Dynamic 60/40 Income Portfolio: Rolling Returns

Data Source: from January 1992 to February 2024 (~32 years)
Consolidated Returns as of 29 February 2024

Holding the Dynamic 60/40 Income Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~32 years), the longest period with a negative return lasted 87 months (from December 2001 to February 2009).

This means that every rolling period of 88 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Dynamic 60/40 Income 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

DYNAMIC 60/40 INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 5.40% (updated at Feb 29, 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.

DYNAMIC 60/40 INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1992 - 29 February 2024 (~32 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 -36.55 03/2008
02/2009
0.63$ 0.28 1.00$ 7.47 1.07$ 16.05 1.16$ 57.27 03/2009
02/2010
1.57$ 10.32 14.04%
2Y -22.81 03/2007
02/2009
0.59$ 2.25 1.04$ 7.46 1.15$ 12.25 1.26$ 36.22 03/2009
02/2011
1.85$ 1.19 9.79%
3Y -12.45 03/2006
02/2009
0.67$ 3.50 1.10$ 7.20 1.23$ 12.05 1.40$ 24.89 03/2009
02/2012
1.94$ 3.17 6.77%
4Y -7.41 03/2005
02/2009
0.73$ 3.47 1.14$ 7.14 1.31$ 10.60 1.49$ 20.97 03/2009
02/2013
2.14$ 5.03 3.51%
5Y -4.51 03/2004
02/2009
0.79$ 3.93 1.21$ 7.14 1.41$ 10.32 1.63$ 18.49 03/2009
02/2014
2.33$ 5.29 1.66%
6Y -0.17 03/2003
02/2009
0.99$ 4.42 1.29$ 6.90 1.49$ 9.22 1.69$ 17.06 03/2009
02/2015
2.57$ 5.52 0.35%
7Y -0.10 03/2002
02/2009
0.99$ 5.03 1.41$ 6.90 1.59$ 8.71 1.79$ 13.85 03/2009
02/2016
2.47$ 5.03 0.36%
8Y 0.51 03/2001
02/2009
1.04$ 5.31 1.51$ 6.88 1.70$ 8.76 1.95$ 13.75 03/2009
02/2017
2.80$ 6.00 0.00%
9Y 1.25 03/2000
02/2009
1.11$ 5.11 1.56$ 6.82 1.81$ 8.95 2.16$ 12.39 03/2009
02/2018
2.86$ 4.88 0.00%
10Y 1.60 03/1999
02/2009
1.17$ 5.42 1.69$ 6.77 1.92$ 9.21 2.41$ 11.81 03/2009
02/2019
3.05$ 5.40 0.00%
11Y 1.67 03/1998
02/2009
1.20$ 5.55 1.81$ 6.67 2.03$ 9.10 2.60$ 11.30 03/2009
02/2020
3.24$ 5.73 0.00%
12Y 2.84 03/1997
02/2009
1.39$ 5.52 1.90$ 6.52 2.13$ 8.50 2.66$ 11.26 03/2009
02/2021
3.59$ 6.07 0.00%
13Y 3.85 03/1996
02/2009
1.63$ 5.84 2.09$ 6.54 2.27$ 7.59 2.58$ 10.95 03/2009
02/2022
3.85$ 5.99 0.00%
14Y 4.78 04/2006
03/2020
1.92$ 5.98 2.25$ 6.75 2.49$ 7.29 2.67$ 9.54 03/2009
02/2023
3.58$ 6.80 0.00%
15Y 4.43 03/1994
02/2009
1.91$ 5.87 2.35$ 6.71 2.64$ 7.41 2.92$ 9.59 03/2009
