Stocks/Bonds 40/60 Momentum Portfolio: Rolling Returns

Data Source: from January 1982 to February 2024 (~42 years)
Consolidated Returns as of 29 February 2024

Holding the Stocks/Bonds 40/60 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 46 months (from January 2020 to October 2023).

This means that every rolling period of 47 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 40/60 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 40/60 MOMENTUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 6.03% (updated at Feb 29, 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 40/60 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1982 - 29 February 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 -18.20 10/2021
09/2022
0.81$ -0.37 0.99$ 9.22 1.09$ 16.54 1.16$ 29.26 04/1997
03/1998
1.29$ 14.70 16.05%
2Y -10.41 11/2021
10/2023
0.80$ 0.52 1.01$ 8.83 1.18$ 14.91 1.32$ 24.04 04/1997
03/1999
1.53$ 1.17 14.24%
3Y -3.20 10/2020
09/2023
0.90$ 1.93 1.05$ 8.44 1.27$ 13.32 1.45$ 21.06 05/1996
04/1999
1.77$ 0.27 4.00%
4Y 0.40 11/2019
10/2023
1.01$ 3.51 1.14$ 7.92 1.35$ 11.29 1.53$ 21.63 01/1995
12/1998
2.18$ 3.66 0.00%
5Y 1.79 03/2004
02/2009
1.09$ 4.60 1.25$ 7.55 1.43$ 10.48 1.64$ 20.43 01/1995
12/1999
2.53$ 5.25 0.00%
6Y 2.60 11/2017
10/2023
1.16$ 5.23 1.35$ 7.56 1.54$ 9.66 1.73$ 17.54 07/1994
06/2000
2.63$ 4.79 0.00%
7Y 3.39 03/2002
02/2009
1.26$ 5.78 1.48$ 7.04 1.61$ 9.52 1.89$ 14.85 05/1994
04/2001
2.63$ 6.17 0.00%
8Y 2.90 03/2001
02/2009
1.25$ 5.62 1.54$ 7.03 1.72$ 9.62 2.08$ 12.81 04/1994
03/2002
2.62$ 6.37 0.00%
9Y 2.90 04/2000
03/2009
1.29$ 5.58 1.63$ 6.97 1.83$ 9.77 2.31$ 12.51 01/1995
12/2003
2.88$ 5.71 0.00%
10Y 3.94 03/1999
02/2009
1.47$ 5.77 1.75$ 7.07 1.98$ 9.65 2.51$ 12.17 01/1995
12/2004
3.15$ 6.03 0.00%
11Y 4.80 07/1999
06/2010
1.67$ 5.73 1.84$ 6.93 2.09$ 9.75 2.78$ 11.89 01/1995
12/2005
3.44$ 6.63 0.00%
12Y 5.19 01/2000
12/2011
1.83$ 6.11 2.03$ 6.97 2.24$ 9.53 2.98$ 11.51 12/1994
11/2006
3.69$ 6.62 0.00%
13Y 5.37 09/2000
08/2013
1.97$ 6.32 2.21$ 7.14 2.45$ 8.25 2.80$ 11.49 12/1994
11/2007
4.11$ 6.75 0.00%
14Y 5.81 04/2000
03/2014
2.20$ 6.33 2.36$ 7.20 2.64$ 8.25 3.03$ 10.55 05/1994
04/2008
4.07$ 7.19 0.00%
15Y 5.33 10/2007
09/2022
2.17$ 6.19 2.46$ 7.25 2.85$ 8.47 3.38$ 9.59 12/1994
11/2009
3.95$ 8.09 0.00%
16Y 5.01 11/2007
10/2023
2.18$ 6.06 2.56$ 7.41 3.13$ 8.46 3.66$ 9.61 01/1995
