High Yield Bonds Income Portfolio: Rolling Returns

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

Holding the High Yield Bonds Income 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 65 months (from May 2017 to September 2022).

This means that every rolling period of 66 months or above has always granted a positive return.

To obtain comprehensive information, please consult the High Yield Bonds Income 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

HIGH YIELD BONDS INCOME PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 3.20% (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.

HIGH YIELD BONDS INCOME 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 -23.97 11/2007
10/2008
0.76$ -0.40 0.99$ 7.41 1.07$ 14.32 1.14$ 41.19 12/2008
11/2009
1.41$ 5.70 16.33%
2Y -10.66 12/2006
11/2008
0.79$ 2.70 1.05$ 6.87 1.14$ 12.28 1.26$ 27.64 11/2008
10/2010
1.62$ -2.36 9.79%
3Y -4.61 10/2019
09/2022
0.86$ 3.27 1.10$ 6.82 1.21$ 11.23 1.37$ 20.32 11/2008
10/2011
1.74$ -1.99 7.69%
4Y -2.26 11/2004
10/2008
0.91$ 3.46 1.14$ 6.82 1.30$ 10.53 1.49$ 18.32 11/2008
10/2012
1.96$ -0.40 4.79%
5Y -0.82 10/2017
09/2022
0.95$ 4.20 1.22$ 6.95 1.39$ 10.02 1.61$ 14.58 11/2008
10/2013
1.97$ 2.13 0.66%
6Y 0.16 11/2017
10/2023
1.00$ 4.11 1.27$ 7.05 1.50$ 9.60 1.73$ 13.41 11/2008
10/2014
2.12$ 1.84 0.00%
7Y 1.13 11/2016
10/2023
1.08$ 4.70 1.37$ 7.33 1.64$ 9.23 1.85$ 11.05 11/2008
10/2015
2.08$ 2.59 0.00%
8Y 1.28 11/2014
10/2022
1.10$ 4.82 1.45$ 7.26 1.75$ 9.16 2.01$ 10.79 11/2008
10/2016
2.26$ 3.98 0.00%
9Y 1.60 11/2014
10/2023
1.15$ 5.12 1.56$ 7.18 1.86$ 8.93 2.16$ 11.19 04/1995
03/2004
2.59$ 2.69 0.00%
10Y 1.84 10/2012
09/2022
1.19$ 5.45 1.70$ 7.00 1.96$ 8.96 2.35$ 10.98 01/1995
12/2004
2.83$ 3.20 0.00%
11Y 2.07 11/2012
10/2023
1.25$ 5.45 1.79$ 7.14 2.13$ 8.75 2.51$ 10.48 01/1995
12/2005
2.99$ 3.05 0.00%
12Y 2.90 11/2011
10/2023
1.40$ 5.64 1.93$ 7.06 2.26$ 8.60 2.69$ 10.27 12/1994
11/2006
3.23$ 3.59 0.00%
13Y 3.21 11/2010
10/2023
1.50$ 5.78 2.07$ 7.40 2.52$ 8.42 2.85$ 9.74 11/1994
10/2007
3.34$ 4.10 0.00%
14Y 4.07 11/2009
10/2023
1.74$ 5.82 2.20$ 7.12 2.62$ 8.24 3.02$ 9.02 05/1994
04/2008
3.35$ 4.66 0.00%
15Y 3.95 10/2007
09/2022
1.78$ 5.80 2.32$ 7.22 2.84$ 8.20 3.26$ 9.07 04/1995
03/2010
3.67$ 6.07 0.00%
16Y 3.98 11/2007
10/2023
1.86$ 5.40 2.31$ 7.32 3.09$ 8.53 3.70$ 9.30 11/1994
10/2010
4.14$ 4.74 0.00%
17Y 4.09 11/2006
10/2023
1.97$ 5.47 2.47$ 7.26 3.29$ 8.65 4.09$ 9.23 03/1995
02/2012
4.48$ 4.62 0.00%
18Y 4.31 11/2005
10/2023
2.13$ 5.44 2.59$ 7.08 3.42$ 8.39 4.26$ 9.38 12/1994
11/2012
5.02$ 4.73 0.00%
19Y 4.34 11/2004
10/2023
2.24$ 5.34 2.68$ 7.08 3.66$ 8.37 4.60$ 9.08 05/1994
04/2013
5.21$ 4.76 0.00%
20Y 4.66 11/2003
10/2023
2.48$ 5.67 3.01$ 7.06 3.91$ 8.09 4.73$ 8.86 07/1994
