Ray Dalio All Weather Portfolio: Rolling Returns

Data Source: from January 1871 to January 2024 (~153 years)
Consolidated Returns as of 31 January 2024

Holding the Ray Dalio All Weather 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 84 months (from July 1925 to June 1932).

This means that every rolling period of 85 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Ray Dalio All Weather 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

RAY DALIO ALL WEATHER PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 5.03% (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.

RAY DALIO ALL WEATHER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1871 - 31 January 2024 (~153 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 -19.45 11/2021
10/2022
0.80$ 0.74 1.00$ 8.73 1.08$ 14.21 1.14$ 27.44 01/1995
12/1995
1.27$ 3.23 13.18%
2Y -10.33 11/2021
10/2023
0.80$ 2.88 1.05$ 8.01 1.16$ 12.78 1.27$ 19.15 12/1994
11/1996
1.41$ -4.01 6.23%
3Y -2.92 11/2020
10/2023
0.91$ 4.53 1.14$ 7.78 1.25$ 11.17 1.37$ 16.35 12/1994
11/1997
1.57$ -0.60 2.46%
4Y 0.24 11/2019
10/2023
1.00$ 4.97 1.21$ 7.90 1.35$ 10.19 1.47$ 14.85 01/1995
12/1998
1.73$ 2.11 0.00%
5Y 3.14 10/2018
09/2023
1.16$ 5.38 1.29$ 7.67 1.44$ 9.83 1.59$ 13.08 01/1995
12/1999
1.84$ 4.99 0.00%
6Y 2.72 11/2017
10/2023
1.17$ 6.25 1.43$ 7.62 1.55$ 9.13 1.68$ 12.59 01/1995
12/2000
2.03$ 4.12 0.00%
7Y 3.15 10/2016
09/2023
1.24$ 6.31 1.53$ 7.76 1.68$ 8.65 1.78$ 10.56 12/1994
11/2001
2.01$ 5.04 0.00%
8Y 3.60 11/2015
10/2023
1.32$ 6.38 1.63$ 7.90 1.83$ 8.71 1.95$ 9.94 01/1995
12/2002
2.13$ 5.27 0.00%
9Y 3.37 11/2014
10/2023
1.34$ 6.54 1.76$ 7.81 1.96$ 8.87 2.14$ 10.38 01/1995
12/2003
2.43$ 3.97 0.00%
10Y 3.99 11/2013
10/2023
1.47$ 6.65 1.90$ 7.84 2.12$ 9.01 2.36$ 10.28 01/1995
12/2004
2.66$ 5.03 0.00%
11Y 3.82 11/2012
10/2023
1.51$ 6.53 2.00$ 7.90 2.30$ 8.80 2.52$ 10.12 01/1995
12/2005
2.88$ 4.85 0.00%
12Y 4.23 11/2011
10/2023
1.64$ 6.96 2.24$ 7.88 2.48$ 8.79 2.74$ 10.12 12/1994
11/2006
3.17$ 4.84 0.00%
13Y 4.97 11/2010
10/2023
1.87$ 7.04 2.42$ 7.74 2.63$ 8.53 2.89$ 10.07 12/1994
11/2007
3.47$ 5.90 0.00%
14Y 5.63 11/2009
10/2023
2.15$ 7.02 2.58$ 7.82 2.86$ 8.26 3.03$ 9.47 07/1994
06/2008
3.55$ 6.36 0.00%
15Y 5.58 11/2007
10/2022
2.25$ 7.00 2.75$ 7.79 3.08$ 8.43 3.36$ 9.23 12/1994
11/2009
3.76$ 6.66 0.00%
16Y 5.21 11/2007
10/2023
2.25$ 7.08 2.98$ 7.74 3.29$ 8.69 3.79$ 9.24 12/1994
11/2010
4.11$ 5.82 0.00%
