Francesco Casarella Conservative Permanent Portfolio: Rolling Returns

Data Source: from July 1980 to April 2024 (~44 years)
Consolidated Returns as of 30 April 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 April 2024

The annualized return of the last 10 years has been 5.54% (updated at Apr 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.

FRANCESCO CASARELLA CONSERVATIVE PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 July 1980 - 30 April 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
21.75%
112 out of 515
Euro Inflation Adjusted +3.22% +24.09%
Aug 1982 - Jul 1983
-14.05%
Apr 2002 - Mar 2003
33.40%
172 out of 515
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 +5.55% +16.45%
Apr 1982 - Mar 1984
-5.56%
Jun 2001 - May 2003
8.35%
42 out of 503
Euro Inflation Adjusted +3.37% +14.44%
Jan 2009 - Dec 2010
-7.35%
Jun 2001 - May 2003
28.03%
141 out of 503
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 +5.32% +14.43%
Jul 1982 - Jun 1985
-3.68%
May 2000 - Apr 2003
5.70%
28 out of 491
Euro Inflation Adjusted +3.59% +11.66%
Jul 1982 - Jun 1985
-5.92%
May 2000 - Apr 2003
19.35%
95 out of 491
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 +5.11% +12.58%
Jun 1982 - May 1986
-1.52%
Sep 2000 - Aug 2004
2.92%
14 out of 479
Euro Inflation Adjusted +3.44% +10.23%
Jun 1982 - May 1986
-3.65%
Sep 2000 - Aug 2004
13.36%
64 out of 479
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 +5.11% +11.12%
Apr 1995 - Mar 2000
-0.31%
May 2000 - Apr 2005
0.64%
3 out of 467
Euro Inflation Adjusted +3.37% +9.38%
May 1995 - Apr 2000
-2.58%
Oct 1987 - Sep 1992
7.92%
37 out of 467
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 +5.30% +9.56%
Apr 2009 - Mar 2015
+1.31%
Oct 1986 - Sep 1992
0.00%
0 out of 455
Euro Inflation Adjusted +3.31% +7.94%
Apr 2009 - Mar 2015
-1.39%
Oct 1986 - Sep 1992
3.96%
18 out of 455
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% +9.21%
Aug 1980 - Jul 1987
+2.07%
Apr 2002 - Mar 2009
0.00%
0 out of 443
Euro Inflation Adjusted +3.16% +6.80%
Jul 1982 - Jun 1989
-0.21%
Aug 1988 - Jul 1995
0.90%
4 out of 443
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 +5.07% +9.30%
Sep 1992 - Aug 2000
+1.52%
Nov 2000 - Oct 2008
0.00%
0 out of 431
Euro Inflation Adjusted +3.22% +7.06%
Sep 1992 - Aug 2000
-0.79%
Nov 2000 - Oct 2008
3.48%
15 out of 431
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 +5.18% +7.97%
Feb 1991 - Jan 2000
+1.84%
Apr 2000 - Mar 2009
0.00%
0 out of 419
Euro Inflation Adjusted +3.17% +5.46%
Feb 1991 - Jan 2000
-0.29%
Apr 2000 - Mar 2009
0.95%
4 out of 419
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 +5.25% +7.86%
Nov 1990 - Oct 2000
+3.13%
May 1999 - Apr 2009
0.00%
0 out of 407
Euro Inflation Adjusted +3.19% +5.62%
Apr 2005 - Mar 2015
+0.80%
Apr 1985 - Mar 1995
0.00%
0 out of 407
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 +5.19% +7.22%
Aug 1982 - Jul 1993
+3.08%
Apr 1998 - Mar 2009
0.00%
0 out of 395
Euro Inflation Adjusted +3.11% +5.37%
Jan 2009 - Dec 2019
+1.05%
Apr 1998 - Mar 2009
0.00%
0 out of 395
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 +5.14% +7.17%
Feb 1982 - Jan 1994
+3.49%
Aug 1997 - Jul 2009
0.00%
0 out of 383
Euro Inflation Adjusted +2.93% +5.33%
Jan 2009 - Dec 2020
+1.54%
Aug 1983 - Jul 1995
0.00%
0 out of 383
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 +5.28% +7.02%
Aug 1980 - Jul 1993
+3.87%
Sep 2000 - Aug 2013
0.00%
0 out of 371
Euro Inflation Adjusted +3.05% +5.23%
Jan 2009 - Dec 2021
+1.78%
Sep 2000 - Aug 2013
0.00%
0 out of 371
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 +5.39% +6.41%
Jun 1982 - May 1996
+3.83%
May 2000 - Apr 2014
0.00%
0 out of 359
Euro Inflation Adjusted +3.18% +4.67%
Apr 2003 - Mar 2017
+1.56%
Jun 1989 - May 2003
0.00%
0 out of 359
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 +5.38% +6.90%
Aug 1982 - Jul 1997
+3.67%
Jan 1994 - Dec 2008
0.00%
0 out of 347
Euro Inflation Adjusted +3.21% +4.65%
Feb 2005 - Jan 2020
+1.56%
Jan 1994 - Dec 2008
0.00%
0 out of 347
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 +5.25% +6.91%
Apr 1982 - Mar 1998
+3.99%
Aug 1987 - Jul 2003
0.00%
0 out of 335
Euro Inflation Adjusted +3.10% +4.58%
Jan 2005 - Dec 2020
+1.54%
Aug 1987 - Jul 2003
0.00%
0 out of 335
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 +5.20% +6.78%
Aug 1980 - Jul 1997
+3.96%
Jun 1986 - May 2003
0.00%
0 out of 323
Euro Inflation Adjusted +3.17% +4.54%
Jan 2005 - Dec 2021
+1.52%
Aug 1987 - Jul 2004
0.00%
0 out of 323
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 +5.24% +7.12%
Apr 1982 - Mar 2000
+3.96%
Sep 2000 - Aug 2018
0.00%
0 out of 311
Euro Inflation Adjusted +3.21% +4.72%
Jul 1982 - Jun 2000
+1.70%
May 1987 - Apr 2005
0.00%
0 out of 311
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 +5.24% +6.88%
Nov 1981 - Oct 2000
+4.09%
Apr 1986 - Mar 2005
0.00%
0 out of 299
Euro Inflation Adjusted +3.24% +4.45%
Nov 1981 - Oct 2000
+1.80%
Sep 1989 - Aug 2008
0.00%
0 out of 299
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 +5.07% +6.88%
Sep 1980 - Aug 2000
+4.26%
May 1985 - Apr 2005
0.00%
0 out of 287
Euro Inflation Adjusted +3.09% +4.50%
Apr 1995 - Mar 2015
+1.87%
Aug 1988 - Jul 2008
0.00%
0 out of 287
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.