12/2010
4.34$ 6.23 0.00%
17Y 5.45 11/2006
10/2023
2.46$ 6.16 2.76$ 7.49 3.41$ 8.53 4.01$ 9.46 01/1995
12/2011
4.65$ 6.24 0.00%
18Y 5.64 11/2005
10/2023
2.68$ 6.30 3.00$ 7.23 3.51$ 8.65 4.45$ 9.43 12/1994
11/2012
5.06$ 6.30 0.00%
19Y 5.82 11/2004
10/2023
2.92$ 6.35 3.22$ 7.30 3.81$ 8.76 4.93$ 9.54 01/1995
12/2013
5.64$ 6.45 0.00%
20Y 5.98 11/2003
10/2023
3.19$ 6.59 3.58$ 7.27 4.06$ 8.68 5.28$ 9.59 12/1994
11/2014
6.23$ 6.48 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 -24.40 10/2021
09/2022
0.75$ -2.40 0.97$ 6.70 1.06$ 13.71 1.13$ 27.51 04/1997
03/1998
1.27$ 11.68 20.63%
2Y -15.06 11/2021
10/2023
0.72$ -2.02 0.95$ 6.29 1.12$ 12.03 1.25$ 22.14 04/1997
03/1999
1.49$ -3.02 18.69%
3Y -8.45 10/2020
09/2023
0.76$ -0.42 0.98$ 6.26 1.19$ 10.56 1.35$ 18.66 08/1996
07/1999
1.67$ -4.98 17.85%
4Y -3.99 11/2019
10/2023
0.84$ 1.05 1.04$ 6.05 1.26$ 8.77 1.39$ 18.90 02/1995
01/1999
1.99$ -0.85 7.99%
5Y -1.92 10/2018
09/2023
0.90$ 1.99 1.10$ 5.54 1.30$ 8.30 1.48$ 17.63 01/1995
12/1999
2.25$ 1.10 5.32%
6Y -1.11 11/2017
10/2023
0.93$ 2.52 1.16$ 5.17 1.35$ 7.54 1.54$ 14.59 07/1994
06/2000
2.26$ 1.09 1.04%
7Y 0.63 11/2016
10/2023
1.04$ 2.97 1.22$ 4.78 1.38$ 7.57 1.66$ 11.91 05/1994
04/2001
2.19$ 2.62 0.00%
8Y 0.49 03/2001
02/2009
1.04$ 2.89 1.25$ 4.77 1.45$ 7.51 1.78$ 10.11 04/1994
03/2002
2.16$ 2.89 0.00%
9Y 0.44 04/2000
03/2009
1.04$ 2.77 1.27$ 4.83 1.52$ 7.71 1.95$ 9.89 01/1995
12/2003
2.33$ 2.54 0.00%
10Y 1.31 03/1999
02/2009
1.13$ 3.09 1.35$ 4.78 1.59$ 7.32 2.02$ 9.46 01/1995
12/2004
2.46$ 3.17 0.00%
11Y 2.27 07/1999
06/2010
1.28$ 3.11 1.40$ 4.85 1.68$ 7.41 2.19$ 9.10 01/1995
12/2005
2.60$ 3.91 0.00%
12Y 2.62 01/2000
12/2011
1.36$ 3.53 1.51$ 4.79 1.75$ 7.17 2.29$ 8.77 12/1994
11/2006
2.74$ 3.94 0.00%
13Y 2.88 01/2000
12/2012
1.44$ 3.74 1.61$ 4.98 1.88$ 5.91 2.10$ 8.60 12/1994
11/2007
2.92$ 4.05 0.00%
14Y 3.34 07/1999
06/2013
1.58$ 4.01 1.73$ 5.01 1.98$ 5.75 2.18$ 7.64 05/1994
04/2008
2.80$ 4.51 0.00%
15Y 2.89 10/2007
09/2022
1.53$ 3.86 1.76$ 5.05 2.09$ 5.88 2.35$ 6.91 12/1994
11/2009
2.72$ 5.42 0.00%
16Y 2.51 11/2007
10/2023
1.48$ 3.84 1.82$ 5.05 2.20$ 5.90 2.50$ 7.01 01/1995
12/2010
2.95$ 3.76 0.00%
17Y 2.88 11/2006
10/2023
1.61$ 3.78 1.87$ 5.17 2.35$ 6.00 2.69$ 6.82 01/1995
12/2011
3.07$ 3.67 0.00%
18Y 3.11 11/2005
10/2023
1.73$ 4.04 2.04$ 5.02 2.41$ 6.15 2.92$ 6.82 12/1994
11/2012