06/2014
5.46$ 4.97 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 -26.75 10/2021
09/2022
0.73$ -3.08 0.96$ 5.01 1.05$ 11.94 1.11$ 40.84 11/2008
10/2009
1.40$ 2.51 25.79%
2Y -14.26 01/2021
12/2022
0.73$ 0.49 1.00$ 4.38 1.08$ 9.93 1.20$ 27.04 11/2008
10/2010
1.61$ -6.76 13.35%
3Y -9.14 11/2020
10/2023
0.75$ 1.21 1.03$ 4.50 1.14$ 8.76 1.28$ 18.57 11/2008
10/2011
1.66$ -7.24 11.69%
4Y -6.49 11/2019
10/2023
0.76$ 1.52 1.06$ 4.48 1.19$ 7.95 1.35$ 16.41 11/2008
10/2012
1.83$ -4.76 10.54%
5Y -4.41 10/2017
09/2022
0.79$ 2.29 1.11$ 4.69 1.25$ 7.26 1.41$ 12.89 11/2008
10/2013
1.83$ -1.95 8.97%
6Y -3.46 11/2017
10/2023
0.80$ 2.34 1.14$ 4.76 1.32$ 6.92 1.49$ 11.72 11/2008
10/2014
1.94$ -1.81 7.61%
7Y -2.28 11/2016
10/2023
0.85$ 2.83 1.21$ 4.98 1.40$ 6.54 1.55$ 9.62 11/2008
10/2015
1.90$ -0.87 7.58%
8Y -1.55 11/2014
10/2022
0.88$ 3.00 1.26$ 4.86 1.46$ 6.68 1.67$ 9.30 11/2008
10/2016
2.03$ 0.59 6.79%
9Y -1.28 11/2014
10/2023
0.89$ 3.27 1.33$ 4.85 1.53$ 6.43 1.75$ 8.82 11/2008
10/2017
2.14$ -0.43 5.93%
10Y -0.68 11/2012
10/2022
0.93$ 3.50 1.41$ 4.82 1.60$ 6.39 1.85$ 8.30 01/1995
12/2004
2.21$ 0.40 4.56%
11Y -0.53 11/2012
10/2023
0.94$ 3.29 1.42$ 4.88 1.68$ 6.26 1.94$ 7.78 07/1994
06/2005
2.27$ 0.36 1.31%
12Y 0.32 11/2011
10/2023
1.03$ 3.53 1.51$ 4.69 1.73$ 6.06 2.02$ 7.55 12/1994
11/2006
2.39$ 0.97 0.00%
13Y 0.55 11/2010
10/2023
1.07$ 3.66 1.59$ 4.89 1.86$ 5.78 2.07$ 6.94 11/1994
10/2007
2.39$ 1.44 0.00%
14Y 1.49 11/2009
10/2023
1.23$ 3.78 1.68$ 4.90 1.95$ 5.64 2.15$ 6.15 05/1994
04/2008
2.30$ 2.05 0.00%
15Y 1.54 11/2007
10/2022
1.25$ 3.57 1.69$ 5.03 2.08$ 5.66 2.28$ 6.47 04/1995
03/2010
2.55$ 3.42 0.00%
16Y 1.51 11/2007
10/2023
1.26$ 3.30 1.68$ 4.99 2.17$ 5.97 2.52$ 6.72 11/1994
10/2010
2.82$ 2.30 0.00%
17Y 1.54 11/2006
10/2023
1.29$ 3.04 1.66$ 4.95 2.27$ 6.07 2.72$ 6.60 03/1995
02/2012
2.96$ 2.06 0.00%
18Y 1.79 11/2004
10/2022
1.37$ 2.91 1.67$ 4.89 2.36$ 5.91 2.80$ 6.79 01/1995
12/2012
3.26$ 2.20 0.00%
19Y 1.75 11/2004
10/2023
1.39$ 2.79 1.68$ 4.85 2.45$ 5.88 2.96$ 6.50 05/1994
04/2013
3.31$ 2.15 0.00%
20Y 2.03 11/2003
10/2023
1.49$ 3.08 1.83$ 4.85 2.57$ 5.60 2.97$ 6.38 02/1995
01/2015
3.44$ 2.34 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 -23.97 11/2007
10/2008
0.76$ -0.01 0.99$ 7.89 1.07$ 16.76 1.16$ 41.19 12/2008
11/2009
1.41$ 5.70 15.07%
2Y -10.66 12/2006
11/2008
0.79$ 3.17 1.06$ 7.29 1.15$ 13.84 1.29$ 27.64 11/2008
10/2010
1.62$ -2.36 7.40%
3Y -4.61 10/2019
09/2022
0.86$ 4.08 1.12$ 7.56 1.24$ 11.67 1.39$ 20.32 11/2008
10/2011
1.74$ -1.99 5.76%
4Y -2.26 11/2004
10/2008
0.91$ 4.03 1.17$ 7.91 1.35$ 11.68 1.55$ 18.32 11/2008
10/2012
1.96$ -0.40 3.55%
5Y -0.82 10/2017
09/2022
0.95$ 4.63 1.25$ 8.26 1.48$ 11.25 1.70$ 14.75 02/1991
01/1996
1.98$ 2.13 0.49%
6Y 0.16 11/2017
10/2023
1.00$ 5.12 1.34$ 8.40 1.62$ 10.52 1.82$ 14.64 12/1990
11/1996
2.27$ 1.84 0.00%
7Y 1.13 11/2016
10/2023
1.08$ 4.97 1.40$ 8.32 1.74$ 10.60 2.02$ 14.83 10/1990
09/1997
2.63$ 2.59 0.00%
8Y 1.28 11/2014
10/2022
1.10$ 5.36 1.51$ 8.24 1.88$ 10.75 2.26$ 13.34 05/1990
04/1998
2.72$ 3.98 0.00%
9Y 1.60 11/2014
10/2023
1.15$ 5.71 1.64$ 8.07 2.01$ 10.78 2.51$ 12.14 11/1990
10/1999
2.80$ 2.69 0.00%
10Y 1.84 10/2012
09/2022
1.19$ 5.90 1.77$ 8.16 2.19$ 10.58 2.73$ 11.95 10/1987
09/1997
3.09$ 3.20 0.00%
11Y 2.07 11/2012
10/2023
1.25$ 5.94 1.88$ 8.30 2.40$ 10.52 3.00$ 11.53 11/1990
10/2001
3.32$ 3.05 0.00%
12Y 2.90 11/2011
10/2023
1.40$ 6.03 2.01$ 8.35 2.61$ 10.37 3.26$ 11.76 03/1985
02/1997
3.79$ 3.59 0.00%
13Y 3.21 11/2010
10/2023
1.50$ 6.12 2.16$ 8.01 2.72$ 10.18 3.52$ 11.86 03/1985
02/1998
4.29$ 4.10 0.00%
14Y 4.07 11/2009
10/2023
1.74$ 6.06 2.27$ 8.07 2.96$ 10.15 3.87$ 11.59 11/1990
10/2004
4.64$ 4.66 0.00%
15Y 3.95 10/2007
09/2022
1.78$ 6.11 2.43$ 8.05 3.19$ 10.17 4.27$ 11.23 10/1990
09/2005
4.93$ 6.07 0.00%
16Y 3.98 11/2007
10/2023
1.86$ 6.19 2.61$ 8.02 3.43$ 10.20 4.72$ 10.94 11/1990
10/2006
5.26$ 4.74 0.00%
17Y 4.09 11/2006
10/2023
1.97$ 6.33 2.83$ 8.13 3.77$ 9.99 5.04$ 10.63 11/1990
10/2007
5.57$ 4.62 0.00%
18Y 4.31 11/2005
10/2023
2.13$ 6.60 3.15$ 8.36 4.24$ 9.86 5.43$ 10.62 05/1985
04/2003
6.15$ 4.73 0.00%
19Y 4.34 11/2004
10/2023
2.24$ 6.81 3.49$ 8.53 4.73$ 9.68 5.78$ 10.73 03/1985
02/2004
6.93$ 4.76 0.00%
20Y 4.66 11/2003
10/2023
2.48$ 6.75 3.69$ 8.22 4.85$ 9.54 6.18$ 10.67 01/1985
12/2004
7.59$ 4.97 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 -26.75 10/2021
09/2022
0.73$ -2.77 0.97$ 5.03 1.05$ 13.90 1.13$ 40.84 11/2008
10/2009
1.40$ 2.51 25.76%
2Y -14.26 01/2021
12/2022
0.73$ 0.66 1.01$ 4.45 1.09$ 10.79 1.22$ 27.04 11/2008
10/2010
1.61$ -6.76 12.33%
3Y -9.14 11/2020
10/2023
0.75$ 1.53 1.04$ 4.96 1.15$ 8.87 1.29$ 18.57 11/2008
10/2011
1.66$ -7.24 9.68%
4Y -6.49 11/2019
10/2023
0.76$ 1.77 1.07$ 5.22 1.22$ 8.54 1.38$ 16.41 11/2008
10/2012
1.83$ -4.76 9.24%
5Y -4.41 10/2017
09/2022
0.79$ 2.59 1.13$ 5.71 1.31$ 8.21 1.48$ 12.89 11/2008
10/2013
1.83$ -1.95 6.59%
6Y -3.46 11/2017
10/2023
0.80$ 3.17 1.20$ 5.34 1.36$ 7.61 1.55$ 11.72 11/2008
10/2014
1.94$ -1.81 5.53%
7Y -2.28 11/2016
10/2023
0.85$ 3.23 1.24$ 5.68 1.47$ 7.20 1.62$ 11.66 10/1990
09/1997
2.16$ -0.87 5.44%
8Y -1.55 11/2014
10/2022
0.88$ 3.51 1.31$ 5.42 1.52$ 7.51 1.78$ 10.13 05/1990
04/1998
2.16$ 0.59 4.81%
9Y -1.28 11/2014
10/2023
0.89$ 3.84 1.40$ 5.42 1.60$ 7.70 1.94$ 9.30 11/1990
10/1999
2.22$ -0.43 4.14%
10Y -0.68 11/2012
10/2022
0.93$ 3.86 1.46$ 5.69 1.73$ 7.45 2.05$ 8.82 10/1990
09/2000
2.32$ 0.40 3.14%
11Y -0.53 11/2012
10/2023
0.94$ 3.87 1.51$ 5.75 1.85$ 7.33 2.17$ 8.67 11/1990
10/2001
