Consolidated Returns as of 30 June 2024
Holding the Developed World ex-US Stocks Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~15 years), the longest period with a negative return lasted 67 months (from May 2011 to November 2016).
This means that every rolling period of 68 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Developed World ex-US Stocks Momentum 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 | +8.22% |
+43.71%
Apr 2020 - Mar 2021 |
-25.04%
Oct 2021 - Sep 2022 |
36.90%
62 out of 168 |
US Inflation Adjusted | +6.36% |
+40.04%
Apr 2020 - Mar 2021 |
-30.72%
Oct 2021 - Sep 2022 |
40.48%
68 out of 168 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.01% |
+23.33%
Jan 2019 - Dec 2020 |
-8.07%
Nov 2021 - Oct 2023 |
25.00%
39 out of 156 |
US Inflation Adjusted | +1.77% |
+21.13%
Jan 2019 - Dec 2020 |
-13.65%
Oct 2020 - Sep 2022 |
35.90%
56 out of 156 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.69% |
+17.48%
Jan 2019 - Dec 2021 |
-3.59%
Dec 2013 - Nov 2016 |
6.94%
10 out of 144 |
US Inflation Adjusted | +3.59% |
+13.43%
Jan 2019 - Dec 2021 |
-5.00%
Jan 2021 - Dec 2023 |
25.69%
37 out of 144 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.72% |
+13.56%
Apr 2020 - Mar 2024 |
-0.37%
Oct 2018 - Sep 2022 |
0.76%
1 out of 132 |
US Inflation Adjusted | +2.91% |
+10.94%
Jan 2017 - Dec 2020 |
-4.31%
Oct 2018 - Sep 2022 |
6.06%
8 out of 132 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.29% |
+11.76%
Jan 2017 - Dec 2021 |
-0.70%
Jan 2014 - Dec 2018 |
0.83%
1 out of 120 |
US Inflation Adjusted | +3.49% |
+9.26%
Mar 2016 - Feb 2021 |
-3.31%
Oct 2017 - Sep 2022 |
16.67%
20 out of 120 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.17% |
+9.79%
Jan 2016 - Dec 2021 |
+0.72%
Apr 2014 - Mar 2020 |
0.00%
0 out of 108 |
US Inflation Adjusted | +2.63% |
+7.75%
Oct 2011 - Sep 2017 |
-0.95%
Nov 2017 - Oct 2023 |
3.70%
4 out of 108 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.65% |
+8.37%
Oct 2011 - Sep 2018 |
+2.14%
Apr 2013 - Mar 2020 |
0.00%
0 out of 96 |
US Inflation Adjusted | +3.51% |
+6.73%
Oct 2011 - Sep 2018 |
+0.50%
Jul 2015 - Jun 2022 |
0.00%
0 out of 96 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.93% |
+8.48%
Apr 2016 - Mar 2024 |
+2.10%
Oct 2014 - Sep 2022 |
0.00%
0 out of 84 |
US Inflation Adjusted | +3.79% |
+5.93%
Feb 2010 - Jan 2018 |
-0.68%
Oct 2014 - Sep 2022 |
2.38%
2 out of 84 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.02% |
+9.46%
Jun 2012 - May 2021 |
+1.80%
Oct 2013 - Sep 2022 |
0.00%
0 out of 72 |
US Inflation Adjusted | +2.88% |
+7.53%
Jun 2012 - May 2021 |
-0.86%
Oct 2013 - Sep 2022 |
2.78%
2 out of 72 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.45% |
+8.72%
Oct 2011 - Sep 2021 |
+3.15%
Nov 2013 - Oct 2023 |
0.00%
0 out of 60 |
US Inflation Adjusted | +3.36% |
+6.68%
Oct 2011 - Sep 2021 |
+0.35%
Nov 2013 - Oct 2023 |
0.00%
0 out of 60 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.97% |
+8.53%
Jun 2010 - May 2021 |
+3.54%
Jul 2011 - Jun 2022 |
0.00%
0 out of 48 |
US Inflation Adjusted | +3.34% |
+6.46%
Jun 2010 - May 2021 |
+1.01%
Jul 2011 - Jun 2022 |
0.00%
0 out of 48 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.02% |
+7.89%
Jun 2012 - May 2024 |
+3.44%
Oct 2010 - Sep 2022 |
0.00%
0 out of 36 |
US Inflation Adjusted | +3.50% |
+5.50%
Aug 2009 - Jul 2021 |
+0.84%
Oct 2010 - Sep 2022 |
0.00%
0 out of 36 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+6.57%
Jul 2010 - Jun 2023 |
+3.77%
Oct 2009 - Sep 2022 |
0.00%
0 out of 24 |
US Inflation Adjusted | +2.41% |
+3.85%
Jul 2010 - Jun 2023 |
+1.27%
Oct 2009 - Sep 2022 |
0.00%
0 out of 24 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.02% |
+7.43%
Jul 2010 - Jun 2024 |
+4.86%
Oct 2009 - Sep 2023 |
0.00%
0 out of 12 |
US Inflation Adjusted | +3.35% |
+4.66%
Jul 2010 - Jun 2024 |
+2.24%
Oct 2009 - Sep 2023 |
0.00%
0 out of 12 |
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To obtain comprehensive information, please consult the Developed World ex-US Stocks Momentum Portfolio: ETF allocation and returns page.