3.27$ 3.73 0.00%
19Y 3.19 11/2004
10/2023
1.81$ 3.94 2.08$ 5.10 2.57$ 6.32 3.20$ 6.99 01/1995
12/2013
3.61$ 3.82 0.00%
20Y 3.32 11/2003
10/2023
1.92$ 4.08 2.22$ 5.04 2.67$ 6.30 3.39$ 7.10 12/1994
11/2014
3.94$ 3.82 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 -18.20 10/2021
09/2022
0.81$ -0.05 0.99$ 9.92 1.09$ 18.76 1.18$ 40.48 07/1982
06/1983
1.40$ 14.70 14.95%
2Y -10.41 11/2021
10/2023
0.80$ 2.82 1.05$ 9.44 1.19$ 17.08 1.37$ 28.32 07/1984
06/1986
1.64$ 1.17 9.94%
3Y -3.20 10/2020
09/2023
0.90$ 3.60 1.11$ 9.38 1.30$ 15.80 1.55$ 23.14 08/1984
07/1987
1.86$ 0.27 2.76%
4Y 0.40 11/2019
10/2023
1.01$ 4.17 1.17$ 9.41 1.43$ 14.69 1.72$ 22.17 07/1982
06/1986
2.22$ 3.66 0.00%
5Y 1.79 03/2004
02/2009
1.09$ 4.92 1.27$ 9.47 1.57$ 13.94 1.92$ 20.66 04/1982
03/1987
2.55$ 5.25 0.00%
6Y 2.60 11/2017
10/2023
1.16$ 5.52 1.38$ 8.95 1.67$ 13.82 2.17$ 17.54 07/1994
06/2000
2.63$ 4.79 0.00%
7Y 3.39 03/2002
02/2009
1.26$ 5.96 1.50$ 8.91 1.81$ 14.13 2.52$ 16.62 08/1982
07/1989
2.93$ 6.17 0.00%
8Y 2.90 03/2001
02/2009
1.25$ 6.14 1.61$ 9.05 2.00$ 13.69 2.79$ 15.88 07/1982
06/1990
3.25$ 6.37 0.00%
9Y 2.90 04/2000
03/2009
1.29$ 6.24 1.72$ 9.13 2.19$ 13.62 3.15$ 15.62 11/1990
10/1999
3.69$ 5.71 0.00%
10Y 3.94 03/1999
02/2009
1.47$ 6.19 1.82$ 9.21 2.41$ 13.16 3.44$ 15.39 01/1982
12/1991
4.18$ 6.03 0.00%
11Y 4.80 07/1999
06/2010
1.67$ 6.16 1.93$ 9.41 2.68$ 12.94 3.81$ 15.33 01/1989
12/1999
4.79$ 6.63 0.00%
12Y 5.19 01/2000
12/2011
1.83$ 6.47 2.12$ 9.36 2.92$ 13.08 4.37$ 14.84 09/1988
08/2000
5.26$ 6.62 0.00%
13Y 5.37 09/2000
08/2013
1.97$ 6.65 2.30$ 8.28 2.81$ 13.12 4.96$ 14.55 08/1984
07/1997
5.84$ 6.75 0.00%
14Y 5.81 04/2000
03/2014
2.20$ 6.74 2.49$ 8.37 3.08$ 12.93 5.48$ 14.89 07/1984
06/1998
6.98$ 7.19 0.00%
15Y 5.33 10/2007
09/2022
2.17$ 6.56 2.59$ 8.60 3.44$ 13.15 6.37$ 15.14 07/1984
06/1999
8.28$ 8.09 0.00%
16Y 5.01 11/2007
10/2023
2.18$ 6.55 2.75$ 8.62 3.75$ 12.43 6.51$ 15.07 07/1982
06/1998
9.44$ 6.23 0.00%
17Y 5.45 11/2006
10/2023
2.46$ 6.53 2.93$ 8.75 4.15$ 11.81 6.66$ 15.27 07/1982
06/1999
11.20$ 6.24 0.00%
18Y 5.64 11/2005
10/2023
2.68$ 6.57 3.14$ 8.85 4.59$ 11.76 7.39$ 15.13 04/1982
03/2000
12.62$ 6.30 0.00%
19Y 5.82 11/2004
10/2023
2.92$ 6.73 3.44$ 8.98 5.12$ 11.63 8.08$ 14.43 02/1982
01/2001
12.94$ 6.45 0.00%
20Y 5.98 11/2003
10/2023
3.19$ 6.78 3.71$ 9.04 5.64$ 11.65 9.05$ 13.50 04/1982
03/2002
