Consolidated Returns as of 30 April 2024
Holding the Aim Ways Shield Strategy Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~39 years), the longest period with a negative return lasted 44 months (from February 1999 to September 2002).
This means that every rolling period of 45 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Aim Ways Shield 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
The annualized return of the last 10 years has been 8.02% (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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.19% |
+30.65%
Mar 2009 - Feb 2010 |
-18.89%
Nov 2007 - Oct 2008 |
14.97%
69 out of 461 |
US Inflation Adjusted | +7.34% |
+27.90%
Mar 2009 - Feb 2010 |
-22.10%
Nov 2021 - Oct 2022 |
19.74%
91 out of 461 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+24.40%
Mar 2009 - Feb 2011 |
-9.25%
Sep 2000 - Aug 2002 |
8.02%
36 out of 449 |
US Inflation Adjusted | +6.32% |
+21.80%
Mar 2009 - Feb 2011 |
-11.23%
Sep 2000 - Aug 2002 |
14.03%
63 out of 449 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+20.42%
Apr 1997 - Mar 2000 |
-5.00%
Apr 2000 - Mar 2003 |
2.75%
12 out of 437 |
US Inflation Adjusted | +6.00% |
+17.73%
Apr 1997 - Mar 2000 |
-7.28%
Apr 2000 - Mar 2003 |
10.53%
46 out of 437 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+18.55%
Feb 1995 - Jan 1999 |
+0.99%
Sep 2000 - Aug 2004 |
0.00%
0 out of 425 |
US Inflation Adjusted | +6.23% |
+15.90%
Feb 1995 - Jan 1999 |
-1.57%
Apr 1999 - Mar 2003 |
3.76%
16 out of 425 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.99% |
+18.35%
Jan 1995 - Dec 1999 |
+1.81%
Apr 2000 - Mar 2005 |
0.00%
0 out of 413 |
US Inflation Adjusted | +6.09% |
+15.60%
Jan 1995 - Dec 1999 |
-0.63%
Apr 2000 - Mar 2005 |
0.48%
2 out of 413 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+16.08%
Apr 1994 - Mar 2000 |
+3.57%
Apr 2000 - Mar 2006 |
0.00%
0 out of 401 |
US Inflation Adjusted | +6.17% |
+13.20%
Apr 1994 - Mar 2000 |
+0.86%
Jan 2000 - Dec 2005 |
0.00%
0 out of 401 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.79% |
+14.52%
Apr 1993 - Mar 2000 |
+4.31%
Apr 2000 - Mar 2007 |
0.00%
0 out of 389 |
US Inflation Adjusted | +6.33% |
+11.66%
Apr 1993 - Mar 2000 |
+1.62%
Apr 2000 - Mar 2007 |
0.00%
0 out of 389 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+14.13%
Apr 1992 - Mar 2000 |
+3.08%
Nov 2000 - Oct 2008 |
0.00%
0 out of 377 |
US Inflation Adjusted | +6.44% |
+11.22%
Apr 1992 - Mar 2000 |
+0.27%
Nov 2000 - Oct 2008 |
0.00%
0 out of 377 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.89% |
+14.26%
Jan 1991 - Dec 1999 |
+2.56%
Mar 2000 - Feb 2009 |
0.00%
0 out of 365 |
US Inflation Adjusted | +6.38% |
+11.39%
Jan 1991 - Dec 1999 |
+0.03%
Mar 2000 - Feb 2009 |
0.00%
0 out of 365 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.94% |
+13.74%
Sep 1990 - Aug 2000 |
+4.37%
Mar 1999 - Feb 2009 |
0.00%
0 out of 353 |
US Inflation Adjusted | +6.40% |
+10.69%
Sep 1990 - Aug 2000 |
+1.74%
Mar 1999 - Feb 2009 |
0.00%
0 out of 353 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.92% |
+13.40%
Apr 1989 - Mar 2000 |
+5.43%
Mar 1998 - Feb 2009 |
0.00%
0 out of 341 |
US Inflation Adjusted | +6.43% |
+9.99%
Apr 1989 - Mar 2000 |
+2.85%
Mar 1998 - Feb 2009 |
0.00%
0 out of 341 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.94% |
+12.73%
Sep 1988 - Aug 2000 |
+6.18%
Jan 2000 - Dec 2011 |
0.00%
0 out of 329 |
US Inflation Adjusted | +6.40% |
+9.34%
Dec 2008 - Nov 2020 |
+3.59%
Jan 2000 - Dec 2011 |
0.00%
0 out of 329 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.77% |
+12.25%
Jan 1987 - Dec 1999 |
+6.27%
Jul 2000 - Jun 2013 |
0.00%
0 out of 317 |
US Inflation Adjusted | +6.42% |
+9.24%
Nov 2008 - Oct 2021 |
+3.85%
Jul 2000 - Jun 2013 |
0.00%
0 out of 317 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+12.72%
Jan 1985 - Dec 1998 |
+6.50%
Apr 2000 - Mar 2014 |
0.00%
0 out of 305 |
US Inflation Adjusted | +6.29% |
+9.21%
Jan 1985 - Dec 1998 |
+4.07%
Apr 2000 - Mar 2014 |
0.00%
0 out of 305 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.92% |
+13.21%
Jan 1985 - Dec 1999 |
+6.31%
Sep 2000 - Aug 2015 |
0.00%
0 out of 293 |
US Inflation Adjusted | +6.28% |
+9.72%
Jan 1985 - Dec 1999 |
+4.06%
Sep 2000 - Aug 2015 |
0.00%
0 out of 293 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+12.04%
Jan 1985 - Dec 2000 |
+6.29%
Jan 2000 - Dec 2015 |
0.00%
0 out of 281 |
US Inflation Adjusted | +6.22% |
+8.56%
Jan 1985 - Dec 2000 |
+4.04%
Jan 2000 - Dec 2015 |
0.00%
0 out of 281 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.90% |
+10.97%
Jan 1985 - Dec 2001 |
+6.35%
Jan 2000 - Dec 2016 |
0.00%
0 out of 269 |
US Inflation Adjusted | +6.17% |
+7.70%
Nov 1990 - Oct 2007 |
+4.11%
Jan 2000 - Dec 2016 |
0.00%
0 out of 269 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.83% |
+10.33%
Oct 1985 - Sep 2003 |
+6.57%
Apr 2000 - Mar 2018 |
0.00%
0 out of 257 |
US Inflation Adjusted | +6.23% |
+7.57%
Sep 2002 - Aug 2020 |
+4.36%
Apr 2000 - Mar 2018 |
0.00%
0 out of 257 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.98% |
+10.78%
Jan 1985 - Dec 2003 |
+6.34%
Jan 2000 - Dec 2018 |
0.00%
0 out of 245 |
US Inflation Adjusted | +6.30% |
+7.54%
Jan 1985 - Dec 2003 |
+4.10%
Jan 2000 - Dec 2018 |
0.00%
0 out of 245 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+10.61%
Jan 1985 - Dec 2004 |
+6.58%
Apr 2000 - Mar 2020 |
0.00%
0 out of 233 |
US Inflation Adjusted | +6.14% |
+7.36%
Jan 1985 - Dec 2004 |
+4.41%
Apr 2000 - Mar 2020 |
0.00%
0 out of 233 |
To obtain comprehensive information, please consult the Aim Ways Shield Strategy Portfolio: ETF allocation and returns page.