Stocks/Bonds 20/80 Momentum Portfolio: Rolling Returns

Data Source: from January 1982 to January 2024 (~42 years)
Consolidated Returns as of 31 January 2024

Holding the Stocks/Bonds 20/80 Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~42 years), the longest period with a negative return lasted 53 months (from June 2019 to October 2023).

This means that every rolling period of 54 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 Momentum 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

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 3.80% (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.

STOCKS/BONDS 20/80 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1982 - 31 January 2024 (~42 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 -16.89 11/2021
10/2022
0.83$ 2.27 1.02$ 6.89 1.06$ 11.42 1.11$ 23.01 01/1995
12/1995
1.23$ 4.55 9.17%
2Y -9.26 11/2021
10/2023
0.82$ 3.35 1.06$ 6.30 1.13$ 10.90 1.22$ 16.78 12/1994
11/1996
1.36$ -2.36 7.12%
3Y -4.27 11/2020
10/2023
0.87$ 4.21 1.13$ 6.10 1.19$ 9.89 1.32$ 15.44 01/1995
12/1997
1.53$ -2.22 5.23%
4Y -1.16 11/2019
10/2023
0.95$ 4.57 1.19$ 5.89 1.25$ 9.01 1.41$ 15.74 01/1995
12/1998
1.79$ 0.51 1.28%
5Y 1.08 10/2018
09/2023
1.05$ 4.77 1.26$ 5.87 1.32$ 7.85 1.45$ 14.03 01/1995
12/1999
1.92$ 2.84 0.00%
6Y 1.13 11/2017
10/2023
1.06$ 4.96 1.33$ 5.91 1.41$ 7.92 1.57$ 12.86 01/1995
12/2000
2.06$ 2.54 0.00%
7Y 1.99 11/2016
10/2023
1.14$ 5.20 1.42$ 5.85 1.48$ 7.93 1.70$ 11.64 12/1994
11/2001
2.16$ 3.60 0.00%
8Y 2.29 11/2015
10/2023
1.19$ 5.08 1.48$ 5.95 1.58$ 8.16 1.87$ 10.50 01/1995
12/2002
2.22$ 3.61 0.00%
9Y 2.48 11/2014
10/2023
1.24$ 5.08 1.56$ 5.90 1.67$ 7.95 1.99$ 10.26 01/1995
12/2003
2.40$ 3.27 0.00%
10Y 2.92 11/2013
10/2023
1.33$ 5.21 1.66$ 5.89 1.77$ 7.92 2.14$ 9.91 01/1995
12/2004
2.57$ 3.80 0.00%
11Y 3.04 11/2012
10/2023
1.39$ 5.29 1.76$ 5.85 1.86$ 7.94 2.31$ 9.52 01/1995
12/2005
2.71$ 3.95 0.00%
12Y 3.36 11/2011
10/2023
1.48$ 5.35 1.86$ 5.84 1.97$ 7.09 2.27$ 9.27 12/1994
11/2006
2.89$ 4.00 0.00%
13Y 3.59 11/2010
10/2023
1.58$ 5.37 1.97$ 5.89 2.10$ 7.04 2.42$ 9.23 12/1994
11/2007
3.14$ 4.34 0.00%
14Y 4.03 11/2009
10/2023
1.73$ 5.34 2.07$ 5.80 2.20$ 7.29 2.67$ 8.57 05/1994
04/2008
3.16$ 4.65 0.00%
15Y 4.03 10/2007
09/2022
1.80$ 5.37 2.19$ 5.89 2.35$ 7.34 2.89$ 8.27 12/1994
11/2009
3.29$ 5.04 0.00%
16Y 3.72 11/2007
10/2023
1.79$ 5.35 2.30$ 5.86 2.48$ 7.42 3.14$ 8.19 12/1994
11/2010
3.52$ 4.32 0.00%
17Y 4.03 11/2006
10/2023
1.95$ 5.38 2.43$ 5.95 2.67$ 7.30 3.31$ 8.14 01/1995
12/2011
3.78$ 4.55 0.00%
18Y 4.19 11/2005
10/2023
2.09$ 5.11 2.45$ 5.95 2.83$ 7.22 3.50$ 8.07 12/1994
11/2012
4.04$ 4.61 0.00%
19Y 4.24 11/2004
10/2023
2.19$ 5.04 2.54$ 5.99 3.01$ 7.22 3.76$ 7.88 12/1994
11/2013
4.22$ 4.67 0.00%
20Y 4.38 11/2003
10/2023
2.35$ 5.05 2.67$ 5.93 3.16$ 7.20 4.01$ 7.88 12/1994
11/2014
4.55$ 4.73 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 -22.87 11/2021
10/2022
0.77$ -0.48 0.99$ 4.19 1.04$ 9.35 1.09$ 19.97 01/1995
12/1995
1.19$ 1.40 15.47%
2Y -13.97 11/2021
10/2023
0.74$ 1.23 1.02$ 3.98 1.08$ 8.22 1.17$ 14.77 04/1997
03/1999
1.31$ -6.76 10.39%
3Y -9.46 11/2020
10/2023
0.74$ 2.12 1.06$ 3.79 1.11$ 7.22 1.23$ 12.59 01/1995
12/1997
1.42$ -7.46 7.38%
4Y -5.49 11/2019
10/2023
0.79$ 2.27 1.09$ 3.75 1.15$ 6.50 1.28$ 13.13 01/1995
12/1998
1.63$ -3.89 7.35%
5Y -2.84 10/2018
09/2023
0.86$ 2.39 1.12$ 3.75 1.20$ 5.61 1.31$ 11.39 01/1995
12/1999
1.71$ -1.27 6.98%
6Y -2.53 11/2017
10/2023
0.85$ 2.67 1.17$ 3.59 1.23$ 6.04 1.42$ 10.06 01/1995
12/2000
1.77$ -1.13 6.92%
7Y -1.45 11/2016
10/2023
0.90$ 2.75 1.20$ 3.64 1.28$ 5.51 1.45$ 8.97 12/1994
11/2001
1.82$ 0.11 4.69%
8Y -0.94 11/2015
10/2023
0.92$ 2.57 1.22$ 3.68 1.33$ 5.64 1.55$ 7.89 01/1995
12/2002
1.83$ 0.23 3.77%
9Y -0.43 11/2014
10/2023
0.96$ 2.59 1.25$ 3.75 1.39$ 5.40 1.60$ 7.70 01/1995
12/2003
1.94$ 0.14 1.19%
10Y 0.13 11/2013
10/2023
1.01$ 2.80 1.31$ 3.65 1.43$ 5.30 1.67$ 7.25 01/1995
12/2004
2.01$ 0.99 0.00%
11Y 0.42 11/2012
10/2023
1.04$ 3.01 1.38$ 3.59 1.47$ 5.26 1.75$ 6.79 01/1995
12/2005
2.06$ 1.25 0.00%
12Y 0.77 11/2011
10/2023
1.09$ 3.19 1.45$ 3.63 1.53$ 5.01 1.79$ 6.58 12/1994
11/2006
2.14$ 1.38 0.00%
13Y 0.92 11/2010
10/2023
1.12$ 3.22 1.50$ 3.68 1.60$ 4.50 1.77$ 6.39 12/1994
11/2007
2.23$ 1.67 0.00%
14Y 1.46 11/2009
10/2023
1.22$ 3.24 1.56$ 3.64 1.64$ 4.73 1.90$ 5.71 05/1994
04/2008
2.17$ 2.04 0.00%
15Y 1.62 11/2007
10/2022
1.27$ 3.23 1.61$ 3.67 1.71$ 4.80 2.02$ 5.62 12/1994
11/2009
2.27$ 2.41 0.00%
16Y 1.25 11/2007
10/2023
1.22$ 3.12 1.63$ 3.66 1.77$ 4.88 2.14$ 5.64 12/1994
11/2010
2.40$ 1.89 0.00%
17Y 1.49 11/2006
10/2023
1.28$ 3.04 1.66$ 3.73 1.86$ 4.80 2.21$ 5.53 01/1995
12/2011
2.49$ 2.00 0.00%
18Y 1.70 11/2005
10/2023
