Consolidated Returns as of 30 June 2024
Holding the JL Collins Simple Path to Wealth Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~154 years), the longest period with a negative return lasted 163 months (from December 1928 to June 1942).
This means that every rolling period of 164 months or above has always granted a positive return.
To obtain comprehensive information, please consult the JL Collins Simple Path to Wealth 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
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The annualized return of the last 10 years has been 9.50% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.48% |
+109.11%
Jul 1932 - Jun 1933 |
-54.20%
Jul 1931 - Jun 1932 |
24.30%
445 out of 1831 |
US Inflation Adjusted | +7.35% |
+123.93%
Jul 1932 - Jun 1933 |
-49.15%
Jul 1931 - Jun 1932 |
29.82%
546 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+43.49%
Jul 1932 - Jun 1934 |
-42.58%
Jun 1930 - May 1932 |
17.48%
318 out of 1819 |
US Inflation Adjusted | +6.59% |
+44.56%
Jul 1932 - Jun 1934 |
-36.23%
Jun 1930 - May 1932 |
23.58%
429 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.69% |
+34.94%
Mar 1933 - Feb 1936 |
-32.34%
Jul 1929 - Jun 1932 |
12.62%
228 out of 1807 |
US Inflation Adjusted | +6.43% |
+31.25%
Mar 1933 - Feb 1936 |
-26.97%
Jul 1929 - Jun 1932 |
18.65%
337 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.57% |
+32.83%
Jul 1932 - Jun 1936 |
-20.47%
Jun 1928 - May 1932 |
8.19%
147 out of 1795 |
US Inflation Adjusted | +6.48% |
+32.34%
Jul 1932 - Jun 1936 |
-15.81%
Jun 1928 - May 1932 |
16.16%
290 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.62% |
+28.33%
Jun 1932 - May 1937 |
-12.63%
Jun 1927 - May 1932 |
4.94%
88 out of 1783 |
US Inflation Adjusted | +6.50% |
+27.05%
Jun 1932 - May 1937 |
-10.45%
Jan 1916 - Dec 1920 |
15.14%
270 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.46% |
+22.81%
Sep 1923 - Aug 1929 |
-7.87%
Jul 1926 - Jun 1932 |
3.78%
67 out of 1771 |
US Inflation Adjusted | +6.26% |
+22.57%
Sep 1923 - Aug 1929 |
-8.26%
Oct 1968 - Sep 1974 |
11.58%
205 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.34% |
+19.66%
Apr 1980 - Mar 1987 |
-4.94%
Jul 1925 - Jun 1932 |
2.16%
38 out of 1759 |
US Inflation Adjusted | +6.01% |
+19.55%
Sep 1921 - Aug 1928 |
-6.34%
Oct 1967 - Sep 1974 |
9.89%
174 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.10% |
+21.46%
Sep 1921 - Aug 1929 |
-3.67%
Apr 1930 - Mar 1938 |
0.92%
16 out of 1747 |
US Inflation Adjusted | +6.02% |
+21.80%
Sep 1921 - Aug 1929 |
-5.92%
Aug 1912 - Jul 1920 |
10.65%
186 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.02% |
+17.88%
Sep 1920 - Aug 1929 |
-3.07%
Apr 1929 - Mar 1938 |
1.15%
20 out of 1735 |
US Inflation Adjusted | +6.19% |
+19.99%
Sep 1920 - Aug 1929 |
-5.90%
Jul 1911 - Jun 1920 |
9.74%
169 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.99% |
+16.47%
Sep 1977 - Aug 1987 |
-1.79%
Sep 1929 - Aug 1939 |
0.58%
10 out of 1723 |
US Inflation Adjusted | +6.26% |
+16.35%
Jun 1920 - May 1930 |
-4.42%
Jul 1911 - Jun 1921 |
9.29%
160 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.01% |
+15.88%
Aug 1982 - Jul 1993 |
-1.43%
Sep 1929 - Aug 1940 |
0.41%
7 out of 1711 |
US Inflation Adjusted | +6.45% |
+14.40%
Sep 1918 - Aug 1929 |
-3.55%
Aug 1909 - Jul 1920 |
7.42%
127 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.01% |
+15.98%
Oct 1974 - Sep 1986 |
-0.96%
May 1930 - Apr 1942 |
0.47%
8 out of 1699 |
US Inflation Adjusted | +6.41% |
+12.82%
Jun 1949 - May 1961 |
-2.62%
Jan 1909 - Dec 1920 |
6.24%
106 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.92% |
+16.79%
Oct 1974 - Sep 1987 |
-1.41%
Sep 1929 - Aug 1942 |
0.53%
9 out of 1687 |
US Inflation Adjusted | +6.30% |
+12.45%
Dec 1948 - Nov 1961 |
-1.71%
Oct 1968 - Sep 1981 |
5.81%
98 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.77% |
+15.79%
Jul 1984 - Jun 1998 |
+0.67%
Dec 1928 - Nov 1942 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +6.19% |
+12.20%
Jun 1932 - May 1946 |
-2.13%
Aug 1906 - Jul 1920 |
3.88%
65 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.77% |
+16.43%
Aug 1982 - Jul 1997 |
+1.52%
Sep 1929 - Aug 1944 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +6.12% |
+12.63%
Aug 1982 - Jul 1997 |
-1.97%
Jan 1906 - Dec 1920 |
2.29%
38 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.69% |
+16.41%
Jul 1982 - Jun 1998 |
+2.03%
Jul 1916 - Jun 1932 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +6.00% |
+12.70%
Jul 1982 - Jun 1998 |
-1.25%
Sep 1905 - Aug 1921 |
1.94%
32 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.70% |
+16.35%
Jul 1982 - Jun 1999 |
+2.82%
Jul 1915 - Jun 1932 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +5.81% |
+12.73%
Jul 1982 - Jun 1999 |
-0.41%
Jun 1903 - May 1920 |
0.73%
12 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.79% |
+16.12%
Apr 1982 - Mar 2000 |
+2.80%
Jun 1914 - May 1932 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +5.76% |
+12.37%
Apr 1982 - Mar 2000 |
-0.77%
Aug 1902 - Jul 1920 |
0.68%
11 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.76% |
+15.55%
Apr 1980 - Mar 1999 |
+2.84%
Jun 1913 - May 1932 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +5.87% |
+11.51%
Oct 1981 - Sep 2000 |
-1.06%
Jul 1901 - Jun 1920 |
1.11%
18 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.72% |
+15.70%
Apr 1980 - Mar 2000 |
+2.55%
Jul 1912 - Jun 1932 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +5.92% |
+11.39%
Apr 1980 - Mar 2000 |
-0.53%
Jul 1901 - Jun 1921 |
0.25%
4 out of 1603 |
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To obtain comprehensive information, please consult the JL Collins Simple Path to Wealth Portfolio: ETF allocation and returns page.