Marc Faber Portfolio: Rolling Returns

Data Source: from January 1976 to January 2024 (~48 years)
Consolidated Returns as of 31 January 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 (~48 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

MARC FABER PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 5.64% (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.

MARC FABER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1976 - 31 January 2024 (~48 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 -27.56 03/2008
02/2009
0.72$ 0.35 1.00$ 7.25 1.07$ 17.09 1.17$ 42.34 04/2009
03/2010
1.42$ 3.83 13.47%
2Y -12.17 03/2007
02/2009
0.77$ 2.44 1.04$ 6.58 1.13$ 14.57 1.31$ 31.23 03/2009
02/2011
1.72$ -0.65 8.31%
3Y -3.16 04/2006
03/2009
0.90$ 3.75 1.11$ 6.23 1.19$ 13.75 1.47$ 23.08 03/2009
02/2012
1.86$ 2.61 1.23%
4Y 1.97 03/2005
02/2009
1.08$ 4.16 1.17$ 6.80 1.30$ 11.61 1.55$ 18.69 04/2003
03/2007
1.98$ 4.02 0.00%
5Y 2.82 10/1997
09/2002
1.14$ 4.63 1.25$ 7.37 1.42$ 10.93 1.67$ 17.27 11/2002
10/2007
2.21$ 6.19 0.00%
6Y 3.20 01/2013
12/2018
1.20$ 5.01 1.34$ 7.11 1.51$ 10.92 1.86$ 14.83 11/2001
10/2007
2.29$ 5.22 0.00%
7Y 3.58 04/2013
03/2020
1.27$ 5.46 1.45$ 7.01 1.60$ 10.98 2.07$ 12.89 11/2000
10/2007
2.33$ 5.94 0.00%
8Y 3.87 04/2012
03/2020
1.35$ 5.53 1.53$ 7.53 1.78$ 10.73 2.26$ 13.12 05/2003
04/2011
2.68$ 6.43 0.00%
9Y 4.34 11/2013
10/2022
1.46$ 5.81 1.66$ 7.86 1.97$ 10.45 2.44$ 12.54 04/2003
03/2012
2.89$ 4.86 0.00%
10Y 3.88 10/2012
09/2022
1.46$ 6.00 1.79$ 8.29 2.21$ 10.02 2.59$ 11.86 10/2002
09/2012
3.06$ 5.64 0.00%
11Y 4.21 10/2012
09/2023
1.57$ 5.73 1.84$ 8.45 2.44$ 10.20 2.91$ 11.06 04/2001
03/2012
3.16$ 4.95 0.00%
12Y 4.54 11/2011
10/2023
1.70$ 6.11 2.03$ 8.64 2.70$ 10.05 3.15$ 10.62 04/2001
03/2013
3.35$ 5.08 0.00%
13Y 5.00 11/2010
10/2023
1.88$ 6.44 2.25$ 8.57 2.91$ 9.74 3.34$ 10.35 09/1998
08/2011
3.59$ 5.59 0.00%
14Y 5.76 10/2008
09/2022
2.19$ 6.82 2.51$ 8.51 3.13$ 9.26 3.45$ 10.01 09/1998
08/2012
3.80$ 6.68 0.00%
15Y 4.95 11/2007
10/2022
2.06$ 7.10 2.79$ 8.61 3.45$ 9.10 3.69$ 9.44 05/1996
04/2011
3.87$ 7.96 0.00%
16Y 5.02 11/2007
10/2023
2.18$ 7.32 3.09$ 8.49 3.68$ 8.96 3.94$ 9.61 05/1995
04/2011
4.34$ 5.77 0.00%
17Y 5.61 11/2006
10/2023
2.52$ 7.96 3.67$ 8.38 3.92$ 8.94 4.28$ 9.48 02/1995
01/2012
4.66$ 5.79 0.00%
18Y 6.43 02/2006
