Harry Browne Permanent Portfolio: Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

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

Considering all the available data source (~153 years), the longest period with a negative return lasted 80 months (from November 1925 to June 1932).

This means that every rolling period of 81 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Harry Browne 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

HARRY BROWNE PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 4.86% (updated at Feb 29, 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.

HARRY BROWNE PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 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 -14.61 11/2021
10/2022
0.85$ 0.51 1.00$ 6.74 1.06$ 13.32 1.13$ 20.70 08/2019
07/2020
1.20$ 10.09 13.47%
2Y -5.08 10/2020
09/2022
0.90$ 2.18 1.04$ 6.77 1.13$ 10.94 1.23$ 16.58 11/2008
10/2010
1.35$ 0.22 5.93%
3Y -1.50 10/2020
09/2023
0.95$ 3.27 1.10$ 6.78 1.21$ 10.03 1.33$ 15.69 11/2008
10/2011
1.54$ 2.06 1.23%
4Y 1.85 02/2012
01/2016
1.07$ 3.87 1.16$ 7.03 1.31$ 9.27 1.42$ 13.21 11/2008
10/2012
1.64$ 3.66 0.00%
5Y 2.72 02/2012
01/2017
1.14$ 4.37 1.23$ 6.74 1.38$ 9.07 1.54$ 11.16 03/2003
02/2008
1.69$ 5.89 0.00%
6Y 2.72 11/2012
10/2018
1.17$ 4.77 1.32$ 6.52 1.46$ 8.96 1.67$ 10.53 11/2005
10/2011
1.82$ 5.34 0.00%
7Y 3.19 11/2011
10/2018
1.24$ 5.04 1.41$ 6.61 1.56$ 8.53 1.77$ 10.17 09/2004
08/2011
1.97$ 5.36 0.00%
8Y 3.86 11/2014
10/2022
1.35$ 5.28 1.50$ 6.53 1.65$ 8.34 1.89$ 9.92 08/2004
07/2012
2.13$ 5.28 0.00%
9Y 4.04 11/2013
10/2022
1.42$ 5.58 1.62$ 6.59 1.77$ 8.26 2.04$ 10.09 04/2003
03/2012
2.37$ 4.66 0.00%
10Y 3.32 10/2012
09/2022
1.38$ 5.83 1.76$ 6.79 1.92$ 8.18 2.19$ 9.82 10/2002
09/2012
2.55$ 4.86 0.00%
11Y 3.57 10/2012
09/2023
1.47$ 5.86 1.87$ 6.99 2.10$ 8.14 2.36$ 9.14 10/2001
09/2012
2.61$ 4.66 0.00%
12Y 3.89 11/2011
10/2023
1.58$ 6.09 2.03$ 7.21 2.30$ 8.02 2.52$ 8.54 04/2001
03/2013
2.67$ 4.47 0.00%
13Y 4.63 11/2010
10/2023
1.80$ 6.32 2.21$ 7.19 2.46$ 7.84 2.66$ 8.33 02/2002
01/2015
2.82$ 5.18 0.00%
14Y 5.32 10/2009
09/2023
2.06$ 6.52 2.42$ 7.17 2.63$ 7.59 2.78$ 8.20 08/2002
07/2016
3.01$ 5.78 0.00%
15Y 5.07 11/2007
10/2022
2.09$ 6.60 2.60$ 7.18 2.83$ 7.55 2.98$ 8.03 04/1997
03/2012
3.18$ 6.44 0.00%
16Y 5.12 11/2007
10/2023
2.22$ 6.58 2.77$ 7.14 3.01$ 7.66 3.25$ 8.01 08/2004
07/2020
3.42$ 5.49 0.00%
17Y 5.61 11/2006
10/2023
