Short Term Treasury Portfolio: Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Holding the Short Term Treasury 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 47 months (from September 2019 to July 2023).

This means that every rolling period of 48 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Short Term Treasury 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

SHORT TERM TREASURY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 0.87% (updated at Feb 29, 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.

SHORT TERM TREASURY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 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 -5.11 10/2021
09/2022
0.94$ 0.21 1.00$ 2.40 1.02$ 6.99 1.06$ 12.11 01/1995
12/1995
1.12$ 4.12 10.32%
2Y -2.67 11/2020
10/2022
0.94$ 0.42 1.00$ 2.29 1.04$ 6.54 1.13$ 9.17 10/2000
09/2002
1.19$ 0.49 8.31%
3Y -1.26 07/2020
06/2023
0.96$ 0.50 1.01$ 2.53 1.07$ 6.16 1.19$ 8.27 02/2000
01/2003
1.26$ -0.27 5.85%
4Y 0.02 09/2019
08/2023
1.00$ 0.55 1.02$ 2.32 1.09$ 6.36 1.27$ 7.56 01/1995
12/1998
1.33$ 0.17 0.00%
5Y 0.32 05/2013
04/2018
1.01$ 0.68 1.03$ 3.16 1.16$ 5.84 1.32$ 6.92 10/1997
09/2002
1.39$ 1.03 0.00%
6Y 0.33 05/2012
04/2018
1.02$ 0.69 1.04$ 3.42 1.22$ 5.90 1.41$ 6.92 10/1996
09/2002
1.49$ 1.22 0.00%
7Y 0.39 10/2011
09/2018
1.02$ 0.72 1.05$ 3.19 1.24$ 5.48 1.45$ 7.05 11/1994
10/2001
1.61$ 1.01 0.00%
8Y 0.45 11/2014
10/2022
1.03$ 0.80 1.06$ 2.90 1.25$ 5.23 1.50$ 7.07 01/1995
12/2002
1.72$ 0.91 0.00%
9Y 0.46 11/2013
10/2022
1.04$ 0.86 1.08$ 2.67 1.26$ 4.99 1.55$ 6.52 01/1995
12/2003
1.76$ 0.90 0.00%
10Y 0.45 11/2012
10/2022
1.04$ 0.98 1.10$ 2.49 1.27$ 4.88 1.61$ 6.01 04/1994
03/2004
1.79$ 0.87 0.00%
11Y 0.44 11/2011
10/2022
1.04$ 1.09 1.12$ 2.36 1.29$ 4.95 1.70$ 5.52 07/1994
06/2005
1.80$ 0.82 0.00%
12Y 0.48 11/2010
10/2022
1.05$ 1.19 1.15$ 2.25 1.30$ 5.01 1.79$ 5.39 12/1994
11/2006
1.87$ 0.79 0.00%
13Y 0.62 03/2010
02/2023
1.08$ 1.37 1.19$ 2.28 1.34$ 4.98 1.87$ 5.54 02/1995
01/2008
2.01$ 0.83 0.00%
14Y 0.69 01/2009
12/2022
1.10$ 1.60 1.24$ 2.49 1.41$ 4.78 1.92$ 5.61 01/1995
12/2008
2.14$ 0.87 0.00%
15Y 0.87 12/2008
11/2023
1.13$ 1.80 1.30$ 2.54 1.45$ 4.60 1.96$ 5.32 12/1994
11/2009
2.17$ 0.94 0.00%
16Y 1.08 03/2008
02/2024
1.18$ 1.84 1.33$ 2.61 1.51$ 4.40 1.99$ 5.08 12/1994
11/2010
2.21$ 1.08 0.00%
17Y 1.50 11/2006
10/2023
1.28$ 1.79 1.35$ 2.85 1.61$ 4.16 2.00$ 4.86 06/1994
