Stocks/Bonds 40/60 Portfolio: Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Holding the Stocks/Bonds 40/60 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 85 months (from June 1925 to June 1932).

This means that every rolling period of 86 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 5.74% (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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 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 -16.25 03/2008
02/2009
0.83$ 0.67 1.00$ 8.19 1.08$ 13.83 1.13$ 25.63 03/2009
02/2010
1.25$ 13.37 13.47%
2Y -7.31 03/2007
02/2009
0.85$ 1.43 1.02$ 7.17 1.14$ 12.57 1.26$ 18.91 03/2009
02/2011
1.41$ 1.43 12.17%
3Y -2.41 03/2006
02/2009
0.92$ 2.60 1.07$ 6.84 1.21$ 11.03 1.36$ 17.79 01/1995
12/1997
1.63$ 2.19 2.15%
4Y -0.43 03/2005
02/2009
0.98$ 3.90 1.16$ 6.53 1.28$ 10.00 1.46$ 16.95 01/1995
12/1998
1.87$ 4.98 0.32%
5Y 0.55 03/2004
02/2009
1.02$ 4.35 1.23$ 6.25 1.35$ 9.33 1.56$ 15.33 01/1995
12/1999
2.04$ 6.01 0.00%
6Y 3.39 03/2003
02/2009
1.22$ 4.86 1.32$ 6.22 1.43$ 8.48 1.62$ 13.47 07/1994
06/2000
2.13$ 5.71 0.00%
7Y 2.31 03/2002
02/2009
1.17$ 5.25 1.43$ 6.33 1.53$ 7.80 1.69$ 11.54 07/1994
06/2001
2.14$ 5.86 0.00%
8Y 2.19 03/2001
02/2009
1.18$ 5.08 1.48$ 6.48 1.65$ 8.05 1.85$ 10.03 04/1994
03/2002
2.14$ 6.45 0.00%
9Y 2.16 03/2000
02/2009
1.21$ 5.08 1.56$ 6.47 1.75$ 8.10 2.01$ 9.90 01/1995
12/2003
2.33$ 5.44 0.00%
10Y 2.89 03/1999
02/2009
1.32$ 5.32 1.67$ 6.53 1.88$ 7.92 2.14$ 9.67 01/1995
12/2004
2.51$ 5.74 0.00%
11Y 3.47 03/1998
02/2009
1.45$ 5.02 1.71$ 6.33 1.96$ 8.03 2.33$ 9.18 12/1994
11/2005
2.62$ 6.23 0.00%
12Y 4.74 03/1997
02/2009
1.74$ 5.27 1.85$ 6.32 2.08$ 8.00 2.51$ 9.40 03/2009
02/2021
2.93$ 6.28 0.00%
13Y 5.02 09/2000
08/2013
1.89$ 5.57 2.02$ 6.37 2.23$ 7.29 2.49$ 8.99 12/1994
11/2007
3.06$ 6.32 0.00%
14Y 5.34 02/1999
01/2013
2.07$ 5.76 2.19$ 6.49 2.41$ 6.95 2.56$ 8.27 05/1994
04/2008
3.04$ 6.75 0.00%
15Y 5.22 10/2007
09/2022
2.14$ 5.84 2.34$ 6.44 2.55$ 7.06 2.78$ 7.92 03/2009
02/2024
3.13$ 7.92 0.00%
16Y 5.18 11/2007
10/2023
2.24$ 5.73 2.43$ 6.39 2.69$ 7.11 3.00$ 7.96 01/1995
12/2010
3.40$ 6.22 0.00%
17Y 5.41 11/2006
10/2023
2.44$ 5.74 2.58$ 6.44 2.89$ 7.14 3.23$ 7.88 07/1994
06/2011
3.62$ 6.00 0.00%
18Y 5.49 01/2001
12/2018
2.61$ 5.77 2.74$ 6.35 3.02$ 7.33 3.57$ 7.88 12/1994
11/2012
3.92$ 6.12 0.00%
19Y 5.34 01/2000
12/2018
2.68$ 5.81 2.92$ 6.35 3.22$ 7.42 3.89$ 8.05 12/1994
11/2013
4.35$ 6.10 0.00%
20Y 5.38 04/2000
03/2020
2.85$ 5.94 3.17$ 6.42 3.47$ 7.19 4.00$ 8.13 12/1994
11/2014
4.77$ 6.03 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 -22.02 11/2021
10/2022
