Roger Gibson Five Asset Portfolio: Rolling Returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024

Holding the Roger Gibson Five Asset Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 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 Roger Gibson Five Asset 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

ROGER GIBSON FIVE ASSET PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 5.52% (updated at Jan 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.

ROGER GIBSON FIVE ASSET PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -40.59 03/2008
02/2009
0.59$ -3.40 0.96$ 8.58 1.08$ 19.56 1.19$ 47.13 03/2009
02/2010
1.47$ 3.56 21.78%
2Y -20.89 03/2007
02/2009
0.62$ -0.27 0.99$ 8.23 1.17$ 15.91 1.34$ 34.54 03/2009
02/2011
1.80$ -0.07 16.32%
3Y -10.40 03/2006
02/2009
0.71$ 2.04 1.06$ 7.91 1.25$ 13.92 1.47$ 22.84 03/2009
02/2012
1.85$ 6.06 8.92%
4Y -4.91 03/2005
02/2009
0.81$ 2.71 1.11$ 7.01 1.31$ 11.79 1.56$ 19.01 04/2003
03/2007
2.00$ 6.48 3.19%
5Y -1.76 03/2004
02/2009
0.91$ 3.32 1.17$ 6.23 1.35$ 11.87 1.75$ 17.70 11/2002
10/2007
2.25$ 7.22 0.66%
6Y 0.77 04/2014
03/2020
1.04$ 4.19 1.27$ 6.42 1.45$ 11.01 1.87$ 15.08 11/2001
10/2007
2.32$ 5.59 0.00%
7Y 1.70 04/2013
03/2020
1.12$ 4.73 1.38$ 7.02 1.60$ 9.86 1.93$ 12.41 09/1998
08/2005
2.26$ 6.63 0.00%
8Y 1.92 03/2008
02/2016
1.16$ 4.46 1.41$ 6.97 1.71$ 9.77 2.10$ 12.42 03/1999
02/2007
2.55$ 7.62 0.00%
9Y 2.29 03/2007
02/2016
1.22$ 4.46 1.48$ 6.82 1.81$ 10.23 2.40$ 12.19 11/1998
10/2007
2.81$ 5.60 0.00%
10Y 3.26 12/2006
11/2016
1.37$ 4.46 1.54$ 7.03 1.97$ 10.25 2.65$ 11.28 03/1995
02/2005
2.91$ 5.52 0.00%
11Y 2.93 01/2008
12/2018
1.37$ 4.60 1.64$ 7.06 2.11$ 10.10 2.88$ 11.66 02/1995
01/2006
3.36$ 5.38 0.00%
12Y 2.42 04/2008
03/2020
1.33$ 4.88 1.77$ 7.12 2.28$ 9.48 2.96$ 11.87 12/1994
11/2006
3.84$ 5.78 0.00%
13Y 2.67 04/2007
03/2020
1.40$ 4.89 1.85$ 7.20 2.46$ 8.41 2.85$ 11.53 11/1994
10/2007
4.13$ 5.55 0.00%
14Y 3.41 04/2006
03/2020
1.59$ 5.22 2.04$ 7.26 2.66$ 8.10 2.97$ 10.87 06/1994
05/2008
4.24$ 6.69 0.00%
15Y 3.99 06/2008
05/2023
1.79$ 5.25 2.15$ 7.24 2.85$ 8.25 3.28$ 8.93 05/1995
04/2010
3.60$ 8.12 0.00%
16Y 3.89 11/2007
10/2023
1.84$ 5.55 2.37$ 7.21 3.04$ 8.19 3.52$ 9.57 05/1995
04/2011
4.31$ 4.84 0.00%
17Y 4.52 11/2006
10/2023
2.11$ 6.25 2.80$ 7.04 3.17$ 8.31 3.88$ 9.16 05/1994
04/2011
