Consolidated Returns as of 30 June 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 (~43 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 6.23% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.97% |
+40.48%
Jul 1982 - Jun 1983 |
-18.20%
Oct 2021 - Sep 2022 |
14.83%
74 out of 499 |
US Inflation Adjusted | +7.19% |
+37.09%
Jul 1982 - Jun 1983 |
-24.40%
Oct 2021 - Sep 2022 |
21.04%
105 out of 499 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.43% |
+28.32%
Jul 1984 - Jun 1986 |
-10.41%
Nov 2021 - Oct 2023 |
9.86%
48 out of 487 |
US Inflation Adjusted | +6.76% |
+24.93%
Jul 1984 - Jun 1986 |
-15.06%
Nov 2021 - Oct 2023 |
14.37%
70 out of 487 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.36% |
+23.14%
Aug 1984 - Jul 1987 |
-3.20%
Oct 2020 - Sep 2023 |
2.95%
14 out of 475 |
US Inflation Adjusted | +6.74% |
+19.54%
Aug 1984 - Jul 1987 |
-8.45%
Oct 2020 - Sep 2023 |
13.05%
62 out of 475 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.35% |
+22.17%
Jul 1982 - Jun 1986 |
+0.40%
Nov 2019 - Oct 2023 |
0.00%
0 out of 463 |
US Inflation Adjusted | +6.83% |
+18.90%
Feb 1995 - Jan 1999 |
-3.99%
Nov 2019 - Oct 2023 |
6.05%
28 out of 463 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.38% |
+20.66%
Apr 1982 - Mar 1987 |
+1.79%
Mar 2004 - Feb 2009 |
0.00%
0 out of 451 |
US Inflation Adjusted | +6.69% |
+17.63%
Jan 1995 - Dec 1999 |
-1.92%
Oct 2018 - Sep 2023 |
3.55%
16 out of 451 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.88% |
+17.54%
Jul 1994 - Jun 2000 |
+2.60%
Nov 2017 - Oct 2023 |
0.00%
0 out of 439 |
US Inflation Adjusted | +6.71% |
+14.59%
Jul 1994 - Jun 2000 |
-1.11%
Nov 2017 - Oct 2023 |
0.68%
3 out of 439 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.88% |
+16.62%
Aug 1982 - Jul 1989 |
+3.39%
Mar 2002 - Feb 2009 |
0.00%
0 out of 427 |
US Inflation Adjusted | +6.78% |
+12.80%
Jan 1993 - Dec 1999 |
+0.63%
Nov 2016 - Oct 2023 |
0.00%
0 out of 427 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+15.88%
Jul 1982 - Jun 1990 |
+2.90%
Mar 2001 - Feb 2009 |
0.00%
0 out of 415 |
US Inflation Adjusted | +6.83% |
+12.45%
Feb 1991 - Jan 1999 |
+0.49%
Mar 2001 - Feb 2009 |
0.00%
0 out of 415 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.08% |
+15.62%
Nov 1990 - Oct 1999 |
+2.90%
Apr 2000 - Mar 2009 |
0.00%
0 out of 403 |
US Inflation Adjusted | +6.88% |
+12.68%
Nov 1990 - Oct 1999 |
+0.44%
Apr 2000 - Mar 2009 |
0.00%
0 out of 403 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+15.39%
Jan 1982 - Dec 1991 |
+3.94%
Mar 1999 - Feb 2009 |
0.00%
0 out of 391 |
US Inflation Adjusted | +7.01% |
+11.89%
Sep 1990 - Aug 2000 |
+1.31%
Mar 1999 - Feb 2009 |
0.00%
0 out of 391 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.35% |
+15.33%
Jan 1989 - Dec 1999 |
+4.80%
Jul 1999 - Jun 2010 |
0.00%
0 out of 379 |
US Inflation Adjusted | +7.26% |
+11.86%
Jan 1989 - Dec 1999 |
+2.27%
Jul 1999 - Jun 2010 |
0.00%
0 out of 379 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.35% |
+14.84%
Sep 1988 - Aug 2000 |
+5.19%
Jan 2000 - Dec 2011 |
0.00%
0 out of 367 |
US Inflation Adjusted | +6.96% |
+11.33%
Sep 1988 - Aug 2000 |
+2.62%
Jan 2000 - Dec 2011 |
0.00%
0 out of 367 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+14.55%
Aug 1984 - Jul 1997 |
+5.37%
Sep 2000 - Aug 2013 |
0.00%
0 out of 355 |
US Inflation Adjusted | +5.91% |
+10.80%
Aug 1984 - Jul 1997 |
+2.88%
Jan 2000 - Dec 2012 |
0.00%
0 out of 355 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+14.89%
Jul 1984 - Jun 1998 |
+5.81%
Apr 2000 - Mar 2014 |
0.00%
0 out of 343 |
US Inflation Adjusted | +5.80% |
+11.25%
Jul 1984 - Jun 1998 |
+3.34%
Jul 1999 - Jun 2013 |
0.00%
0 out of 343 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.54% |
+15.14%
Jul 1984 - Jun 1999 |
+5.33%
Oct 2007 - Sep 2022 |
0.00%
0 out of 331 |
US Inflation Adjusted | +6.00% |
+11.58%
Jul 1984 - Jun 1999 |
+2.89%
Oct 2007 - Sep 2022 |
0.00%
0 out of 331 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.61% |
+15.07%
Jul 1982 - Jun 1998 |
+5.01%
Nov 2007 - Oct 2023 |
0.00%
0 out of 319 |
US Inflation Adjusted | +5.98% |
+11.41%
Jul 1982 - Jun 1998 |
+2.51%
Nov 2007 - Oct 2023 |
0.00%
0 out of 319 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.73% |
+15.27%
Jul 1982 - Jun 1999 |
+5.45%
Nov 2006 - Oct 2023 |
0.00%
0 out of 307 |
US Inflation Adjusted | +6.11% |
+11.69%
Jul 1982 - Jun 1999 |
+2.88%
Nov 2006 - Oct 2023 |
0.00%
0 out of 307 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+15.13%
Apr 1982 - Mar 2000 |
+5.64%
Nov 2005 - Oct 2023 |
0.00%
0 out of 295 |
US Inflation Adjusted | +6.20% |
+11.41%
Apr 1982 - Mar 2000 |
+3.11%
Nov 2005 - Oct 2023 |
0.00%
0 out of 295 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.96% |
+14.43%
Feb 1982 - Jan 2001 |
+5.82%
Nov 2004 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +6.31% |
+10.75%
Feb 1982 - Jan 2001 |
+3.19%
Nov 2004 - Oct 2023 |
0.00%
0 out of 283 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.99% |
+13.50%
Apr 1982 - Mar 2002 |
+5.98%
Nov 2003 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +6.37% |
+9.96%
Apr 1982 - Mar 2002 |
+3.32%
Nov 2003 - Oct 2023 |
0.00%
0 out of 271 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Stocks/Bonds 40/60 Momentum Portfolio: ETF allocation and returns page.