Simplified Permanent Portfolio: Rolling Returns

Data Source: from January 1871 to January 2024 (~153 years)
Consolidated Returns as of 31 January 2024

Holding the Simplified Permanent 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 80 months (from November 1925 to June 1932).

This means that every rolling period of 81 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Simplified Permanent 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

SIMPLIFIED PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 4.94% (updated at Jan 31, 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.

SIMPLIFIED PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1871 - 31 January 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 -14.62 11/2021
10/2022
0.85$ 0.94 1.00$ 6.67 1.06$ 14.25 1.14$ 23.00 02/1995
01/1996
1.23$ 6.19 10.89%
2Y -5.51 10/2020
09/2022
0.89$ 2.71 1.05$ 7.32 1.15$ 11.52 1.24$ 18.93 11/2008
10/2010
1.41$ 0.17 5.64%
3Y -1.62 10/2020
09/2023
0.95$ 3.57 1.11$ 7.56 1.24$ 10.50 1.34$ 16.78 11/2008
10/2011
1.59$ 0.80 1.23%
4Y 1.95 02/2012
01/2016
1.08$ 3.99 1.16$ 7.51 1.33$ 10.06 1.46$ 14.16 11/2008
10/2012
1.69$ 3.41 0.00%
5Y 2.76 02/2012
01/2017
1.14$ 4.51 1.24$ 7.17 1.41$ 9.80 1.59$ 11.77 03/2003
02/2008
1.74$ 5.77 0.00%
6Y 2.58 11/2012
10/2018
1.16$ 4.94 1.33$ 7.09 1.50$ 9.59 1.73$ 11.50 09/2005
08/2011
1.92$ 4.92 0.00%
7Y 3.15 11/2011
10/2018
1.24$ 5.07 1.41$ 7.10 1.61$ 9.32 1.86$ 10.92 09/2004
08/2011
2.06$ 5.47 0.00%
8Y 3.80 11/2014
10/2022
1.34$ 5.18 1.49$ 7.15 1.73$ 9.27 2.03$ 10.79 09/2003
08/2011
2.26$ 5.55 0.00%
9Y 3.81 11/2013
10/2022
1.40$ 5.61 1.63$ 7.29 1.88$ 9.02 2.17$ 10.83 09/2002
08/2011
2.52$ 4.47 0.00%
10Y 3.16 10/2012
09/2022
1.36$ 6.03 1.79$ 7.51 2.06$ 8.75 2.31$ 10.42 02/2002
01/2012
2.69$ 4.94 0.00%
11Y 3.48 10/2012
09/2023
1.45$ 6.19 1.93$ 7.58 2.23$ 8.89 2.55$ 9.88 10/2001
09/2012
2.81$ 4.41 0.00%
12Y 3.88 11/2011
10/2023
1.57$ 6.46 2.11$ 7.69 2.43$ 8.79 2.74$ 9.42 09/1999
08/2011
2.94$ 4.33 0.00%
13Y 4.52 11/2010
10/2023
1.77$ 6.76 2.34$ 7.76 2.64$ 8.56 2.90$ 9.15 09/1998
08/2011
3.12$ 5.24 0.00%
14Y 5.41 12/2009
11/2023
2.08$ 6.91 2.54$ 7.83 2.87$ 8.35 3.07$ 8.91 09/1998
08/2012
3.30$ 5.91 0.00%
15Y 5.26 03/2008
02/2023
2.15$ 6.85 2.70$ 7.77 3.07$ 8.27 3.29$ 8.98 09/1996
08/2011
3.63$ 6.36 0.00%
16Y 5.40 11/2007
10/2023
2.32$ 7.15 3.01$ 7.66 3.25$ 8.42 3.64$ 8.90 12/1994
11/2010
3.91$ 5.66 0.00%