2.53$ 6.47 2.90$ 7.08 3.19$ 7.62 3.48$ 8.32 02/1995
01/2012
3.89$ 5.93 0.00%
18Y 5.98 10/2005
09/2023
2.84$ 6.43 3.06$ 7.00 3.37$ 7.70 3.79$ 8.13 12/1994
11/2012
4.08$ 6.14 0.00%
19Y 6.08 11/2004
10/2023
3.07$ 6.43 3.27$ 6.87 3.53$ 7.53 3.97$ 7.85 08/2002
07/2021
4.20$ 6.44 0.00%
20Y 6.11 01/1999
12/2018
3.27$ 6.45 3.49$ 6.78 3.71$ 7.37 4.14$ 7.73 02/1995
01/2015
4.43$ 6.43 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 -20.75 11/2021
10/2022
0.79$ -1.88 0.98$ 4.12 1.04$ 10.53 1.10$ 19.48 08/2019
07/2020
1.19$ 7.19 21.20%
2Y -11.10 10/2020
09/2022
0.79$ 0.10 1.00$ 4.60 1.09$ 7.90 1.16$ 16.04 11/2008
10/2010
1.34$ -3.94 14.54%
3Y -6.85 10/2020
09/2023
0.80$ 0.84 1.02$ 4.64 1.14$ 7.34 1.23$ 14.01 11/2008
10/2011
1.48$ -3.27 8.92%
4Y -2.30 11/2019
10/2023
0.91$ 1.54 1.06$ 4.60 1.19$ 6.75 1.29$ 11.38 11/2008
10/2012
1.53$ -0.84 2.56%
5Y -0.29 11/2017
10/2022
0.98$ 2.11 1.11$ 4.27 1.23$ 6.52 1.37$ 8.49 11/2008
10/2013
1.50$ 1.72 0.66%
6Y -0.20 10/2016
09/2022
0.98$ 2.29 1.14$ 4.47 1.29$ 6.35 1.44$ 8.16 11/2005
10/2011
1.60$ 1.61 0.35%
7Y 0.15 10/2016
09/2023
1.01$ 2.56 1.19$ 4.16 1.33$ 6.10 1.51$ 7.57 10/2005
09/2012
1.66$ 1.83 0.00%
8Y 0.82 03/2015
02/2023
1.06$ 3.21 1.28$ 4.15 1.38$ 5.90 1.58$ 7.34 08/2004
07/2012
1.76$ 1.84 0.00%
9Y 1.14 11/2014
10/2023
1.10$ 3.47 1.35$ 4.27 1.45$ 5.94 1.68$ 7.45 04/2003
03/2012
1.90$ 1.51 0.00%
10Y 0.78 10/2012
09/2022
1.08$ 3.64 1.42$ 4.53 1.55$ 5.82 1.76$ 7.16 10/2002
09/2012
1.99$ 2.03 0.00%
11Y 0.91 10/2012
09/2023
1.10$ 3.65 1.48$ 4.70 1.65$ 5.80 1.85$ 6.59 10/2001
09/2012
2.01$ 1.98 0.00%
12Y 1.29 11/2011
10/2023
1.16$ 4.04 1.60$ 4.78 1.75$ 5.60 1.92$ 6.39 11/2008
10/2020
2.10$ 1.85 0.00%
13Y 1.93 11/2010
10/2023
1.28$ 4.05 1.67$ 4.85 1.85$ 5.43 1.98$ 6.03 02/2002
01/2015
2.14$ 2.52 0.00%
14Y 2.70 10/2009
09/2023
1.45$ 4.13 1.76$ 4.88 1.94$ 5.26 2.04$ 6.00 08/2002
07/2016
2.25$ 3.13 0.00%
15Y 2.62 11/2007
10/2022
1.47$ 4.26 1.86$ 4.85 2.03$ 5.28 2.16$ 5.82 08/2005
07/2020
2.33$ 3.81 0.00%
16Y 2.62 11/2007
10/2023
1.51$ 4.30 1.96$ 4.92 2.15$ 5.23 2.25$ 5.92 08/2004
07/2020
2.50$ 3.04 0.00%
17Y 3.03 11/2006
10/2023
1.66$ 4.12 1.98$ 4.76 2.20$ 5.34 2.42$ 5.89 08/2003
07/2020
2.64$ 3.36 0.00%
18Y 3.45 10/2005
09/2023
1.84$ 4.07 2.04$ 4.65 2.26$ 5.37 2.56$ 5.97 08/2002
07/2020
2.84$ 3.58 0.00%
19Y 3.45 11/2004
10/2023
1.90$ 4.00 2.10$ 4.62 2.35$ 5.19 2.61$ 5.60 08/2001
07/2020
2.81$ 3.81 0.00%
20Y 3.51 11/2003
