Francesco Casarella Conservative Permanent Portfolio: Rolling Returns

Data Source: from July 1980 to May 2024 (~44 years)
Consolidated Returns as of 31 May 2024

Holding the Francesco Casarella Conservative Permanent Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~44 years), the longest period with a negative return lasted 61 months (from March 2000 to March 2005).

This means that every rolling period of 62 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Francesco Casarella Conservative Permanent 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

FRANCESCO CASARELLA CONSERVATIVE PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 5.48% (updated at May 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.

FRANCESCO CASARELLA CONSERVATIVE PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 July 1980 - 31 May 2024 (~44 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.17% +27.64%
Aug 1982 - Jul 1983
-12.01%
Apr 2002 - Mar 2003
21.71%
112 out of 516
Euro Inflation Adjusted +3.22% +24.09%
Aug 1982 - Jul 1983
-14.05%
Apr 2002 - Mar 2003
33.33%
172 out of 516
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 +5.51% +16.45%
Apr 1982 - Mar 1984
-5.56%
Jun 2001 - May 2003
8.33%
42 out of 504
Euro Inflation Adjusted +3.37% +14.44%
Jan 2009 - Dec 2010
-7.35%
Jun 2001 - May 2003
27.98%
141 out of 504
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 +5.31% +14.43%
Jul 1982 - Jun 1985
-3.68%
May 2000 - Apr 2003
5.69%
28 out of 492
Euro Inflation Adjusted +3.50% +11.66%
Jul 1982 - Jun 1985
-5.92%
May 2000 - Apr 2003
19.51%
96 out of 492
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 +5.10% +12.58%
Jun 1982 - May 1986
-1.52%
Sep 2000 - Aug 2004
2.92%
14 out of 480
Euro Inflation Adjusted +3.44% +10.23%
Jun 1982 - May 1986
-3.65%
Sep 2000 - Aug 2004
13.33%
64 out of 480
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 +5.11% +11.12%
Apr 1995 - Mar 2000
-0.31%
May 2000 - Apr 2005
0.64%
3 out of 468
Euro Inflation Adjusted +3.36% +9.38%
May 1995 - Apr 2000
-2.58%
Oct 1987 - Sep 1992
7.91%
37 out of 468
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 +5.30% +9.56%
Apr 2009 - Mar 2015
+1.31%
Oct 1986 - Sep 1992
0.00%
0 out of 456
Euro Inflation Adjusted +3.30% +7.94%
Apr 2009 - Mar 2015
-1.39%
Oct 1986 - Sep 1992
3.95%
18 out of 456
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 +4.96% +9.21%
Aug 1980 - Jul 1987
+2.07%
Apr 2002 - Mar 2009
0.00%
0 out of 444
Euro Inflation Adjusted +3.15% +6.80%
Jul 1982 - Jun 1989
-0.21%
Aug 1988 - Jul 1995
0.90%
4 out of 444
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 +5.07% +9.30%
Sep 1992 - Aug 2000
+1.52%
Nov 2000 - Oct 2008
0.00%
0 out of 432
Euro Inflation Adjusted +3.21% +7.06%
Sep 1992 - Aug 2000
-0.79%
Nov 2000 - Oct 2008
3.47%
15 out of 432
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 +5.18% +7.97%
Feb 1991 - Jan 2000
+1.84%
Apr 2000 - Mar 2009
0.00%
0 out of 420
Euro Inflation Adjusted +3.16% +5.46%
Feb 1991 - Jan 2000
-0.29%
Apr 2000 - Mar 2009
0.95%
4 out of 420
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 +5.25% +7.86%
Nov 1990 - Oct 2000
+3.13%
May 1999 - Apr 2009
0.00%
0 out of 408
Euro Inflation Adjusted +3.19% +5.62%
Apr 2005 - Mar 2015
+0.80%
Apr 1985 - Mar 1995
0.00%
0 out of 408
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 +5.19% +7.22%
Aug 1982 - Jul 1993
+3.08%
Apr 1998 - Mar 2009
0.00%
0 out of 396
Euro Inflation Adjusted +3.09% +5.37%
Jan 2009 - Dec 2019
+1.05%
Apr 1998 - Mar 2009
0.00%
0 out of 396
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 +5.13% +7.17%
Feb 1982 - Jan 1994
+3.49%
Aug 1997 - Jul 2009
0.00%
0 out of 384
Euro Inflation Adjusted +2.93% +5.33%
Jan 2009 - Dec 2020
+1.54%
Aug 1983 - Jul 1995
0.00%
0 out of 384
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 +5.28% +7.02%
Aug 1980 - Jul 1993
+3.87%
Sep 2000 - Aug 2013
0.00%
0 out of 372
Euro Inflation Adjusted +3.04% +5.23%
Jan 2009 - Dec 2021
+1.78%
Sep 2000 - Aug 2013
0.00%
0 out of 372
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 +5.39% +6.41%
Jun 1982 - May 1996
+3.83%
May 2000 - Apr 2014
0.00%
0 out of 360
Euro Inflation Adjusted +3.17% +4.67%
Apr 2003 - Mar 2017
+1.56%
Jun 1989 - May 2003
0.00%
0 out of 360
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 +5.38% +6.90%
Aug 1982 - Jul 1997
+3.67%
Jan 1994 - Dec 2008
0.00%
0 out of 348
Euro Inflation Adjusted +3.21% +4.65%
Feb 2005 - Jan 2020
+1.56%
Jan 1994 - Dec 2008
0.00%
0 out of 348
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 +5.25% +6.91%
Apr 1982 - Mar 1998
+3.99%
Aug 1987 - Jul 2003
0.00%
0 out of 336
Euro Inflation Adjusted +3.10% +4.58%
Jan 2005 - Dec 2020
+1.54%
Aug 1987 - Jul 2003
0.00%
0 out of 336
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 +5.20% +6.78%
Aug 1980 - Jul 1997
+3.96%
Jun 1986 - May 2003
0.00%
0 out of 324
Euro Inflation Adjusted +3.17% +4.54%
Jan 2005 - Dec 2021
+1.52%
Aug 1987 - Jul 2004
0.00%
0 out of 324
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 +5.24% +7.12%
Apr 1982 - Mar 2000
+3.96%
Sep 2000 - Aug 2018
0.00%
0 out of 312
Euro Inflation Adjusted +3.20% +4.72%
Jul 1982 - Jun 2000
+1.70%
May 1987 - Apr 2005
0.00%
0 out of 312
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 +5.24% +6.88%
Nov 1981 - Oct 2000
+4.09%
Apr 1986 - Mar 2005
0.00%
0 out of 300
Euro Inflation Adjusted +3.24% +4.45%
Nov 1981 - Oct 2000
+1.80%
Sep 1989 - Aug 2008
0.00%
0 out of 300
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 +5.07% +6.88%
Sep 1980 - Aug 2000
+4.26%
May 1985 - Apr 2005
0.00%
0 out of 288
Euro Inflation Adjusted +3.09% +4.50%
Apr 1995 - Mar 2015
+1.87%
Aug 1988 - Jul 2008
0.00%
0 out of 288
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 Francesco Casarella Conservative Permanent Portfolio: ETF allocation and returns page.