4.43$ 4.81 0.00%
18Y 5.15 10/2005
09/2023
2.46$ 6.19 2.94$ 7.10 3.43$ 8.31 4.20$ 9.07 02/1995
01/2013
4.76$ 5.27 0.00%
19Y 5.55 11/2004
10/2023
2.79$ 6.29 3.18$ 7.11 3.68$ 8.36 4.60$ 8.99 03/1995
02/2014
5.13$ 5.93 0.00%
20Y 5.41 04/2000
03/2020
2.86$ 6.64 3.61$ 7.10 3.94$ 8.04 4.69$ 8.75 12/1994
11/2014
5.35$ 6.22 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -40.60 03/2008
02/2009
0.59$ -5.00 0.95$ 6.20 1.06$ 15.85 1.15$ 44.04 03/2009
02/2010
1.44$ 0.44 27.51%
2Y -22.49 03/2007
02/2009
0.60$ -2.12 0.95$ 5.76 1.11$ 12.39 1.26$ 31.72 03/2009
02/2011
1.73$ -4.58 21.96%
3Y -12.31 03/2006
02/2009
0.67$ 0.39 1.01$ 5.28 1.16$ 11.05 1.36$ 19.97 03/2009
02/2012
1.72$ 0.38 12.62%
4Y -7.27 03/2005
02/2009
0.73$ 0.87 1.03$ 4.37 1.18$ 9.05 1.41$ 15.92 03/2009
02/2013
1.80$ 1.82 9.58%
5Y -4.29 03/2004
02/2009
0.80$ 1.26 1.06$ 3.85 1.20$ 9.29 1.55$ 14.37 11/2002
10/2007
1.95$ 2.94 3.65%
6Y -0.72 04/2014
03/2020
0.95$ 2.13 1.13$ 3.94 1.26$ 8.25 1.60$ 12.26 03/2009
02/2015
2.00$ 1.81 0.35%
7Y 0.17 04/2013
03/2020
1.01$ 2.66 1.20$ 4.51 1.36$ 7.13 1.61$ 9.52 09/1998
08/2005
1.88$ 3.03 0.00%
8Y 0.14 03/2001
02/2009
1.01$ 2.22 1.19$ 4.71 1.44$ 7.05 1.72$ 9.44 03/1999
02/2007
2.05$ 4.12 0.00%
9Y 0.42 03/2000
02/2009
1.03$ 1.97 1.19$ 4.64 1.50$ 7.59 1.93$ 9.19 11/1998
10/2007
2.20$ 2.40 0.00%
10Y 1.41 12/2006
11/2016
1.15$ 2.43 1.27$ 4.72 1.58$ 7.46 2.05$ 8.61 03/1995
02/2005
2.28$ 2.66 0.00%
11Y 1.27 01/2008
12/2018
1.14$ 2.65 1.33$ 4.88 1.68$ 7.30 2.17$ 8.85 02/1995
01/2006
2.54$ 2.64 0.00%
12Y 0.81 04/2008
03/2020
1.10$ 2.74 1.38$ 4.60 1.71$ 7.03 2.26$ 9.12 12/1994
11/2006
2.84$ 3.11 0.00%
13Y 0.88 04/2007
03/2020
1.12$ 3.02 1.47$ 4.78 1.83$ 6.05 2.14$ 8.68 11/1994
10/2007
2.95$ 2.85 0.00%
14Y 1.53 04/2006
03/2020
1.23$ 3.20 1.55$ 4.92 1.95$ 5.57 2.13$ 7.92 06/1994
05/2008
2.90$ 4.03 0.00%
15Y 1.60 11/2007
10/2022
1.26$ 3.11 1.58$ 4.83 2.02$ 5.71 2.30$ 6.35 05/1995
04/2010
2.51$ 5.42 0.00%
16Y 1.42 11/2007
10/2023
1.25$ 3.40 1.70$ 4.88 2.14$ 5.66 2.41$ 6.95 03/1995
02/2011
2.93$ 2.39 0.00%
17Y 1.96 11/2006
10/2023
1.39$ 4.03 1.95$ 4.76 2.20$ 5.78 2.59$ 6.50 03/1995
02/2012
2.91$ 2.25 0.00%
18Y 2.63 10/2005
09/2023
1.59$ 4.02 2.03$ 4.85 2.34$ 5.80 2.75$ 6.48 02/1995
01/2013
3.09$ 2.73 0.00%
19Y 2.94 11/2004
10/2023
1.73$ 3.93 2.08$ 4.77 2.42$ 5.83 2.93$ 6.46 03/1995
02/2014
3.28$ 3.29 0.00%
20Y 3.26 04/2000
03/2020
1.90$ 4.23 2.29$ 4.78 2.54$ 5.61 2.98$ 6.29 12/1994
11/2014
3.38$ 3.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -40.59 03/2008
02/2009
0.59$ -1.19 0.98$ 9.46 1.09$ 20.09 1.20$ 47.13 03/2009
02/2010
1.47$ 3.56 17.90%
2Y -20.89 03/2007
02/2009
0.62$ 1.40 1.02$ 9.38 1.19$ 16.18 1.34$ 34.54 03/2009
02/2011
1.80$ -0.07 12.33%
3Y -10.40 03/2006
02/2009
0.71$ 2.60 1.07$ 8.42 1.27$ 14.58 1.50$ 22.84 03/2009
02/2012
1.85$ 6.06 6.68%
4Y -4.91 03/2005
02/2009
0.81$ 3.43 1.14$ 8.73 1.39$ 12.39 1.59$ 20.30 10/1985
09/1989
2.09$ 6.48 2.37%
5Y -1.76 03/2004
02/2009
0.91$ 3.68 1.19$ 8.84 1.52$ 12.39 1.79$ 19.77 01/1985
12/1989
2.46$ 7.22 0.49%
6Y 0.77 04/2014
03/2020
1.04$ 4.52 1.30$ 8.10 1.59$ 11.48 1.91$ 16.28 05/1985
04/1991
2.47$ 5.59 0.00%
7Y 1.70 04/2013
03/2020
1.12$ 5.11 1.41$ 8.24 1.74$ 11.01 2.07$ 16.13 01/1985
12/1991
2.84$ 6.63 0.00%
8Y 1.92 03/2008
02/2016
1.16$ 5.10 1.48$ 8.50 1.92$ 10.65 2.24$ 14.84 05/1985
04/1993
3.02$ 7.62 0.00%
9Y 2.29 03/2007
02/2016
1.22$ 4.95 1.54$ 8.43 2.07$ 10.54 2.46$ 14.30 01/1985
12/1993
3.32$ 5.60 0.00%
10Y 3.26 12/2006
11/2016
1.37$ 5.23 1.66$ 8.26 2.21$ 10.69 2.76$ 12.83 01/1985
12/1994
3.34$ 5.52 0.00%
11Y 2.93 01/2008
12/2018
1.37$ 5.18 1.74$ 8.22 2.38$ 10.57 3.01$ 13.32 01/1985
12/1995
3.95$ 5.38 0.00%
12Y 2.42 04/2008
03/2020
1.33$ 5.29 1.85$ 8.38 2.62$ 10.52 3.32$ 13.82 01/1985
12/1996
4.72$ 5.78 0.00%
13Y 2.67 04/2007
03/2020
1.40$ 5.72 2.06$ 7.97 2.70$ 10.51 3.66$ 13.36 01/1985
12/1997
5.10$ 5.55 0.00%
14Y 3.41 04/2006
03/2020
1.59$ 5.61 2.14$ 7.88 2.89$ 10.33 3.96$ 12.32 01/1985
12/1998
5.08$ 6.69 0.00%
15Y 3.99 06/2008
05/2023
1.79$ 5.76 2.31$ 8.01 3.17$ 10.21 4.29$ 12.69 01/1985
12/1999
5.99$ 8.12 0.00%
16Y 3.89 11/2007
10/2023
1.84$ 6.08 2.56$ 7.88 3.36$ 10.14 4.68$ 12.65 01/1985
12/2000
6.72$ 4.84 0.00%
17Y 4.52 11/2006
10/2023
2.11$ 6.48 2.90$ 7.85 3.61$ 10.18 5.20$ 11.30 01/1985
12/2001
6.16$ 4.81 0.00%
18Y 5.15 10/2005
09/2023
2.46$ 6.55 3.13$ 7.99 3.98$ 10.38 5.91$ 11.09 02/1986
01/2004
6.64$ 5.27 0.00%
19Y 5.55 11/2004
10/2023
2.79$ 6.52 3.32$ 8.08 4.37$ 10.51 6.67$ 11.72 01/1985
12/2003
8.20$ 5.93 0.00%
20Y 5.41 04/2000
03/2020
2.86$ 6.85 3.75$ 8.01 4.67$ 10.38 7.20$ 11.98 01/1985
12/2004
9.61$ 6.22 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -40.60 03/2008