17Y 5.91 11/2006
10/2023
2.65$ 7.01 3.16$ 7.59 3.46$ 8.22 3.82$ 9.19 02/1995
01/2012
4.45$ 6.26 0.00%
18Y 6.24 11/2004
10/2022
2.97$ 6.86 3.30$ 7.56 3.70$ 8.10 4.06$ 9.00 12/1994
11/2012
4.71$ 6.39 0.00%
19Y 6.24 11/2004
10/2023
3.15$ 6.81 3.49$ 7.46 3.92$ 8.12 4.40$ 8.52 05/1994
04/2013
4.73$ 6.66 0.00%
20Y 6.36 11/2003
10/2023
3.43$ 6.81 3.73$ 7.35 4.12$ 7.92 4.59$ 8.38 02/1995
01/2015
5.00$ 6.58 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 -20.77 11/2021
10/2022
0.79$ -1.32 0.98$ 4.07 1.04$ 11.52 1.11$ 19.80 11/2008
10/2009
1.19$ 3.00 21.20%
2Y -11.50 10/2020
09/2022
0.78$ 0.79 1.01$ 4.89 1.10$ 9.00 1.18$ 18.38 11/2008
10/2010
1.40$ -4.34 11.57%
3Y -6.95 10/2020
09/2023
0.80$ 1.57 1.04$ 5.31 1.16$ 7.96 1.25$ 15.08 11/2008
10/2011
1.52$ -4.60 6.77%
4Y -2.28 11/2019
10/2023
0.91$ 1.86 1.07$ 5.08 1.21$ 7.49 1.33$ 12.32 11/2008
10/2012
1.59$ -1.12 2.88%
5Y -0.39 11/2017
10/2022
0.98$ 2.27 1.11$ 4.61 1.25$ 7.18 1.41$ 9.45 11/2008
10/2013
1.57$ 1.54 0.66%
6Y -0.35 10/2016
09/2022
0.97$ 2.66 1.17$ 4.87 1.33$ 7.00 1.50$ 9.05 11/2005
10/2011
1.68$ 1.17 0.35%
7Y 0.11 10/2016
09/2023
1.00$ 2.91 1.22$ 4.77 1.38$ 6.65 1.56$ 8.40 10/2005
09/2012
1.75$ 1.92 0.00%
8Y 0.80 03/2015
02/2023
1.06$ 3.33 1.29$ 4.72 1.44$ 6.72 1.68$ 8.01 09/2003
08/2011
1.85$ 2.11 0.00%
9Y 1.05 11/2013
10/2022
1.09$ 3.75 1.39$ 4.87 1.53$ 6.56 1.77$ 8.09 09/2002
08/2011
2.01$ 1.30 0.00%
10Y 0.63 10/2012
09/2022
1.06$ 4.11 1.49$ 5.06 1.63$ 6.31 1.84$ 7.80 08/2002
07/2012
2.11$ 2.10 0.00%
11Y 0.83 10/2012
09/2023
1.09$ 4.07 1.55$ 5.20 1.74$ 6.36 1.97$ 7.31 10/2001
09/2012
2.17$ 1.69 0.00%
12Y 1.27 11/2011
10/2023
1.16$ 4.54 1.70$ 5.31 1.86$ 6.31 2.08$ 6.88 04/2001
03/2013
2.22$ 1.70 0.00%
13Y 1.83 11/2010
10/2023
1.26$ 4.66 1.80$ 5.41 1.98$ 6.07 2.15$ 6.58 02/2002
01/2015
2.28$ 2.55 0.00%
14Y 2.81 12/2009
11/2023
1.47$ 4.61 1.88$ 5.46 2.10$ 5.87 2.22$ 6.44 08/2002
07/2016
2.39$ 3.27 0.00%
15Y 2.84 03/2008
02/2023
1.52$ 4.63 1.97$ 5.47 2.22$ 5.89 2.35$ 6.37 09/1996
08/2011
2.52$ 3.71 0.00%
16Y 2.90 11/2007
10/2023
1.57$ 4.88 2.14$ 5.37 2.31$ 5.89 2.49$ 6.33 12/1994
11/2010
2.66$ 3.19 0.00%
17Y 3.32 11/2006
10/2023
1.74$ 4.62 2.15$ 5.29 2.40$ 5.77 2.59$ 6.56 02/1995
01/2012
2.94$ 3.66 0.00%
18Y 3.65 11/2004
10/2022
1.90$ 4.50 2.20$ 5.18 2.48$ 5.88 2.79$ 6.40 12/1994
11/2012
3.05$ 3.81 0.00%
19Y 3.60 11/2004
10/2023
1.95$ 4.47 2.29$ 5.20 2.62$ 5.74 2.88$ 6.03 09/2001