01/2024
3.06$ 7.71 3.80$ 8.33 4.22$ 8.91 4.64$ 9.31 02/1995
01/2013
4.96$ 6.43 0.00%
19Y 6.76 11/2004
10/2023
3.46$ 7.62 4.03$ 8.19 4.46$ 8.72 4.89$ 9.36 11/2002
10/2021
5.47$ 7.18 0.00%
20Y 7.14 11/2003
10/2023
3.97$ 7.68 4.38$ 8.11 4.75$ 8.60 5.20$ 9.06 11/2001
10/2021
5.66$ 7.28 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 -27.57 03/2008
02/2009
0.72$ -1.47 0.98$ 4.67 1.04$ 14.04 1.14$ 39.16 04/2009
03/2010
1.39$ 0.70 22.35%
2Y -13.94 03/2007
02/2009
0.74$ 0.42 1.00$ 4.32 1.08$ 11.23 1.23$ 28.49 03/2009
02/2011
1.65$ -5.13 12.76%
3Y -5.20 03/2006
02/2009
0.85$ 1.29 1.03$ 4.13 1.12$ 10.76 1.35$ 20.20 03/2009
02/2012
1.73$ -2.89 8.62%
4Y -2.15 11/2019
10/2023
0.91$ 1.86 1.07$ 4.67 1.20$ 8.80 1.40$ 15.77 03/2009
02/2013
1.79$ -0.53 1.92%
5Y -0.26 10/2017
09/2022
0.98$ 2.56 1.13$ 4.95 1.27$ 8.36 1.49$ 13.94 11/2002
10/2007
1.92$ 1.95 0.66%
6Y 0.05 10/2016
09/2022
1.00$ 2.71 1.17$ 4.96 1.33$ 8.31 1.61$ 11.87 03/2009
02/2015
1.96$ 1.45 0.00%
7Y 0.57 10/2016
09/2023
1.04$ 3.00 1.22$ 5.05 1.41$ 8.24 1.74$ 9.95 11/2000
10/2007
1.94$ 2.37 0.00%
8Y 1.27 11/2014
10/2022
1.10$ 3.50 1.31$ 5.13 1.49$ 7.96 1.84$ 10.31 05/2003
04/2011
2.19$ 2.96 0.00%
9Y 1.43 11/2014
10/2023
1.13$ 3.80 1.39$ 5.53 1.62$ 7.79 1.96$ 9.84 04/2003
03/2012
2.32$ 1.68 0.00%
10Y 1.32 10/2012
09/2022
1.14$ 4.02 1.48$ 5.89 1.77$ 7.39 2.03$ 9.27 04/2003
03/2013
2.42$ 2.77 0.00%
11Y 1.54 10/2012
09/2023
1.18$ 3.82 1.51$ 6.12 1.92$ 7.64 2.24$ 8.44 04/2001
03/2012
2.43$ 2.22 0.00%
12Y 1.92 11/2011
10/2023
1.25$ 3.96 1.59$ 6.18 2.05$ 7.45 2.36$ 8.24 04/2003
03/2015
2.58$ 2.42 0.00%
13Y 2.30 11/2010
10/2023
1.34$ 4.38 1.74$ 6.22 2.19$ 7.21 2.47$ 7.75 02/2002
01/2015
2.63$ 2.89 0.00%
14Y 3.50 10/2008
09/2022
1.61$ 4.65 1.88$ 5.96 2.24$ 6.81 2.51$ 7.54 08/2002
07/2016
2.76$ 4.02 0.00%
15Y 2.50 11/2007
10/2022
1.44$ 4.58 1.95$ 6.11 2.43$ 6.63 2.62$ 7.14 08/2001
07/2016
2.81$ 5.26 0.00%
16Y 2.52 11/2007
10/2023
1.48$ 4.95 2.16$ 6.16 2.60$ 6.58 2.77$ 6.98 05/1995
04/2011
2.94$ 3.30 0.00%
17Y 3.02 11/2006
10/2023
1.65$ 5.52 2.49$ 6.08 2.72$ 6.47 2.90$ 6.92 11/2002
10/2019
3.11$ 3.20 0.00%
18Y 3.85 02/2006
01/2024
1.97$ 5.35 2.55$ 6.00 2.85$ 6.51 3.11$ 6.97 04/2003
03/2021
3.36$ 3.85 0.00%
19Y 4.11 11/2004
10/2023
2.14$ 5.35 2.69$ 5.84 2.94$ 6.35 3.21$ 6.96 11/2002
10/2021
3.58$ 4.51 0.00%