12.58$ 6.48 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 -24.40 10/2021
09/2022
0.75$ -2.39 0.97$ 7.18 1.07$ 15.78 1.15$ 37.09 07/1982
06/1983
1.37$ 11.68 21.21%
2Y -15.06 11/2021
10/2023
0.72$ 0.68 1.01$ 6.76 1.13$ 13.04 1.27$ 24.93 07/1984
06/1986
1.56$ -3.02 14.08%
3Y -8.45 10/2020
09/2023
0.76$ 1.02 1.03$ 6.75 1.21$ 12.27 1.41$ 19.54 08/1984
07/1987
1.70$ -4.98 12.31%
4Y -3.99 11/2019
10/2023
0.84$ 1.76 1.07$ 6.88 1.30$ 11.09 1.52$ 18.90 02/1995
01/1999
1.99$ -0.85 5.45%
5Y -1.92 10/2018
09/2023
0.90$ 2.48 1.13$ 6.77 1.38$ 10.30 1.63$ 17.63 01/1995
12/1999
2.25$ 1.10 3.58%
6Y -1.11 11/2017
10/2023
0.93$ 2.99 1.19$ 6.74 1.47$ 10.05 1.77$ 14.59 07/1994
06/2000
2.26$ 1.09 0.69%
7Y 0.63 11/2016
10/2023
1.04$ 3.35 1.25$ 6.79 1.58$ 10.83 2.05$ 12.80 01/1993
12/1999
2.32$ 2.62 0.00%
8Y 0.49 03/2001
02/2009
1.04$ 3.62 1.32$ 6.88 1.70$ 9.94 2.13$ 12.45 02/1991
01/1999
2.55$ 2.89 0.00%
9Y 0.44 04/2000
03/2009
1.04$ 3.75 1.39$ 6.94 1.82$ 9.97 2.35$ 12.68 11/1990
10/1999
2.92$ 2.54 0.00%
10Y 1.31 03/1999
02/2009
1.13$ 3.70 1.43$ 7.06 1.97$ 9.38 2.45$ 11.89 09/1990
08/2000
3.07$ 3.17 0.00%
11Y 2.27 07/1999
06/2010
1.28$ 3.76 1.50$ 7.27 2.16$ 9.31 2.66$ 11.86 01/1989
12/1999
3.43$ 3.91 0.00%
12Y 2.62 01/2000
12/2011
1.36$ 3.87 1.57$ 7.01 2.25$ 9.39 2.93$ 11.33 09/1988
08/2000
3.62$ 3.94 0.00%
13Y 2.88 01/2000
12/2012
1.44$ 4.22 1.71$ 6.08 2.15$ 9.46 3.23$ 10.80 08/1984
07/1997
3.79$ 4.05 0.00%
14Y 3.34 07/1999
06/2013
1.58$ 4.39 1.82$ 5.82 2.20$ 9.22 3.43$ 11.25 07/1984
06/1998
4.44$ 4.51 0.00%
15Y 2.89 10/2007
09/2022
1.53$ 4.20 1.85$ 6.03 2.40$ 9.52 3.91$ 11.58 07/1984
06/1999
5.17$ 5.42 0.00%
16Y 2.51 11/2007
10/2023
1.48$ 4.26 1.94$ 6.01 2.54$ 9.06 4.00$ 11.41 07/1982
06/1998
5.62$ 3.76 0.00%
17Y 2.88 11/2006
10/2023
1.61$ 4.26 2.03$ 6.12 2.74$ 8.51 4.00$ 11.69 07/1982
06/1999
6.54$ 3.67 0.00%
18Y 3.11 11/2005
10/2023
1.73$ 4.32 2.13$ 6.22 2.96$ 8.49 4.33$ 11.41 04/1982
03/2000
6.98$ 3.73 0.00%
19Y 3.19 11/2004
10/2023
1.81$ 4.50 2.30$ 6.32 3.20$ 8.35 4.59$ 10.75 02/1982
01/2001
6.95$ 3.82 0.00%
20Y 3.32 11/2003
10/2023
1.92$ 4.54 2.42$ 6.37 3.43$ 8.33 4.95$ 9.96 04/1982
03/2002
6.67$ 3.82 0.00%
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 +9.92% +40.48%
Jul 1982 - Jun 1983
-18.20%
Oct 2021 - Sep 2022
14.95%
74 out of 495
US Inflation Adjusted +7.18% +37.09%
Jul 1982 - Jun 1983
-24.40%
Oct 2021 - Sep 2022
21.21%
105 out of 495
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 +9.44% +28.32%
Jul 1984 - Jun 1986
-10.41%
Nov 2021 - Oct 2023
9.94%
48 out of 483
US Inflation Adjusted +6.76% +24.93%
Jul 1984 - Jun 1986
-15.06%
Nov 2021 - Oct 2023
14.08%
68 out of 483
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 +9.38% +23.14%
Aug 1984 - Jul 1987
-3.20%
Oct 2020 - Sep 2023
2.76%
13 out of 471
US Inflation Adjusted +6.75% +19.54%
Aug 1984 - Jul 1987
-8.45%
Oct 2020 - Sep 2023
12.31%
58 out of 471
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 +9.41% +22.17%
Jul 1982 - Jun 1986
+0.40%
Nov 2019 - Oct 2023
0.00%
0 out of 459
US Inflation Adjusted +6.88% +18.90%
Feb 1995 - Jan 1999
-3.99%
Nov 2019 - Oct 2023
5.45%
25 out of 459
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 +9.47% +20.66%
Apr 1982 - Mar 1987
+1.79%
Mar 2004 - Feb 2009
0.00%
0 out of 447
US Inflation Adjusted +6.77% +17.63%
Jan 1995 - Dec 1999
-1.92%
Oct 2018 - Sep 2023
3.58%
16 out of 447
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 +8.95% +17.54%
Jul 1994 - Jun 2000
+2.60%
Nov 2017 - Oct 2023
0.00%
0 out of 435
US Inflation Adjusted +6.74% +14.59%
Jul 1994 - Jun 2000
-1.11%
Nov 2017 - Oct 2023
0.69%
3 out of 435
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 +8.91% +16.62%
Aug 1982 - Jul 1989
+3.39%
Mar 2002 - Feb 2009
0.00%
0 out of 423
US Inflation Adjusted +6.79% +12.80%
Jan 1993 - Dec 1999
+0.63%
Nov 2016 - Oct 2023
0.00%
0 out of 423
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 +9.05% +15.88%
Jul 1982 - Jun 1990
+2.90%
Mar 2001 - Feb 2009
0.00%
0 out of 411
US Inflation Adjusted +6.88% +12.45%
Feb 1991 - Jan 1999
+0.49%
Mar 2001 - Feb 2009
0.00%
0 out of 411
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 +9.13% +15.62%
Nov 1990 - Oct 1999
+2.90%
Apr 2000 - Mar 2009
0.00%
0 out of 399
US Inflation Adjusted +6.94% +12.68%
Nov 1990 - Oct 1999
+0.44%
Apr 2000 - Mar 2009
0.00%
0 out of 399
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 +9.21% +15.39%
Jan 1982 - Dec 1991
+3.94%
Mar 1999 - Feb 2009
0.00%
0 out of 387
US Inflation Adjusted +7.06% +11.89%
Sep 1990 - Aug 2000
+1.31%
Mar 1999 - Feb 2009
0.00%
0 out of 387
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 +9.41% +15.33%
Jan 1989 - Dec 1999
+4.80%
Jul 1999 - Jun 2010
0.00%
0 out of 375