02/2024
3.95$ 9.59 0.00%
16Y 4.65 11/2007
10/2023
2.06$ 5.94 2.51$ 6.78 2.85$ 7.44 3.15$ 8.32 02/1995
01/2011
3.59$ 5.91 0.00%
17Y 4.64 11/2006
10/2023
2.16$ 6.26 2.80$ 6.80 3.06$ 7.65 3.50$ 8.17 02/1995
01/2012
3.79$ 5.17 0.00%
18Y 5.19 11/2005
10/2023
2.48$ 6.24 2.97$ 6.82 3.27$ 7.77 3.84$ 8.31 02/1995
01/2013
4.20$ 5.57 0.00%
19Y 5.28 11/2004
10/2023
2.65$ 6.23 3.15$ 6.80 3.48$ 7.85 4.20$ 8.32 12/1994
11/2013
4.56$ 5.77 0.00%
20Y 5.59 11/2003
10/2023
2.96$ 6.37 3.43$ 6.86 3.76$ 7.69 4.40$ 8.51 12/1994
11/2014
5.12$ 5.88 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 -36.55 03/2008
02/2009
0.63$ -2.05 0.97$ 5.24 1.05$ 13.13 1.13$ 53.96 03/2009
02/2010
1.53$ 7.41 20.06%
2Y -24.37 03/2007
02/2009
0.57$ -0.17 0.99$ 5.25 1.10$ 9.79 1.20$ 33.37 03/2009
02/2011
1.77$ -3.00 15.13%
3Y -14.32 03/2006
02/2009
0.62$ -0.33 0.99$ 5.16 1.16$ 9.50 1.31$ 21.97 03/2009
02/2012
1.81$ -2.23 15.08%
4Y -9.70 03/2005
02/2009
0.66$ 0.41 1.01$ 5.13 1.22$ 8.25 1.37$ 18.26 03/2009
02/2013
1.95$ 0.46 12.78%
5Y -6.97 03/2004
02/2009
0.69$ 0.83 1.04$ 5.06 1.27$ 7.74 1.45$ 16.10 03/2009
02/2014
2.10$ 1.15 6.98%
6Y -2.59 03/2003
02/2009
0.85$ 1.67 1.10$ 4.78 1.32$ 6.90 1.49$ 15.10 03/2009
02/2015
2.32$ 1.79 2.77%
7Y -2.61 03/2002
02/2009
0.83$ 2.53 1.19$ 4.86 1.39$ 6.41 1.54$ 12.08 03/2009
02/2016
2.22$ 1.52 1.81%
8Y -1.84 03/2001
02/2009
0.86$ 2.89 1.25$ 4.71 1.44$ 6.41 1.64$ 11.81 03/2009
02/2017
2.44$ 2.54 1.13%
9Y -1.24 03/2000
02/2009
0.89$ 3.00 1.30$ 4.44 1.47$ 6.48 1.75$ 10.42 03/2009
02/2018
2.43$ 1.73 0.79%
10Y -0.97 03/1999
02/2009
0.90$ 3.00 1.34$ 4.38 1.53$ 6.55 1.88$ 9.87 03/2009
02/2019
2.56$ 2.55 0.83%
11Y -0.81 03/1998
02/2009
0.91$ 3.08 1.39$ 4.31 1.58$ 6.58 2.01$ 9.32 03/2009
02/2020
2.66$ 3.02 0.87%
12Y 0.41 03/1997
02/2009
1.05$ 3.17 1.45$ 4.20 1.63$ 6.24 2.06$ 9.29 03/2009
02/2021
2.90$ 3.41 0.00%
13Y 1.35 03/1996
02/2009
1.19$ 3.57 1.57$ 4.17 1.70$ 5.31 1.95$ 8.49 03/2009
02/2022
2.88$ 3.30 0.00%
14Y 2.27 03/1995
02/2009
1.36$ 3.76 1.67$ 4.32 1.80$ 4.96 1.96$ 6.85 03/2009
02/2023
2.52$ 4.13 0.00%
15Y 1.88 03/1994
02/2009
1.32$ 3.76 1.73$ 4.40 1.90$ 5.00 2.07$ 6.88 03/2009
02/2024
2.71$ 6.88 0.00%
16Y 2.16 11/2007
10/2023
1.40$ 3.74 1.79$ 4.55 2.03$ 4.98 2.17$ 5.75 02/1995
01/2011
2.44$ 3.46 0.00%
17Y 2.09 11/2006
10/2023
1.42$ 3.91 1.91$ 4.55 2.13$ 5.13 2.34$ 5.56 02/1995
01/2012
