Fulvio Marchese In Saecula Saeculorum Portfolio: Rolling Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024

Holding the Fulvio Marchese In Saecula Saeculorum 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 105 months (from September 1929 to May 1938).

This means that every rolling period of 106 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Fulvio Marchese In Saecula Saeculorum 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

FULVIO MARCHESE IN SAECULA SAECULORUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 6.55% (updated at Apr 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.

FULVIO MARCHESE IN SAECULA SAECULORUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.42% +66.16%
Jul 1932 - Jun 1933 		-35.20%
Jul 1931 - Jun 1932 		20.45%
374 out of 1829
US Inflation Adjusted +5.39% +77.93%
Jul 1932 - Jun 1933 		-28.06%
Jul 1931 - Jun 1932 		29.14%
533 out of 1829
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 +7.20% +29.65%
Jul 1932 - Jun 1934 		-26.21%
Jun 1930 - May 1932 		12.60%
229 out of 1817
US Inflation Adjusted +5.28% +30.77%
Jun 1932 - May 1934 		-18.04%
Jun 1930 - May 1932 		21.96%
399 out of 1817
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 +6.88% +22.64%
Aug 1984 - Jul 1987 		-18.75%
Jul 1929 - Jun 1932 		5.54%
100 out of 1805
US Inflation Adjusted +4.98% +21.23%
Jul 1932 - Jun 1935 		-12.96%
Jan 1916 - Dec 1918 		16.34%
295 out of 1805
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 +6.83% +22.63%
Jul 1982 - Jun 1986 		-10.91%
Jun 1928 - May 1932 		3.35%
60 out of 1793
US Inflation Adjusted +4.82% +21.62%
Jun 1932 - May 1936 		-13.23%
Jul 1916 - Jun 1920 		13.05%
234 out of 1793
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 +6.95% +20.52%
Aug 1982 - Jul 1987 		-5.87%
Jun 1927 - May 1932 		2.81%
50 out of 1781
US Inflation Adjusted +4.93% +17.88%
Jun 1932 - May 1937 		-10.26%
Jan 1916 - Dec 1920 		10.89%
194 out of 1781
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 +6.94% +17.98%
Oct 1981 - Sep 1987 		-2.85%
Jul 1926 - Jun 1932 		1.19%
21 out of 1769
US Inflation Adjusted +5.02% +14.77%
Sep 1923 - Aug 1929 		-8.29%
Jul 1914 - Jun 1920 		9.04%
160 out of 1769
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 +6.91% +16.76%
Apr 1980 - Mar 1987 		-1.08%
Jul 1925 - Jun 1932 		0.11%
2 out of 1757
US Inflation Adjusted +5.05% +13.75%
Jan 1921 - Dec 1927 		-6.92%
Jun 1913 - May 1920 		8.14%
143 out of 1757
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 +6.83% +16.13%
Mar 1979 - Feb 1987 		+0.34%
Apr 1930 - Mar 1938 		0.00%
0 out of 1745
US Inflation Adjusted +5.02% +14.79%
Sep 1921 - Aug 1929 		-6.44%
Aug 1912 - Jul 1920 		7.28%
127 out of 1745
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 +6.84% +15.75%
Mar 1978 - Feb 1987 		+0.71%
Apr 1929 - Mar 1938 		0.00%
0 out of 1733
US Inflation Adjusted +5.19% +14.56%
Sep 1920 - Aug 1929 		-6.43%
Jul 1911 - Jun 1920 		7.10%
123 out of 1733
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 +6.87% +14.72%
Sep 1977 - Aug 1987 		+1.33%
Sep 1929 - Aug 1939 		0.00%
0 out of 1721
US Inflation Adjusted +5.12% +12.54%
Jun 1920 - May 1930 		-4.38%
Jul 1911 - Jun 1921 		6.33%
109 out of 1721
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 +6.83% +14.20%
Jul 1982 - Jun 1993 		+1.36%
Sep 1929 - Aug 1940 		0.00%
0 out of 1709
US Inflation Adjusted +5.07% +10.85%
Jul 1920 - Jun 1931 		-4.13%
Aug 1909 - Jul 1920 		5.50%
94 out of 1709
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 +6.78% +14.62%
Oct 1974 - Sep 1986 		+1.54%
May 1930 - Apr 1942 		0.00%
0 out of 1697
US Inflation Adjusted +5.01% +10.79%
Jul 1921 - Jun 1933 		-3.31%
Aug 1908 - Jul 1920 		5.48%
93 out of 1697
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 +6.81% +14.70%
Oct 1974 - Sep 1987 		+1.22%
Sep 1929 - Aug 1942 		0.00%
0 out of 1685
US Inflation Adjusted +4.97% +11.20%
Jul 1920 - Jun 1933 		-2.41%
Aug 1907 - Jul 1920 		4.27%
72 out of 1685
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 +6.82% +13.47%
Oct 1974 - Sep 1988 		+2.20%
Sep 1882 - Aug 1896 		0.00%
0 out of 1673
US Inflation Adjusted +4.84% +10.02%
Jul 1920 - Jun 1934 		-3.00%
Aug 1906 - Jul 1920 		3.17%
53 out of 1673
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 +6.80% +13.76%
Oct 1974 - Sep 1989 		+2.31%
Sep 1881 - Aug 1896 		0.00%
0 out of 1661
US Inflation Adjusted +4.73% +10.23%
Sep 1921 - Aug 1936 		-2.73%
Aug 1905 - Jul 1920 		2.47%
41 out of 1661
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 +6.79% +13.58%
Jul 1982 - Jun 1998 		+2.60%
Jun 1881 - May 1897 		0.00%
0 out of 1649
US Inflation Adjusted +4.63% +10.61%
Aug 1920 - Jul 1936 		-1.69%
Jan 1905 - Dec 1920 		3.15%
52 out of 1649
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 +6.84% +13.29%
Jul 1982 - Jun 1999 		+3.11%
May 1881 - Apr 1898 		0.00%
0 out of 1637
US Inflation Adjusted +4.57% +10.11%
Aug 1920 - Jul 1937 		-1.54%
Jun 1903 - May 1920 		3.42%
56 out of 1637
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 +6.85% +13.08%
Apr 1982 - Mar 2000 		+3.39%
Jun 1914 - May 1932 		0.00%
0 out of 1625
US Inflation Adjusted +4.64% +9.43%
Jul 1982 - Jun 2000 		-1.63%
Jun 1902 - May 1920 		2.22%
36 out of 1625
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 +6.78% +12.98%
Oct 1974 - Sep 1993 		+3.31%
Oct 1902 - Sep 1921 		0.00%
0 out of 1613
US Inflation Adjusted +4.59% +9.06%
Aug 1920 - Jul 1939 		-1.92%
Jul 1901 - Jun 1920 		1.49%
24 out of 1613
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 +6.83% +12.81%
Apr 1978 - Mar 1998 		+3.15%
Jul 1912 - Jun 1932 		0.00%
0 out of 1601
US Inflation Adjusted +4.63% +8.42%
May 1920 - Apr 1940 		-1.08%
Jul 1901 - Jun 1921 		1.62%
26 out of 1601
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 Fulvio Marchese In Saecula Saeculorum Portfolio: ETF allocation and returns page.