05/2011
2.24$ 1.54 0.00%
18Y 1.53 11/2004
10/2022
1.31$ 1.72 1.36$ 2.87 1.66$ 3.97 2.01$ 4.64 05/1994
04/2012
2.26$ 1.71 0.00%
19Y 1.50 03/2004
02/2023
1.32$ 1.69 1.37$ 2.85 1.70$ 3.85 2.05$ 4.41 05/1994
04/2013
2.26$ 1.73 0.00%
20Y 1.55 03/2003
02/2023
1.35$ 1.67 1.39$ 2.90 1.77$ 3.76 2.09$ 4.20 06/1994
05/2014
2.27$ 1.63 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 -12.30 10/2021
09/2022
0.87$ -2.29 0.97$ 0.50 1.00$ 4.91 1.04$ 9.46 11/2000
10/2001
1.09$ 1.38 46.42%
2Y -9.03 11/2020
10/2022
0.82$ -1.81 0.96$ 0.16 1.00$ 3.86 1.07$ 6.98 10/2000
09/2002
1.14$ -3.67 47.48%
3Y -6.64 07/2020
06/2023
0.81$ -1.47 0.95$ 0.34 1.01$ 3.71 1.11$ 5.61 06/2000
05/2003
1.17$ -5.49 48.31%
4Y -4.39 10/2019
09/2023
0.83$ -1.08 0.95$ 0.12 1.00$ 3.77 1.15$ 5.14 01/1995
12/1998
1.22$ -4.18 47.28%
5Y -3.31 11/2017
10/2022
0.84$ -1.05 0.94$ 0.39 1.01$ 3.28 1.17$ 4.50 10/1997
09/2002
1.24$ -2.95 42.86%
6Y -3.07 11/2016
10/2022
0.82$ -1.02 0.94$ 0.78 1.04$ 3.37 1.22$ 4.51 10/1996
09/2002
1.30$ -2.36 38.41%
7Y -2.92 03/2016
02/2023
0.81$ -1.06 0.92$ 0.76 1.05$ 3.03 1.23$ 4.45 12/1994
11/2001
1.35$ -2.37 37.18%
8Y -2.56 03/2015
02/2023
0.81$ -1.04 0.91$ 0.55 1.04$ 2.66 1.23$ 4.54 01/1995
12/2002
1.42$ -2.39 35.47%
9Y -2.21 11/2013
10/2022
0.81$ -1.00 0.91$ 0.40 1.03$ 2.40 1.23$ 4.04 01/1995
12/2003
1.42$ -2.13 34.78%
10Y -2.08 10/2013
09/2023
0.81$ -0.86 0.91$ 0.38 1.03$ 2.26 1.25$ 3.49 04/1994
03/2004
1.40$ -1.86 32.78%
11Y -2.02 11/2011
10/2022
0.79$ -0.81 0.91$ 0.31 1.03$ 2.30 1.28$ 2.97 07/1994
06/2005
1.37$ -1.75 33.62%
12Y -2.06 11/2010
10/2022
0.77$ -0.72 0.91$ 0.18 1.02$ 2.31 1.31$ 2.80 12/1994
11/2006
1.39$ -1.74 27.19%
13Y -1.98 10/2010
09/2023
0.77$ -0.33 0.95$ 0.32 1.04$ 2.36 1.35$ 2.78 02/1995
01/2008
1.42$ -1.72 28.78%
14Y -1.77 01/2009
12/2022
0.77$ -0.40 0.94$ 0.43 1.06$ 2.33 1.38$ 3.05 01/1995
12/2008
1.52$ -1.65 31.09%
15Y -1.61 01/2009
12/2023
0.78$ -0.36 0.94$ 0.48 1.07$ 2.12 1.36$ 2.74 12/1994
11/2009
1.50$ -1.56 31.49%
16Y -1.27 03/2008
02/2024
0.81$ -0.38 0.94$ 0.54 1.08$ 1.93 1.35$ 2.60 12/1994
11/2010
1.50$ -1.27 31.95%
17Y -0.98 11/2006
10/2023
0.84$ -0.57 0.90$ 0.76 1.13$ 1.73 1.33$ 2.32 01/1995
12/2011
1.47$ -0.91 30.57%
18Y -0.96 11/2004
10/2022
0.84$ -0.73 0.87$ 0.71 1.13$ 1.59 1.32$ 2.11 07/1994
06/2012
1.45$ -0.75 26.90%
19Y -1.03 03/2004
02/2023
0.82$ -0.80 0.85$ 0.67 1.13$ 1.55 1.33$ 1.95 12/1994
11/2013
1.44$ -0.79 24.81%
