Consolidated Returns as of 30 June 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 (~49 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
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The annualized return of the last 10 years has been 6.29% (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 | +13.15% |
+68.65%
Mar 2009 - Feb 2010 |
-49.19%
Mar 2008 - Feb 2009 |
22.59%
129 out of 571 |
US Inflation Adjusted | +7.98% |
+65.10%
Mar 2009 - Feb 2010 |
-49.20%
Mar 2008 - Feb 2009 |
28.72%
164 out of 571 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.56% |
+45.51%
Mar 2009 - Feb 2011 |
-30.72%
Mar 2007 - Feb 2009 |
11.45%
64 out of 559 |
US Inflation Adjusted | +8.19% |
+42.46%
Mar 2009 - Feb 2011 |
-32.12%
Mar 2007 - Feb 2009 |
19.14%
107 out of 559 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.81% |
+40.49%
Aug 1984 - Jul 1987 |
-17.09%
Mar 2006 - Feb 2009 |
7.50%
41 out of 547 |
US Inflation Adjusted | +7.39% |
+36.38%
Aug 1984 - Jul 1987 |
-18.85%
Mar 2006 - Feb 2009 |
14.63%
80 out of 547 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.14% |
+32.84%
Aug 1982 - Jul 1986 |
-9.15%
Mar 2005 - Feb 2009 |
6.36%
34 out of 535 |
US Inflation Adjusted | +7.61% |
+29.04%
Aug 1982 - Jul 1986 |
-11.40%
Mar 2005 - Feb 2009 |
12.15%
65 out of 535 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.44% |
+34.09%
Aug 1982 - Jul 1987 |
-3.83%
Mar 2004 - Feb 2009 |
3.63%
19 out of 523 |
US Inflation Adjusted | +7.49% |
+30.01%
Aug 1982 - Jul 1987 |
-6.31%
Mar 2004 - Feb 2009 |
7.84%
41 out of 523 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.00% |
+27.27%
Aug 1982 - Jul 1988 |
+1.26%
Dec 2006 - Nov 2012 |
0.00%
0 out of 511 |
US Inflation Adjusted | +7.35% |
+23.19%
Aug 1982 - Jul 1988 |
-1.00%
Dec 2006 - Nov 2012 |
2.94%
15 out of 511 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.08% |
+27.11%
Aug 1982 - Jul 1989 |
+2.03%
Mar 2002 - Feb 2009 |
0.00%
0 out of 499 |
US Inflation Adjusted | +7.80% |
+22.75%
Aug 1982 - Jul 1989 |
-0.53%
Mar 2002 - Feb 2009 |
0.40%
2 out of 499 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.93% |
+23.78%
Aug 1982 - Jul 1990 |
+1.36%
Mar 2001 - Feb 2009 |
0.00%
0 out of 487 |
US Inflation Adjusted | +7.82% |
+19.35%
Aug 1982 - Jul 1990 |
-1.01%
Mar 2001 - Feb 2009 |
0.41%
2 out of 487 |
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Annualized Rolling Returns - 9 Years (108 months)
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 475 |
US Inflation Adjusted | +7.80% |
+16.84%
Aug 1982 - Jul 1991 |
-1.15%
Mar 2000 - Feb 2009 |
0.42%
2 out of 475 |
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Annualized Rolling Returns - 10 Years (120 months)
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 463 |
US Inflation Adjusted | +7.70% |
+16.31%
Aug 1982 - Jul 1992 |
+0.62%
Mar 1999 - Feb 2009 |
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 | +10.33% |
+21.03%
Sep 1976 - Aug 1987 |
+2.26%
Mar 1998 - Feb 2009 |
0.00%
0 out of 451 |
US Inflation Adjusted | +7.61% |
+16.48%
Aug 1982 - Jul 1993 |
-0.24%
Mar 1998 - Feb 2009 |
0.22%
1 out of 451 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.40% |
+19.92%
Oct 1977 - Sep 1989 |
+3.26%
Mar 1997 - Feb 2009 |
0.00%
0 out of 439 |
US Inflation Adjusted | +7.64% |
+15.70%
Aug 1982 - Jul 1994 |
+0.83%
Mar 1997 - Feb 2009 |
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 | +10.46% |
+19.40%
Sep 1976 - Aug 1989 |
+2.95%
Apr 2007 - Mar 2020 |
0.00%
0 out of 427 |
US Inflation Adjusted | +7.68% |
+15.04%
Aug 1982 - Jul 1995 |
+1.15%
Apr 2007 - Mar 2020 |
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 | +10.14% |
+19.33%
Jan 1976 - Dec 1989 |
+3.90%
Apr 2006 - Mar 2020 |
0.00%
0 out of 415 |
US Inflation Adjusted | +7.20% |
+14.41%
Jul 1982 - Jun 1996 |
+2.02%
Apr 2006 - Mar 2020 |
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 | +9.96% |
+18.75%
Aug 1982 - Jul 1997 |
+4.09%
Oct 2007 - Sep 2022 |
0.00%
0 out of 403 |
US Inflation Adjusted | +7.14% |
+14.88%
Aug 1982 - Jul 1997 |
+1.68%
Oct 2007 - Sep 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 | +10.23% |
+18.18%
Feb 1978 - Jan 1994 |
+4.26%
Nov 2007 - Oct 2023 |
0.00%
0 out of 391 |
US Inflation Adjusted | +7.39% |
+13.70%
Aug 1982 - Jul 1998 |
+1.78%
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 | +9.82% |
+17.71%
Feb 1977 - Jan 1994 |
+5.15%
Nov 2006 - Oct 2023 |
0.00%
0 out of 379 |
US Inflation Adjusted | +7.04% |
+13.51%
Aug 1982 - Jul 1999 |
+2.58%
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 | +10.23% |
+17.61%
Jan 1976 - Dec 1993 |
+5.97%
May 2006 - Apr 2024 |
0.00%
0 out of 367 |
US Inflation Adjusted | +7.35% |
+12.90%
Aug 1982 - Jul 2000 |
+3.39%
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 | +9.82% |
+16.65%
Jun 1977 - May 1996 |
+6.43%
Mar 1990 - Feb 2009 |
0.00%
0 out of 355 |
US Inflation Adjusted | +7.23% |
+11.90%
Aug 1982 - Jul 2001 |
+3.62%
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 | +9.62% |
+16.46%
Jan 1976 - Dec 1995 |
+6.29%
Apr 2000 - Mar 2020 |
0.00%
0 out of 343 |
US Inflation Adjusted | +7.04% |
+11.18%
Apr 1980 - Mar 2000 |
+3.78%
Mar 1989 - Feb 2009 |
0.00%
0 out of 343 |
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To obtain comprehensive information, please consult the Paul Merriman Ultimate Buy and Hold Strategy Portfolio: ETF allocation and returns page.