08/2020
3.03$ 4.00 0.00%
20Y 3.69 11/2003
10/2023
2.06$ 4.38 2.35$ 5.07 2.69$ 5.60 2.97$ 6.00 02/1995
01/2015
3.20$ 3.91 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 -21.03 07/1931
06/1932
0.78$ -0.60 0.99$ 5.23 1.05$ 12.64 1.12$ 48.12 07/1932
06/1933
1.48$ 6.19 17.52%
2Y -14.88 06/1930
05/1932
0.72$ 1.05 1.02$ 5.44 1.11$ 10.53 1.22$ 29.39 07/1978
06/1980
1.67$ 0.17 9.37%
3Y -9.97 07/1929
06/1932
0.72$ 1.90 1.05$ 5.34 1.16$ 9.95 1.32$ 22.17 07/1970
06/1973
1.82$ 0.80 3.94%
4Y -5.41 06/1928
05/1932
0.80$ 2.34 1.09$ 5.17 1.22$ 9.59 1.44$ 19.60 07/1982
06/1986
2.04$ 3.41 2.07%
5Y -2.38 06/1927
05/1932
0.88$ 2.45 1.12$ 5.22 1.28$ 9.55 1.57$ 18.07 04/1982
03/1987
2.29$ 5.77 0.62%
6Y -0.50 07/1926
06/1932
0.97$ 2.65 1.16$ 5.24 1.35$ 9.45 1.71$ 16.13 10/1974
09/1980
2.45$ 4.92 0.11%
7Y 0.56 07/1925
06/1932
1.04$ 2.83 1.21$ 5.17 1.42$ 9.32 1.86$ 15.09 02/1973
01/1980
2.67$ 5.47 0.00%
8Y 1.03 11/1906
10/1914
1.08$ 3.07 1.27$ 5.11 1.49$ 9.27 2.03$ 15.04 02/1972
01/1980
3.06$ 5.55 0.00%
9Y 1.09 11/1905
10/1914
1.10$ 3.15 1.32$ 5.11 1.56$ 9.07 2.18$ 15.24 07/1971
06/1980
3.58$ 4.47 0.00%
10Y 1.46 09/1886
08/1896
1.15$ 3.32 1.38$ 5.10 1.64$ 8.91 2.34$ 15.78 07/1970
06/1980
4.32$ 4.94 0.00%
11Y 1.68 01/1907
12/1917
1.20$ 3.37 1.43$ 5.09 1.72$ 8.92 2.56$ 13.95 01/1970
12/1980
4.20$ 4.41 0.00%
12Y 1.63 11/1902
10/1914
1.21$ 3.43 1.49$ 5.11 1.81$ 8.86 2.76$ 13.49 10/1974
09/1986
4.56$ 4.33 0.00%
13Y 1.83 11/1901
10/1914
1.26$ 3.45 1.55$ 4.99 1.88$ 8.76 2.97$ 13.89 06/1970
05/1983
5.42$ 5.24 0.00%
14Y 1.93 09/1882
08/1896
1.30$ 3.61 1.64$ 4.98 1.97$ 8.65 3.19$ 13.03 04/1972
03/1986
5.55$ 5.91 0.00%
15Y 2.01 01/1906
12/1920
1.34$ 3.69 1.72$ 4.97 2.07$ 8.94 3.61$ 13.37 09/1971
08/1986
6.56$ 6.36 0.00%
16Y 2.03 09/1905
08/1921
1.37$ 3.64 1.77$ 4.97 2.17$ 8.90 3.91$ 13.70 09/1970
08/1986
7.80$ 5.66 0.00%
17Y 2.14 05/1901
04/1918
1.43$ 3.57 1.81$ 4.94 2.26$ 8.90 4.26$ 13.58 07/1970
06/1987
8.71$ 6.26 0.00%
18Y 2.22 06/1902
05/1920
1.48$ 3.57 1.87$ 4.93 2.37$ 8.86 4.61$ 12.85 07/1970
06/1988
8.80$ 6.39 0.00%
19Y 2.20 07/1901
06/1920
1.51$ 3.65 1.97$ 4.96 2.50$ 8.91 5.05$ 12.61 08/1970
07/1989
9.55$ 6.66 0.00%
20Y 2.12 07/1901
06/1921
1.52$ 3.56 2.01$ 5.02 2.66$ 8.92 5.52$ 12.21 06/1970
05/1990
10.02$ 6.58 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -22.64 10/1980
09/1981
0.77$ -4.28 0.95$ 3.86 1.03$ 11.83 1.11$ 58.61 07/1932
