Stocks/Bonds 40/60 Momentum Portfolio: Rolling Returns

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

The annualized return of the last 10 years has been 6.37% (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 40/60 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1982 - 31 March 2024 (~42 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.92% +40.48%
Jul 1982 - Jun 1983 		-18.20%
Oct 2021 - Sep 2022 		14.92%
74 out of 496
US Inflation Adjusted +7.18% +37.09%
Jul 1982 - Jun 1983 		-24.40%
Oct 2021 - Sep 2022 		21.17%
105 out of 496
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 		9.92%
48 out of 484
US Inflation Adjusted +6.76% +24.93%
Jul 1984 - Jun 1986 		-15.06%
Nov 2021 - Oct 2023 		14.26%
69 out of 484
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 +9.37% +23.14%
Aug 1984 - Jul 1987 		-3.20%
Oct 2020 - Sep 2023 		2.75%
13 out of 472
US Inflation Adjusted +6.74% +19.54%
Aug 1984 - Jul 1987 		-8.45%
Oct 2020 - Sep 2023 		12.50%
59 out of 472
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 +9.40% +22.17%
Jul 1982 - Jun 1986 		+0.40%
Nov 2019 - Oct 2023 		0.00%
0 out of 460
US Inflation Adjusted +6.86% +18.90%
Feb 1995 - Jan 1999 		-3.99%
Nov 2019 - Oct 2023 		5.43%
25 out of 460
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 +9.46% +20.66%
Apr 1982 - Mar 1987 		+1.79%
Mar 2004 - Feb 2009 		0.00%
0 out of 448
US Inflation Adjusted +6.74% +17.63%
Jan 1995 - Dec 1999 		-1.92%
Oct 2018 - Sep 2023 		3.57%
16 out of 448
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 +8.93% +17.54%
Jul 1994 - Jun 2000 		+2.60%
Nov 2017 - Oct 2023 		0.00%
0 out of 436
US Inflation Adjusted +6.73% +14.59%
Jul 1994 - Jun 2000 		-1.11%
Nov 2017 - Oct 2023 		0.69%
3 out of 436
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 +8.89% +16.62%
Aug 1982 - Jul 1989 		+3.39%
Mar 2002 - Feb 2009 		0.00%
0 out of 424
US Inflation Adjusted +6.78% +12.80%
Jan 1993 - Dec 1999 		+0.63%
Nov 2016 - Oct 2023 		0.00%
0 out of 424
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 +9.02% +15.88%
Jul 1982 - Jun 1990 		+2.90%
Mar 2001 - Feb 2009 		0.00%
0 out of 412
US Inflation Adjusted +6.85% +12.45%
Feb 1991 - Jan 1999 		+0.49%
Mar 2001 - Feb 2009 		0.00%
0 out of 412
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 +9.12% +15.62%
Nov 1990 - Oct 1999 		+2.90%
Apr 2000 - Mar 2009 		0.00%
0 out of 400
US Inflation Adjusted +6.89% +12.68%
Nov 1990 - Oct 1999 		+0.44%
Apr 2000 - Mar 2009 		0.00%
0 out of 400
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 +9.19% +15.39%
Jan 1982 - Dec 1991 		+3.94%
Mar 1999 - Feb 2009 		0.00%
0 out of 388
US Inflation Adjusted +7.04% +11.89%
Sep 1990 - Aug 2000 		+1.31%
Mar 1999 - Feb 2009 		0.00%
0 out of 388
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 +9.37% +15.33%
Jan 1989 - Dec 1999 		+4.80%
Jul 1999 - Jun 2010 		0.00%
0 out of 376
US Inflation Adjusted +7.27% +11.86%
Jan 1989 - Dec 1999 		+2.27%
Jul 1999 - Jun 2010 		0.00%
0 out of 376
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 +9.35% +14.84%
Sep 1988 - Aug 2000 		+5.19%
Jan 2000 - Dec 2011 		0.00%
0 out of 364
US Inflation Adjusted +6.96% +11.33%
Sep 1988 - Aug 2000 		+2.62%
Jan 2000 - Dec 2011 		0.00%
0 out of 364
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 +8.25% +14.55%
Aug 1984 - Jul 1997 		+5.37%
Sep 2000 - Aug 2013 		0.00%
0 out of 352
US Inflation Adjusted +5.91% +10.80%
Aug 1984 - Jul 1997 		+2.88%
Jan 2000 - Dec 2012 		0.00%
0 out of 352
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 +8.34% +14.89%
Jul 1984 - Jun 1998 		+5.81%
Apr 2000 - Mar 2014 		0.00%
0 out of 340
US Inflation Adjusted +5.81% +11.25%
Jul 1984 - Jun 1998 		+3.34%
Jul 1999 - Jun 2013 		0.00%
0 out of 340
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 +8.57% +15.14%
Jul 1984 - Jun 1999 		+5.33%
Oct 2007 - Sep 2022 		0.00%
0 out of 328
US Inflation Adjusted +6.01% +11.58%
Jul 1984 - Jun 1999 		+2.89%
Oct 2007 - Sep 2022 		0.00%
0 out of 328
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 +8.61% +15.07%
Jul 1982 - Jun 1998 		+5.01%
Nov 2007 - Oct 2023 		0.00%
0 out of 316
US Inflation Adjusted +5.99% +11.41%
Jul 1982 - Jun 1998 		+2.51%
Nov 2007 - Oct 2023 		0.00%
0 out of 316
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 +8.74% +15.27%
Jul 1982 - Jun 1999 		+5.45%
Nov 2006 - Oct 2023 		0.00%
0 out of 304
US Inflation Adjusted +6.12% +11.69%
Jul 1982 - Jun 1999 		+2.88%
Nov 2006 - Oct 2023 		0.00%
0 out of 304
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 +8.83% +15.13%
Apr 1982 - Mar 2000 		+5.64%
Nov 2005 - Oct 2023 		0.00%
0 out of 292
US Inflation Adjusted +6.22% +11.41%
Apr 1982 - Mar 2000 		+3.11%
Nov 2005 - Oct 2023 		0.00%
0 out of 292
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 280
US Inflation Adjusted +6.32% +10.75%
Feb 1982 - Jan 2001 		+3.19%
Nov 2004 - Oct 2023 		0.00%
0 out of 280
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 +9.03% +13.50%
Apr 1982 - Mar 2002 		+5.98%
Nov 2003 - Oct 2023 		0.00%
0 out of 268
US Inflation Adjusted +6.37% +9.96%
Apr 1982 - Mar 2002 		+3.32%
Nov 2003 - Oct 2023 		0.00%
0 out of 268
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.