Paul Merriman Ultimate Buy and Hold Strategy Portfolio: Rolling Returns

Data Source: from January 1976 to April 2024 (~48 years)
Consolidated Returns as of 30 April 2024

Holding the Paul Merriman Ultimate Buy and Hold Strategy 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 68 months (from August 1997 to March 2003).

This means that every rolling period of 69 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Paul Merriman Ultimate Buy and Hold Strategy 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

PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 6.27% (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.

PAUL MERRIMAN ULTIMATE BUY AND HOLD STRATEGY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1976 - 30 April 2024 (~48 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +13.15% +68.65%
Mar 2009 - Feb 2010
-49.19%
Mar 2008 - Feb 2009
22.67%
129 out of 569
US Inflation Adjusted +7.98% +65.10%
Mar 2009 - Feb 2010
-49.20%
Mar 2008 - Feb 2009
28.82%
164 out of 569
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +12.60% +45.51%
Mar 2009 - Feb 2011
-30.72%
Mar 2007 - Feb 2009
11.49%
64 out of 557
US Inflation Adjusted +8.23% +42.46%
Mar 2009 - Feb 2011
-32.12%
Mar 2007 - Feb 2009
19.21%
107 out of 557
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.81% +40.49%
Aug 1984 - Jul 1987
-17.09%
Mar 2006 - Feb 2009
7.52%
41 out of 545
US Inflation Adjusted +7.42% +36.38%
Aug 1984 - Jul 1987
-18.85%
Mar 2006 - Feb 2009
14.31%
78 out of 545
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.14% +32.84%
Aug 1982 - Jul 1986
-9.15%
Mar 2005 - Feb 2009
6.38%
34 out of 533
US Inflation Adjusted +7.62% +29.04%
Aug 1982 - Jul 1986
-11.40%
Mar 2005 - Feb 2009
12.20%
65 out of 533
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.49% +34.09%
Aug 1982 - Jul 1987
-3.83%
Mar 2004 - Feb 2009
3.65%
19 out of 521
US Inflation Adjusted +7.50% +30.01%
Aug 1982 - Jul 1987
-6.31%
Mar 2004 - Feb 2009
7.87%
41 out of 521
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.01% +27.27%
Aug 1982 - Jul 1988
+1.26%
Dec 2006 - Nov 2012
0.00%
0 out of 509
US Inflation Adjusted +7.37% +23.19%
Aug 1982 - Jul 1988
-1.00%
Dec 2006 - Nov 2012
2.95%
15 out of 509
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.09% +27.11%
Aug 1982 - Jul 1989
+2.03%
Mar 2002 - Feb 2009
0.00%
0 out of 497
US Inflation Adjusted +7.80% +22.75%
Aug 1982 - Jul 1989
-0.53%
Mar 2002 - Feb 2009
0.40%
2 out of 497
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.97% +23.78%
Aug 1982 - Jul 1990
+1.36%
Mar 2001 - Feb 2009
0.00%
0 out of 485
US Inflation Adjusted +7.94% +19.35%
Aug 1982 - Jul 1990
-1.01%
Mar 2001 - Feb 2009
0.41%
2 out of 485
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.49% +22.26%
Mar 1978 - Feb 1987
+1.34%
Mar 2000 - Feb 2009
0.00%
0 out of 473
US Inflation Adjusted +7.82% +16.84%
Aug 1982 - Jul 1991
-1.15%
Mar 2000 - Feb 2009
0.42%
2 out of 473
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.65% +21.79%
Sep 1977 - Aug 1987
+3.22%
Mar 1999 - Feb 2009
0.00%
0 out of 461
US Inflation Adjusted +7.72% +16.31%
Aug 1982 - Jul 1992
+0.62%
Mar 1999 - Feb 2009
0.00%
0 out of 461
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.35% +21.03%
Sep 1976 - Aug 1987
+2.26%
Mar 1998 - Feb 2009
0.00%
0 out of 449
US Inflation Adjusted +7.63% +16.48%
Aug 1982 - Jul 1993
-0.24%
Mar 1998 - Feb 2009
0.22%
1 out of 449
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.41% +19.92%
Oct 1977 - Sep 1989
+3.26%
Mar 1997 - Feb 2009
0.00%
0 out of 437
US Inflation Adjusted +7.65% +15.70%
Aug 1982 - Jul 1994
+0.83%
Mar 1997 - Feb 2009
0.00%
0 out of 437
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.50% +19.40%
Sep 1976 - Aug 1989
+2.95%
Apr 2007 - Mar 2020
0.00%
0 out of 425
US Inflation Adjusted +7.68% +15.04%
Aug 1982 - Jul 1995
+1.15%
Apr 2007 - Mar 2020
0.00%
0 out of 425
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.15% +19.33%
Jan 1976 - Dec 1989
+3.90%
Apr 2006 - Mar 2020
0.00%
0 out of 413
US Inflation Adjusted +7.25% +14.41%
Jul 1982 - Jun 1996
+2.02%
Apr 2006 - Mar 2020
0.00%
0 out of 413
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.05% +18.75%
Aug 1982 - Jul 1997
+4.09%
Oct 2007 - Sep 2022
0.00%
0 out of 401
US Inflation Adjusted +7.14% +14.88%
Aug 1982 - Jul 1997
+1.68%
Oct 2007 - Sep 2022
0.00%
0 out of 401
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.26% +18.18%
Feb 1978 - Jan 1994
+4.26%
Nov 2007 - Oct 2023
0.00%
0 out of 389
US Inflation Adjusted +7.44% +13.70%
Aug 1982 - Jul 1998
+1.78%
Nov 2007 - Oct 2023
0.00%
0 out of 389
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.93% +17.71%
Feb 1977 - Jan 1994
+5.15%
Nov 2006 - Oct 2023
0.00%
0 out of 377
US Inflation Adjusted +7.06% +13.51%
Aug 1982 - Jul 1999
+2.58%
Nov 2006 - Oct 2023
0.00%
0 out of 377
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.38% +17.61%
Jan 1976 - Dec 1993
+5.97%
May 2006 - Apr 2024
0.00%
0 out of 365
US Inflation Adjusted +7.37% +12.90%
Aug 1982 - Jul 2000
+3.38%
May 2006 - Apr 2024
0.00%
0 out of 365
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.97% +16.65%
Jun 1977 - May 1996
+6.43%
Mar 1990 - Feb 2009
0.00%
0 out of 353
US Inflation Adjusted +7.24% +11.90%
Aug 1982 - Jul 2001
+3.62%
Mar 1990 - Feb 2009
0.00%
0 out of 353
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.63% +16.46%
Jan 1976 - Dec 1995
+6.29%
Apr 2000 - Mar 2020
0.00%
0 out of 341
US Inflation Adjusted +7.05% +11.18%
Apr 1980 - Mar 2000
+3.78%
Mar 1989 - Feb 2009
0.00%
0 out of 341
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 Paul Merriman Ultimate Buy and Hold Strategy Portfolio: ETF allocation and returns page.