02/2009
0.59$ -3.51 0.96$ 6.51 1.06$ 16.61 1.16$ 44.04 03/2009
02/2010
1.44$ 0.44 24.89%
2Y -22.49 03/2007
02/2009
0.60$ -0.85 0.98$ 5.99 1.12$ 12.57 1.26$ 31.72 03/2009
02/2011
1.73$ -4.58 16.82%
3Y -12.31 03/2006
02/2009
0.67$ 0.90 1.02$ 5.69 1.18$ 11.19 1.37$ 19.97 03/2009
02/2012
1.72$ 0.38 9.45%
4Y -7.27 03/2005
02/2009
0.73$ 1.64 1.06$ 5.47 1.23$ 9.13 1.41$ 16.06 10/1985
09/1989
1.81$ 1.82 7.11%
5Y -4.29 03/2004
02/2009
0.80$ 1.66 1.08$ 5.83 1.32$ 9.32 1.56$ 15.54 01/1985
12/1989
2.05$ 2.94 2.68%
6Y -0.72 04/2014
03/2020
0.95$ 2.44 1.15$ 5.37 1.36$ 8.33 1.61$ 12.26 03/2009
02/2015
2.00$ 1.81 0.25%
7Y 0.17 04/2013
03/2020
1.01$ 2.89 1.22$ 5.42 1.44$ 7.88 1.70$ 11.74 01/1985
12/1991
2.17$ 3.03 0.00%
8Y 0.14 03/2001
02/2009
1.01$ 2.82 1.24$ 5.77 1.56$ 7.41 1.77$ 10.69 10/1985
09/1993
2.25$ 4.12 0.00%
9Y 0.42 03/2000
02/2009
1.03$ 2.63 1.26$ 5.77 1.65$ 7.62 1.93$ 10.22 01/1985
12/1993
2.40$ 2.40 0.00%
10Y 1.41 12/2006
11/2016
1.15$ 2.80 1.31$ 5.68 1.73$ 7.67 2.09$ 8.92 01/1985
12/1994
2.35$ 2.66 0.00%
11Y 1.27 01/2008
12/2018
1.14$ 2.88 1.36$ 5.65 1.83$ 7.62 2.24$ 9.49 01/1985
12/1995
2.71$ 2.64 0.00%
12Y 0.81 04/2008
03/2020
1.10$ 3.11 1.44$ 5.69 1.94$ 7.51 2.38$ 9.99 01/1985
12/1996
3.13$ 3.11 0.00%
13Y 0.88 04/2007
03/2020
1.12$ 3.50 1.56$ 5.40 1.98$ 7.42 2.53$ 9.69 01/1985
12/1997
3.32$ 2.85 0.00%
14Y 1.53 04/2006
03/2020
1.23$ 3.52 1.62$ 5.36 2.07$ 7.44 2.73$ 8.81 01/1985
12/1998
3.26$ 4.03 0.00%
15Y 1.60 11/2007
10/2022
1.26$ 3.66 1.71$ 5.46 2.21$ 7.28 2.87$ 9.21 01/1985
12/1999
3.74$ 5.42 0.00%
16Y 1.42 11/2007
10/2023
1.25$ 3.91 1.84$ 5.40 2.31$ 7.09 2.99$ 9.16 01/1985
12/2000
4.06$ 2.39 0.00%
17Y 1.96 11/2006
10/2023
1.39$ 4.25 2.02$ 5.38 2.43$ 7.04 3.17$ 7.95 11/1990
10/2007
3.66$ 2.25 0.00%
18Y 2.63 10/2005
09/2023
1.59$ 4.31 2.13$ 5.45 2.59$ 7.15 3.46$ 7.88 02/1986
01/2004
3.91$ 2.73 0.00%
19Y 2.94 11/2004
10/2023
1.73$ 4.29 2.21$ 5.59 2.80$ 7.20 3.74$ 8.45 04/1985
03/2004
4.66$ 3.29 0.00%
20Y 3.26 04/2000
03/2020
1.90$ 4.54 2.42$ 5.38 2.85$ 7.09 3.93$ 8.69 01/1985
12/2004
5.29$ 3.55 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.46% +47.13%
Mar 2009 - Feb 2010
-40.59%
Mar 2008 - Feb 2009
17.90%
82 out of 458
US Inflation Adjusted +6.51% +44.04%
Mar 2009 - Feb 2010
-40.60%
Mar 2008 - Feb 2009
24.89%
114 out of 458