17Y 5.57 11/2006
10/2023
2.51$ 7.08 3.20$ 7.81 3.59$ 8.54 4.02$ 9.65 02/1995
01/2012
4.78$ 6.19 0.00%
18Y 5.81 11/2005
10/2023
2.76$ 6.82 3.27$ 7.70 3.80$ 8.50 4.34$ 9.58 12/1994
11/2012
5.19$ 6.16 0.00%
19Y 5.84 11/2004
10/2023
2.94$ 6.94 3.57$ 7.70 4.09$ 8.48 4.69$ 9.17 05/1994
04/2013
5.29$ 6.33 0.00%
20Y 6.10 11/2003
10/2023
3.27$ 6.97 3.85$ 7.56 4.29$ 8.37 4.98$ 9.32 02/1995
01/2015
5.94$ 6.43 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 -25.24 11/2021
10/2022
0.74$ -1.47 0.98$ 5.61 1.05$ 12.21 1.12$ 24.29 01/1995
12/1995
1.24$ 0.12 18.05%
2Y -14.98 11/2021
10/2023
0.72$ 0.88 1.01$ 5.49 1.11$ 10.07 1.21$ 15.76 12/1994
11/1996
1.34$ -8.34 10.39%
3Y -8.18 11/2020
10/2023
0.77$ 2.42 1.07$ 5.53 1.17$ 8.76 1.28$ 13.42 12/1994
11/1997
1.45$ -5.93 5.85%
4Y -4.14 11/2019
10/2023
0.84$ 2.75 1.11$ 5.44 1.23$ 7.74 1.34$ 12.26 01/1995
12/1998
1.58$ -2.36 3.51%
5Y -0.86 10/2018
09/2023
0.95$ 3.50 1.18$ 5.27 1.29$ 7.24 1.41$ 10.46 01/1995
12/1999
1.64$ 0.79 1.66%
6Y -0.99 11/2017
10/2023
0.94$ 3.80 1.25$ 5.22 1.35$ 6.59 1.46$ 9.79 01/1995
12/2000
1.75$ 0.39 1.38%
7Y -0.35 10/2016
09/2023
0.97$ 4.17 1.33$ 5.39 1.44$ 6.38 1.54$ 7.91 12/1994
11/2001
1.70$ 1.50 0.72%
8Y 0.32 11/2015
10/2023
1.02$ 4.40 1.41$ 5.42 1.52$ 6.32 1.63$ 7.44 11/2008
10/2016
1.77$ 1.84 0.00%
9Y 0.44 11/2014
10/2023
1.04$ 4.39 1.47$ 5.48 1.61$ 6.32 1.73$ 7.81 01/1995
12/2003
1.96$ 0.82 0.00%
10Y 1.18 11/2013
10/2023
1.12$ 4.32 1.52$ 5.60 1.72$ 6.44 1.86$ 7.62 01/1995
12/2004
2.08$ 2.18 0.00%
11Y 1.18 11/2012
10/2023
1.13$ 4.28 1.58$ 5.58 1.81$ 6.34 1.96$ 7.38 01/1995
12/2005
2.18$ 2.12 0.00%
12Y 1.62 11/2011
10/2023
1.21$ 4.60 1.71$ 5.50 1.90$ 6.39 2.10$ 7.41 12/1994
11/2006
2.35$ 2.19 0.00%
13Y 2.27 11/2010
10/2023
1.33$ 4.85 1.85$ 5.43 1.98$ 6.13 2.16$ 7.21 12/1994
11/2007
2.47$ 3.20 0.00%
14Y 3.01 11/2009
10/2023
1.51$ 4.84 1.93$ 5.49 2.11$ 5.88 2.22$ 6.80 01/1995
12/2008
2.51$ 3.71 0.00%
15Y 3.12 11/2007
10/2022
1.58$ 4.78 2.01$ 5.52 2.23$ 5.91 2.36$ 6.56 12/1994
11/2009
2.59$ 4.00 0.00%
16Y 2.71 11/2007
10/2023
1.53$ 4.89 2.14$ 5.44 2.33$ 6.11 2.58$ 6.66 12/1994
11/2010
2.80$ 3.35 0.00%
17Y 2.99 11/2006
10/2023
1.64$ 4.84 2.23$ 5.52 2.49$ 6.09 2.73$ 7.01 02/1995
01/2012
3.16$ 3.60 0.00%
18Y 3.29 11/2005
10/2023
1.79$ 4.54 2.22$ 5.45 2.60$ 6.13 2.91$ 6.97 12/1994
11/2012
3.36$ 3.60 0.00%
19Y 3.22 11/2004
10/2023
1.82$ 4.54 2.32$ 5.45 2.74$ 6.11 3.08$ 6.59 05/1994
04/2013
3.36$ 3.67 0.00%