10/2023
1.99$ 4.05 2.21$ 4.48 2.40$ 5.05 2.67$ 5.36 02/1995
01/2015
2.84$ 3.77 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 -20.29 07/1931
06/1932
0.79$ -0.15 0.99$ 5.48 1.05$ 11.87 1.11$ 46.69 07/1932
06/1933
1.46$ 10.09 15.87%
2Y -14.89 06/1930
05/1932
0.72$ 1.44 1.02$ 5.29 1.10$ 9.99 1.20$ 30.12 07/1978
06/1980
1.69$ 0.22 6.45%
3Y -10.10 07/1929
06/1932
0.72$ 2.58 1.07$ 5.08 1.16$ 9.54 1.31$ 22.66 07/1977
06/1980
1.84$ 2.06 2.05%
4Y -5.40 06/1928
05/1932
0.80$ 3.00 1.12$ 4.99 1.21$ 9.11 1.41$ 19.84 09/1976
08/1980
2.06$ 3.66 1.28%
5Y -2.35 06/1927
05/1932
0.88$ 3.09 1.16$ 5.10 1.28$ 9.02 1.54$ 17.20 10/1975
09/1980
2.21$ 5.89 0.96%
6Y -0.50 07/1926
06/1932
0.97$ 3.27 1.21$ 5.06 1.34$ 9.00 1.67$ 16.82 10/1974
09/1980
2.54$ 5.34 0.11%
7Y 0.58 07/1925
06/1932
1.04$ 3.46 1.26$ 5.09 1.41$ 8.77 1.80$ 15.71 02/1973
01/1980
2.77$ 5.36 0.00%
8Y 1.67 07/1924
06/1932
1.14$ 3.52 1.31$ 5.06 1.48$ 8.72 1.95$ 15.69 02/1972
01/1980
3.20$ 5.28 0.00%
9Y 2.11 06/1923
05/1932
1.20$ 3.60 1.37$ 5.05 1.55$ 8.56 2.09$ 15.61 07/1971
06/1980
3.68$ 4.66 0.00%
10Y 2.28 06/1922
05/1932
1.25$ 3.65 1.43$ 5.02 1.63$ 8.45 2.25$ 15.81 07/1970
06/1980
4.34$ 4.86 0.00%
11Y 2.45 09/1929
08/1940
1.30$ 3.69 1.48$ 4.99 1.70$ 8.29 2.40$ 14.10 01/1970
12/1980
4.26$ 4.66 0.00%
12Y 2.42 05/1930
04/1942
1.33$ 3.78 1.56$ 4.98 1.79$ 8.13 2.55$ 13.59 01/1971
12/1982
4.61$ 4.47 0.00%
13Y 2.18 09/1929
08/1942
1.32$ 3.81 1.62$ 4.90 1.86$ 8.15 2.76$ 13.85 07/1970
06/1983
5.39$ 5.18 0.00%
14Y 2.57 09/1882
08/1896
1.42$ 3.77 1.67$ 4.87 1.94$ 8.01 2.93$ 13.01 04/1972
03/1986
5.54$ 5.78 0.00%
15Y 2.64 09/1881
08/1896
1.47$ 3.84 1.75$ 4.93 2.05$ 8.23 3.27$ 13.26 09/1971
08/1986
6.47$ 6.44 0.00%
16Y 2.78 06/1881
05/1897
1.55$ 3.94 1.85$ 4.85 2.13$ 8.24 3.55$ 13.44 07/1970
06/1986
7.51$ 5.49 0.00%
17Y 3.05 05/1881
04/1898
1.66$ 3.96 1.93$ 4.85 2.23$ 8.20 3.82$ 13.36 07/1970
06/1987
8.42$ 5.93 0.00%
18Y 3.29 06/1914
05/1932
1.79$ 3.96 2.01$ 4.85 2.34$ 8.40 4.27$ 12.64 07/1970
06/1988
8.51$ 6.14 0.00%
19Y 3.22 09/1902
08/1921
1.82$ 4.00 2.10$ 4.90 2.48$ 8.56 4.76$ 12.38 08/1970
07/1989
9.18$ 6.44 0.00%
20Y 3.13 07/1901
06/1921
1.85$ 3.98 2.18$ 4.91 2.60$ 8.43 5.04$ 11.96 07/1970
06/1990
9.57$ 6.43 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 -20.75 11/2021
10/2022
0.79$ -3.68 0.96$ 3.60 1.03$ 11.67 1.11$ 57.08 07/1932
06/1933
1.57$ 7.19 30.60%
2Y -15.42 12/1916
11/1918
