Emerging Markets Stocks Portfolio: Rolling Returns

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

EMERGING MARKETS STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 2.24% (updated at Mar 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.

EMERGING MARKETS STOCKS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1976 - 31 March 2024 (~48 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.30% +111.70%
Jan 1991 - Dec 1991 		-54.34%
Dec 2007 - Nov 2008 		35.04%
199 out of 568
US Inflation Adjusted +5.12% +105.57%
Jan 1991 - Dec 1991 		-54.96%
Nov 2007 - Oct 2008 		41.02%
233 out of 568
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 +7.75% +64.67%
Jan 1988 - Dec 1989 		-29.06%
Aug 1980 - Jul 1982 		37.41%
208 out of 556
US Inflation Adjusted +2.84% +57.54%
Jan 1988 - Dec 1989 		-34.70%
Aug 1980 - Jul 1982 		43.71%
243 out of 556
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 +5.14% +60.25%
Jan 1989 - Dec 1991 		-18.57%
Oct 1979 - Sep 1982 		31.80%
173 out of 544
US Inflation Adjusted +1.79% +53.18%
Jan 1989 - Dec 1991 		-25.91%
Aug 1979 - Jul 1982 		40.99%
223 out of 544
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 +4.67% +54.04%
Jan 1988 - Dec 1991 		-15.90%
Sep 1994 - Aug 1998 		25.38%
135 out of 532
US Inflation Adjusted +1.35% +47.31%
Jan 1988 - Dec 1991 		-19.91%
Aug 1978 - Jul 1982 		40.79%
217 out of 532
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 +5.31% +49.02%
Jan 1989 - Dec 1993 		-10.37%
Feb 1994 - Jan 1999 		25.96%
135 out of 520
US Inflation Adjusted +2.64% +43.40%
Jan 1989 - Dec 1993 		-14.70%
Aug 1977 - Jul 1982 		39.62%
206 out of 520
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 +4.79% +46.91%
Jan 1988 - Dec 1993 		-7.23%
Mar 1997 - Feb 2003 		26.18%
133 out of 508
US Inflation Adjusted +2.58% +41.26%
Jan 1988 - Dec 1993 		-13.01%
Aug 1976 - Jul 1982 		38.58%
196 out of 508
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 +4.96% +36.13%
Nov 1987 - Oct 1994 		-8.52%
Dec 1980 - Nov 1987 		15.93%
79 out of 496
US Inflation Adjusted +2.71% +31.13%
Nov 1987 - Oct 1994 		-12.34%
Dec 1980 - Nov 1987 		34.68%
172 out of 496
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 +5.89% +29.83%
Jan 1988 - Dec 1995 		-6.39%
Jan 1980 - Dec 1987 		14.26%
69 out of 484
US Inflation Adjusted +3.66% +25.27%
Jan 1988 - Dec 1995 		-11.04%
Jan 1980 - Dec 1987 		31.20%
151 out of 484
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 +6.25% +28.19%
Jan 1988 - Dec 1996 		-5.04%
Feb 1994 - Jan 2003 		10.59%
50 out of 472
US Inflation Adjusted +3.61% +23.72%
Jan 1988 - Dec 1996 		-9.35%
Jan 1979 - Dec 1987 		29.87%
141 out of 472
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 +7.81% +25.17%
Feb 1984 - Jan 1994 		-2.16%
Jan 1978 - Dec 1987 		3.04%
14 out of 460
US Inflation Adjusted +5.12% +20.75%
Feb 1984 - Jan 1994 		-8.02%
Jan 1978 - Dec 1987 		25.65%
118 out of 460
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 +8.55% +23.86%
Feb 1983 - Jan 1994 		-1.38%
Jan 1977 - Dec 1987 		1.34%
6 out of 448
US Inflation Adjusted +5.94% +19.42%
Feb 1983 - Jan 1994 		-7.31%
Jan 1977 - Dec 1987 		19.87%
89 out of 448
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 +8.64% +21.44%
Aug 1982 - Jul 1994 		-0.72%
Jan 1976 - Dec 1987 		1.83%
8 out of 436
US Inflation Adjusted +5.59% +17.67%
Jan 1988 - Dec 1999 		-6.60%
Jan 1976 - Dec 1987 		15.14%
66 out of 436
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 +9.19% +18.98%
Aug 1982 - Jul 1995 		+0.31%
Nov 2010 - Oct 2023 		0.00%
0 out of 424
US Inflation Adjusted +6.30% +14.95%
Aug 1984 - Jul 1997 		-4.13%
Jan 1976 - Dec 1988 		9.67%
41 out of 424
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 +9.79% +17.89%
Aug 1982 - Jul 1996 		+0.84%
Jun 2008 - May 2022 		0.00%
0 out of 412
US Inflation Adjusted +6.67% +13.95%
Aug 1982 - Jul 1996 		-1.70%
Oct 1976 - Sep 1990 		6.31%
26 out of 412
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 +9.82% +18.23%
Aug 1982 - Jul 1997 		-1.21%
Nov 2007 - Oct 2022 		0.50%
2 out of 400
US Inflation Adjusted +6.50% +14.37%
Aug 1982 - Jul 1997 		-3.51%
Nov 2007 - Oct 2022 		4.75%
19 out of 400
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 +9.95% +15.87%
Jan 1988 - Dec 2003 		-0.55%
Nov 2007 - Oct 2023 		0.26%
1 out of 388
US Inflation Adjusted +6.20% +12.50%
Jan 1988 - Dec 2003 		-2.92%
Nov 2007 - Oct 2023 		4.12%
16 out of 388
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 +9.26% +16.89%
Oct 1990 - Sep 2007 		+2.11%
Feb 2007 - Jan 2024 		0.00%
0 out of 376
US Inflation Adjusted +5.99% +13.81%
Oct 1990 - Sep 2007 		-0.38%
Feb 2007 - Jan 2024 		1.33%
5 out of 376
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 +9.45% +17.25%
May 1988 - Apr 2006 		+2.79%
Feb 2006 - Jan 2024 		0.00%
0 out of 364
US Inflation Adjusted +6.01% +13.80%
May 1988 - Apr 2006 		+0.30%
Feb 2006 - Jan 2024 		0.00%
0 out of 364
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 +9.55% +18.56%
Nov 1988 - Oct 2007 		+4.09%
Mar 1997 - Feb 2016 		0.00%
0 out of 352
US Inflation Adjusted +5.98% +15.14%
Nov 1988 - Oct 2007 		+1.43%
Sep 1979 - Aug 1998 		0.00%
0 out of 352
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 +8.85% +18.64%
Jan 1988 - Dec 2007 		+4.57%
Feb 1994 - Jan 2014 		0.00%
0 out of 340
US Inflation Adjusted +5.55% +15.11%
Jan 1988 - Dec 2007 		+1.51%
Sep 1978 - Aug 1998 		0.00%
0 out of 340
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 Emerging Markets Stocks Portfolio: ETF allocation and returns page.