20Y 4.45 11/2003
10/2023
2.38$ 5.32 2.82$ 5.73 3.04$ 6.24 3.35$ 6.67 11/2001
10/2021
3.63$ 4.59 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 -27.56 03/2008
02/2009
0.72$ 0.40 1.00$ 8.83 1.08$ 20.45 1.20$ 54.30 02/1979
01/1980
1.54$ 3.83 13.60%
2Y -12.17 03/2007
02/2009
0.77$ 3.08 1.06$ 8.42 1.17$ 16.98 1.36$ 36.20 02/1978
01/1980
1.85$ -0.65 6.32%
3Y -3.16 04/2006
03/2009
0.90$ 4.28 1.13$ 8.06 1.26$ 15.75 1.55$ 27.82 02/1977
01/1980
2.08$ 2.61 0.74%
4Y 1.97 03/2005
02/2009
1.08$ 4.75 1.20$ 8.27 1.37$ 14.96 1.74$ 24.67 09/1976
08/1980
2.41$ 4.02 0.00%
5Y 2.82 10/1997
09/2002
1.14$ 5.32 1.29$ 8.48 1.50$ 13.78 1.90$ 21.14 01/1976
12/1980
2.60$ 6.19 0.00%
6Y 3.20 01/2013
12/2018
1.20$ 5.67 1.39$ 8.58 1.63$ 13.26 2.11$ 17.38 06/1977
05/1983
2.61$ 5.22 0.00%
7Y 3.58 04/2013
03/2020
1.27$ 6.03 1.50$ 8.45 1.76$ 12.38 2.26$ 17.17 06/1976
05/1983
3.03$ 5.94 0.00%
8Y 3.87 04/2012
03/2020
1.35$ 5.95 1.58$ 8.36 1.90$ 12.09 2.49$ 16.78 12/1978
11/1986
3.45$ 6.43 0.00%
9Y 4.34 11/2013
10/2022
1.46$ 6.24 1.72$ 8.45 2.07$ 11.68 2.70$ 16.80 03/1978
02/1987
4.04$ 4.86 0.00%
10Y 3.88 10/2012
09/2022
1.46$ 6.43 1.86$ 8.62 2.28$ 11.42 2.94$ 16.86 09/1976
08/1986
4.74$ 5.64 0.00%
11Y 4.21 10/2012
09/2023
1.57$ 6.73 2.04$ 8.86 2.54$ 10.89 3.11$ 16.58 09/1976
08/1987
5.40$ 4.95 0.00%
12Y 4.54 11/2011
10/2023
1.70$ 6.75 2.18$ 8.97 2.80$ 10.68 3.38$ 15.01 08/1976
07/1988
5.35$ 5.08 0.00%
13Y 5.00 11/2010
10/2023
1.88$ 6.86 2.36$ 8.97 3.05$ 10.55 3.68$ 14.58 09/1976
08/1989
5.86$ 5.59 0.00%
14Y 5.76 10/2008
09/2022
2.19$ 7.04 2.59$ 8.89 3.29$ 10.42 4.00$ 14.31 01/1976
12/1989
6.50$ 6.68 0.00%
15Y 4.95 11/2007
10/2022
2.06$ 7.20 2.83$ 8.86 3.57$ 10.27 4.33$ 13.37 06/1976
05/1991
6.57$ 7.96 0.00%
16Y 5.02 11/2007
10/2023
2.18$ 7.56 3.20$ 8.72 3.80$ 10.32 4.81$ 13.33 01/1976
12/1991
7.40$ 5.77 0.00%
17Y 5.61 11/2006
10/2023
2.52$ 7.79 3.57$ 8.59 4.05$ 9.96 5.02$ 13.42 09/1976
08/1993
8.50$ 5.79 0.00%
18Y 6.43 02/2006
01/2024
3.06$ 7.85 3.89$ 8.57 4.39$ 9.92 5.49$ 13.08 01/1976
12/1993
9.13$ 6.43 0.00%
19Y 6.75 03/1990
02/2009
3.45$ 7.97 4.29$ 8.60 4.79$ 9.58 5.68$ 12.27 09/1976
08/1995
9.01$ 7.18 0.00%
20Y 6.91 03/1989
02/2009
3.80$ 7.89 4.56$ 8.64 5.24$ 9.49 6.13$ 12.20 01/1976
12/1995
10.00$ 7.28 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 -27.57 03/2008
02/2009