0.71$ -1.22 0.97$ 3.84 1.07$ 9.06 1.18$ 24.20 06/1932
05/1934
1.54$ -3.94 22.15%
3Y -12.87 02/1917
01/1920
0.66$ -0.09 0.99$ 3.57 1.11$ 8.37 1.27$ 16.08 07/1932
06/1935
1.56$ -3.27 15.47%
4Y -13.08 07/1916
06/1920
0.57$ 0.37 1.01$ 3.58 1.15$ 7.77 1.34$ 15.49 06/1932
05/1936
1.77$ -0.84 12.84%
5Y -10.46 07/1915
06/1920
0.57$ 0.54 1.02$ 3.60 1.19$ 7.19 1.41$ 12.65 07/1982
06/1987
1.81$ 1.72 11.86%
6Y -8.67 07/1914
06/1920
0.58$ 0.59 1.03$ 3.68 1.24$ 6.99 1.50$ 12.26 05/1873
04/1879
2.00$ 1.61 12.85%
7Y -7.21 06/1913
05/1920
0.59$ 0.84 1.06$ 3.81 1.29$ 6.72 1.57$ 11.11 07/1872
06/1879
2.09$ 1.83 11.40%
8Y -6.51 07/1912
06/1920
0.58$ 0.64 1.05$ 3.73 1.34$ 6.74 1.68$ 10.38 12/1920
11/1928
2.20$ 1.84 11.30%
9Y -6.52 07/1911
06/1920
0.54$ 0.59 1.05$ 3.73 1.39$ 6.48 1.75$ 10.53 07/1920
06/1929
2.46$ 1.51 11.55%
10Y -4.49 12/1910
11/1920
0.63$ 0.88 1.09$ 3.69 1.43$ 6.22 1.82$ 9.44 06/1920
05/1930
2.46$ 2.03 10.70%
11Y -4.23 08/1909
07/1920
0.62$ 0.92 1.10$ 3.71 1.49$ 6.10 1.91$ 8.85 07/1920
06/1931
2.54$ 1.98 10.54%
12Y -3.75 07/1908
06/1920
0.63$ 1.07 1.13$ 3.80 1.56$ 5.91 1.99$ 9.41 07/1921
06/1933
2.94$ 1.85 10.50%
13Y -2.78 08/1907
07/1920
0.69$ 0.99 1.13$ 3.64 1.59$ 5.68 2.05$ 10.20 07/1920
06/1933
3.53$ 2.52 10.34%
14Y -3.26 08/1906
07/1920
0.62$ 1.00 1.14$ 3.55 1.63$ 5.75 2.18$ 9.23 07/1920
06/1934
3.44$ 3.13 10.11%
15Y -2.93 08/1905
07/1920
0.64$ 1.01 1.16$ 3.55 1.68$ 5.63 2.27$ 8.89 08/1920
07/1935
3.59$ 3.81 7.96%
16Y -2.23 08/1904
07/1920
0.69$ 1.08 1.18$ 3.56 1.75$ 5.63 2.40$ 9.07 08/1920
07/1936
4.00$ 3.04 6.13%
17Y -1.96 06/1903
05/1920
0.71$ 1.26 1.23$ 3.53 1.80$ 5.43 2.45$ 8.50 08/1920
07/1937
4.00$ 3.36 5.87%
18Y -1.92 06/1902
05/1920
0.70$ 1.24 1.24$ 3.54 1.86$ 5.39 2.57$ 7.95 08/1920
07/1938
3.96$ 3.58 4.37%
19Y -2.17 07/1901
06/1920
0.65$ 1.39 1.29$ 3.58 1.95$ 5.17 2.60$ 7.80 05/1873
04/1892
4.16$ 3.81 3.41%
20Y -1.29 07/1900
06/1920
0.77$ 1.43 1.32$ 3.61 2.03$ 5.02 2.66$ 7.54 05/1872
04/1892
4.28$ 3.77 2.94%
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 +5.48% +46.69%
Jul 1932 - Jun 1933
-20.29%
Jul 1931 - Jun 1932
15.87%
290 out of 1827
US Inflation Adjusted +3.60% +57.08%
Jul 1932 - Jun 1933
-20.75%
Nov 2021 - Oct 2022
30.60%
559 out of 1827
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 +5.29% +30.12%
Jul 1978 - Jun 1980
-14.89%
Jun 1930 - May 1932
6.45%
117 out of 1815
US Inflation Adjusted +3.84% +24.20%
Jun 1932 - May 1934