2.50$ 2.62 0.00%
18Y 2.68 11/2005
10/2023
1.60$ 3.79 1.95$ 4.59 2.24$ 5.25 2.51$ 5.78 05/1995
04/2013
2.75$ 3.02 0.00%
19Y 2.67 11/2004
10/2023
1.64$ 3.65 1.97$ 4.56 2.33$ 5.45 2.73$ 5.80 12/1994
11/2013
2.92$ 3.16 0.00%
20Y 2.93 11/2003
10/2023
1.78$ 3.92 2.15$ 4.57 2.44$ 5.35 2.83$ 6.05 02/1995
01/2015
3.23$ 3.24 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 -36.55 03/2008
02/2009
0.63$ 0.01 1.00$ 7.62 1.07$ 16.34 1.16$ 57.27 03/2009
02/2010
1.57$ 10.32 14.67%
2Y -22.81 03/2007
02/2009
0.59$ 2.84 1.05$ 7.43 1.15$ 12.25 1.26$ 36.22 03/2009
02/2011
1.85$ 1.19 9.09%
3Y -12.45 03/2006
02/2009
0.67$ 3.77 1.11$ 7.56 1.24$ 11.65 1.39$ 24.89 03/2009
02/2012
1.94$ 3.17 6.27%
4Y -7.41 03/2005
02/2009
0.73$ 3.71 1.15$ 7.57 1.33$ 11.06 1.52$ 20.97 03/2009
02/2013
2.14$ 5.03 3.24%
5Y -4.51 03/2004
02/2009
0.79$ 4.07 1.22$ 7.37 1.42$ 10.90 1.67$ 18.49 03/2009
02/2014
2.33$ 5.29 1.53%
6Y -0.17 03/2003
02/2009
0.99$ 4.48 1.30$ 7.12 1.51$ 9.86 1.75$ 17.06 03/2009
02/2015
2.57$ 5.52 0.32%
7Y -0.10 03/2002
02/2009
0.99$ 5.11 1.41$ 7.10 1.61$ 9.37 1.87$ 13.85 03/2009
02/2016
2.47$ 5.03 0.33%
8Y 0.51 03/2001
02/2009
1.04$ 5.36 1.51$ 7.25 1.75$ 8.98 1.98$ 13.75 03/2009
02/2017
2.80$ 6.00 0.00%
9Y 1.25 03/2000
02/2009
1.11$ 5.33 1.59$ 7.07 1.84$ 9.21 2.20$ 12.39 03/2009
02/2018
2.86$ 4.88 0.00%
10Y 1.60 03/1999
02/2009
1.17$ 5.54 1.71$ 6.87 1.94$ 9.22 2.41$ 11.81 03/2009
02/2019
3.05$ 5.40 0.00%
11Y 1.67 03/1998
02/2009
1.20$ 5.59 1.81$ 6.88 2.07$ 9.23 2.64$ 11.30 03/2009
02/2020
3.24$ 5.73 0.00%
12Y 2.84 03/1997
02/2009
1.39$ 5.59 1.92$ 6.66 2.16$ 9.23 2.88$ 11.26 03/2009
02/2021
3.59$ 6.07 0.00%
13Y 3.85 03/1996
02/2009
1.63$ 5.85 2.09$ 6.69 2.32$ 9.15 3.12$ 10.95 03/2009
02/2022
3.85$ 5.99 0.00%
14Y 4.78 04/2006
03/2020
1.92$ 6.03 2.26$ 6.81 2.51$ 8.28 3.04$ 9.77 04/1992
03/2006
3.69$ 6.80 0.00%
15Y 4.43 03/1994
02/2009
1.91$ 5.96 2.38$ 6.81 2.68$ 7.68 3.03$ 9.93 02/1992
01/2007
4.13$ 9.59 0.00%
16Y 4.65 11/2007
10/2023
2.06$ 5.94 2.51$ 6.79 2.86$ 7.51 3.18$ 9.03 01/1992
12/2007
3.99$ 5.91 0.00%
17Y 4.64 11/2006
10/2023
2.16$ 6.28 2.81$ 6.84 3.07$ 7.57 3.45$ 8.17 02/1995
01/2012
3.79$ 5.17 0.00%
18Y 5.19 11/2005
10/2023
2.48$ 6.34 3.02$ 6.97 3.36$ 7.83 3.88$ 8.31 02/1995
01/2013
4.20$ 5.57 0.00%
19Y 5.28 11/2004
10/2023
2.65$ 6.37 3.23$ 6.93 3.57$ 7.95 4.28$ 8.37 05/1992
04/2011
4.60$ 5.77 0.00%
20Y 5.59 11/2003