0.72$ -2.14 0.97$ 5.23 1.05$ 15.55 1.15$ 39.16 04/2009
03/2010
1.39$ 0.70 23.32%
2Y -13.94 03/2007
02/2009
0.74$ 0.22 1.00$ 5.36 1.11$ 11.95 1.25$ 28.49 03/2009
02/2011
1.65$ -5.13 13.72%
3Y -5.20 03/2006
02/2009
0.85$ 1.34 1.04$ 4.65 1.14$ 11.21 1.37$ 20.20 03/2009
02/2012
1.73$ -2.89 7.93%
4Y -2.15 11/2019
10/2023
0.91$ 2.05 1.08$ 5.17 1.22$ 10.09 1.46$ 17.06 07/1982
06/1986
1.87$ -0.53 1.89%
5Y -0.26 10/2017
09/2022
0.98$ 2.76 1.14$ 5.34 1.29$ 8.75 1.52$ 16.41 08/1982
07/1987
2.13$ 1.95 0.39%
6Y 0.05 10/2016
09/2022
1.00$ 3.31 1.21$ 5.48 1.37$ 8.17 1.60$ 12.96 07/1982
06/1988
2.07$ 1.45 0.00%
7Y 0.57 10/2016
09/2023
1.04$ 3.42 1.26$ 5.41 1.44$ 8.18 1.73$ 11.34 08/1982
07/1989
2.12$ 2.37 0.00%
8Y 1.27 11/2014
10/2022
1.10$ 3.68 1.33$ 5.52 1.53$ 7.96 1.84$ 10.31 05/2003
04/2011
2.19$ 2.96 0.00%
9Y 1.43 11/2014
10/2023
1.13$ 3.93 1.41$ 5.58 1.63$ 7.88 1.97$ 9.84 04/2003
03/2012
2.32$ 1.68 0.00%
10Y 1.32 10/2012
09/2022
1.14$ 3.98 1.47$ 5.71 1.74$ 7.67 2.09$ 9.52 09/1976
08/1986
2.48$ 2.77 0.00%
11Y 1.54 10/2012
09/2023
1.18$ 4.05 1.54$ 5.85 1.86$ 7.65 2.24$ 9.49 09/1976
08/1987
2.70$ 2.22 0.00%
12Y 1.92 11/2011
10/2023
1.25$ 3.99 1.59$ 5.87 1.98$ 7.46 2.37$ 8.29 07/1982
06/1994
2.60$ 2.42 0.00%
13Y 2.30 11/2010
10/2023
1.34$ 4.13 1.69$ 5.90 2.10$ 7.07 2.43$ 7.94 09/1976
08/1989
2.70$ 2.89 0.00%
14Y 3.03 04/1987
03/2001
1.51$ 4.47 1.84$ 5.96 2.24$ 6.75 2.49$ 7.80 01/1976
12/1989
2.86$ 4.02 0.00%
15Y 2.50 11/2007
10/2022
1.44$ 4.41 1.90$ 6.03 2.40$ 6.69 2.64$ 7.98 08/1982
07/1997
3.16$ 5.26 0.00%
16Y 2.52 11/2007
10/2023
1.48$ 4.62 2.05$ 5.97 2.52$ 6.63 2.79$ 7.64 07/1982
06/1998
3.24$ 3.30 0.00%
17Y 3.02 11/2006
10/2023
1.65$ 4.72 2.19$ 5.93 2.66$ 6.50 2.91$ 7.40 09/1976
08/1993
3.36$ 3.20 0.00%
18Y 3.85 02/2006
01/2024
1.97$ 4.94 2.38$ 5.87 2.79$ 6.39 3.04$ 7.16 01/1976
12/1993
3.47$ 3.85 0.00%
19Y 3.93 03/1990
02/2009
2.08$ 4.98 2.51$ 5.82 2.93$ 6.37 3.23$ 6.96 11/2002
10/2021
3.58$ 4.51 0.00%
20Y 3.96 03/1989
02/2009
2.17$ 5.17 2.73$ 5.73 3.04$ 6.38 3.44$ 6.68 11/1990
10/2010
3.64$ 4.59 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 +8.83% +54.30%
Feb 1979 - Jan 1980
-27.56%
Mar 2008 - Feb 2009
13.60%
77 out of 566
US Inflation Adjusted +5.23% +39.16%
Apr 2009 - Mar 2010
-27.57%
Mar 2008 - Feb 2009
23.32%
132 out of 566
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 +8.42% +36.20%