1.35$ 2.59 1.58$ 3.71 1.92$ 4.78 2.31$ 5.49 12/1994
11/2012
2.61$ 2.08 0.00%
19Y 1.65 11/2004
10/2023
1.36$ 2.49 1.59$ 3.78 2.02$ 4.85 2.45$ 5.37 12/1994
11/2013
2.70$ 2.06 0.00%
20Y 1.76 11/2003
10/2023
1.41$ 2.50 1.63$ 3.72 2.07$ 4.84 2.57$ 5.44 02/1995
01/2015
2.88$ 2.10 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 -16.89 11/2021
10/2022
0.83$ 2.27 1.02$ 7.58 1.07$ 14.24 1.14$ 34.58 03/1982
02/1983
1.34$ 4.55 8.70%
2Y -9.26 11/2021
10/2023
0.82$ 3.94 1.08$ 7.03 1.14$ 13.15 1.28$ 26.72 07/1984
06/1986
1.60$ -2.36 4.98%
3Y -4.27 11/2020
10/2023
0.87$ 4.63 1.14$ 7.13 1.22$ 13.41 1.45$ 20.38 07/1984
06/1987
1.74$ -2.22 3.62%
4Y -1.16 11/2019
10/2023
0.95$ 4.94 1.21$ 6.89 1.30$ 12.44 1.59$ 20.76 07/1982
06/1986
2.12$ 0.51 0.87%
5Y 1.08 10/2018
09/2023
1.05$ 5.14 1.28$ 6.89 1.39$ 11.88 1.75$ 18.99 03/1982
02/1987
2.38$ 2.84 0.00%
6Y 1.13 11/2017
10/2023
1.06$ 5.25 1.35$ 6.51 1.46$ 11.37 1.90$ 15.92 03/1982
02/1988
2.42$ 2.54 0.00%
7Y 1.99 11/2016
10/2023
1.14$ 5.46 1.45$ 6.67 1.57$ 11.33 2.11$ 15.18 08/1982
07/1989
2.68$ 3.60 0.00%
8Y 2.29 11/2015
10/2023
1.19$ 5.40 1.52$ 6.46 1.64$ 11.42 2.37$ 14.61 01/1982
12/1989
2.97$ 3.61 0.00%
9Y 2.48 11/2014
10/2023
1.24$ 5.41 1.60$ 6.84 1.81$ 11.43 2.64$ 14.33 04/1982
03/1991
3.33$ 3.27 0.00%
10Y 2.92 11/2013
10/2023
1.33$ 5.41 1.69$ 7.15 1.99$ 11.16 2.88$ 14.33 01/1982
12/1991
3.81$ 3.80 0.00%
11Y 3.04 11/2012
10/2023
1.39$ 5.53 1.80$ 7.01 2.10$ 11.02 3.15$ 13.98 04/1982
03/1993
4.21$ 3.95 0.00%
12Y 3.36 11/2011
10/2023
1.48$ 5.54 1.90$ 6.93 2.23$ 11.09 3.53$ 13.50 02/1982
01/1994
4.56$ 4.00 0.00%
13Y 3.59 11/2010
10/2023
1.58$ 5.65 2.04$ 7.06 2.42$ 11.01 3.88$ 12.86 07/1982
06/1995
4.82$ 4.34 0.00%
14Y 4.03 11/2009
10/2023
1.73$ 5.64 2.15$ 7.35 2.69$ 10.63 4.11$ 12.90 02/1982
01/1996
5.46$ 4.65 0.00%
15Y 4.03 10/2007
09/2022
1.80$ 5.62 2.27$ 7.49 2.95$ 10.76 4.62$ 12.83 08/1982
07/1997
6.11$ 5.04 0.00%
16Y 3.72 11/2007
10/2023
1.79$ 5.65 2.41$ 7.44 3.15$ 10.54 4.96$ 13.04 07/1982
06/1998
7.10$ 4.32 0.00%
17Y 4.03 11/2006
10/2023
1.95$ 5.60 2.52$ 7.53 3.43$ 10.29 5.28$ 13.01 02/1982
01/1999
7.99$ 4.55 0.00%
18Y 4.19 11/2005
10/2023
2.09$ 5.64 2.68$ 7.65 3.77$ 10.21 5.75$ 12.70 04/1982
03/2000
8.60$ 4.61 0.00%
19Y 4.24 11/2004
10/2023
2.19$ 5.69 2.86$ 7.66 4.06$ 9.99 6.10$ 12.43 02/1982
01/2001
9.26$ 4.67 0.00%
20Y 4.38 11/2003
10/2023
2.35$ 5.82 3.10$ 7.68 4.39$ 10.10 6.85$ 11.86 03/1982
02/2002
9.41$ 4.73 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 -22.87 11/2021
10/2022
0.77$ -0.73 0.99$ 5.05 1.05$ 11.12 1.11$ 31.09 07/1982
06/1983
1.31$ 1.40 17.00%
2Y -13.97 11/2021
10/2023
0.74$ 1.51 1.03$ 4.47 1.09$ 9.63 1.20$ 23.37 07/1984
06/1986
1.52$ -6.76 8.30%
3Y -9.46 11/2020
10/2023
0.74$ 2.47 1.07$ 4.63 1.14$ 10.06 1.33$ 16.81 07/1984
06/1987
1.59$ -7.46 5.11%
4Y -5.49 11/2019
10/2023
0.79$ 2.85 1.11$ 4.45 1.19$ 8.91 1.40$ 17.18 07/1982
06/1986
1.88$ -3.89 5.02%
5Y -2.84 10/2018
09/2023
0.86$ 2.99 1.15$ 4.58 1.25$ 8.32 1.49$ 15.11 03/1982
02/1987
2.02$ -1.27 4.71%
6Y -2.53 11/2017
10/2023
0.85$ 2.96 1.19$ 4.65 1.31$ 8.09 1.59$ 12.03 03/1982
02/1988
1.97$ -1.13 4.61%
7Y -1.45 11/2016
10/2023
0.90$ 3.07 1.23$ 4.76 1.38$ 8.21 1.73$ 11.23 08/1982
07/1989
2.10$ 0.11 3.08%
8Y -0.94 11/2015
10/2023
0.92$ 3.16 1.28$ 4.56 1.42$ 7.88 1.83$ 10.48 07/1982
06/1990
2.21$ 0.23 2.44%
9Y -0.43 11/2014
10/2023
0.96$ 3.16 1.32$ 4.61 1.50$ 7.99 1.99$ 10.00 07/1982
06/1991
2.35$ 0.14 0.75%
10Y 0.13 11/2013
10/2023
1.01$ 3.13 1.36$ 4.67 1.57$ 7.87 2.13$ 10.03 07/1982
06/1992
2.60$ 0.99 0.00%
11Y 0.42 11/2012
10/2023
1.04$ 3.24 1.41$ 4.99 1.70$ 7.67 2.25$ 9.92 07/1982
06/1993
2.83$ 1.25 0.00%
12Y 0.77 11/2011
10/2023
1.09$ 3.33 1.48$ 4.88 1.77$ 7.48 2.37$ 9.43 02/1982
01/1994
2.94$ 1.38 0.00%
13Y 0.92 11/2010
10/2023
1.12$ 3.36 1.53$ 4.53 1.77$ 7.49 2.55$ 9.01 07/1982
06/1995
3.06$ 1.67 0.00%
14Y 1.46 11/2009
10/2023
1.22$ 3.40 1.59$ 4.82 1.93$ 7.24 2.66$ 9.17 07/1984
06/1998
3.41$ 2.04 0.00%
15Y 1.62 11/2007
10/2022
1.27$ 3.44 1.66$ 4.86 2.03$ 7.36 2.90$ 9.15 06/1984
05/1999
3.71$ 2.41 0.00%
16Y 1.25 11/2007
10/2023
1.22$ 3.49 1.73$ 4.85 2.13$ 7.22 3.05$ 9.44 07/1982
06/1998
4.23$ 1.89 0.00%
17Y 1.49 11/2006
10/2023
1.28$ 3.42 1.77$ 4.93 2.26$ 7.01 3.16$ 9.39 07/1982
06/1999
4.59$ 2.00 0.00%
18Y 1.70 11/2005
10/2023
1.35$ 3.41 1.83$ 5.03 2.42$ 6.96 3.35$ 9.06 04/1982
03/2000
4.76$ 2.08 0.00%
19Y 1.65 11/2004
10/2023
1.36$ 3.50 1.92$ 5.06 2.55$ 6.78 3.48$ 8.82 02/1982
01/2001
4.97$ 2.06 0.00%
20Y 1.76 11/2003
10/2023
1.41$ 3.56 2.01$ 5.12 2.71$ 6.88 3.78$ 8.39 03/1982
02/2002
5.00$ 2.10 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.58% +34.58%
Mar 1982 - Feb 1983
-16.89%
Nov 2021 - Oct 2022
8.70%
43 out of 494
US Inflation Adjusted +5.05% +31.09%