20Y -0.99 07/2003
06/2023
0.82$ -0.86 0.84$ 0.73 1.15$ 1.49 1.34$ 1.81 01/1995
12/2014
1.43$ -0.91 23.97%
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 -5.42 08/1895
07/1896
0.94$ 0.72 1.00$ 4.06 1.04$ 8.04 1.08$ 25.82 10/1981
09/1982
1.25$ 4.12 7.39%
2Y -2.67 11/2020
10/2022
0.94$ 1.27 1.02$ 4.12 1.08$ 7.36 1.15$ 19.29 05/1981
04/1983
1.42$ 0.49 2.04%
3Y -1.26 07/2020
06/2023
0.96$ 1.45 1.04$ 4.34 1.13$ 6.86 1.22$ 17.24 03/1980
02/1983
1.61$ -0.27 1.28%
4Y 0.02 09/2019
08/2023
1.00$ 1.46 1.05$ 4.39 1.18$ 6.66 1.29$ 15.94 09/1981
08/1985
1.80$ 0.17 0.00%
5Y 0.32 05/2013
04/2018
1.01$ 1.52 1.07$ 4.33 1.23$ 6.58 1.37$ 15.57 09/1981
08/1986
2.06$ 1.03 0.00%
6Y 0.33 05/2012
04/2018
1.02$ 1.50 1.09$ 4.36 1.29$ 6.60 1.46$ 14.66 04/1980
03/1986
2.27$ 1.22 0.00%
7Y 0.39 10/2011
09/2018
1.02$ 1.50 1.10$ 4.36 1.34$ 6.58 1.56$ 13.80 03/1980
02/1987
2.47$ 1.01 0.00%
8Y 0.45 11/2014
10/2022
1.03$ 1.56 1.13$ 4.38 1.40$ 6.56 1.66$ 12.82 03/1980
02/1988
2.62$ 0.91 0.00%
9Y 0.46 11/2013
10/2022
1.04$ 1.54 1.14$ 4.43 1.47$ 6.39 1.74$ 11.82 12/1980
11/1989
2.73$ 0.90 0.00%
10Y 0.45 11/2012
10/2022
1.04$ 1.64 1.17$ 4.42 1.54$ 6.44 1.86$ 11.72 03/1980
02/1990
3.02$ 0.87 0.00%
11Y 0.44 11/2011
10/2022
1.04$ 1.81 1.21$ 4.43 1.61$ 6.57 2.01$ 11.66 03/1980
02/1991
3.36$ 0.82 0.00%
12Y 0.48 11/2010
10/2022
1.05$ 1.86 1.24$ 4.41 1.67$ 6.71 2.18$ 11.50 03/1980
02/1992
3.69$ 0.79 0.00%
13Y 0.62 03/2010
02/2023
1.08$ 1.96 1.28$ 4.40 1.74$ 6.81 2.35$ 11.37 03/1980
02/1993
4.05$ 0.83 0.00%
14Y 0.69 01/2009
12/2022
1.10$ 2.02 1.32$ 4.40 1.82$ 6.78 2.50$ 10.77 03/1980
02/1994
4.18$ 0.87 0.00%
15Y 0.87 12/2008
11/2023
1.13$ 2.09 1.36$ 4.40 1.90$ 6.96 2.74$ 10.33 11/1978
10/1993
4.37$ 0.94 0.00%
16Y 1.03 06/1935
05/1951
1.17$ 2.13 1.40$ 4.37 1.98$ 6.97 2.93$ 10.15 03/1980
02/1996
4.69$ 1.08 0.00%
17Y 1.03 06/1936
05/1953
1.19$ 2.17 1.43$ 4.34 2.05$ 7.10 3.20$ 10.04 10/1975
09/1992
5.08$ 1.54 0.00%
18Y 0.97 07/1935
06/1953
1.18$ 2.28 1.49$ 4.34 2.14$ 7.26 3.53$ 9.95 09/1974
08/1992
5.51$ 1.71 0.00%
19Y 0.98 07/1934
06/1953
1.20$ 2.29 1.53$ 4.33 2.23$ 7.23 3.76$ 9.77 09/1974
08/1993
5.87$ 1.73 0.00%
20Y 1.09 07/1933
06/1953
1.24$ 2.34 1.58$ 4.30 2.32$ 7.27 4.06$ 9.50 08/1973
07/1993
6.14$ 1.63 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 -19.03 07/1919
06/1920
0.80$ -3.90 0.96$ 1.75 1.01$ 9.41 1.09$ 30.38 06/1877
05/1878
1.30$ 1.38 37.33%
2Y -14.68 07/1918
