Consolidated Returns as of 31 March 2024
Holding the Ray Dalio All Weather Portfolio with Bitcoin, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~15 years), the longest period with a negative return lasted 43 months (from December 2013 to June 2017).
This means that every rolling period of 44 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio with Bitcoin: ETF allocation and returns page.
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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.94% |
+193.77%
Dec 2012 - Nov 2013 |
-26.84%
Jul 2011 - Jun 2012 |
15.70%
27 out of 172 |
US Inflation Adjusted | +10.71% |
+190.19%
Dec 2012 - Nov 2013 |
-28.03%
Jul 2011 - Jun 2012 |
20.35%
35 out of 172 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +15.25% |
+89.19%
Dec 2011 - Nov 2013 |
-10.62%
Nov 2021 - Oct 2023 |
14.38%
23 out of 160 |
US Inflation Adjusted | +12.50% |
+86.36%
Dec 2011 - Nov 2013 |
-15.26%
Nov 2021 - Oct 2023 |
16.88%
27 out of 160 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.89% |
+69.75%
Dec 2010 - Nov 2013 |
-3.52%
Dec 2013 - Nov 2016 |
4.73%
7 out of 148 |
US Inflation Adjusted | +12.55% |
+66.17%
Dec 2010 - Nov 2013 |
-6.83%
Nov 2020 - Oct 2023 |
14.19%
21 out of 148 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +15.20% |
+53.42%
Dec 2009 - Nov 2013 |
+1.52%
Nov 2019 - Oct 2023 |
0.00%
0 out of 136 |
US Inflation Adjusted | +12.60% |
+50.58%
Dec 2009 - Nov 2013 |
-2.92%
Nov 2019 - Oct 2023 |
4.41%
6 out of 136 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +15.51% |
+38.99%
Mar 2009 - Feb 2014 |
+3.70%
Dec 2013 - Nov 2018 |
0.00%
0 out of 124 |
US Inflation Adjusted | +12.54% |
+36.18%
Mar 2009 - Feb 2014 |
+0.20%
Jan 2018 - Dec 2022 |
0.00%
0 out of 124 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +19.15% |
+33.69%
Mar 2009 - Feb 2015 |
+5.37%
Feb 2018 - Jan 2024 |
0.00%
0 out of 112 |
US Inflation Adjusted | +17.54% |
+31.45%
Mar 2009 - Feb 2015 |
+1.60%
Feb 2018 - Jan 2024 |
0.00%
0 out of 112 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +21.44% |
+28.88%
Jan 2011 - Dec 2017 |
+7.24%
Oct 2016 - Sep 2023 |
0.00%
0 out of 100 |
US Inflation Adjusted | +19.61% |
+26.74%
Jan 2011 - Dec 2017 |
+3.59%
Oct 2016 - Sep 2023 |
0.00%
0 out of 100 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +21.33% |
+27.71%
Feb 2010 - Jan 2018 |
+7.42%
Jan 2015 - Dec 2022 |
0.00%
0 out of 88 |
US Inflation Adjusted | +19.35% |
+25.58%
Jan 2010 - Dec 2017 |
+4.06%
Nov 2015 - Oct 2023 |
0.00%
0 out of 88 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +20.88% |
+25.89%
Mar 2009 - Feb 2018 |
+5.10%
Dec 2013 - Nov 2022 |
0.00%
0 out of 76 |
US Inflation Adjusted | +18.71% |
+23.68%
Mar 2009 - Feb 2018 |
+2.30%
Dec 2013 - Nov 2022 |
0.00%
0 out of 76 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +19.55% |
+24.06%
Aug 2010 - Jul 2020 |
+4.98%
Dec 2013 - Nov 2023 |
0.00%
0 out of 64 |
US Inflation Adjusted | +17.31% |
+21.95%
Aug 2010 - Jul 2020 |
+2.14%
Dec 2013 - Nov 2023 |
0.00%
0 out of 64 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +21.06% |
+23.09%
Jan 2010 - Dec 2020 |
+12.41%
Jul 2011 - Jun 2022 |
0.00%
0 out of 52 |
US Inflation Adjusted | +18.36% |
+21.01%
Jan 2010 - Dec 2020 |
+9.67%
Jul 2011 - Jun 2022 |
0.00%
0 out of 52 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +19.19% |
+22.28%
Mar 2009 - Feb 2021 |
+11.58%
Jul 2011 - Jun 2023 |
0.00%
0 out of 40 |
US Inflation Adjusted | +16.21% |
+20.12%
Mar 2009 - Feb 2021 |
+8.81%
Jul 2011 - Jun 2023 |
0.00%
0 out of 40 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +18.14% |
+21.00%
Mar 2009 - Feb 2022 |
+16.61%
Nov 2010 - Oct 2023 |
0.00%
0 out of 28 |
US Inflation Adjusted | +15.20% |
+18.32%
Mar 2009 - Feb 2022 |
+13.61%
Nov 2010 - Oct 2023 |
0.00%
0 out of 28 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +17.62% |
+18.10%
May 2009 - Apr 2023 |
+16.74%
Nov 2009 - Oct 2023 |
0.00%
0 out of 16 |
US Inflation Adjusted | +14.71% |
+15.15%
May 2009 - Apr 2023 |
+13.85%
Nov 2009 - Oct 2023 |
0.00%
0 out of 16 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +17.12% |
+17.55%
Mar 2009 - Feb 2024 |
+16.53%
Jan 2009 - Dec 2023 |
0.00%
0 out of 4 |
US Inflation Adjusted | +14.20% |
+14.61%
Mar 2009 - Feb 2024 |
+13.63%
Jan 2009 - Dec 2023 |
0.00%
0 out of 4 |
To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio with Bitcoin: ETF allocation and returns page.