Consolidated Returns as of 30 June 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
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The annualized return of the last 10 years has been 5.49% (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 | +5.20% |
+27.64%
Aug 1982 - Jul 1983 |
-12.01%
Apr 2002 - Mar 2003 |
21.66%
112 out of 517 |
Euro Inflation Adjusted | +3.24% |
+24.09%
Aug 1982 - Jul 1983 |
-14.05%
Apr 2002 - Mar 2003 |
33.27%
172 out of 517 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.55% |
+16.45%
Apr 1982 - Mar 1984 |
-5.56%
Jun 2001 - May 2003 |
8.32%
42 out of 505 |
Euro Inflation Adjusted | +3.37% |
+14.44%
Jan 2009 - Dec 2010 |
-7.35%
Jun 2001 - May 2003 |
27.92%
141 out of 505 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.32% |
+14.43%
Jul 1982 - Jun 1985 |
-3.68%
May 2000 - Apr 2003 |
5.68%
28 out of 493 |
Euro Inflation Adjusted | +3.50% |
+11.66%
Jul 1982 - Jun 1985 |
-5.92%
May 2000 - Apr 2003 |
19.68%
97 out of 493 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+12.58%
Jun 1982 - May 1986 |
-1.52%
Sep 2000 - Aug 2004 |
2.91%
14 out of 481 |
Euro Inflation Adjusted | +3.44% |
+10.23%
Jun 1982 - May 1986 |
-3.65%
Sep 2000 - Aug 2004 |
13.31%
64 out of 481 |
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Annualized Rolling Returns - 5 Years (60 months)
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 469 |
Euro Inflation Adjusted | +3.36% |
+9.38%
May 1995 - Apr 2000 |
-2.58%
Oct 1987 - Sep 1992 |
7.89%
37 out of 469 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.33% |
+9.56%
Apr 2009 - Mar 2015 |
+1.31%
Oct 1986 - Sep 1992 |
0.00%
0 out of 457 |
Euro Inflation Adjusted | +3.30% |
+7.94%
Apr 2009 - Mar 2015 |
-1.39%
Oct 1986 - Sep 1992 |
3.94%
18 out of 457 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.00% |
+9.21%
Aug 1980 - Jul 1987 |
+2.07%
Apr 2002 - Mar 2009 |
0.00%
0 out of 445 |
Euro Inflation Adjusted | +3.15% |
+6.80%
Jul 1982 - Jun 1989 |
-0.21%
Aug 1988 - Jul 1995 |
0.90%
4 out of 445 |
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Annualized Rolling Returns - 8 Years (96 months)
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 433 |
Euro Inflation Adjusted | +3.21% |
+7.06%
Sep 1992 - Aug 2000 |
-0.79%
Nov 2000 - Oct 2008 |
3.46%
15 out of 433 |
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Annualized Rolling Returns - 9 Years (108 months)
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 421 |
Euro Inflation Adjusted | +3.16% |
+5.46%
Feb 1991 - Jan 2000 |
-0.29%
Apr 2000 - Mar 2009 |
0.95%
4 out of 421 |
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Annualized Rolling Returns - 10 Years (120 months)
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 409 |
Euro Inflation Adjusted | +3.19% |
+5.62%
Apr 2005 - Mar 2015 |
+0.80%
Apr 1985 - Mar 1995 |
0.00%
0 out of 409 |
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Annualized Rolling Returns - 11 Years (132 months)
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 397 |
Euro Inflation Adjusted | +3.11% |
+5.37%
Jan 2009 - Dec 2019 |
+1.05%
Apr 1998 - Mar 2009 |
0.00%
0 out of 397 |
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Annualized Rolling Returns - 12 Years (144 months)
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 385 |
Euro Inflation Adjusted | +2.93% |
+5.33%
Jan 2009 - Dec 2020 |
+1.54%
Aug 1983 - Jul 1995 |
0.00%
0 out of 385 |
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Annualized Rolling Returns - 13 Years (156 months)
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 373 |
Euro Inflation Adjusted | +3.05% |
+5.23%
Jan 2009 - Dec 2021 |
+1.78%
Sep 2000 - Aug 2013 |
0.00%
0 out of 373 |
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Annualized Rolling Returns - 14 Years (168 months)
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 361 |
Euro Inflation Adjusted | +3.17% |
+4.67%
Apr 2003 - Mar 2017 |
+1.56%
Jun 1989 - May 2003 |
0.00%
0 out of 361 |
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Annualized Rolling Returns - 15 Years (180 months)
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 349 |
Euro Inflation Adjusted | +3.22% |
+4.65%
Feb 2005 - Jan 2020 |
+1.56%
Jan 1994 - Dec 2008 |
0.00%
0 out of 349 |
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Annualized Rolling Returns - 16 Years (192 months)
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 337 |
Euro Inflation Adjusted | +3.11% |
+4.58%
Jan 2005 - Dec 2020 |
+1.54%
Aug 1987 - Jul 2003 |
0.00%
0 out of 337 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.21% |
+6.78%
Aug 1980 - Jul 1997 |
+3.96%
Jun 1986 - May 2003 |
0.00%
0 out of 325 |
Euro Inflation Adjusted | +3.17% |
+4.54%
Jan 2005 - Dec 2021 |
+1.52%
Aug 1987 - Jul 2004 |
0.00%
0 out of 325 |
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Annualized Rolling Returns - 18 Years (216 months)
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 313 |
Euro Inflation Adjusted | +3.21% |
+4.72%
Jul 1982 - Jun 2000 |
+1.70%
May 1987 - Apr 2005 |
0.00%
0 out of 313 |
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Annualized Rolling Returns - 19 Years (228 months)
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 301 |
Euro Inflation Adjusted | +3.24% |
+4.45%
Nov 1981 - Oct 2000 |
+1.80%
Sep 1989 - Aug 2008 |
0.00%
0 out of 301 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.08% |
+6.88%
Sep 1980 - Aug 2000 |
+4.26%
May 1985 - Apr 2005 |
0.00%
0 out of 289 |
Euro Inflation Adjusted | +3.09% |
+4.50%
Apr 1995 - Mar 2015 |
+1.87%
Aug 1988 - Jul 2008 |
0.00%
0 out of 289 |
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To obtain comprehensive information, please consult the Francesco Casarella Conservative Permanent Portfolio: ETF allocation and returns page.