06/1920
0.72$ -2.47 0.95$ 2.03 1.04$ 7.47 1.15$ 22.89 07/1920
06/1922
1.51$ -3.67 33.33%
3Y -12.29 02/1917
01/1920
0.67$ -2.02 0.94$ 2.15 1.06$ 7.45 1.24$ 17.20 08/1873
07/1876
1.60$ -5.49 30.23%
4Y -13.24 06/1916
05/1920
0.56$ -1.58 0.93$ 1.99 1.08$ 7.22 1.32$ 15.83 08/1874
07/1878
1.80$ -4.18 30.04%
5Y -11.10 07/1915
06/1920
0.55$ -1.30 0.93$ 1.94 1.10$ 7.12 1.41$ 16.30 06/1873
05/1878
2.12$ -2.95 28.72%
6Y -8.80 07/1914
06/1920
0.57$ -1.47 0.91$ 1.89 1.11$ 6.75 1.47$ 15.76 01/1873
12/1878
2.40$ -2.36 27.05%
7Y -7.07 06/1913
05/1920
0.59$ -1.47 0.90$ 1.90 1.14$ 6.63 1.56$ 14.38 05/1872
04/1879
2.56$ -2.37 25.93%
8Y -5.91 07/1912
06/1920
0.61$ -1.37 0.89$ 1.85 1.15$ 6.63 1.67$ 12.40 04/1871
03/1879
2.54$ -2.39 25.76%
9Y -5.89 07/1911
06/1920
0.57$ -1.26 0.89$ 1.92 1.18$ 6.36 1.74$ 10.38 06/1872
05/1881
2.43$ -2.13 27.33%
10Y -4.88 06/1941
05/1951
0.60$ -1.22 0.88$ 1.99 1.21$ 6.33 1.84$ 9.41 04/1871
03/1881
2.45$ -1.86 26.00%
11Y -4.51 12/1940
11/1951
0.60$ -1.02 0.89$ 1.87 1.22$ 6.11 1.91$ 9.68 03/1873
02/1884
2.76$ -1.75 25.13%
12Y -4.35 06/1939
05/1951
0.58$ -0.84 0.90$ 1.89 1.25$ 5.78 1.96$ 10.25 04/1873
03/1885
3.22$ -1.74 22.54%
13Y -3.92 08/1939
07/1952
0.59$ -0.75 0.90$ 1.82 1.26$ 5.52 2.01$ 10.25 10/1872
09/1885
3.55$ -1.72 21.39%
14Y -3.85 07/1939
06/1953
0.57$ -0.52 0.92$ 1.84 1.29$ 5.15 2.01$ 9.96 05/1872
04/1886
3.78$ -1.65 21.42%
15Y -3.26 07/1938
06/1953
0.60$ -0.51 0.92$ 1.90 1.32$ 5.06 2.09$ 9.32 04/1871
03/1886
3.80$ -1.56 19.89%
16Y -3.00 08/1941
07/1957
0.61$ -0.53 0.91$ 1.85 1.34$ 4.95 2.16$ 9.20 04/1873
03/1889
4.08$ -1.27 18.88%
17Y -2.86 06/1936
05/1953
0.61$ -0.37 0.93$ 1.85 1.36$ 4.82 2.22$ 9.01 06/1872
05/1889
4.33$ -0.91 18.78%
18Y -2.84 08/1939
07/1957
0.59$ -0.36 0.93$ 1.84 1.38$ 4.67 2.27$ 8.59 02/1872
01/1890
4.40$ -0.75 18.05%
19Y -2.63 06/1934
05/1953
0.60$ -0.24 0.95$ 1.88 1.42$ 4.61 2.35$ 8.92 04/1873
03/1892
5.07$ -0.79 16.51%
20Y -2.61 07/1933
06/1953
0.58$ -0.24 0.95$ 1.91 1.45$ 4.54 2.43$ 8.80 05/1872
04/1892
5.40$ -0.91 17.07%
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 +4.06% +25.82%
Oct 1981 - Sep 1982
-5.42%
Aug 1895 - Jul 1896
7.39%
135 out of 1827
US Inflation Adjusted +1.75% +30.38%
Jun 1877 - May 1878
-19.03%
Jul 1919 - Jun 1920
37.33%
682 out of 1827
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 +4.12% +19.29%
May 1981 - Apr 1983
-2.67%
Nov 2020 - Oct 2022