2.49$ 0.36 0.89%
12Y 0.32 11/2011
10/2023
1.03$ 3.96 1.59$ 5.78 1.96$ 7.34 2.34$ 8.45 07/1991
06/2003
2.64$ 0.97 0.00%
13Y 0.55 11/2010
10/2023
1.07$ 4.08 1.68$ 5.51 2.00$ 7.02 2.41$ 8.87 11/1990
10/2003
3.01$ 1.44 0.00%
14Y 1.49 11/2009
10/2023
1.23$ 3.98 1.72$ 5.58 2.13$ 7.02 2.58$ 8.78 11/1990
10/2004
3.24$ 2.05 0.00%
15Y 1.54 11/2007
10/2022
1.25$ 3.98 1.79$ 5.54 2.24$ 7.07 2.78$ 8.26 10/1990
09/2005
3.28$ 3.42 0.00%
16Y 1.51 11/2007
10/2023
1.26$ 4.02 1.87$ 5.45 2.33$ 7.05 2.97$ 8.10 11/1990
10/2006
3.47$ 2.30 0.00%
17Y 1.54 11/2006
10/2023
1.29$ 4.15 1.99$ 5.57 2.51$ 6.85 3.08$ 7.74 11/1990
10/2007
3.55$ 2.06 0.00%
18Y 1.79 11/2004
10/2022
1.37$ 4.36 2.15$ 5.80 2.75$ 6.69 3.20$ 7.36 05/1985
04/2003
3.59$ 2.20 0.00%
19Y 1.75 11/2004
10/2023
1.39$ 4.61 2.35$ 5.87 2.95$ 6.60 3.36$ 7.51 04/1985
03/2004
3.95$ 2.15 0.00%
20Y 2.03 11/2003
10/2023
1.49$ 4.47 2.39$ 5.62 2.98$ 6.55 3.55$ 7.44 11/1990
10/2010
4.20$ 2.34 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 +7.89% +41.19%
Dec 2008 - Nov 2009
-23.97%
Nov 2007 - Oct 2008
15.07%
69 out of 458
US Inflation Adjusted +5.03% +40.84%
Nov 2008 - Oct 2009
-26.75%
Oct 2021 - Sep 2022
25.76%
118 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 +7.29% +27.64%
Nov 2008 - Oct 2010
-10.66%
Dec 2006 - Nov 2008
7.40%
33 out of 446
US Inflation Adjusted +4.45% +27.04%
Nov 2008 - Oct 2010
-14.26%
Jan 2021 - Dec 2022
12.33%
55 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 +7.56% +20.32%
Nov 2008 - Oct 2011
-4.61%
Oct 2019 - Sep 2022
5.76%
25 out of 434
US Inflation Adjusted +4.96% +18.57%
Nov 2008 - Oct 2011
-9.14%
Nov 2020 - Oct 2023
9.68%
42 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 +7.91% +18.32%
Nov 2008 - Oct 2012
-2.26%
Nov 2004 - Oct 2008
3.55%
15 out of 422
US Inflation Adjusted +5.22% +16.41%
Nov 2008 - Oct 2012
-6.49%
Nov 2019 - Oct 2023
9.24%
39 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 +8.26% +14.75%
Feb 1991 - Jan 1996
-0.82%
Oct 2017 - Sep 2022
0.49%
2 out of 410
US Inflation Adjusted +5.71% +12.89%
Nov 2008 - Oct 2013
-4.41%
Oct 2017 - Sep 2022
6.59%
27 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 +8.40% +14.64%
Dec 1990 - Nov 1996
+0.16%
Nov 2017 - Oct 2023
0.00%
0 out of 398
US Inflation Adjusted +5.34% +11.72%
Nov 2008 - Oct 2014
-3.46%
Nov 2017 - Oct 2023
5.53%
22 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 +8.32% +14.83%
Oct 1990 - Sep 1997
+1.13%
Nov 2016 - Oct 2023
0.00%
0 out of 386
US Inflation Adjusted +5.68% +11.66%
Oct 1990 - Sep 1997
-2.28%
Nov 2016 - Oct 2023
5.44%
21 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 +8.24% +13.34%
May 1990 - Apr 1998
+1.28%
Nov 2014 - Oct 2022
0.00%
0 out of 374
US Inflation Adjusted +5.42% +10.13%
May 1990 - Apr 1998
