Stocks/Bonds 20/80 Momentum Portfolio: Rolling Returns

Time Period: from January 1982 to November 2024 (~43 years)
Rebalancing: at every Jan 1st
Currency: USD
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When holding the Stocks/Bonds 20/80 Momentum Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~43 years), the longest duration with a negative return was 53 months (from June 2019 to October 2023).

This indicates that, within the same timeframe, any rolling period of 54 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 December 1994 - 30 November 2024 (30 Years)
Time Period: 1 January 1982 - 30 November 2024 (~43 years)

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As of Nov 30, 2024, the annualized return of the previous 10 years has been 4.01%.

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.

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 December 1994 - 30 November 2024 (30 Years)
Time Period: 1 January 1982 - 30 November 2024 (~43 years)
US Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 30 November 2024 (~43 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-16.89%
Nov 2021 - Oct 2022
+7.74% +34.58%
Mar 1982 - Feb 1983
8.53%
43 out of 504
-22.87%
Nov 2021 - Oct 2022
+5.14% +31.09%
Jul 1982 - Jun 1983
16.67%
84 out of 504
-9.26%
Nov 2021 - Oct 2023
+6.98% +26.72%
Jul 1984 - Jun 1986
5.08%
25 out of 492
-13.97%
Nov 2021 - Oct 2023
+4.45% +23.37%
Jul 1984 - Jun 1986
8.94%
44 out of 492
-4.28%
Nov 2020 - Oct 2023
+7.08% +20.38%
Jul 1984 - Jun 1987
5.21%
25 out of 480
-9.46%
Nov 2020 - Oct 2023
+4.48% +16.81%
Jul 1984 - Jun 1987
7.08%
34 out of 480
-1.17%
Nov 2019 - Oct 2023
+6.85% +20.76%
Jul 1982 - Jun 1986
0.85%
4 out of 468
-5.49%
Nov 2019 - Oct 2023
+4.39% +17.18%
Jul 1982 - Jun 1986
7.05%
33 out of 468
+1.08%
Oct 2018 - Sep 2023
+6.87% +18.99%
Mar 1982 - Feb 1987
0.00%
0 out of 456
-2.84%
Oct 2018 - Sep 2023
+4.46% +15.11%
Mar 1982 - Feb 1987
6.80%
31 out of 456
+1.13%
Nov 2017 - Oct 2023
+6.46% +15.92%
Mar 1982 - Feb 1988
0.00%
0 out of 444
-2.53%
Nov 2017 - Oct 2023
+4.53% +12.03%
Mar 1982 - Feb 1988
6.31%
28 out of 444
+1.99%
Nov 2016 - Oct 2023
+6.49% +15.18%
Aug 1982 - Jul 1989
0.00%
0 out of 432
-1.45%
Nov 2016 - Oct 2023
+4.54% +11.23%
Aug 1982 - Jul 1989
4.40%
19 out of 432
+2.29%
Nov 2015 - Oct 2023
+6.39% +14.61%
Jan 1982 - Dec 1989
0.00%
0 out of 420
-0.95%
Nov 2015 - Oct 2023
+4.49% +10.48%
Jul 1982 - Jun 1990
2.62%
11 out of 420
+2.48%
Nov 2014 - Oct 2023
+6.70% +14.33%
Apr 1982 - Mar 1991
0.00%
0 out of 408
-0.43%
Nov 2014 - Oct 2023
+4.51% +10.00%
Jul 1982 - Jun 1991
0.74%
3 out of 408
+2.92%
Nov 2013 - Oct 2023
+6.59% +14.33%
Jan 1982 - Dec 1991
0.00%
0 out of 396
+0.13%
Nov 2013 - Oct 2023
+4.61% +10.03%
Jul 1982 - Jun 1992
0.00%
0 out of 396
+3.04%
Nov 2012 - Oct 2023
+6.75% +13.98%
Apr 1982 - Mar 1993
0.00%
0 out of 384
+0.42%
Nov 2012 - Oct 2023
+4.87% +9.92%
Jul 1982 - Jun 1993
0.00%
0 out of 384
+3.36%
Nov 2011 - Oct 2023
+6.68% +13.50%
Feb 1982 - Jan 1994
0.00%
0 out of 372
+0.77%
Nov 2011 - Oct 2023
+4.76% +9.43%
Feb 1982 - Jan 1994
0.00%
0 out of 372
+3.59%
Nov 2010 - Oct 2023
+6.97% +12.86%
Jul 1982 - Jun 1995
0.00%
0 out of 360
+0.92%
Nov 2010 - Oct 2023
+4.46% +9.01%
Jul 1982 - Jun 1995
0.00%
0 out of 360
+4.03%
Nov 2009 - Oct 2023
+7.29% +12.90%
Feb 1982 - Jan 1996
0.00%
0 out of 348
+1.46%
Nov 2009 - Oct 2023
+4.73% +9.17%
Jul 1984 - Jun 1998
0.00%
0 out of 348
+4.03%
Oct 2007 - Sep 2022
+7.37% +12.83%
Aug 1982 - Jul 1997
0.00%
0 out of 336
+1.62%
Nov 2007 - Oct 2022
+4.80% +9.15%
Jun 1984 - May 1999
0.00%
0 out of 336
+3.72%
Nov 2007 - Oct 2023
+7.40% +13.04%
Jul 1982 - Jun 1998
0.00%
0 out of 324
+1.25%
Nov 2007 - Oct 2023
+4.78% +9.44%
Jul 1982 - Jun 1998
0.00%
0 out of 324
+4.03%
Nov 2006 - Oct 2023
+7.51% +13.01%
Feb 1982 - Jan 1999
0.00%
0 out of 312
+1.49%
Nov 2006 - Oct 2023
+4.91% +9.39%
Jul 1982 - Jun 1999
0.00%
0 out of 312
+4.19%
Nov 2005 - Oct 2023
+7.58% +12.70%
Apr 1982 - Mar 2000
0.00%
0 out of 300
+1.70%
Nov 2005 - Oct 2023
+4.97% +9.06%
Apr 1982 - Mar 2000
0.00%
0 out of 300
+4.24%
Nov 2004 - Oct 2023
+7.61% +12.43%
Feb 1982 - Jan 2001
0.00%
0 out of 288
+1.65%
Nov 2004 - Oct 2023
+5.01% +8.82%
Feb 1982 - Jan 2001
0.00%
0 out of 288
+4.38%
Nov 2003 - Oct 2023
+7.66% +11.86%
Mar 1982 - Feb 2002
0.00%
0 out of 276
+1.76%
Nov 2003 - Oct 2023
+5.08% +8.39%
Mar 1982 - Feb 2002
0.00%
0 out of 276
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