10/2023
2.96$ 6.40 3.45$ 7.02 3.88$ 7.97 4.63$ 8.51 12/1994
11/2014
5.12$ 5.88 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 -36.55 03/2008
02/2009
0.63$ -2.46 0.97$ 5.40 1.05$ 13.34 1.13$ 53.96 03/2009
02/2010
1.53$ 7.41 20.80%
2Y -24.37 03/2007
02/2009
0.57$ 0.29 1.00$ 5.14 1.10$ 9.73 1.20$ 33.37 03/2009
02/2011
1.77$ -3.00 14.05%
3Y -14.32 03/2006
02/2009
0.62$ 0.99 1.02$ 5.28 1.16$ 9.25 1.30$ 21.97 03/2009
02/2012
1.81$ -2.23 13.96%
4Y -9.70 03/2005
02/2009
0.66$ 0.66 1.02$ 5.37 1.23$ 8.28 1.37$ 18.26 03/2009
02/2013
1.95$ 0.46 11.80%
5Y -6.97 03/2004
02/2009
0.69$ 1.07 1.05$ 5.35 1.29$ 8.45 1.50$ 16.10 03/2009
02/2014
2.10$ 1.15 6.42%
6Y -2.59 03/2003
02/2009
0.85$ 1.79 1.11$ 4.98 1.33$ 7.49 1.54$ 15.10 03/2009
02/2015
2.32$ 1.79 2.54%
7Y -2.61 03/2002
02/2009
0.83$ 2.56 1.19$ 4.95 1.40$ 6.82 1.58$ 12.08 03/2009
02/2016
2.22$ 1.52 1.65%
8Y -1.84 03/2001
02/2009
0.86$ 2.98 1.26$ 4.92 1.46$ 6.52 1.65$ 11.81 03/2009
02/2017
2.44$ 2.54 1.03%
9Y -1.24 03/2000
02/2009
0.89$ 3.10 1.31$ 4.66 1.50$ 6.69 1.79$ 10.42 03/2009
02/2018
2.43$ 1.73 0.72%
10Y -0.97 03/1999
02/2009
0.90$ 3.12 1.35$ 4.51 1.55$ 6.58 1.89$ 9.87 03/2009
02/2019
2.56$ 2.55 0.75%
11Y -0.81 03/1998
02/2009
0.91$ 3.18 1.41$ 4.50 1.62$ 6.61 2.02$ 9.32 03/2009
02/2020
2.66$ 3.02 0.78%
12Y 0.41 03/1997
02/2009
1.05$ 3.26 1.46$ 4.36 1.66$ 6.66 2.16$ 9.29 03/2009
02/2021
2.90$ 3.41 0.00%
13Y 1.35 03/1996
02/2009
1.19$ 3.58 1.58$ 4.34 1.73$ 6.41 2.24$ 8.49 03/2009
02/2022
2.88$ 3.30 0.00%
14Y 2.27 03/1995
02/2009
1.36$ 3.81 1.68$ 4.44 1.83$ 5.43 2.09$ 7.04 12/1992
11/2006
2.59$ 4.13 0.00%
15Y 1.88 03/1994
02/2009
1.32$ 3.76 1.73$ 4.45 1.92$ 5.22 2.14$ 7.14 01/1992
12/2006
2.81$ 6.88 0.00%
16Y 2.16 11/2007
10/2023
1.40$ 3.51 1.73$ 4.54 2.03$ 5.02 2.19$ 6.17 01/1992
12/2007
2.60$ 3.46 0.00%
17Y 2.09 11/2006
10/2023
1.42$ 3.89 1.91$ 4.55 2.13$ 5.11 2.33$ 5.56 02/1995
01/2012
2.50$ 2.62 0.00%
18Y 2.68 11/2005
10/2023
1.60$ 3.96 2.01$ 4.68 2.27$ 5.26 2.51$ 5.78 05/1995
04/2013
2.75$ 3.02 0.00%
19Y 2.67 11/2004
10/2023
1.64$ 4.07 2.13$ 4.73 2.40$ 5.50 2.76$ 5.80 12/1994
11/2013
2.92$ 3.16 0.00%
20Y 2.93 11/2003
10/2023
1.78$ 4.02 2.19$ 4.75 2.52$ 5.39 2.85$ 6.05 02/1995
01/2015
3.23$ 3.24 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.62% +57.27%
Mar 2009 - Feb 2010
-36.55%
Mar 2008 - Feb 2009
14.67%
55 out of 375