Jul 1982 - Jun 1983
-22.87%
Nov 2021 - Oct 2022
17.00%
84 out of 494
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.03% +26.72%
Jul 1984 - Jun 1986
-9.26%
Nov 2021 - Oct 2023
4.98%
24 out of 482
US Inflation Adjusted +4.47% +23.37%
Jul 1984 - Jun 1986
-13.97%
Nov 2021 - Oct 2023
8.30%
40 out of 482
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.13% +20.38%
Jul 1984 - Jun 1987
-4.27%
Nov 2020 - Oct 2023
3.62%
17 out of 470
US Inflation Adjusted +4.63% +16.81%
Jul 1984 - Jun 1987
-9.46%
Nov 2020 - Oct 2023
5.11%
24 out of 470
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.89% +20.76%
Jul 1982 - Jun 1986
-1.16%
Nov 2019 - Oct 2023
0.87%
4 out of 458
US Inflation Adjusted +4.45% +17.18%
Jul 1982 - Jun 1986
-5.49%
Nov 2019 - Oct 2023
5.02%
23 out of 458
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.89% +18.99%
Mar 1982 - Feb 1987
+1.08%
Oct 2018 - Sep 2023
0.00%
0 out of 446
US Inflation Adjusted +4.58% +15.11%
Mar 1982 - Feb 1987
-2.84%
Oct 2018 - Sep 2023
4.71%
21 out of 446
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.51% +15.92%
Mar 1982 - Feb 1988
+1.13%
Nov 2017 - Oct 2023
0.00%
0 out of 434
US Inflation Adjusted +4.65% +12.03%
Mar 1982 - Feb 1988
-2.53%
Nov 2017 - Oct 2023
4.61%
20 out of 434
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.67% +15.18%
Aug 1982 - Jul 1989
+1.99%
Nov 2016 - Oct 2023
0.00%
0 out of 422
US Inflation Adjusted +4.76% +11.23%
Aug 1982 - Jul 1989
-1.45%
Nov 2016 - Oct 2023
3.08%
13 out of 422
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.46% +14.61%
Jan 1982 - Dec 1989
+2.29%
Nov 2015 - Oct 2023
0.00%
0 out of 410
US Inflation Adjusted +4.56% +10.48%
Jul 1982 - Jun 1990
-0.94%
Nov 2015 - Oct 2023
2.44%
10 out of 410
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.84% +14.33%
Apr 1982 - Mar 1991
+2.48%
Nov 2014 - Oct 2023
0.00%
0 out of 398
US Inflation Adjusted +4.61% +10.00%
Jul 1982 - Jun 1991
-0.43%
Nov 2014 - Oct 2023
0.75%
3 out of 398
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.15% +14.33%
Jan 1982 - Dec 1991
+2.92%
Nov 2013 - Oct 2023
0.00%
0 out of 386
US Inflation Adjusted +4.67% +10.03%
Jul 1982 - Jun 1992
+0.13%
Nov 2013 - Oct 2023
0.00%
0 out of 386
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.01% +13.98%
Apr 1982 - Mar 1993
+3.04%
Nov 2012 - Oct 2023
0.00%
0 out of 374
US Inflation Adjusted +4.99% +9.92%
Jul 1982 - Jun 1993
+0.42%
Nov 2012 - Oct 2023
0.00%
0 out of 374
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.93% +13.50%
Feb 1982 - Jan 1994
+3.36%
Nov 2011 - Oct 2023
0.00%
0 out of 362
US Inflation Adjusted +4.88% +9.43%
Feb 1982 - Jan 1994
+0.77%
Nov 2011 - Oct 2023
0.00%
0 out of 362
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.06% +12.86%
Jul 1982 - Jun 1995
+3.59%
Nov 2010 - Oct 2023
0.00%
0 out of 350
US Inflation Adjusted +4.53% +9.01%
Jul 1982 - Jun 1995
+0.92%
Nov 2010 - Oct 2023
0.00%
0 out of 350
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.35% +12.90%
Feb 1982 - Jan 1996
+4.03%
Nov 2009 - Oct 2023
0.00%
0 out of 338
US Inflation Adjusted +4.82% +9.17%
Jul 1984 - Jun 1998
+1.46%
Nov 2009 - Oct 2023
0.00%
0 out of 338
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.49% +12.83%
Aug 1982 - Jul 1997
+4.03%
Oct 2007 - Sep 2022
0.00%
0 out of 326
US Inflation Adjusted +4.86% +9.15%
Jun 1984 - May 1999
+1.62%
Nov 2007 - Oct 2022
0.00%
0 out of 326
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.44% +13.04%
Jul 1982 - Jun 1998
+3.72%
Nov 2007 - Oct 2023
0.00%
0 out of 314
US Inflation Adjusted +4.85% +9.44%
Jul 1982 - Jun 1998
+1.25%
Nov 2007 - Oct 2023
0.00%
0 out of 314
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.53% +13.01%
Feb 1982 - Jan 1999
+4.03%
Nov 2006 - Oct 2023
0.00%
0 out of 302
US Inflation Adjusted +4.93% +9.39%
Jul 1982 - Jun 1999
+1.49%
Nov 2006 - Oct 2023
0.00%
0 out of 302
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.65% +12.70%
Apr 1982 - Mar 2000
+4.19%
Nov 2005 - Oct 2023
0.00%
0 out of 290
US Inflation Adjusted +5.03% +9.06%
Apr 1982 - Mar 2000
+1.70%
Nov 2005 - Oct 2023
0.00%
0 out of 290
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.66% +12.43%
Feb 1982 - Jan 2001
+4.24%
Nov 2004 - Oct 2023
0.00%
0 out of 278
US Inflation Adjusted +5.06% +8.82%
Feb 1982 - Jan 2001
+1.65%
Nov 2004 - Oct 2023
0.00%
0 out of 278
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.68% +11.86%
Mar 1982 - Feb 2002
+4.38%
Nov 2003 - Oct 2023
0.00%
0 out of 266
US Inflation Adjusted +5.12% +8.39%
Mar 1982 - Feb 2002
+1.76%
Nov 2003 - Oct 2023
0.00%
0 out of 266
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 Momentum Portfolio: ETF allocation and returns page.