Feb 1978 - Jan 1980
-12.17%
Mar 2007 - Feb 2009
6.32%
35 out of 554
US Inflation Adjusted +5.36% +28.49%
Mar 2009 - Feb 2011
-13.94%
Mar 2007 - Feb 2009
13.72%
76 out of 554
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 +8.06% +27.82%
Feb 1977 - Jan 1980
-3.16%
Apr 2006 - Mar 2009
0.74%
4 out of 542
US Inflation Adjusted +4.65% +20.20%
Mar 2009 - Feb 2012
-5.20%
Mar 2006 - Feb 2009
7.93%
43 out of 542
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 +8.27% +24.67%
Sep 1976 - Aug 1980
+1.97%
Mar 2005 - Feb 2009
0.00%
0 out of 530
US Inflation Adjusted +5.17% +17.06%
Jul 1982 - Jun 1986
-2.15%
Nov 2019 - Oct 2023
1.89%
10 out of 530
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 +8.48% +21.14%
Jan 1976 - Dec 1980
+2.82%
Oct 1997 - Sep 2002
0.00%
0 out of 518
US Inflation Adjusted +5.34% +16.41%
Aug 1982 - Jul 1987
-0.26%
Oct 2017 - Sep 2022
0.39%
2 out of 518
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 +8.58% +17.38%
Jun 1977 - May 1983
+3.20%
Jan 2013 - Dec 2018
0.00%
0 out of 506
US Inflation Adjusted +5.48% +12.96%
Jul 1982 - Jun 1988
+0.05%
Oct 2016 - Sep 2022
0.00%
0 out of 506
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 +8.45% +17.17%
Jun 1976 - May 1983
+3.58%
Apr 2013 - Mar 2020
0.00%
0 out of 494
US Inflation Adjusted +5.41% +11.34%
Aug 1982 - Jul 1989
+0.57%
Oct 2016 - Sep 2023
0.00%
0 out of 494
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 +8.36% +16.78%
Dec 1978 - Nov 1986
+3.87%
Apr 2012 - Mar 2020
0.00%
0 out of 482
US Inflation Adjusted +5.52% +10.31%
May 2003 - Apr 2011
+1.27%
Nov 2014 - Oct 2022
0.00%
0 out of 482
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 +8.45% +16.80%
Mar 1978 - Feb 1987
+4.34%
Nov 2013 - Oct 2022
0.00%
0 out of 470
US Inflation Adjusted +5.58% +9.84%
Apr 2003 - Mar 2012
+1.43%
Nov 2014 - Oct 2023
0.00%
0 out of 470
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 +8.62% +16.86%
Sep 1976 - Aug 1986
+3.88%
Oct 2012 - Sep 2022
0.00%
0 out of 458
US Inflation Adjusted +5.71% +9.52%
Sep 1976 - Aug 1986
+1.32%
Oct 2012 - Sep 2022
0.00%
0 out of 458
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 +8.86% +16.58%
Sep 1976 - Aug 1987
+4.21%
Oct 2012 - Sep 2023
0.00%
0 out of 446
US Inflation Adjusted +5.85% +9.49%
Sep 1976 - Aug 1987