US Inflation Adjusted +5.40% +53.96%
Mar 2009 - Feb 2010
-36.55%
Mar 2008 - Feb 2009
20.80%
78 out of 375
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.43% +36.22%
Mar 2009 - Feb 2011
-22.81%
Mar 2007 - Feb 2009
9.09%
33 out of 363
US Inflation Adjusted +5.14% +33.37%
Mar 2009 - Feb 2011
-24.37%
Mar 2007 - Feb 2009
14.05%
51 out of 363
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.56% +24.89%
Mar 2009 - Feb 2012
-12.45%
Mar 2006 - Feb 2009
6.27%
22 out of 351
US Inflation Adjusted +5.28% +21.97%
Mar 2009 - Feb 2012
-14.32%
Mar 2006 - Feb 2009
13.96%
49 out of 351
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.57% +20.97%
Mar 2009 - Feb 2013
-7.41%
Mar 2005 - Feb 2009
3.24%
11 out of 339
US Inflation Adjusted +5.37% +18.26%
Mar 2009 - Feb 2013
-9.70%
Mar 2005 - Feb 2009
11.80%
40 out of 339
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.37% +18.49%
Mar 2009 - Feb 2014
-4.51%
Mar 2004 - Feb 2009
1.53%
5 out of 327
US Inflation Adjusted +5.35% +16.10%
Mar 2009 - Feb 2014
-6.97%
Mar 2004 - Feb 2009
6.42%
21 out of 327
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.12% +17.06%
Mar 2009 - Feb 2015
-0.17%
Mar 2003 - Feb 2009
0.32%
1 out of 315
US Inflation Adjusted +4.98% +15.10%
Mar 2009 - Feb 2015
-2.59%
Mar 2003 - Feb 2009
2.54%
8 out of 315
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.10% +13.85%
Mar 2009 - Feb 2016
-0.10%
Mar 2002 - Feb 2009
0.33%
1 out of 303
US Inflation Adjusted +4.95% +12.08%
Mar 2009 - Feb 2016
-2.61%
Mar 2002 - Feb 2009
1.65%
5 out of 303
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.25% +13.75%
Mar 2009 - Feb 2017
+0.51%
Mar 2001 - Feb 2009
0.00%
0 out of 291
US Inflation Adjusted +4.92% +11.81%
Mar 2009 - Feb 2017
-1.84%
Mar 2001 - Feb 2009
1.03%
3 out of 291
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.07% +12.39%
Mar 2009 - Feb 2018
+1.25%
Mar 2000 - Feb 2009
0.00%
0 out of 279
US Inflation Adjusted +4.66% +10.42%
Mar 2009 - Feb 2018
-1.24%
Mar 2000 - Feb 2009
0.72%
2 out of 279
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.87% +11.81%
Mar 2009 - Feb 2019
+1.60%
Mar 1999 - Feb 2009
0.00%
0 out of 267
US Inflation Adjusted +4.51% +9.87%
Mar 2009 - Feb 2019
-0.97%
Mar 1999 - Feb 2009
0.75%
2 out of 267
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.88% +11.30%
Mar 2009 - Feb 2020
+1.67%
Mar 1998 - Feb 2009