2.04%
37 out of 1815
US Inflation Adjusted +2.03% +22.89%
Jul 1920 - Jun 1922
-14.68%
Jul 1918 - Jun 1920
33.33%
605 out of 1815
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 +4.34% +17.24%
Mar 1980 - Feb 1983
-1.26%
Jul 2020 - Jun 2023
1.28%
23 out of 1803
US Inflation Adjusted +2.15% +17.20%
Aug 1873 - Jul 1876
-12.29%
Feb 1917 - Jan 1920
30.23%
545 out of 1803
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 +4.39% +15.94%
Sep 1981 - Aug 1985
+0.02%
Sep 2019 - Aug 2023
0.00%
0 out of 1791
US Inflation Adjusted +1.99% +15.83%
Aug 1874 - Jul 1878
-13.24%
Jun 1916 - May 1920
30.04%
538 out of 1791
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 +4.33% +15.57%
Sep 1981 - Aug 1986
+0.32%
May 2013 - Apr 2018
0.00%
0 out of 1779
US Inflation Adjusted +1.94% +16.30%
Jun 1873 - May 1878
-11.10%
Jul 1915 - Jun 1920
28.72%
511 out of 1779
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 +4.36% +14.66%
Apr 1980 - Mar 1986
+0.33%
May 2012 - Apr 2018
0.00%
0 out of 1767
US Inflation Adjusted +1.89% +15.76%
Jan 1873 - Dec 1878
-8.80%
Jul 1914 - Jun 1920
27.05%
478 out of 1767
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 +4.36% +13.80%
Mar 1980 - Feb 1987
+0.39%
Oct 2011 - Sep 2018
0.00%
0 out of 1755
US Inflation Adjusted +1.90% +14.38%
May 1872 - Apr 1879
-7.07%
Jun 1913 - May 1920
25.93%
455 out of 1755
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 +4.38% +12.82%
Mar 1980 - Feb 1988
+0.45%
Nov 2014 - Oct 2022
0.00%
0 out of 1743
US Inflation Adjusted +1.85% +12.40%
Apr 1871 - Mar 1879
-5.91%
Jul 1912 - Jun 1920
25.76%
449 out of 1743
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 +4.43% +11.82%
Dec 1980 - Nov 1989
+0.46%
Nov 2013 - Oct 2022
0.00%
0 out of 1731
US Inflation Adjusted +1.92% +10.38%
Jun 1872 - May 1881
-5.89%
Jul 1911 - Jun 1920
27.33%
473 out of 1731
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 +4.42% +11.72%
Mar 1980 - Feb 1990
+0.45%
Nov 2012 - Oct 2022
0.00%
0 out of 1719
US Inflation Adjusted +1.99% +9.41%
Apr 1871 - Mar 1881
-4.88%
Jun 1941 - May 1951
26.00%
447 out of 1719
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 +4.43% +11.66%
Mar 1980 - Feb 1991
+0.44%
Nov 2011 - Oct 2022
0.00%
0 out of 1707
US Inflation Adjusted +1.87% +9.68%
Mar 1873 - Feb 1884
-4.51%
Dec 1940 - Nov 1951
25.13%
429 out of 1707
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution