21$ 13.20 6.41$ 14.84 08/1982
07/1997
7.97$ 6.50 0.00%
16Y 3.11 11/2007
10/2023
1.63$ 5.77 2.45$ 9.89 4.51$ 13.02 7.09$ 14.44 02/1978
01/1994
8.65$ 3.91 0.00%
17Y 3.86 11/2006
10/2023
1.90$ 6.07 2.72$ 9.97 5.03$ 12.88 7.84$ 14.01 11/1976
10/1993
9.29$ 4.13 0.00%
18Y 4.36 10/2005
09/2023
2.15$ 6.13 2.91$ 8.72 4.50$ 12.88 8.85$ 13.72 01/1976
12/1993
10.11$ 4.39 0.00%
19Y 4.76 11/2004
10/2023
2.41$ 6.30 3.19$ 8.93 5.08$ 12.55 9.44$ 13.66 02/1978
01/1997
11.38$ 5.03 0.00%
20Y 4.91 04/2000
03/2020
2.60$ 6.40 3.46$ 9.04 5.65$ 12.22 10.03$ 13.62 10/1977
09/1997
12.85$ 5.30 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -3.56 0.96$ 5.92 1.05$ 15.06 1.15$ 35.34 07/1982
06/1983
1.35$ 0.26 27.03%
2Y -16.88 03/2007
02/2009
0.69$ -1.04 0.97$ 5.87 1.12$ 11.90 1.25$ 24.54 03/2009
02/2011
1.55$ -4.01 18.23%
3Y -9.21 03/2006
02/2009
0.74$ 0.53 1.01$ 5.48 1.17$ 11.07 1.37$ 19.21 08/1984
07/1987
1.69$ -0.92 13.28%
4Y -5.13 03/2005
02/2009
0.81$ 0.97 1.03$ 5.84 1.25$ 10.54 1.49$ 17.55 07/1982
06/1986
1.90$ 0.76 6.42%
5Y -2.72 03/2004
02/2009
0.87$ 1.26 1.06$ 5.74 1.32$ 10.00 1.61$ 16.83 08/1982
07/1987
2.17$ 1.57 2.90%
6Y -1.76 04/2014
03/2020
0.89$ 1.84 1.11$ 5.55 1.38$ 9.59 1.73$ 13.26 07/1982
06/1988
2.11$ 0.60 0.99%
7Y -0.65 04/2013
03/2020
0.95$ 2.43 1.18$ 6.08 1.51$ 9.18 1.84$ 13.53 08/1982
07/1989
2.43$ 1.89 0.40%
8Y -0.06 03/2008
02/2016
0.99$ 2.42 1.21$ 6.38 1.63$ 9.04 1.99$ 12.65 08/1982
07/1990
2.59$ 2.83 0.41%
9Y -0.10 04/2011
03/2020
0.99$ 2.70 1.27$ 6.54 1.76$ 9.09 2.18$ 12.11 08/1982
07/1991
2.79$ 1.35 0.21%
10Y 0.44 11/2013
10/2023
1.04$ 2.60 1.29$ 6.62 1.89$ 8.74 2.31$ 12.08 08/1982
07/1992
3.12$ 1.27 0.00%
11Y 0.62 01/2008
12/2018
1.07$ 2.46 1.30$ 6.74 2.04$ 8.80 2.52$ 11.94 08/1982
07/1993
3.45$ 1.49 0.00%
12Y 0.19 04/2008
03/2020
1.02$ 2.71 1.37$ 6.65 2.16$ 8.75 2.73$ 11.17 08/1982
07/1994
3.56$ 1.86 0.00%
13Y 0.45 04/2007
03/2020
1.06$ 3.02 1.47$ 6.91 2.38$ 8.78 2.98$ 10.75 08/1984
07/1997
3.77$ 1.67 0.00%
14Y 0.95 04/2006
03/2020
1.14$ 3.34 1.58$ 6.83 2.52$ 8.43 3.10$ 10.82 07/1982
06/1996
4.21$ 2.64 0.00%
15Y 0.74 06/2008
05/2023
1.11$ 3.29 1.62$ 6.79 2.68$ 8.45 3.37$ 11.09 08/1982
07/1997
4.84$ 3.84 0.00%
16Y 0.66 11/2007
10/2023
1.11$ 3.61 1.76$ 6.62 2.78$ 8.39 3.62$ 10.29 10/1981
09/1997
4.79$ 1.48 0.00%
17Y 1.32 11/2006
10/2023
1.25$ 3.87 1.90$ 6.69 3.00$ 8.38 3.92$ 9.84 07/1982
06/1999
4.92$ 1.58 0.00%
18Y 1.86 10/2005
09/2023
1.39$ 3.97 2.01$ 6.10 2.90$ 8.14 4.08$ 10.07 07/1982
06/2000
5.62$ 1.87 0.00%
19Y 2.16 11/2004
10/2023
1.50$ 4.04 2.12$ 6.22 3.14$ 8.18 4.45$ 9.48 10/1981
09/2000
5.59$ 2.41 0.00%
20Y 2.63 11/2003
10/2023
1.68$ 4.14 2.25$ 6.20 3.32$ 8.23 4.86$ 8.90 07/1982
06/2002
5.50$ 2.66 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.22% +38.69%
Jul 1982 - Jun 1983
-33.99%
Mar 2008 - Feb 2009
16.43%
93 out of 566
US Inflation Adjusted +5.92% +35.34%
Jul 1982 - Jun 1983
-33.99%
Mar 2008 - Feb 2009
27.03%
153 out of 566
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.24% +27.21%
Mar 2009 - Feb 2011
-15.17%
Mar 2007 - Feb 2009
9.57%
53 out of 554
US Inflation Adjusted +5.87% +24.54%
Mar 2009 - Feb 2011
-16.88%
Mar 2007 - Feb 2009
18.23%
101 out of 554
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.52% +22.81%
Aug 1984 - Jul 1987
-7.23%
Mar 2006 - Feb 2009
5.17%
28 out of 542
US Inflation Adjusted +5.48% +19.21%
Aug 1984 - Jul 1987
-9.21%
Mar 2006 - Feb 2009
13.28%
72 out of 542
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.83% +21.14%
Jul 1982 - Jun 1986
-2.72%
Mar 2005 - Feb 2009
0.94%
5 out of 530
US Inflation Adjusted +5.84% +17.55%
Jul 1982 - Jun 1986
-5.13%
Mar 2005 - Feb 2009
6.42%
34 out of 530
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.29% +20.49%
Aug 1982 - Jul 1987
-0.15%
Mar 2004 - Feb 2009
0.39%
2 out of 518
US Inflation Adjusted +5.74% +16.83%
Aug 1982 - Jul 1987
-2.72%
Mar 2004 - Feb 2009
2.90%
15 out of 518
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.01% +17.23%
Oct 1981 - Sep 1987
-0.28%
Apr 2014 - Mar 2020
0.20%
1 out of 506
US Inflation Adjusted +5.55% +13.26%
Jul 1982 - Jun 1988
-1.76%
Apr 2014 - Mar 2020
0.99%
5 out of 506
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.55% +17.56%
Aug 1982 - Jul 1989
+0.86%
Apr 2013 - Mar 2020
0.00%
0 out of 494
US Inflation Adjusted +6.08% +13.53%
Aug 1982 - Jul 1989
-0.65%
Apr 2013 - Mar 2020
0.40%
2 out of 494
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.51% +16.83%
Aug 1982 - Jul 1990
+1.32%
Mar 2008 - Feb 2016
0.00%
0 out of 482
US Inflation Adjusted +6.38% +12.65%
Aug 1982 - Jul 1990
-0.06%
Mar 2008 - Feb 2016
0.41%
2 out of 482
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.60% +16.35%
Aug 1982 - Jul 1991
+1.54%
Apr 2011 - Mar 2020
0.00%
0 out of 470
US Inflation Adjusted +6.54% +12.11%
Aug 1982 - Jul 1991
-0.10%
Apr 2011 - Mar 2020
0.21%
1 out of 470
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.67% +16.25%
Aug 1982 - Jul 1992
+2.73%
Nov 2007 - Oct 2017
0.00%
0 out of 458
US Inflation Adjusted +6.62% +12.08%
Aug 1982 - Jul 1992
+0.44%
Nov 2013 - Oct 2023
0.00%
0 out of 458
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.64% +16.02%
Aug 1982 - Jul 1993
+2.27%
Jan 2008 - Dec 2018
0.00%
0 out of 446
US Inflation Adjusted +6.74% +11.94%
Aug 1982 - Jul 1993
+0.62%
Jan 2008 - Dec 2018
0.00%
0 out of 446
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.60% +15.16%
Mar 1982 - Feb 1994
+1.79%
May 2008 - Apr 2020
0.00%
0 out of 434
US Inflation Adjusted +6.65% +11.17%
Aug 1982 - Jul 1994
+0.19%
Apr 2008 - Mar 2020
0.00%
0 out of 434
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.81% +14.76%
Apr 1980 - Mar 1993
+2.24%
Apr 2007 - Mar 2020
0.00%
0 out of 422
US Inflation Adjusted +6.91% +10.75%
Aug 1984 - Jul 1997
+0.45%
Apr 2007 - Mar 2020
0.00%
0 out of 422
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.96% +14.68%
Jul 1982 - Jun 1996
+2.82%
Apr 2006 - Mar 2020
0.00%
0 out of 410
US Inflation Adjusted +6.83% +10.82%
Jul 1982 - Jun 1996
+0.95%
Apr 2006 - Mar 2020
0.00%
0 out of 410
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.07% +14.84%
Aug 1982 - Jul 1997
+3.07%
Jun 2008 - May 2023
0.00%
0 out of 398
US Inflation Adjusted +6.79% +11.09%
Aug 1982 - Jul 1997
+0.74%
Jun 2008 - May 2023
0.00%
0 out of 398
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.89% +14.44%
Feb 1978 - Jan 1994
+3.11%
Nov 2007 - Oct 2023
0.00%
0 out of 386
US Inflation Adjusted +6.62% +10.29%
Oct 1981 - Sep 1997
+0.66%
Nov 2007 - Oct 2023
0.00%
0 out of 386
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.97% +14.01%
Nov 1976 - Oct 1993
+3.86%
Nov 2006 - Oct 2023
0.00%
0 out of 374
US Inflation Adjusted +6.69% +9.84%
Jul 1982 - Jun 1999
+1.32%
Nov 2006 - Oct 2023
0.00%
0 out of 374
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.72% +13.72%
Jan 1976 - Dec 1993
+4.36%
Oct 2005 - Sep 2023
0.00%
0 out of 362
US Inflation Adjusted +6.10% +10.07%
Jul 1982 - Jun 2000
+1.86%
Oct 2005 - Sep 2023
0.00%
0 out of 362
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.93% +13.66%
Feb 1978 - Jan 1997
+4.76%
Nov 2004 - Oct 2023
0.00%
0 out of 350
US Inflation Adjusted +6.22% +9.48%
Oct 1981 - Sep 2000
+2.16%
Nov 2004 - Oct 2023
0.00%
0 out of 350
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.04% +13.62%
Oct 1977 - Sep 1997
+4.91%
Apr 2000 - Mar 2020
0.00%
0 out of 338
US Inflation Adjusted +6.20% +8.90%
Jul 1982 - Jun 2002
+2.63%
Nov 2003 - Oct 2023
0.00%
0 out of 338
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Craig Israelsen 7Twelve Portfolio: ETF allocation and returns page.