Consolidated Returns as of 30 April 2024
Holding the Dedalo Invest Dedalo Four Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~39 years), the longest period with a negative return lasted 130 months (from May 1998 to February 2009).
This means that every rolling period of 131 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Dedalo Invest Dedalo Four 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
The annualized return of the last 10 years has been 9.02% (updated at Apr 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.32% |
+48.03%
Mar 2009 - Feb 2010 |
-37.94%
Mar 2008 - Feb 2009 |
20.17%
93 out of 461 |
US Inflation Adjusted | +9.47% |
+44.91%
Mar 2009 - Feb 2010 |
-37.94%
Mar 2008 - Feb 2009 |
22.78%
105 out of 461 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.42% |
+34.46%
Oct 1985 - Sep 1987 |
-21.33%
Mar 2007 - Feb 2009 |
14.48%
65 out of 449 |
US Inflation Adjusted | +7.11% |
+30.60%
Mar 2009 - Feb 2011 |
-22.91%
Mar 2007 - Feb 2009 |
17.59%
79 out of 449 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.53% |
+22.73%
Mar 2009 - Feb 2012 |
-11.89%
Apr 2000 - Mar 2003 |
11.90%
52 out of 437 |
US Inflation Adjusted | +7.35% |
+19.86%
Mar 2009 - Feb 2012 |
-14.00%
Apr 2000 - Mar 2003 |
14.87%
65 out of 437 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.15% |
+21.51%
Feb 1995 - Jan 1999 |
-6.81%
Mar 2005 - Feb 2009 |
10.82%
46 out of 425 |
US Inflation Adjusted | +7.28% |
+18.80%
Feb 1995 - Jan 1999 |
-9.11%
Mar 2005 - Feb 2009 |
16.71%
71 out of 425 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.90% |
+20.58%
Jan 1995 - Dec 1999 |
-4.02%
Mar 2004 - Feb 2009 |
2.91%
12 out of 413 |
US Inflation Adjusted | +6.75% |
+17.78%
Jan 1995 - Dec 1999 |
-6.49%
Mar 2004 - Feb 2009 |
15.25%
63 out of 413 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.38% |
+18.40%
Mar 2009 - Feb 2015 |
+1.33%
Jan 2000 - Dec 2005 |
0.00%
0 out of 401 |
US Inflation Adjusted | +6.19% |
+16.42%
Mar 2009 - Feb 2015 |
-1.34%
Jan 2000 - Dec 2005 |
4.74%
19 out of 401 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.65% |
+16.42%
Jan 1993 - Dec 1999 |
-1.12%
Mar 2002 - Feb 2009 |
0.77%
3 out of 389 |
US Inflation Adjusted | +6.44% |
+13.61%
Jan 1993 - Dec 1999 |
-3.61%
Mar 2002 - Feb 2009 |
2.06%
8 out of 389 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.74% |
+15.86%
Apr 1992 - Mar 2000 |
-1.77%
Mar 2001 - Feb 2009 |
1.59%
6 out of 377 |
US Inflation Adjusted | +5.62% |
+13.13%
Mar 2009 - Feb 2017 |
-4.07%
Mar 2001 - Feb 2009 |
3.98%
15 out of 377 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.41% |
+16.23%
Jan 1991 - Dec 1999 |
-2.69%
Mar 2000 - Feb 2009 |
2.19%
8 out of 365 |
US Inflation Adjusted | +5.77% |
+13.30%
Jan 1991 - Dec 1999 |
-5.08%
Mar 2000 - Feb 2009 |
4.66%
17 out of 365 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.59% |
+15.23%
Oct 1990 - Sep 2000 |
-0.87%
Mar 1999 - Feb 2009 |
1.13%
4 out of 353 |
US Inflation Adjusted | +6.03% |
+12.16%
Oct 1990 - Sep 2000 |
-3.38%
Mar 1999 - Feb 2009 |
6.80%
24 out of 353 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.71% |
+14.48%
Jan 1985 - Dec 1995 |
+0.32%
Mar 1998 - Feb 2009 |
0.00%
0 out of 341 |
US Inflation Adjusted | +6.17% |
+11.15%
Mar 2009 - Feb 2020 |
-2.13%
Mar 1998 - Feb 2009 |
4.69%
16 out of 341 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.82% |
+14.91%
Oct 1985 - Sep 1997 |
+2.14%
Mar 1997 - Feb 2009 |
0.00%
0 out of 329 |
US Inflation Adjusted | +6.17% |
+12.19%
Mar 2009 - Feb 2021 |
-0.27%
Mar 1997 - Feb 2009 |
0.61%
2 out of 329 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.52% |
+15.10%
May 1985 - Apr 1998 |
+3.09%
Mar 1996 - Feb 2009 |
0.00%
0 out of 317 |
US Inflation Adjusted | +5.99% |
+11.48%
May 1985 - Apr 1998 |
+0.61%
Mar 1996 - Feb 2009 |
0.00%
0 out of 317 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+15.34%
Jan 1985 - Dec 1998 |
+4.00%
Oct 1997 - Sep 2011 |
0.00%
0 out of 305 |
US Inflation Adjusted | +5.95% |
+11.74%
Jan 1985 - Dec 1998 |
+1.51%
Oct 1997 - Sep 2011 |
0.00%
0 out of 305 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.05% |
+15.60%
Jan 1985 - Dec 1999 |
+4.43%
Mar 1994 - Feb 2009 |
0.00%
0 out of 293 |
US Inflation Adjusted | +5.71% |
+12.04%
Jan 1985 - Dec 1999 |
+1.87%
Mar 1994 - Feb 2009 |
0.00%
0 out of 293 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.84% |
+13.99%
Jan 1985 - Dec 2000 |
+4.43%
Mar 2000 - Feb 2016 |
0.00%
0 out of 281 |
US Inflation Adjusted | +5.37% |
+10.45%
Jan 1985 - Dec 2000 |
+2.28%
Mar 2000 - Feb 2016 |
0.00%
0 out of 281 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.66% |
+12.55%
Jan 1985 - Dec 2001 |
+4.90%
Jan 2000 - Dec 2016 |
0.00%
0 out of 269 |
US Inflation Adjusted | +5.12% |
+9.16%
Jan 1985 - Dec 2001 |
+2.55%
Mar 1992 - Feb 2009 |
0.00%
0 out of 269 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.67% |
+10.84%
Jan 1985 - Dec 2002 |
+5.42%
Apr 2000 - Mar 2018 |
0.00%
0 out of 257 |
US Inflation Adjusted | +5.12% |
+7.74%
Apr 2003 - Mar 2021 |
+2.99%
Mar 1991 - Feb 2009 |
0.00%
0 out of 257 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.80% |
+11.57%
Jan 1985 - Dec 2003 |
+5.03%
Jan 2000 - Dec 2018 |
0.00%
0 out of 245 |
US Inflation Adjusted | +5.24% |
+8.30%
Jan 1985 - Dec 2003 |
+2.82%
Jan 2000 - Dec 2018 |
0.00%
0 out of 245 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.88% |
+11.57%
Jan 1985 - Dec 2004 |
+4.83%
Apr 2000 - Mar 2020 |
0.00%
0 out of 233 |
US Inflation Adjusted | +5.31% |
+8.29%
Jan 1985 - Dec 2004 |
+2.69%
Apr 2000 - Mar 2020 |
0.00%
0 out of 233 |
To obtain comprehensive information, please consult the Dedalo Invest Dedalo Four Portfolio: ETF allocation and returns page.