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 +9.38% +34.54%
Mar 2009 - Feb 2011
-20.89%
Mar 2007 - Feb 2009
12.33%
55 out of 446
US Inflation Adjusted +5.99% +31.72%
Mar 2009 - Feb 2011
-22.49%
Mar 2007 - Feb 2009
16.82%
75 out of 446
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 +8.42% +22.84%
Mar 2009 - Feb 2012
-10.40%
Mar 2006 - Feb 2009
6.68%
29 out of 434
US Inflation Adjusted +5.69% +19.97%
Mar 2009 - Feb 2012
-12.31%
Mar 2006 - Feb 2009
9.45%
41 out of 434
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 +8.73% +20.30%
Oct 1985 - Sep 1989
-4.91%
Mar 2005 - Feb 2009
2.37%
10 out of 422
US Inflation Adjusted +5.47% +16.06%
Oct 1985 - Sep 1989
-7.27%
Mar 2005 - Feb 2009
7.11%
30 out of 422
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 +8.84% +19.77%
Jan 1985 - Dec 1989
-1.76%
Mar 2004 - Feb 2009
0.49%
2 out of 410
US Inflation Adjusted +5.83% +15.54%
Jan 1985 - Dec 1989
-4.29%
Mar 2004 - Feb 2009
2.68%
11 out of 410
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 +8.10% +16.28%
May 1985 - Apr 1991
+0.77%
Apr 2014 - Mar 2020
0.00%
0 out of 398
US Inflation Adjusted +5.37% +12.26%
Mar 2009 - Feb 2015
-0.72%
Apr 2014 - Mar 2020
0.25%
1 out of 398
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 +8.24% +16.13%
Jan 1985 - Dec 1991
+1.70%
Apr 2013 - Mar 2020
0.00%
0 out of 386
US Inflation Adjusted +5.42% +11.74%
Jan 1985 - Dec 1991
+0.17%
Apr 2013 - Mar 2020
0.00%
0 out of 386
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 +8.50% +14.84%
May 1985 - Apr 1993
+1.92%
Mar 2008 - Feb 2016
0.00%
0 out of 374
US Inflation Adjusted +5.77% +10.69%
Oct 1985 - Sep 1993
+0.14%
Mar 2001 - Feb 2009
0.00%
0 out of 374
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 +8.43% +14.30%
Jan 1985 - Dec 1993
+2.29%
Mar 2007 - Feb 2016
0.00%
0 out of 362
US Inflation Adjusted +5.77% +10.22%
Jan 1985 - Dec 1993
+0.42%
Mar 2000 - Feb 2009
0.00%
0 out of 362
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 +8.26% +12.83%
Jan 1985 - Dec 1994
+3.26%
Dec 2006 - Nov 2016
0.00%
0 out of 350
US Inflation Adjusted +5.68% +8.92%
Jan 1985 - Dec 1994
+1.41%
Dec 2006 - Nov 2016
0.00%
0 out of 350
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 +8.22% +13.32%
Jan 1985 - Dec 1995
+2.93%
Jan 2008 - Dec 2018
0.00%
0 out of 338
US Inflation Adjusted +5.65% +9.49%
Jan 1985 - Dec 1995
