Consolidated Returns as of 30 June 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 (~154 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
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The annualized return of the last 10 years has been 5.11% (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 | +5.49% |
+46.69%
Jul 1932 - Jun 1933 |
-20.29%
Jul 1931 - Jun 1932 |
15.84%
290 out of 1831 |
US Inflation Adjusted | +3.60% |
+57.08%
Jul 1932 - Jun 1933 |
-20.75%
Nov 2021 - Oct 2022 |
30.53%
559 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.29% |
+30.12%
Jul 1978 - Jun 1980 |
-14.89%
Jun 1930 - May 1932 |
6.43%
117 out of 1819 |
US Inflation Adjusted | +3.84% |
+24.20%
Jun 1932 - May 1934 |
-15.42%
Dec 1916 - Nov 1918 |
22.21%
404 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.07% |
+22.66%
Jul 1977 - Jun 1980 |
-10.10%
Jul 1929 - Jun 1932 |
2.05%
37 out of 1807 |
US Inflation Adjusted | +3.56% |
+16.08%
Jul 1932 - Jun 1935 |
-12.87%
Feb 1917 - Jan 1920 |
15.66%
283 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.98% |
+19.84%
Sep 1976 - Aug 1980 |
-5.40%
Jun 1928 - May 1932 |
1.28%
23 out of 1795 |
US Inflation Adjusted | +3.56% |
+15.49%
Jun 1932 - May 1936 |
-13.08%
Jul 1916 - Jun 1920 |
13.04%
234 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+17.20%
Oct 1975 - Sep 1980 |
-2.35%
Jun 1927 - May 1932 |
0.95%
17 out of 1783 |
US Inflation Adjusted | +3.58% |
+12.65%
Jul 1982 - Jun 1987 |
-10.46%
Jul 1915 - Jun 1920 |
11.83%
211 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.07% |
+16.82%
Oct 1974 - Sep 1980 |
-0.50%
Jul 1926 - Jun 1932 |
0.11%
2 out of 1771 |
US Inflation Adjusted | +3.67% |
+12.26%
May 1873 - Apr 1879 |
-8.67%
Jul 1914 - Jun 1920 |
12.82%
227 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+15.71%
Feb 1973 - Jan 1980 |
+0.58%
Jul 1925 - Jun 1932 |
0.00%
0 out of 1759 |
US Inflation Adjusted | +3.80% |
+11.11%
Jul 1872 - Jun 1879 |
-7.21%
Jun 1913 - May 1920 |
11.37%
200 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.07% |
+15.69%
Feb 1972 - Jan 1980 |
+1.67%
Jul 1924 - Jun 1932 |
0.00%
0 out of 1747 |
US Inflation Adjusted | +3.73% |
+10.38%
Dec 1920 - Nov 1928 |
-6.51%
Jul 1912 - Jun 1920 |
11.28%
197 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.06% |
+15.61%
Jul 1971 - Jun 1980 |
+2.11%
Jun 1923 - May 1932 |
0.00%
0 out of 1735 |
US Inflation Adjusted | +3.72% |
+10.53%
Jul 1920 - Jun 1929 |
-6.52%
Jul 1911 - Jun 1920 |
11.53%
200 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
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 1723 |
US Inflation Adjusted | +3.68% |
+9.44%
Jun 1920 - May 1930 |
-4.49%
Dec 1910 - Nov 1920 |
10.68%
184 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
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 1711 |
US Inflation Adjusted | +3.70% |
+8.85%
Jul 1920 - Jun 1931 |
-4.23%
Aug 1909 - Jul 1920 |
10.52%
180 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.97% |
+13.59%
Jan 1971 - Dec 1982 |
+2.42%
May 1930 - Apr 1942 |
0.00%
0 out of 1699 |
US Inflation Adjusted | +3.79% |
+9.41%
Jul 1921 - Jun 1933 |
-3.75%
Jul 1908 - Jun 1920 |
10.48%
178 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.91% |
+13.85%
Jul 1970 - Jun 1983 |
+2.18%
Sep 1929 - Aug 1942 |
0.00%
0 out of 1687 |
US Inflation Adjusted | +3.63% |
+10.20%
Jul 1920 - Jun 1933 |
-2.78%
Aug 1907 - Jul 1920 |
10.31%
174 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.87% |
+13.01%
Apr 1972 - Mar 1986 |
+2.57%
Sep 1882 - Aug 1896 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +3.55% |
+9.23%
Jul 1920 - Jun 1934 |
-3.26%
Aug 1906 - Jul 1920 |
10.09%
169 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.93% |
+13.26%
Sep 1971 - Aug 1986 |
+2.64%
Sep 1881 - Aug 1896 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +3.55% |
+8.89%
Aug 1920 - Jul 1935 |
-2.93%
Aug 1905 - Jul 1920 |
7.94%
132 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.86% |
+13.44%
Jul 1970 - Jun 1986 |
+2.78%
Jun 1881 - May 1897 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +3.55% |
+9.07%
Aug 1920 - Jul 1936 |
-2.23%
Aug 1904 - Jul 1920 |
6.12%
101 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.85% |
+13.36%
Jul 1970 - Jun 1987 |
+3.05%
May 1881 - Apr 1898 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +3.53% |
+8.50%
Aug 1920 - Jul 1937 |
-1.96%
Jun 1903 - May 1920 |
5.86%
96 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.86% |
+12.64%
Jul 1970 - Jun 1988 |
+3.29%
Jun 1914 - May 1932 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +3.54% |
+7.95%
Aug 1920 - Jul 1938 |
-1.92%
Jun 1902 - May 1920 |
4.36%
71 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.91% |
+12.38%
Aug 1970 - Jul 1989 |
+3.22%
Sep 1902 - Aug 1921 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +3.59% |
+7.80%
May 1873 - Apr 1892 |
-2.17%
Jul 1901 - Jun 1920 |
3.41%
55 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.91% |
+11.96%
Jul 1970 - Jun 1990 |
+3.13%
Jul 1901 - Jun 1921 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +3.62% |
+7.54%
May 1872 - Apr 1892 |
-1.29%
Jul 1900 - Jun 1920 |
2.93%
47 out of 1603 |
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To obtain comprehensive information, please consult the Harry Browne Permanent Portfolio: ETF allocation and returns page.