Consolidated Returns as of 30 June 2024
Holding the Marc Faber Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~49 years), the longest period with a negative return lasted 41 months (from October 2005 to February 2009).
This means that every rolling period of 42 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Marc Faber 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 5.48% (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 | +9.09% |
+54.30%
Feb 1979 - Jan 1980 |
-27.56%
Mar 2008 - Feb 2009 |
13.49%
77 out of 571 |
US Inflation Adjusted | +5.40% |
+39.16%
Apr 2009 - Mar 2010 |
-27.57%
Mar 2008 - Feb 2009 |
23.12%
132 out of 571 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.36% |
+36.20%
Feb 1978 - Jan 1980 |
-12.17%
Mar 2007 - Feb 2009 |
6.26%
35 out of 559 |
US Inflation Adjusted | +5.19% |
+28.49%
Mar 2009 - Feb 2011 |
-13.94%
Mar 2007 - Feb 2009 |
14.13%
79 out of 559 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.99% |
+27.82%
Feb 1977 - Jan 1980 |
-3.16%
Apr 2006 - Mar 2009 |
0.73%
4 out of 547 |
US Inflation Adjusted | +4.55% |
+20.20%
Mar 2009 - Feb 2012 |
-5.20%
Mar 2006 - Feb 2009 |
8.78%
48 out of 547 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.23% |
+24.67%
Sep 1976 - Aug 1980 |
+1.97%
Mar 2005 - Feb 2009 |
0.00%
0 out of 535 |
US Inflation Adjusted | +5.16% |
+17.06%
Jul 1982 - Jun 1986 |
-2.15%
Nov 2019 - Oct 2023 |
1.87%
10 out of 535 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.46% |
+21.14%
Jan 1976 - Dec 1980 |
+2.82%
Oct 1997 - Sep 2002 |
0.00%
0 out of 523 |
US Inflation Adjusted | +5.33% |
+16.41%
Aug 1982 - Jul 1987 |
-0.26%
Oct 2017 - Sep 2022 |
0.38%
2 out of 523 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.55% |
+17.38%
Jun 1977 - May 1983 |
+3.20%
Jan 2013 - Dec 2018 |
0.00%
0 out of 511 |
US Inflation Adjusted | +5.45% |
+12.96%
Jul 1982 - Jun 1988 |
+0.05%
Oct 2016 - Sep 2022 |
0.00%
0 out of 511 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.40% |
+17.17%
Jun 1976 - May 1983 |
+3.58%
Apr 2013 - Mar 2020 |
0.00%
0 out of 499 |
US Inflation Adjusted | +5.39% |
+11.34%
Aug 1982 - Jul 1989 |
+0.57%
Oct 2016 - Sep 2023 |
0.00%
0 out of 499 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.34% |
+16.78%
Dec 1978 - Nov 1986 |
+3.87%
Apr 2012 - Mar 2020 |
0.00%
0 out of 487 |
US Inflation Adjusted | +5.48% |
+10.31%
May 2003 - Apr 2011 |
+1.27%
Nov 2014 - Oct 2022 |
0.00%
0 out of 487 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+16.80%
Mar 1978 - Feb 1987 |
+4.34%
Nov 2013 - Oct 2022 |
0.00%
0 out of 475 |
US Inflation Adjusted | +5.57% |
+9.84%
Apr 2003 - Mar 2012 |
+1.43%
Nov 2014 - Oct 2023 |
0.00%
0 out of 475 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.62% |
+16.86%
Sep 1976 - Aug 1986 |
+3.88%
Oct 2012 - Sep 2022 |
0.00%
0 out of 463 |
US Inflation Adjusted | +5.67% |
+9.52%
Sep 1976 - Aug 1986 |
+1.32%
Oct 2012 - Sep 2022 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+16.58%
Sep 1976 - Aug 1987 |
+4.21%
Oct 2012 - Sep 2023 |
0.00%
0 out of 451 |
US Inflation Adjusted | +5.82% |
+9.49%
Sep 1976 - Aug 1987 |
+1.54%
Oct 2012 - Sep 2023 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+15.01%
Aug 1976 - Jul 1988 |
+4.54%
Nov 2011 - Oct 2023 |
0.00%
0 out of 439 |
US Inflation Adjusted | +5.83% |
+8.29%
Jul 1982 - Jun 1994 |
+1.92%
Nov 2011 - Oct 2023 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.93% |
+14.58%
Sep 1976 - Aug 1989 |
+5.00%
Nov 2010 - Oct 2023 |
0.00%
0 out of 427 |
US Inflation Adjusted | +5.89% |
+7.94%
Sep 1976 - Aug 1989 |
+2.30%
Nov 2010 - Oct 2023 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+14.31%
Jan 1976 - Dec 1989 |
+5.76%
Oct 2008 - Sep 2022 |
0.00%
0 out of 415 |
US Inflation Adjusted | +5.96% |
+7.80%
Jan 1976 - Dec 1989 |
+3.03%
Apr 1987 - Mar 2001 |
0.00%
0 out of 415 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+13.37%
Jun 1976 - May 1991 |
+4.95%
Nov 2007 - Oct 2022 |
0.00%
0 out of 403 |
US Inflation Adjusted | +6.01% |
+7.98%
Aug 1982 - Jul 1997 |
+2.50%
Nov 2007 - Oct 2022 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.71% |
+13.33%
Jan 1976 - Dec 1991 |
+5.02%
Nov 2007 - Oct 2023 |
0.00%
0 out of 391 |
US Inflation Adjusted | +5.96% |
+7.64%
Jul 1982 - Jun 1998 |
+2.52%
Nov 2007 - Oct 2023 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.58% |
+13.42%
Sep 1976 - Aug 1993 |
+5.61%
Nov 2006 - Oct 2023 |
0.00%
0 out of 379 |
US Inflation Adjusted | +5.92% |
+7.40%
Sep 1976 - Aug 1993 |
+3.02%
Nov 2006 - Oct 2023 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.56% |
+13.08%
Jan 1976 - Dec 1993 |
+6.24%
May 2006 - Apr 2024 |
0.00%
0 out of 367 |
US Inflation Adjusted | +5.86% |
+7.16%
Jan 1976 - Dec 1993 |
+3.65%
May 2006 - Apr 2024 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.60% |
+12.27%
Sep 1976 - Aug 1995 |
+6.75%
Mar 1990 - Feb 2009 |
0.00%
0 out of 355 |
US Inflation Adjusted | +5.82% |
+6.96%
Nov 2002 - Oct 2021 |
+3.93%
Mar 1990 - Feb 2009 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.63% |
+12.20%
Jan 1976 - Dec 1995 |
+6.91%
Mar 1989 - Feb 2009 |
0.00%
0 out of 343 |
US Inflation Adjusted | +5.71% |
+6.68%
Nov 1990 - Oct 2010 |
+3.96%
Mar 1989 - Feb 2009 |
0.00%
0 out of 343 |
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To obtain comprehensive information, please consult the Marc Faber Portfolio: ETF allocation and returns page.