US Inflation Adjusted +7.27% +11.86%
Jan 1989 - Dec 1999
+2.27%
Jul 1999 - Jun 2010
0.00%
0 out of 375
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 +9.36% +14.84%
Sep 1988 - Aug 2000
+5.19%
Jan 2000 - Dec 2011
0.00%
0 out of 363
US Inflation Adjusted +7.01% +11.33%
Sep 1988 - Aug 2000
+2.62%
Jan 2000 - Dec 2011
0.00%
0 out of 363
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 +8.28% +14.55%
Aug 1984 - Jul 1997
+5.37%
Sep 2000 - Aug 2013
0.00%
0 out of 351
US Inflation Adjusted +6.08% +10.80%
Aug 1984 - Jul 1997
+2.88%
Jan 2000 - Dec 2012
0.00%
0 out of 351
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 +8.37% +14.89%
Jul 1984 - Jun 1998
+5.81%
Apr 2000 - Mar 2014
0.00%
0 out of 339
US Inflation Adjusted +5.82% +11.25%
Jul 1984 - Jun 1998
+3.34%
Jul 1999 - Jun 2013
0.00%
0 out of 339
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 +8.60% +15.14%
Jul 1984 - Jun 1999
+5.33%
Oct 2007 - Sep 2022
0.00%
0 out of 327
US Inflation Adjusted +6.03% +11.58%
Jul 1984 - Jun 1999
+2.89%
Oct 2007 - Sep 2022
0.00%
0 out of 327
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 +8.62% +15.07%
Jul 1982 - Jun 1998
+5.01%
Nov 2007 - Oct 2023
0.00%
0 out of 315
US Inflation Adjusted +6.01% +11.41%
Jul 1982 - Jun 1998
+2.51%
Nov 2007 - Oct 2023
0.00%
0 out of 315
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 +8.75% +15.27%
Jul 1982 - Jun 1999
+5.45%
Nov 2006 - Oct 2023
0.00%
0 out of 303
US Inflation Adjusted +6.12% +11.69%
Jul 1982 - Jun 1999
+2.88%
Nov 2006 - Oct 2023
0.00%
0 out of 303
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 +8.85% +15.13%
Apr 1982 - Mar 2000
+5.64%
Nov 2005 - Oct 2023
0.00%
0 out of 291
US Inflation Adjusted +6.22% +11.41%
Apr 1982 - Mar 2000
+3.11%
Nov 2005 - Oct 2023
0.00%
0 out of 291
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 +8.98% +14.43%
Feb 1982 - Jan 2001
+5.82%
Nov 2004 - Oct 2023
0.00%
0 out of 279
US Inflation Adjusted +6.32% +10.75%
Feb 1982 - Jan 2001
+3.19%
Nov 2004 - Oct 2023
0.00%
0 out of 279
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 +9.04% +13.50%
Apr 1982 - Mar 2002
+5.98%
Nov 2003 - Oct 2023
0.00%
0 out of 267
US Inflation Adjusted +6.37% +9.96%
Apr 1982 - Mar 2002
+3.32%
Nov 2003 - Oct 2023
0.00%
0 out of 267
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 40/60 Momentum Portfolio: ETF allocation and returns page.