20Y 3.44 11/2003
10/2023
1.96$ 4.54 2.42$ 5.38 2.85$ 6.00 3.20$ 6.92 02/1995
01/2015
3.81$ 3.76 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 -24.95 07/1931
06/1932
0.75$ -0.74 0.99$ 6.24 1.06$ 13.41 1.13$ 47.75 07/1932
06/1933
1.47$ 3.23 17.74%
2Y -18.52 06/1930
05/1932
0.66$ 1.22 1.02$ 6.26 1.12$ 11.84 1.25$ 32.09 07/1984
06/1986
1.74$ -4.01 9.21%
3Y -12.66 07/1929
06/1932
0.66$ 2.55 1.07$ 5.87 1.18$ 10.90 1.36$ 24.13 08/1984
07/1987
1.91$ -0.60 3.55%
4Y -7.41 06/1928
05/1932
0.73$ 3.04 1.12$ 5.80 1.25$ 10.22 1.47$ 23.93 07/1982
06/1986
2.35$ 2.11 1.62%
5Y -3.71 06/1927
05/1932
0.82$ 3.14 1.16$ 5.92 1.33$ 9.98 1.60$ 20.99 04/1982
03/1987
2.59$ 4.99 1.35%
6Y -1.31 07/1926
06/1932
0.92$ 3.35 1.21$ 5.92 1.41$ 9.72 1.74$ 18.67 10/1981
09/1987
2.79$ 4.12 0.23%
7Y -0.03 07/1925
06/1932
0.99$ 3.52 1.27$ 5.88 1.49$ 9.62 1.90$ 17.40 08/1982
07/1989
3.07$ 5.04 0.06%
8Y 1.38 07/1924
06/1932
1.11$ 3.64 1.33$ 5.89 1.58$ 9.32 2.04$ 16.61 10/1981
09/1989
3.41$ 5.27 0.00%
9Y 1.74 09/1887
08/1896
1.16$ 3.79 1.39$ 5.69 1.64$ 9.45 2.25$ 15.30 04/1982
03/1991
3.60$ 3.97 0.00%
10Y 1.87 09/1886
08/1896
1.20$ 3.88 1.46$ 5.73 1.74$ 9.39 2.45$ 15.23 10/1981
09/1991
4.12$ 5.03 0.00%
11Y 2.08 09/1882
08/1893
1.25$ 3.90 1.52$ 5.70 1.83$ 9.38 2.68$ 15.01 07/1982
06/1993
4.65$ 4.85 0.00%
12Y 2.13 08/1881
07/1893
1.28$ 4.00 1.60$ 5.67 1.93$ 9.30 2.90$ 14.74 10/1981
09/1993
5.20$ 4.84 0.00%
13Y 2.33 07/1881
06/1894
1.34$ 3.97 1.65$ 5.63 2.03$ 9.46 3.23$ 13.75 07/1982
06/1995
5.33$ 5.90 0.00%
14Y 2.15 09/1882
08/1896
1.34$ 4.03 1.73$ 5.58 2.13$ 9.46 3.54$ 13.68 10/1981
09/1995
6.02$ 6.36 0.00%
15Y 2.25 09/1881
08/1896
1.39$ 4.10 1.82$ 5.60 2.26$ 9.29 3.78$ 13.74 08/1982
07/1997
6.89$ 6.66 0.00%
16Y 2.52 06/1881
05/1897
1.48$ 4.23 1.93$ 5.59 2.38$ 9.28 4.13$ 13.66 10/1981
09/1997
7.76$ 5.82 0.00%
17Y 2.84 05/1881
04/1898
1.61$ 4.25 2.02$ 5.60 2.52$ 9.41 4.61$ 13.32 10/1981
09/1998
8.37$ 6.19 0.00%
18Y 3.06 03/1903
02/1921
1.71$ 4.25 2.11$ 5.49 2.61$ 9.51 5.12$ 13.09 07/1982
06/2000
9.15$ 6.16 0.00%
19Y 2.96 10/1902
09/1921
1.74$ 4.21 2.18$ 5.51 2.77$ 9.67 5.77$ 12.93 10/1981
09/2000
10.08$ 6.33 0.00%
20Y 2.82 07/1901
06/1921
1.74$ 4.21 2.28$ 5.58 2.96$ 9.83 6.52$ 12.52 04/1980
03/2000
10.57$ 6.43 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 -25.24 11/2021
10/2022
0.74$ -4.27 0.95$ 4.40 1.04$ 13.17 1.13$ 58.22 07/1932
06/1933
1.58$ 0.12 30.07%
2Y -16.41 12/1916
