Consolidated Returns as of 31 March 2024
Holding the Frank Armstrong Ideal Index Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~54 years), the longest period with a negative return lasted 62 months (from January 2004 to February 2009).
This means that every rolling period of 63 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Frank Armstrong Ideal Index 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
The annualized return of the last 10 years has been 5.54% (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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.62% |
+48.42%
Jul 1982 - Jun 1983 |
-34.14%
Mar 2008 - Feb 2009 |
19.53%
125 out of 640 |
US Inflation Adjusted | +6.00% |
+44.84%
Jul 1982 - Jun 1983 |
-34.15%
Mar 2008 - Feb 2009 |
27.97%
179 out of 640 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.83% |
+35.19%
May 1985 - Apr 1987 |
-18.86%
Mar 2007 - Feb 2009 |
10.83%
68 out of 628 |
US Inflation Adjusted | +5.73% |
+31.73%
May 1985 - Apr 1987 |
-20.50%
Mar 2007 - Feb 2009 |
19.59%
123 out of 628 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.23% |
+32.10%
Aug 1984 - Jul 1987 |
-9.11%
Mar 2006 - Feb 2009 |
7.31%
45 out of 616 |
US Inflation Adjusted | +5.45% |
+28.23%
Aug 1984 - Jul 1987 |
-11.05%
Mar 2006 - Feb 2009 |
16.56%
102 out of 616 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.68% |
+27.58%
Aug 1982 - Jul 1986 |
-4.10%
Mar 2005 - Feb 2009 |
1.16%
7 out of 604 |
US Inflation Adjusted | +5.19% |
+23.93%
Aug 1982 - Jul 1986 |
-6.47%
Mar 2005 - Feb 2009 |
14.07%
85 out of 604 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.84% |
+27.40%
Aug 1982 - Jul 1987 |
-1.14%
Mar 2004 - Feb 2009 |
0.68%
4 out of 592 |
US Inflation Adjusted | +5.02% |
+23.52%
Aug 1982 - Jul 1987 |
-4.68%
Jan 1970 - Dec 1974 |
10.14%
60 out of 592 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.62% |
+23.04%
Oct 1981 - Sep 1987 |
+2.26%
Apr 2014 - Mar 2020 |
0.00%
0 out of 580 |
US Inflation Adjusted | +4.79% |
+18.95%
Aug 1982 - Jul 1988 |
-1.22%
Dec 1972 - Nov 1978 |
2.59%
15 out of 580 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.50% |
+22.08%
Aug 1982 - Jul 1989 |
+2.11%
Mar 2002 - Feb 2009 |
0.00%
0 out of 568 |
US Inflation Adjusted | +5.15% |
+17.89%
Aug 1982 - Jul 1989 |
-0.74%
Apr 1973 - Mar 1980 |
1.06%
6 out of 568 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.90% |
+19.99%
Jun 1979 - May 1987 |
+1.49%
Mar 2001 - Feb 2009 |
0.00%
0 out of 556 |
US Inflation Adjusted | +5.25% |
+15.06%
Oct 1981 - Sep 1989 |
-0.88%
Mar 2001 - Feb 2009 |
0.72%
4 out of 556 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+19.82%
Apr 1978 - Mar 1987 |
+1.41%
Mar 2000 - Feb 2009 |
0.00%
0 out of 544 |
US Inflation Adjusted | +5.41% |
+13.15%
Apr 1980 - Mar 1989 |
-1.08%
Mar 2000 - Feb 2009 |
0.55%
3 out of 544 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+19.33%
Sep 1977 - Aug 1987 |
+2.74%
Mar 1999 - Feb 2009 |
0.00%
0 out of 532 |
US Inflation Adjusted | +5.47% |
+12.10%
Aug 1982 - Jul 1992 |
-0.29%
Aug 1972 - Jul 1982 |
0.38%
2 out of 532 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.05% |
+18.62%
Sep 1976 - Aug 1987 |
+2.53%
Mar 1998 - Feb 2009 |
0.00%
0 out of 520 |
US Inflation Adjusted | +5.64% |
+12.49%
Aug 1982 - Jul 1993 |
+0.02%
Mar 1998 - Feb 2009 |
0.00%
0 out of 520 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+18.65%
Oct 1974 - Sep 1986 |
+3.66%
Mar 1997 - Feb 2009 |
0.00%
0 out of 508 |
US Inflation Adjusted | +5.45% |
+11.60%
Aug 1982 - Jul 1994 |
+1.21%
Mar 1997 - Feb 2009 |
0.00%
0 out of 508 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.89% |
+19.28%
Oct 1974 - Sep 1987 |
+3.50%
Apr 2007 - Mar 2020 |
0.00%
0 out of 496 |
US Inflation Adjusted | +5.49% |
+12.00%
Oct 1974 - Sep 1987 |
+1.70%
Apr 2007 - Mar 2020 |
0.00%
0 out of 496 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+17.75%
Oct 1974 - Sep 1988 |
+4.14%
Apr 2006 - Mar 2020 |
0.00%
0 out of 484 |
US Inflation Adjusted | +5.37% |
+10.91%
Jul 1982 - Jun 1996 |
+2.24%
Apr 2006 - Mar 2020 |
0.00%
0 out of 484 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.61% |
+17.85%
Oct 1974 - Sep 1989 |
+3.92%
Oct 2007 - Sep 2022 |
0.00%
0 out of 472 |
US Inflation Adjusted | +5.61% |
+11.37%
Aug 1982 - Jul 1997 |
+1.51%
Oct 2007 - Sep 2022 |
0.00%
0 out of 472 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+15.79%
Aug 1974 - Jul 1990 |
+3.99%
Nov 2007 - Oct 2023 |
0.00%
0 out of 460 |
US Inflation Adjusted | +5.57% |
+10.89%
Jul 1982 - Jun 1998 |
+1.52%
Nov 2007 - Oct 2023 |
0.00%
0 out of 460 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.66% |
+16.02%
Oct 1974 - Sep 1991 |
+4.63%
Nov 2006 - Oct 2023 |
0.00%
0 out of 448 |
US Inflation Adjusted | +5.53% |
+10.54%
Aug 1982 - Jul 1999 |
+2.07%
Nov 2006 - Oct 2023 |
0.00%
0 out of 448 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+15.41%
Oct 1974 - Sep 1992 |
+5.35%
Nov 2005 - Oct 2023 |
0.00%
0 out of 436 |
US Inflation Adjusted | +5.67% |
+10.22%
Aug 1982 - Jul 2000 |
+2.84%
Nov 2005 - Oct 2023 |
0.00%
0 out of 436 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.05% |
+15.71%
Oct 1974 - Sep 1993 |
+5.50%
Jan 2000 - Dec 2018 |
0.00%
0 out of 424 |
US Inflation Adjusted | +5.73% |
+9.48%
Oct 1974 - Sep 1993 |
+2.95%
Mar 1990 - Feb 2009 |
0.00%
0 out of 424 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+14.99%
Oct 1974 - Sep 1994 |
+5.01%
Apr 2000 - Mar 2020 |
0.00%
0 out of 412 |
US Inflation Adjusted | +5.69% |
+9.41%
Apr 1980 - Mar 2000 |
+2.87%
Mar 1989 - Feb 2009 |
0.00%
0 out of 412 |
To obtain comprehensive information, please consult the Frank Armstrong Ideal Index Portfolio: ETF allocation and returns page.