06/1933
1.58$ 3.00 30.50%
2Y -15.92 12/1916
11/1918
0.70$ -1.32 0.97$ 3.80 1.07$ 9.40 1.19$ 25.26 06/1932
05/1934
1.56$ -4.34 22.16%
3Y -13.46 02/1917
01/1920
0.64$ -0.44 0.98$ 3.68 1.11$ 8.41 1.27$ 17.08 07/1932
06/1935
1.60$ -4.60 16.32%
4Y -13.91 07/1916
06/1920
0.54$ 0.21 1.00$ 3.90 1.16$ 7.83 1.35$ 16.30 06/1932
05/1936
1.82$ -1.12 13.80%
5Y -11.23 07/1915
06/1920
0.55$ 0.31 1.01$ 3.78 1.20$ 7.36 1.42$ 14.40 07/1982
06/1987
1.95$ 1.54 13.39%
6Y -9.44 07/1914
06/1920
0.55$ 0.28 1.01$ 3.92 1.25$ 7.22 1.51$ 11.34 07/1982
06/1988
1.90$ 1.17 13.53%
7Y -8.12 06/1913
05/1920
0.55$ 0.31 1.02$ 4.04 1.31$ 7.12 1.61$ 10.67 08/1920
07/1927
2.03$ 1.92 12.43%
8Y -7.33 07/1912
06/1920
0.54$ 0.32 1.02$ 3.93 1.36$ 6.84 1.69$ 10.49 07/1920
06/1928
2.22$ 2.11 12.97%
9Y -7.28 07/1911
06/1920
0.50$ 0.40 1.03$ 3.98 1.42$ 6.71 1.79$ 10.59 08/1920
07/1929
2.47$ 1.30 12.66%
10Y -5.19 12/1910
11/1920
0.58$ 0.50 1.05$ 3.96 1.47$ 6.50 1.87$ 9.54 06/1920
05/1930
2.48$ 2.10 11.82%
11Y -5.06 07/1909
06/1920
0.56$ 0.44 1.04$ 4.08 1.55$ 6.39 1.97$ 9.02 07/1920
06/1931
2.58$ 1.69 11.55%
12Y -4.63 07/1908
06/1920
0.56$ 0.65 1.08$ 4.05 1.61$ 6.27 2.07$ 9.60 07/1921
06/1933
3.00$ 1.70 11.28%
13Y -3.83 08/1907
07/1920
0.60$ 0.63 1.08$ 3.92 1.64$ 6.02 2.13$ 10.34 07/1920
06/1933
3.59$ 2.55 10.76%
14Y -4.30 08/1906
07/1920
0.54$ 0.62 1.09$ 3.83 1.69$ 5.92 2.23$ 9.43 07/1920
06/1934
3.53$ 3.27 9.28%
15Y -3.95 08/1905
07/1920
0.54$ 0.81 1.12$ 3.73 1.73$ 5.90 2.36$ 9.15 08/1920
07/1935
3.71$ 3.71 8.75%
16Y -3.22 08/1904
07/1920
0.59$ 0.89 1.15$ 3.61 1.76$ 5.89 2.49$ 9.32 08/1920
07/1936
4.16$ 3.19 7.65%
17Y -2.99 06/1903
05/1920
0.59$ 0.94 1.17$ 3.64 1.83$ 5.69 2.56$ 8.77 08/1920
07/1937
4.17$ 3.66 7.28%
18Y -2.95 06/1902
05/1920
0.58$ 1.10 1.21$ 3.58 1.88$ 5.61 2.67$ 8.27 08/1920
07/1938
4.17$ 3.81 6.23%
19Y -3.16 07/1901
06/1920
0.54$ 1.13 1.23$ 3.50 1.92$ 5.65 2.83$ 8.15 08/1920
07/1939
4.42$ 4.00 6.46%
20Y -2.19 07/1900
06/1920
0.64$ 1.28 1.28$ 3.59 2.02$ 5.53 2.93$ 7.58 08/1920
07/1940
4.31$ 3.91 6.88%
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 +5.23% +48.12%
Jul 1932 - Jun 1933
-21.03%
Jul 1931 - Jun 1932
17.52%
320 out of 1826
US Inflation Adjusted +3.86% +58.61%
Jul 1932 - Jun 1933
-22.64%
Oct 1980 - Sep 1981
30.50%
557 out of 1826
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 +5.44% +29.39%
Jul 1978 - Jun 1980
-14.88%
Jun 1930 - May 1932
9.37%