-1.55%
Nov 2014 - Oct 2022
4.81%
18 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 +8.07% +12.14%
Nov 1990 - Oct 1999
+1.60%
Nov 2014 - Oct 2023
0.00%
0 out of 362
US Inflation Adjusted +5.42% +9.30%
Nov 1990 - Oct 1999
-1.28%
Nov 2014 - Oct 2023
4.14%
15 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 +8.16% +11.95%
Oct 1987 - Sep 1997
+1.84%
Oct 2012 - Sep 2022
0.00%
0 out of 350
US Inflation Adjusted +5.69% +8.82%
Oct 1990 - Sep 2000
-0.68%
Nov 2012 - Oct 2022
3.14%
11 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 +8.30% +11.53%
Nov 1990 - Oct 2001
+2.07%
Nov 2012 - Oct 2023
0.00%
0 out of 338
US Inflation Adjusted +5.75% +8.67%
Nov 1990 - Oct 2001
-0.53%
Nov 2012 - Oct 2023
0.89%
3 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 +8.35% +11.76%
Mar 1985 - Feb 1997
+2.90%
Nov 2011 - Oct 2023
0.00%
0 out of 326
US Inflation Adjusted +5.78% +8.45%
Jul 1991 - Jun 2003
+0.32%
Nov 2011 - Oct 2023
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 +8.01% +11.86%
Mar 1985 - Feb 1998
+3.21%
Nov 2010 - Oct 2023
0.00%
0 out of 314
US Inflation Adjusted +5.51% +8.87%
Nov 1990 - Oct 2003
+0.55%
Nov 2010 - Oct 2023
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 +8.07% +11.59%
Nov 1990 - Oct 2004
+4.07%
Nov 2009 - Oct 2023
0.00%
0 out of 302
US Inflation Adjusted +5.58% +8.78%
Nov 1990 - Oct 2004
+1.49%
Nov 2009 - Oct 2023
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 +8.05% +11.23%
Oct 1990 - Sep 2005
+3.95%
Oct 2007 - Sep 2022
0.00%
0 out of 290
US Inflation Adjusted +5.54% +8.26%
Oct 1990 - Sep 2005
+1.54%
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 +8.02% +10.94%
Nov 1990 - Oct 2006
+3.98%
Nov 2007 - Oct 2023
0.00%
0 out of 278
US Inflation Adjusted +5.45% +8.10%
Nov 1990 - Oct 2006
+1.51%
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 +8.13% +10.63%
Nov 1990 - Oct 2007
+4.09%
Nov 2006 - Oct 2023
0.00%
0 out of 266
US Inflation Adjusted +5.57% +7.74%
Nov 1990 - Oct 2007
+1.54%
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 +8.36% +10.62%
May 1985 - Apr 2003
+4.31%
Nov 2005 - Oct 2023
0.00%
0 out of 254
US Inflation Adjusted +5.80% +7.36%
May 1985 - Apr 2003
+1.79%
Nov 2004 - Oct 2022
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 +8.53% +10.73%
Mar 1985 - Feb 2004
+4.34%
Nov 2004 - Oct 2023
0.00%
0 out of 242
US Inflation Adjusted +5.87% +7.51%
Apr 1985 - Mar 2004
+1.75%
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 +8.22% +10.67%
Jan 1985 - Dec 2004
+4.66%
Nov 2003 - Oct 2023
0.00%
0 out of 230
US Inflation Adjusted +5.62% +7.44%
Nov 1990 - Oct 2010
+2.03%
Nov 2003 - Oct 2023
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 High Yield Bonds Income Portfolio: ETF allocation and returns page.