11/1918
0.69$ -1.72 0.96$ 4.57 1.09$ 10.13 1.21$ 28.60 07/1984
06/1986
1.65$ -8.34 22.38%
3Y -14.36 02/1917
01/1920
0.62$ -0.28 0.99$ 4.21 1.13$ 9.53 1.31$ 20.50 08/1984
07/1987
1.74$ -5.93 16.26%
4Y -14.53 07/1916
06/1920
0.53$ 0.34 1.01$ 4.23 1.18$ 8.45 1.38$ 20.26 07/1982
06/1986
2.09$ -2.36 13.30%
5Y -11.08 07/1915
06/1920
0.55$ 0.45 1.02$ 4.26 1.23$ 8.29 1.48$ 17.14 07/1982
06/1987
2.20$ 0.79 12.49%
6Y -8.88 07/1914
06/1920
0.57$ 0.44 1.02$ 4.49 1.30$ 8.02 1.58$ 14.62 10/1981
09/1987
2.26$ 0.39 12.34%
7Y -7.47 06/1913
05/1920
0.58$ 0.60 1.04$ 4.53 1.36$ 7.80 1.69$ 13.37 08/1982
07/1989
2.40$ 1.50 10.26%
8Y -6.82 08/1912
07/1920
0.56$ 0.64 1.05$ 4.45 1.41$ 7.63 1.80$ 12.41 10/1981
09/1989
2.54$ 1.84 10.22%
9Y -6.78 07/1911
06/1920
0.53$ 0.80 1.07$ 4.42 1.47$ 7.66 1.94$ 12.07 09/1920
08/1929
2.78$ 0.82 10.06%
10Y -4.65 12/1910
11/1920
0.62$ 0.96 1.10$ 4.35 1.53$ 7.57 2.07$ 10.91 08/1982
07/1992
2.81$ 2.18 8.44%
11Y -4.52 08/1909
07/1920
0.60$ 0.93 1.10$ 4.34 1.59$ 7.25 2.16$ 10.93 07/1982
06/1993
3.12$ 2.12 7.09%
12Y -3.82 08/1908
07/1920
0.62$ 1.02 1.12$ 4.36 1.66$ 7.03 2.25$ 10.58 10/1981
09/1993
3.34$ 2.19 7.56%
13Y -2.95 08/1907
07/1920
0.67$ 1.10 1.15$ 4.22 1.71$ 6.94 2.39$ 10.51 07/1920
06/1933
3.66$ 3.20 6.66%
14Y -3.44 08/1906
07/1920
0.61$ 1.12 1.16$ 4.03 1.73$ 6.91 2.54$ 9.83 07/1982
06/1996
3.71$ 3.71 5.15%
15Y -3.18 08/1905
07/1920
0.61$ 1.27 1.20$ 4.02 1.80$ 6.72 2.65$ 10.03 08/1982
07/1997
4.19$ 4.00 4.34%
16Y -2.33 08/1904
07/1920
0.68$ 1.41 1.25$ 3.88 1.83$ 6.62 2.78$ 10.04 07/1982
06/1998
4.62$ 3.35 4.43%
17Y -2.10 06/1903
05/1920
0.69$ 1.55 1.29$ 3.81 1.88$ 6.68 3.00$ 9.64 07/1982
06/1999
4.77$ 3.60 4.96%
18Y -2.11 06/1902
05/1920
0.68$ 1.55 1.31$ 3.71 1.92$ 6.55 3.13$ 9.54 07/1982
06/2000
5.15$ 3.60 3.45%
19Y -2.36 07/1901
06/1920
0.63$ 1.66 1.36$ 3.72 2.00$ 6.46 3.28$ 9.29 10/1981
09/2000
5.40$ 3.67 3.23%
20Y -1.46 07/1901
06/1921
0.74$ 1.74 1.41$ 3.65 2.04$ 6.44 3.48$ 8.56 10/1981
09/2001
5.17$ 3.76 2.88%
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 +6.24% +47.75%
Jul 1932 - Jun 1933
-24.95%
Jul 1931 - Jun 1932
17.74%
324 out of 1826
US Inflation Adjusted +4.40% +58.22%
Jul 1932 - Jun 1933
-25.24%
Nov 2021 - Oct 2022
30.07%
549 out of 1826
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 +6.26% +32.09%
Jul 1984 - Jun 1986
-18.52%
Jun 1930 - May 1932
9.21%
167 out of 1814
US Inflation Adjusted +4.57% +28.60%
Jul 1984 - Jun 1986
