Consolidated Returns as of 30 June 2024
Holding the Emerging Markets Stocks Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~49 years), the longest period with a negative return lasted 195 months (from November 2007 to January 2024).
This means that every rolling period of 196 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Emerging Markets Stocks 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
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The annualized return of the last 10 years has been 2.05% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.41% |
+111.70%
Jan 1991 - Dec 1991 |
-54.34%
Dec 2007 - Nov 2008 |
34.85%
199 out of 571 |
US Inflation Adjusted | +5.22% |
+105.57%
Jan 1991 - Dec 1991 |
-54.96%
Nov 2007 - Oct 2008 |
40.81%
233 out of 571 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.74% |
+64.67%
Jan 1988 - Dec 1989 |
-29.06%
Aug 1980 - Jul 1982 |
37.21%
208 out of 559 |
US Inflation Adjusted | +2.72% |
+57.54%
Jan 1988 - Dec 1989 |
-34.70%
Aug 1980 - Jul 1982 |
43.83%
245 out of 559 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.09% |
+60.25%
Jan 1989 - Dec 1991 |
-18.57%
Oct 1979 - Sep 1982 |
32.18%
176 out of 547 |
US Inflation Adjusted | +1.75% |
+53.18%
Jan 1989 - Dec 1991 |
-25.91%
Aug 1979 - Jul 1982 |
41.32%
226 out of 547 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.73% |
+54.04%
Jan 1988 - Dec 1991 |
-15.90%
Sep 1994 - Aug 1998 |
25.23%
135 out of 535 |
US Inflation Adjusted | +1.34% |
+47.31%
Jan 1988 - Dec 1991 |
-19.91%
Aug 1978 - Jul 1982 |
41.12%
220 out of 535 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.22% |
+49.02%
Jan 1989 - Dec 1993 |
-10.37%
Feb 1994 - Jan 1999 |
25.81%
135 out of 523 |
US Inflation Adjusted | +2.60% |
+43.40%
Jan 1989 - Dec 1993 |
-14.70%
Aug 1977 - Jul 1982 |
39.96%
209 out of 523 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+46.91%
Jan 1988 - Dec 1993 |
-7.23%
Mar 1997 - Feb 2003 |
26.03%
133 out of 511 |
US Inflation Adjusted | +2.57% |
+41.26%
Jan 1988 - Dec 1993 |
-13.01%
Aug 1976 - Jul 1982 |
38.94%
199 out of 511 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.96% |
+36.13%
Nov 1987 - Oct 1994 |
-8.52%
Dec 1980 - Nov 1987 |
15.83%
79 out of 499 |
US Inflation Adjusted | +2.68% |
+31.13%
Nov 1987 - Oct 1994 |
-12.34%
Dec 1980 - Nov 1987 |
35.07%
175 out of 499 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.86% |
+29.83%
Jan 1988 - Dec 1995 |
-6.39%
Jan 1980 - Dec 1987 |
14.17%
69 out of 487 |
US Inflation Adjusted | +3.57% |
+25.27%
Jan 1988 - Dec 1995 |
-11.04%
Jan 1980 - Dec 1987 |
31.01%
151 out of 487 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.22% |
+28.19%
Jan 1988 - Dec 1996 |
-5.04%
Feb 1994 - Jan 2003 |
10.53%
50 out of 475 |
US Inflation Adjusted | +3.60% |
+23.72%
Jan 1988 - Dec 1996 |
-9.35%
Jan 1979 - Dec 1987 |
30.32%
144 out of 475 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.72% |
+25.17%
Feb 1984 - Jan 1994 |
-2.16%
Jan 1978 - Dec 1987 |
3.02%
14 out of 463 |
US Inflation Adjusted | +5.11% |
+20.75%
Feb 1984 - Jan 1994 |
-8.02%
Jan 1978 - Dec 1987 |
26.13%
121 out of 463 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.35% |
+23.86%
Feb 1983 - Jan 1994 |
-1.38%
Jan 1977 - Dec 1987 |
1.33%
6 out of 451 |
US Inflation Adjusted | +5.79% |
+19.42%
Feb 1983 - Jan 1994 |
-7.31%
Jan 1977 - Dec 1987 |
20.18%
91 out of 451 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.61% |
+21.44%
Aug 1982 - Jul 1994 |
-0.72%
Jan 1976 - Dec 1987 |
1.82%
8 out of 439 |
US Inflation Adjusted | +5.57% |
+17.67%
Jan 1988 - Dec 1999 |
-6.60%
Jan 1976 - Dec 1987 |
15.26%
67 out of 439 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+18.98%
Aug 1982 - Jul 1995 |
+0.31%
Nov 2010 - Oct 2023 |
0.00%
0 out of 427 |
US Inflation Adjusted | +6.29% |
+14.95%
Aug 1984 - Jul 1997 |
-4.13%
Jan 1976 - Dec 1988 |
10.30%
44 out of 427 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.77% |
+17.89%
Aug 1982 - Jul 1996 |
+0.84%
Jun 2008 - May 2022 |
0.00%
0 out of 415 |
US Inflation Adjusted | +6.62% |
+13.95%
Aug 1982 - Jul 1996 |
-1.70%
Oct 1976 - Sep 1990 |
6.51%
27 out of 415 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.81% |
+18.23%
Aug 1982 - Jul 1997 |
-1.21%
Nov 2007 - Oct 2022 |
0.50%
2 out of 403 |
US Inflation Adjusted | +6.49% |
+14.37%
Aug 1982 - Jul 1997 |
-3.51%
Nov 2007 - Oct 2022 |
4.71%
19 out of 403 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.95% |
+15.87%
Jan 1988 - Dec 2003 |
-0.55%
Nov 2007 - Oct 2023 |
0.26%
1 out of 391 |
US Inflation Adjusted | +6.20% |
+12.50%
Jan 1988 - Dec 2003 |
-2.92%
Nov 2007 - Oct 2023 |
4.86%
19 out of 391 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.25% |
+16.89%
Oct 1990 - Sep 2007 |
+1.93%
Jul 2007 - Jun 2024 |
0.00%
0 out of 379 |
US Inflation Adjusted | +5.97% |
+13.81%
Oct 1990 - Sep 2007 |
-0.51%
Jul 2007 - Jun 2024 |
2.11%
8 out of 379 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.42% |
+17.25%
May 1988 - Apr 2006 |
+2.79%
Feb 2006 - Jan 2024 |
0.00%
0 out of 367 |
US Inflation Adjusted | +6.00% |
+13.80%
May 1988 - Apr 2006 |
+0.30%
Feb 2006 - Jan 2024 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.52% |
+18.56%
Nov 1988 - Oct 2007 |
+4.09%
Mar 1997 - Feb 2016 |
0.00%
0 out of 355 |
US Inflation Adjusted | +5.97% |
+15.14%
Nov 1988 - Oct 2007 |
+1.43%
Sep 1979 - Aug 1998 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+18.64%
Jan 1988 - Dec 2007 |
+4.57%
Feb 1994 - Jan 2014 |
0.00%
0 out of 343 |
US Inflation Adjusted | +5.55% |
+15.11%
Jan 1988 - Dec 2007 |
+1.51%
Sep 1978 - Aug 1998 |
0.00%
0 out of 343 |
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To obtain comprehensive information, please consult the Emerging Markets Stocks Portfolio: ETF allocation and returns page.