0.00%
0 out of 255
US Inflation Adjusted +4.50% +9.32%
Mar 2009 - Feb 2020
-0.81%
Mar 1998 - Feb 2009
0.78%
2 out of 255
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.66% +11.26%
Mar 2009 - Feb 2021
+2.84%
Mar 1997 - Feb 2009
0.00%
0 out of 243
US Inflation Adjusted +4.36% +9.29%
Mar 2009 - Feb 2021
+0.41%
Mar 1997 - Feb 2009
0.00%
0 out of 243
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.69% +10.95%
Mar 2009 - Feb 2022
+3.85%
Mar 1996 - Feb 2009
0.00%
0 out of 231
US Inflation Adjusted +4.34% +8.49%
Mar 2009 - Feb 2022
+1.35%
Mar 1996 - Feb 2009
0.00%
0 out of 231
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.81% +9.77%
Apr 1992 - Mar 2006
+4.78%
Apr 2006 - Mar 2020
0.00%
0 out of 219
US Inflation Adjusted +4.44% +7.04%
Dec 1992 - Nov 2006
+2.27%
Mar 1995 - Feb 2009
0.00%
0 out of 219
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.81% +9.93%
Feb 1992 - Jan 2007
+4.43%
Mar 1994 - Feb 2009
0.00%
0 out of 207
US Inflation Adjusted +4.45% +7.14%
Jan 1992 - Dec 2006
+1.88%
Mar 1994 - Feb 2009
0.00%
0 out of 207
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.79% +9.03%
Jan 1992 - Dec 2007
+4.65%
Nov 2007 - Oct 2023
0.00%
0 out of 195
US Inflation Adjusted +4.54% +6.17%
Jan 1992 - Dec 2007
+2.16%
Nov 2007 - Oct 2023
0.00%
0 out of 195
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.84% +8.17%
Feb 1995 - Jan 2012
+4.64%
Nov 2006 - Oct 2023
0.00%
0 out of 183
US Inflation Adjusted +4.55% +5.56%
Feb 1995 - Jan 2012
+2.09%
Nov 2006 - Oct 2023
0.00%
0 out of 183
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.97% +8.31%
Feb 1995 - Jan 2013
+5.19%
Nov 2005 - Oct 2023
0.00%
0 out of 171
US Inflation Adjusted +4.68% +5.78%
May 1995 - Apr 2013
+2.68%
Nov 2005 - Oct 2023
0.00%
0 out of 171
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.93% +8.37%
May 1992 - Apr 2011
+5.28%
Nov 2004 - Oct 2023
0.00%
0 out of 159
US Inflation Adjusted +4.73% +5.80%
Dec 1994 - Nov 2013
+2.67%
Nov 2004 - Oct 2023
0.00%
0 out of 159
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.02% +8.51%
Dec 1994 - Nov 2014
+5.59%
Nov 2003 - Oct 2023
0.00%
0 out of 147
US Inflation Adjusted +4.75% +6.05%
Feb 1995 - Jan 2015
+2.93%
Nov 2003 - Oct 2023
0.00%
0 out of 147
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 Dynamic 60/40 Income Portfolio: ETF allocation and returns page.