170 out of 1814
US Inflation Adjusted +3.80% +25.26%
Jun 1932 - May 1934
-15.92%
Dec 1916 - Nov 1918
22.16%
402 out of 1814
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 +5.34% +22.17%
Jul 1970 - Jun 1973
-9.97%
Jul 1929 - Jun 1932
3.94%
71 out of 1802
US Inflation Adjusted +3.68% +17.08%
Jul 1932 - Jun 1935
-13.46%
Feb 1917 - Jan 1920
16.32%
294 out of 1802
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 +5.17% +19.60%
Jul 1982 - Jun 1986
-5.41%
Jun 1928 - May 1932
2.07%
37 out of 1790
US Inflation Adjusted +3.90% +16.30%
Jun 1932 - May 1936
-13.91%
Jul 1916 - Jun 1920
13.80%
247 out of 1790
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 +5.22% +18.07%
Apr 1982 - Mar 1987
-2.38%
Jun 1927 - May 1932
0.62%
11 out of 1778
US Inflation Adjusted +3.78% +14.40%
Jul 1982 - Jun 1987
-11.23%
Jul 1915 - Jun 1920
13.39%
238 out of 1778
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 +5.24% +16.13%
Oct 1974 - Sep 1980
-0.50%
Jul 1926 - Jun 1932
0.11%
2 out of 1766
US Inflation Adjusted +3.92% +11.34%
Jul 1982 - Jun 1988
-9.44%
Jul 1914 - Jun 1920
13.53%
239 out of 1766
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 +5.17% +15.09%
Feb 1973 - Jan 1980
+0.56%
Jul 1925 - Jun 1932
0.00%
0 out of 1754
US Inflation Adjusted +4.04% +10.67%
Aug 1920 - Jul 1927
-8.12%
Jun 1913 - May 1920
12.43%
218 out of 1754
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 +5.11% +15.04%
Feb 1972 - Jan 1980
+1.03%
Nov 1906 - Oct 1914
0.00%
0 out of 1742
US Inflation Adjusted +3.93% +10.49%
Jul 1920 - Jun 1928
-7.33%
Jul 1912 - Jun 1920
12.97%
226 out of 1742
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 +5.11% +15.24%
Jul 1971 - Jun 1980
+1.09%
Nov 1905 - Oct 1914
0.00%
0 out of 1730
US Inflation Adjusted +3.98% +10.59%
Aug 1920 - Jul 1929
-7.28%
Jul 1911 - Jun 1920
12.66%
219 out of 1730
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 +5.10% +15.78%
Jul 1970 - Jun 1980
+1.46%
Sep 1886 - Aug 1896
0.00%
0 out of 1718
US Inflation Adjusted +3.96% +9.54%
Jun 1920 - May 1930
-5.19%
Dec 1910 - Nov 1920
11.82%
203 out of 1718
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 +5.09% +13.95%
Jan 1970 - Dec 1980
+1.68%
Jan 1907 - Dec 1917
0.00%
0 out of 1706
US Inflation Adjusted +4.08% +9.02%
Jul 1920 - Jun 1931
-5.06%
Jul 1909 - Jun 1920
11.55%
197 out of 1706
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution