Consolidated Returns as of 30 June 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 (~154 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
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The annualized return of the last 10 years has been 3.55% (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 | +5.55% |
+35.57%
Jul 1982 - Jun 1983 |
-16.17%
Jul 1931 - Jun 1932 |
12.40%
227 out of 1831 |
US Inflation Adjusted | +3.68% |
+40.28%
Jul 1932 - Jun 1933 |
-21.82%
Nov 2021 - Oct 2022 |
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 | +5.40% |
+26.49%
Jul 1984 - Jun 1986 |
-9.97%
Jun 1930 - May 1932 |
4.84%
88 out of 1819 |
US Inflation Adjusted | +3.80% |
+24.02%
Sep 1920 - Aug 1922 |
-15.38%
Jan 1917 - Dec 1918 |
21.66%
394 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.15% |
+20.41%
Jul 1982 - Jun 1985 |
-5.37%
Jul 1929 - Jun 1932 |
2.05%
37 out of 1807 |
US Inflation Adjusted | +3.63% |
+16.36%
Jul 1982 - Jun 1985 |
-13.27%
Mar 1917 - Feb 1920 |
17.99%
325 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
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 1795 |
US Inflation Adjusted | +3.42% |
+17.39%
Jul 1982 - Jun 1986 |
-13.97%
Jun 1916 - May 1920 |
16.82%
302 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
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 1783 |
US Inflation Adjusted | +3.51% |
+16.04%
Sep 1981 - Aug 1986 |
-11.11%
Jul 1915 - Jun 1920 |
18.62%
332 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
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 1771 |
US Inflation Adjusted | +3.52% |
+14.66%
May 1873 - Apr 1879 |
-8.84%
Jul 1914 - Jun 1920 |
17.45%
309 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
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 1759 |
US Inflation Adjusted | +3.47% |
+13.15%
Jun 1872 - May 1879 |
-7.21%
Jun 1913 - May 1920 |
16.09%
283 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
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 1747 |
US Inflation Adjusted | +3.39% |
+11.75%
Mar 1873 - Feb 1881 |
-6.39%
Jul 1912 - Jun 1920 |
15.80%
276 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
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 1735 |
US Inflation Adjusted | +3.35% |
+10.76%
Jun 1872 - May 1881 |
-6.38%
Jul 1911 - Jun 1920 |
17.35%
301 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
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 1723 |
US Inflation Adjusted | +3.39% |
+10.10%
Oct 1981 - Sep 1991 |
-4.14%
Dec 1910 - Nov 1920 |
15.32%
264 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
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 1711 |
US Inflation Adjusted | +3.32% |
+9.96%
Oct 1981 - Sep 1992 |
-4.06%
Jul 1909 - Jun 1920 |
14.85%
254 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
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 1699 |
US Inflation Adjusted | +3.27% |
+10.28%
Nov 1873 - Oct 1885 |
-3.55%
Jul 1908 - Jun 1920 |
13.24%
225 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
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 1687 |
US Inflation Adjusted | +3.39% |
+10.60%
Jul 1920 - Jun 1933 |
-2.55%
Aug 1907 - Jul 1920 |
11.86%
200 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
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 1675 |
US Inflation Adjusted | +3.31% |
+9.80%
Dec 1872 - Nov 1886 |
-2.91%
Aug 1906 - Jul 1920 |
9.73%
163 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
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 1663 |
US Inflation Adjusted | +3.26% |
+9.37%
Aug 1920 - Jul 1935 |
-2.77%
Aug 1905 - Jul 1920 |
7.94%
132 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+12.72%
Oct 1981 - Sep 1997 |
+2.98%
Sep 1880 - Aug 1896 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +3.23% |
+9.40%
Aug 1920 - Jul 1936 |
-2.11%
Aug 1904 - Jul 1920 |
6.60%
109 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.08% |
+12.54%
Oct 1981 - Sep 1998 |
+3.17%
May 1881 - Apr 1898 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +3.10% |
+8.87%
Oct 1981 - Sep 1998 |
-1.78%
Jun 1903 - May 1920 |
5.98%
98 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
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 1627 |
US Inflation Adjusted | +3.08% |
+8.49%
Aug 1920 - Jul 1938 |
-1.76%
Jun 1902 - May 1920 |
4.36%
71 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
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 1615 |
US Inflation Adjusted | +3.12% |
+8.52%
May 1873 - Apr 1892 |
-2.00%
Jul 1901 - Jun 1920 |
3.72%
60 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
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 1603 |
US Inflation Adjusted | +3.05% |
+8.25%
May 1872 - Apr 1892 |
-1.18%
Jul 1900 - Jun 1920 |
3.81%
61 out of 1603 |
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To obtain comprehensive information, please consult the Stocks/Bonds 20/80 Portfolio: ETF allocation and returns page.