-15.42%
Dec 1916 - Nov 1918
22.15%
402 out of 1815
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 +5.08% +22.66%
Jul 1977 - Jun 1980
-10.10%
Jul 1929 - Jun 1932
2.05%
37 out of 1803
US Inflation Adjusted +3.57% +16.08%
Jul 1932 - Jun 1935
-12.87%
Feb 1917 - Jan 1920
15.47%
279 out of 1803
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 +4.99% +19.84%
Sep 1976 - Aug 1980
-5.40%
Jun 1928 - May 1932
1.28%
23 out of 1791
US Inflation Adjusted +3.58% +15.49%
Jun 1932 - May 1936
-13.08%
Jul 1916 - Jun 1920
12.84%
230 out of 1791
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 +5.10% +17.20%
Oct 1975 - Sep 1980
-2.35%
Jun 1927 - May 1932
0.96%
17 out of 1779
US Inflation Adjusted +3.60% +12.65%
Jul 1982 - Jun 1987
-10.46%
Jul 1915 - Jun 1920
11.86%
211 out of 1779
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 +5.06% +16.82%
Oct 1974 - Sep 1980
-0.50%
Jul 1926 - Jun 1932
0.11%
2 out of 1767
US Inflation Adjusted +3.68% +12.26%
May 1873 - Apr 1879
-8.67%
Jul 1914 - Jun 1920
12.85%
227 out of 1767
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 +5.09% +15.71%
Feb 1973 - Jan 1980
+0.58%
Jul 1925 - Jun 1932
0.00%
0 out of 1755
US Inflation Adjusted +3.81% +11.11%
Jul 1872 - Jun 1879
-7.21%
Jun 1913 - May 1920
11.40%
200 out of 1755
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 +5.06% +15.69%
Feb 1972 - Jan 1980
+1.67%
Jul 1924 - Jun 1932
0.00%
0 out of 1743
US Inflation Adjusted +3.73% +10.38%
Dec 1920 - Nov 1928
-6.51%
Jul 1912 - Jun 1920
11.30%
197 out of 1743
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 +5.05% +15.61%
Jul 1971 - Jun 1980
+2.11%
Jun 1923 - May 1932
0.00%
0 out of 1731
US Inflation Adjusted +3.73% +10.53%
Jul 1920 - Jun 1929
-6.52%
Jul 1911 - Jun 1920
11.55%
200 out of 1731
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 +5.02% +15.81%
Jul 1970 - Jun 1980
+2.28%
Jun 1922 - May 1932
0.00%
0 out of 1719
US Inflation Adjusted +3.69% +9.44%
Jun 1920 - May 1930
-4.49%
Dec 1910 - Nov 1920
10.70%
184 out of 1719
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 +4.99% +14.10%
Jan 1970 - Dec 1980
+2.45%
Sep 1929 - Aug 1940
0.00%
0 out of 1707
US Inflation Adjusted +3.71% +8.85%
Jul 1920 - Jun 1931
-4.23%
Aug 1909 - Jul 1920
10.54%
180 out of 1707
11 Years Annualized Rolling Returns
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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution