Consolidated Returns as of 31 March 2024
Holding the Roger Gibson Talmud Portfolio 2x Leveraged, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~14 years), the longest period with a negative return lasted 54 months (from May 2019 to October 2023).
This means that every rolling period of 55 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Roger Gibson Talmud Portfolio 2x Leveraged: 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 | +14.47% |
+56.90%
Nov 2020 - Oct 2021 |
-39.60%
Jan 2022 - Dec 2022 |
18.99%
30 out of 158 |
US Inflation Adjusted | +11.64% |
+47.72%
Nov 2020 - Oct 2021 |
-43.24%
Jan 2022 - Dec 2022 |
20.89%
33 out of 158 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.60% |
+32.18%
Apr 2020 - Mar 2022 |
-22.48%
Nov 2021 - Oct 2023 |
10.96%
16 out of 146 |
US Inflation Adjusted | +11.87% |
+26.03%
Jul 2010 - Jun 2012 |
-26.50%
Nov 2021 - Oct 2023 |
13.70%
20 out of 146 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.24% |
+30.30%
Jan 2019 - Dec 2021 |
-2.74%
Oct 2019 - Sep 2022 |
4.48%
6 out of 134 |
US Inflation Adjusted | +11.85% |
+25.81%
Jan 2019 - Dec 2021 |
-7.31%
Oct 2019 - Sep 2022 |
14.18%
19 out of 134 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.25% |
+25.84%
Jul 2010 - Jun 2014 |
-3.23%
Nov 2019 - Oct 2023 |
1.64%
2 out of 122 |
US Inflation Adjusted | +12.31% |
+23.09%
Jul 2010 - Jun 2014 |
-7.47%
Nov 2019 - Oct 2023 |
11.48%
14 out of 122 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.12% |
+24.48%
Mar 2010 - Feb 2015 |
+2.58%
Oct 2018 - Sep 2023 |
0.00%
0 out of 110 |
US Inflation Adjusted | +11.18% |
+22.51%
Mar 2010 - Feb 2015 |
-1.40%
Oct 2018 - Sep 2023 |
2.73%
3 out of 110 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.80% |
+21.59%
Jul 2010 - Jun 2016 |
+2.49%
Nov 2017 - Oct 2023 |
0.00%
0 out of 98 |
US Inflation Adjusted | +11.51% |
+19.56%
Jul 2010 - Jun 2016 |
-1.21%
Nov 2017 - Oct 2023 |
2.04%
2 out of 98 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.65% |
+19.39%
Jul 2010 - Jun 2017 |
+4.58%
Oct 2016 - Sep 2023 |
0.00%
0 out of 86 |
US Inflation Adjusted | +11.79% |
+17.41%
Jul 2010 - Jun 2017 |
+1.03%
Oct 2016 - Sep 2023 |
0.00%
0 out of 86 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.60% |
+18.12%
Oct 2011 - Sep 2019 |
+4.96%
Nov 2015 - Oct 2023 |
0.00%
0 out of 74 |
US Inflation Adjusted | +11.77% |
+16.31%
Oct 2011 - Sep 2019 |
+1.64%
Nov 2015 - Oct 2023 |
0.00%
0 out of 74 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.20% |
+17.90%
Jul 2010 - Jun 2019 |
+5.13%
Nov 2014 - Oct 2023 |
0.00%
0 out of 62 |
US Inflation Adjusted | +12.06% |
+15.80%
Jul 2010 - Jun 2019 |
+2.15%
Nov 2014 - Oct 2023 |
0.00%
0 out of 62 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.61% |
+18.24%
Jan 2012 - Dec 2021 |
+7.26%
Nov 2013 - Oct 2023 |
0.00%
0 out of 50 |
US Inflation Adjusted | +11.44% |
+15.76%
Jan 2012 - Dec 2021 |
+4.36%
Nov 2013 - Oct 2023 |
0.00%
0 out of 50 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.18% |
+18.22%
Sep 2010 - Aug 2021 |
+8.45%
Nov 2012 - Oct 2023 |
0.00%
0 out of 38 |
US Inflation Adjusted | +9.44% |
+15.86%
Jul 2010 - Jun 2021 |
+5.70%
Nov 2012 - Oct 2023 |
0.00%
0 out of 38 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.31% |
+16.94%
Mar 2010 - Feb 2022 |
+9.63%
Nov 2011 - Oct 2023 |
0.00%
0 out of 26 |
US Inflation Adjusted | +8.53% |
+14.34%
Mar 2010 - Feb 2022 |
+6.88%
Nov 2011 - Oct 2023 |
0.00%
0 out of 26 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.75% |
+13.26%
Jul 2010 - Jun 2023 |
+9.82%
Nov 2010 - Oct 2023 |
0.00%
0 out of 14 |
US Inflation Adjusted | +8.89% |
+10.37%
Jul 2010 - Jun 2023 |
+6.99%
Nov 2010 - Oct 2023 |
0.00%
0 out of 14 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.55% |
+13.04%
Mar 2010 - Feb 2024 |
+12.55%
Apr 2010 - Mar 2024 |
0.00%
0 out of 2 |
US Inflation Adjusted | +9.67% |
+10.18%
Mar 2010 - Feb 2024 |
+9.67%
Apr 2010 - Mar 2024 |
0.00%
0 out of 2 |
To obtain comprehensive information, please consult the Roger Gibson Talmud Portfolio 2x Leveraged: ETF allocation and returns page.