+1.54%
Oct 2012 - Sep 2023
0.00%
0 out of 446
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 +8.97% +15.01%
Aug 1976 - Jul 1988
+4.54%
Nov 2011 - Oct 2023
0.00%
0 out of 434
US Inflation Adjusted +5.87% +8.29%
Jul 1982 - Jun 1994
+1.92%
Nov 2011 - Oct 2023
0.00%
0 out of 434
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 +8.97% +14.58%
Sep 1976 - Aug 1989
+5.00%
Nov 2010 - Oct 2023
0.00%
0 out of 422
US Inflation Adjusted +5.90% +7.94%
Sep 1976 - Aug 1989
+2.30%
Nov 2010 - Oct 2023
0.00%
0 out of 422
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 +8.89% +14.31%
Jan 1976 - Dec 1989
+5.76%
Oct 2008 - Sep 2022
0.00%
0 out of 410
US Inflation Adjusted +5.96% +7.80%
Jan 1976 - Dec 1989
+3.03%
Apr 1987 - Mar 2001
0.00%
0 out of 410
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 +8.86% +13.37%
Jun 1976 - May 1991
+4.95%
Nov 2007 - Oct 2022
0.00%
0 out of 398
US Inflation Adjusted +6.03% +7.98%
Aug 1982 - Jul 1997
+2.50%
Nov 2007 - Oct 2022
0.00%
0 out of 398
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 +8.72% +13.33%
Jan 1976 - Dec 1991
+5.02%
Nov 2007 - Oct 2023
0.00%
0 out of 386
US Inflation Adjusted +5.97% +7.64%
Jul 1982 - Jun 1998
+2.52%
Nov 2007 - Oct 2023
0.00%
0 out of 386
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 +8.59% +13.42%
Sep 1976 - Aug 1993
+5.61%
Nov 2006 - Oct 2023
0.00%
0 out of 374
US Inflation Adjusted +5.93% +7.40%
Sep 1976 - Aug 1993
+3.02%
Nov 2006 - Oct 2023
0.00%
0 out of 374
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 +8.57% +13.08%
Jan 1976 - Dec 1993
+6.43%
Feb 2006 - Jan 2024
0.00%
0 out of 362
US Inflation Adjusted +5.87% +7.16%
Jan 1976 - Dec 1993
+3.85%
Feb 2006 - Jan 2024
0.00%
0 out of 362
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 +8.60% +12.27%
Sep 1976 - Aug 1995
+6.75%
Mar 1990 - Feb 2009
0.00%
0 out of 350
US Inflation Adjusted +5.82% +6.96%
Nov 2002 - Oct 2021
+3.93%
Mar 1990 - Feb 2009
0.00%
0 out of 350
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 +8.64% +12.20%
Jan 1976 - Dec 1995
+6.91%
Mar 1989 - Feb 2009
0.00%
0 out of 338
US Inflation Adjusted +5.73% +6.68%
Nov 1990 - Oct 2010
+3.96%
Mar 1989 - Feb 2009
0.00%
0 out of 338
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 Marc Faber Portfolio: ETF allocation and returns page.