+1.27%
Jan 2008 - Dec 2018
0.00%
0 out of 338
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 +8.38% +13.82%
Jan 1985 - Dec 1996
+2.42%
Apr 2008 - Mar 2020
0.00%
0 out of 326
US Inflation Adjusted +5.69% +9.99%
Jan 1985 - Dec 1996
+0.81%
Apr 2008 - Mar 2020
0.00%
0 out of 326
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 +7.97% +13.36%
Jan 1985 - Dec 1997
+2.67%
Apr 2007 - Mar 2020
0.00%
0 out of 314
US Inflation Adjusted +5.40% +9.69%
Jan 1985 - Dec 1997
+0.88%
Apr 2007 - Mar 2020
0.00%
0 out of 314
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 +7.88% +12.32%
Jan 1985 - Dec 1998
+3.41%
Apr 2006 - Mar 2020
0.00%
0 out of 302
US Inflation Adjusted +5.36% +8.81%
Jan 1985 - Dec 1998
+1.53%
Apr 2006 - Mar 2020
0.00%
0 out of 302
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 +8.01% +12.69%
Jan 1985 - Dec 1999
+3.99%
Jun 2008 - May 2023
0.00%
0 out of 290
US Inflation Adjusted +5.46% +9.21%
Jan 1985 - Dec 1999
+1.60%
Nov 2007 - Oct 2022
0.00%
0 out of 290
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 +7.88% +12.65%
Jan 1985 - Dec 2000
+3.89%
Nov 2007 - Oct 2023
0.00%
0 out of 278
US Inflation Adjusted +5.40% +9.16%
Jan 1985 - Dec 2000
+1.42%
Nov 2007 - Oct 2023
0.00%
0 out of 278
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 +7.85% +11.30%
Jan 1985 - Dec 2001
+4.52%
Nov 2006 - Oct 2023
0.00%
0 out of 266
US Inflation Adjusted +5.38% +7.95%
Nov 1990 - Oct 2007
+1.96%
Nov 2006 - Oct 2023
0.00%
0 out of 266
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 +7.99% +11.09%
Feb 1986 - Jan 2004
+5.15%
Oct 2005 - Sep 2023
0.00%
0 out of 254
US Inflation Adjusted +5.45% +7.88%
Feb 1986 - Jan 2004
+2.63%
Oct 2005 - Sep 2023
0.00%
0 out of 254
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 +8.08% +11.72%
Jan 1985 - Dec 2003
+5.55%
Nov 2004 - Oct 2023
0.00%
0 out of 242
US Inflation Adjusted +5.59% +8.45%
Apr 1985 - Mar 2004
+2.94%
Nov 2004 - Oct 2023
0.00%
0 out of 242
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 +8.01% +11.98%
Jan 1985 - Dec 2004
+5.41%
Apr 2000 - Mar 2020
0.00%
0 out of 230
US Inflation Adjusted +5.38% +8.69%
Jan 1985 - Dec 2004
+3.26%
Apr 2000 - Mar 2020
0.00%
0 out of 230
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 Roger Gibson Five Asset Portfolio: ETF allocation and returns page.