-16.41%
Dec 1916 - Nov 1918
22.38%
406 out of 1814
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 +5.87% +24.13%
Aug 1984 - Jul 1987
-12.66%
Jul 1929 - Jun 1932
3.55%
64 out of 1802
US Inflation Adjusted +4.21% +20.50%
Aug 1984 - Jul 1987
-14.36%
Feb 1917 - Jan 1920
16.26%
293 out of 1802
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 +5.80% +23.93%
Jul 1982 - Jun 1986
-7.41%
Jun 1928 - May 1932
1.62%
29 out of 1790
US Inflation Adjusted +4.23% +20.26%
Jul 1982 - Jun 1986
-14.53%
Jul 1916 - Jun 1920
13.30%
238 out of 1790
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 +5.92% +20.99%
Apr 1982 - Mar 1987
-3.71%
Jun 1927 - May 1932
1.35%
24 out of 1778
US Inflation Adjusted +4.26% +17.14%
Jul 1982 - Jun 1987
-11.08%
Jul 1915 - Jun 1920
12.49%
222 out of 1778
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 +5.92% +18.67%
Oct 1981 - Sep 1987
-1.31%
Jul 1926 - Jun 1932
0.23%
4 out of 1766
US Inflation Adjusted +4.49% +14.62%
Oct 1981 - Sep 1987
-8.88%
Jul 1914 - Jun 1920
12.34%
218 out of 1766
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 +5.88% +17.40%
Aug 1982 - Jul 1989
-0.03%
Jul 1925 - Jun 1932
0.06%
1 out of 1754
US Inflation Adjusted +4.53% +13.37%
Aug 1982 - Jul 1989
-7.47%
Jun 1913 - May 1920
10.26%
180 out of 1754
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 +5.89% +16.61%
Oct 1981 - Sep 1989
+1.38%
Jul 1924 - Jun 1932
0.00%
0 out of 1742
US Inflation Adjusted +4.45% +12.41%
Oct 1981 - Sep 1989
-6.82%
Aug 1912 - Jul 1920
10.22%
178 out of 1742
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 +5.69% +15.30%
Apr 1982 - Mar 1991
+1.74%
Sep 1887 - Aug 1896
0.00%
0 out of 1730
US Inflation Adjusted +4.42% +12.07%
Sep 1920 - Aug 1929
-6.78%
Jul 1911 - Jun 1920
10.06%
174 out of 1730
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 +5.73% +15.23%
Oct 1981 - Sep 1991
+1.87%
Sep 1886 - Aug 1896
0.00%
0 out of 1718
US Inflation Adjusted +4.35% +10.91%
Aug 1982 - Jul 1992
-4.65%
Dec 1910 - Nov 1920
8.44%
145 out of 1718
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 +5.70% +15.01%
Jul 1982 - Jun 1993
+2.08%
Sep 1882 - Aug 1893
0.00%
0 out of 1706
US Inflation Adjusted +4.34% +10.93%
Jul 1982 - Jun 1993
-4.52%
Aug 1909 - Jul 1920
7.09%
121 out of 1706
11 Years Annualized Rolling Returns
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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution