Stocks/Bonds 20/80 Portfolio: Rolling Returns

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

Holding the Stocks/Bonds 20/80 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 61 months (from May 1927 to May 1932).

This means that every rolling period of 62 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 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 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 3.72% (updated at Mar 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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.55% +35.57%
Jul 1982 - Jun 1983 		-16.17%
Jul 1931 - Jun 1932 		12.42%
227 out of 1828
US Inflation Adjusted +3.68% +40.28%
Jul 1932 - Jun 1933 		-21.82%
Nov 2021 - Oct 2022 		29.81%
545 out of 1828
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 +5.41% +26.49%
Jul 1984 - Jun 1986 		-9.97%
Jun 1930 - May 1932 		4.85%
88 out of 1816
US Inflation Adjusted +3.81% +24.02%
Sep 1920 - Aug 1922 		-15.38%
Jan 1917 - Dec 1918 		21.59%
392 out of 1816
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 +5.15% +20.41%
Jul 1982 - Jun 1985 		-5.37%
Jul 1929 - Jun 1932 		1.88%
34 out of 1804
US Inflation Adjusted +3.64% +16.36%
Jul 1982 - Jun 1985 		-13.27%
Mar 1917 - Feb 1920 		17.85%
322 out of 1804
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 +5.25% +20.98%
Jul 1982 - Jun 1986 		-2.55%
Jun 1928 - May 1932 		0.78%
14 out of 1792
US Inflation Adjusted +3.42% +17.39%
Jul 1982 - Jun 1986 		-13.97%
Jun 1916 - May 1920 		16.69%
299 out of 1792
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 +5.35% +20.12%
Sep 1981 - Aug 1986 		-0.38%
Jun 1927 - May 1932 		0.11%
2 out of 1780
US Inflation Adjusted +3.51% +16.04%
Sep 1981 - Aug 1986 		-11.11%
Jul 1915 - Jun 1920 		18.48%
329 out of 1780
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 +5.15% +17.81%
Apr 1980 - Mar 1986 		+1.21%
Jul 1926 - Jun 1932 		0.00%
0 out of 1768
US Inflation Adjusted +3.53% +14.66%
May 1873 - Apr 1879 		-8.84%
Jul 1914 - Jun 1920 		17.31%
306 out of 1768
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 +5.13% +16.81%
Apr 1980 - Mar 1987 		+1.80%
Sep 1889 - Aug 1896 		0.00%
0 out of 1756
US Inflation Adjusted +3.47% +13.15%
Jun 1872 - May 1879 		-7.21%
Jun 1913 - May 1920 		15.95%
280 out of 1756
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 +5.15% +15.38%
Oct 1981 - Sep 1989 		+2.07%
Sep 1888 - Aug 1896 		0.00%
0 out of 1744
US Inflation Adjusted +3.40% +11.75%
Mar 1873 - Feb 1881 		-6.39%
Jul 1912 - Jun 1920 		15.77%
275 out of 1744
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 +5.14% +13.97%
Apr 1982 - Mar 1991 		+2.30%
Sep 1887 - Aug 1896 		0.00%
0 out of 1732
US Inflation Adjusted +3.35% +10.76%
Jun 1872 - May 1881 		-6.38%
Jul 1911 - Jun 1920 		17.32%
300 out of 1732
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 +5.13% +14.44%
Oct 1981 - Sep 1991 		+2.38%
Sep 1886 - Aug 1896 		0.00%
0 out of 1720
US Inflation Adjusted +3.39% +10.10%
Oct 1981 - Sep 1991 		-4.14%
Dec 1910 - Nov 1920 		15.35%
264 out of 1720
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 +5.17% +14.19%
Oct 1981 - Sep 1992 		+2.67%
Sep 1885 - Aug 1896 		0.00%
0 out of 1708
US Inflation Adjusted +3.32% +9.96%
Oct 1981 - Sep 1992 		-4.06%
Jul 1909 - Jun 1920 		14.87%
254 out of 1708
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.20% +13.95%
Oct 1981 - Sep 1993 		+2.67%
Aug 1881 - Jul 1893 		0.00%
0 out of 1696
US Inflation Adjusted +3.27% +10.28%
Nov 1873 - Oct 1885 		-3.55%
Jul 1908 - Jun 1920 		13.27%
225 out of 1696
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.15% +13.42%
Apr 1980 - Mar 1993 		+2.99%
Sep 1883 - Aug 1896 		0.00%
0 out of 1684
US Inflation Adjusted +3.39% +10.60%
Jul 1920 - Jun 1933 		-2.55%
Aug 1907 - Jul 1920 		11.88%
200 out of 1684
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.16% +12.92%
Oct 1981 - Sep 1995 		+2.69%
Sep 1882 - Aug 1896 		0.00%
0 out of 1672
US Inflation Adjusted +3.31% +9.80%
Dec 1872 - Nov 1886 		-2.91%
Aug 1906 - Jul 1920 		9.75%
163 out of 1672
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.13% +12.55%
Oct 1981 - Sep 1996 		+2.76%
Sep 1881 - Aug 1896 		0.00%
0 out of 1660
US Inflation Adjusted +3.27% +9.37%
Aug 1920 - Jul 1935 		-2.77%
Aug 1905 - Jul 1920 		7.95%
132 out of 1660
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.11% +12.72%
Oct 1981 - Sep 1997 		+2.98%
Sep 1880 - Aug 1896 		0.00%
0 out of 1648
US Inflation Adjusted +3.23% +9.40%
Aug 1920 - Jul 1936 		-2.11%
Aug 1904 - Jul 1920 		6.61%
109 out of 1648
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.09% +12.54%
Oct 1981 - Sep 1998 		+3.17%
May 1881 - Apr 1898 		0.00%
0 out of 1636
US Inflation Adjusted +3.10% +8.87%
Oct 1981 - Sep 1998 		-1.78%
Jun 1903 - May 1920 		5.99%
98 out of 1636
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.08% +12.38%
Apr 1980 - Mar 1998 		+3.47%
May 1880 - Apr 1898 		0.00%
0 out of 1624
US Inflation Adjusted +3.09% +8.49%
Aug 1920 - Jul 1938 		-1.76%
Jun 1902 - May 1920 		4.37%
71 out of 1624
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.06% +12.13%
Apr 1980 - Mar 1999 		+3.42%
Jul 1901 - Jun 1920 		0.00%
0 out of 1612
US Inflation Adjusted +3.12% +8.52%
May 1873 - Apr 1892 		-2.00%
Jul 1901 - Jun 1920 		3.72%
60 out of 1612
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.08% +11.85%
Apr 1980 - Mar 2000 		+3.41%
Jul 1901 - Jun 1921 		0.00%
0 out of 1600
US Inflation Adjusted +3.05% +8.25%
May 1872 - Apr 1892 		-1.18%
Jul 1900 - Jun 1920 		3.81%
61 out of 1600
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 Portfolio: ETF allocation and returns page.