0.77$ -1.88 0.98$ 5.86 1.05$ 11.05 1.11$ 23.87 04/1997
03/1998
1.23$ 10.38 20.06%
2Y -11.56 11/2021
10/2023
0.78$ -0.93 0.98$ 4.74 1.09$ 9.87 1.20$ 16.42 03/2009
02/2011
1.35$ -2.78 16.62%
3Y -5.05 11/2020
10/2023
0.85$ 0.07 1.00$ 4.61 1.14$ 8.66 1.28$ 15.00 04/1995
03/1998
1.52$ -3.16 14.46%
4Y -2.90 03/2005
02/2009
0.88$ 0.91 1.03$ 4.41 1.18$ 7.45 1.33$ 14.32 02/1995
01/1999
1.70$ 0.42 7.67%
5Y -2.04 03/2004
02/2009
0.90$ 1.68 1.08$ 4.24 1.23$ 7.17 1.41$ 12.65 01/1995
12/1999
1.81$ 1.84 2.99%
6Y 0.02 11/2017
10/2023
1.00$ 1.92 1.12$ 3.84 1.25$ 6.33 1.44$ 10.64 04/1994
03/2000
1.83$ 1.97 0.00%
7Y -0.26 03/2002
02/2009
0.98$ 2.31 1.17$ 4.15 1.32$ 5.89 1.49$ 8.68 12/1994
11/2001
1.79$ 2.31 0.36%
8Y -0.22 11/2000
10/2008
0.98$ 2.22 1.19$ 4.35 1.40$ 6.00 1.59$ 7.89 03/2009
02/2017
1.83$ 2.97 1.13%
9Y -0.35 03/2000
02/2009
0.96$ 2.27 1.22$ 4.26 1.45$ 5.97 1.68$ 7.50 03/2009
02/2018
1.91$ 2.27 0.79%
10Y 0.29 03/1999
02/2009
1.02$ 2.61 1.29$ 4.33 1.52$ 5.98 1.78$ 7.02 01/1995
12/2004
1.97$ 2.88 0.00%
11Y 0.94 03/1998
02/2009
1.10$ 2.52 1.31$ 4.28 1.58$ 5.97 1.89$ 7.06 03/2009
02/2020
2.11$ 3.51 0.00%
12Y 2.24 01/2000
12/2011
1.30$ 2.73 1.38$ 4.20 1.63$ 5.63 1.92$ 7.46 03/2009
02/2021
2.37$ 3.61 0.00%
13Y 2.54 01/1999
12/2011
1.38$ 3.09 1.48$ 4.15 1.69$ 5.23 1.94$ 6.91 11/2008
10/2021
2.38$ 3.63 0.00%
14Y 2.81 02/1999
01/2013
1.47$ 3.31 1.57$ 4.12 1.75$ 4.81 1.93$ 5.42 05/1994
04/2008
2.09$ 4.09 0.00%
15Y 2.78 10/2007
09/2022
1.50$ 3.45 1.66$ 4.15 1.83$ 4.80 2.02$ 5.33 08/2006
07/2021
2.17$ 5.25 0.00%
16Y 2.67 11/2007
10/2023
1.52$ 3.42 1.71$ 4.16 1.91$ 4.82 2.12$ 5.40 01/1995
12/2010
2.31$ 3.76 0.00%
17Y 2.83 11/2006
10/2023
1.60$ 3.41 1.76$ 4.16 1.99$ 4.83 2.23$ 5.25 07/1994
06/2011
2.38$ 3.44 0.00%
18Y 3.02 01/2005
12/2022
1.70$ 3.43 1.83$ 4.07 2.05$ 5.02 2.41$ 5.31 12/1994
11/2012
2.53$ 3.56 0.00%
19Y 2.98 11/2004
10/2023
1.74$ 3.43 1.89$ 4.09 2.14$ 5.04 2.54$ 5.54 12/1994
11/2013
2.78$ 3.48 0.00%
20Y 3.03 11/2003
10/2023
1.81$ 3.56 2.01$ 4.11 2.23$ 4.94 2.62$ 5.67 12/1994
11/2014
3.01$ 3.38 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 -31.23 07/1931
06/1932
0.68$ -1.20 0.98$ 6.98 1.06$ 15.01 1.15$ 54.88 07/1932
06/1933
1.54$ 13.37 18.39%
2Y -22.53 06/1930
05/1932
0.60$ 1.17 1.02$ 6.72 1.13$ 12.77 1.27$ 27.88 07/1984
06/1986
1.63$ 1.43 11.07%
3Y -15.47 07/1929
06/1932
0.60$ 2.52 1.07$ 6.49 1.20$ 11.56 1.38$ 21.82 08/1984
07/1987
1.80$ 2.19 3.94%
4Y -8.77 06/1928
05/1932
0.69$ 3.35 1.14$ 6.35 1.27$ 10.72 1.50$ 22.62 07/1982
06/1986
2.26$ 4.98 2.35%
5Y -4.38 06/1927
05/1932
0.79$ 3.56 1.19$ 6.48 1.36$ 10.39 1.63$ 20.32 04/1982
03/1987
2.52$ 6.01 2.25%
6Y -1.63 07/1926
06/1932
0.90$ 3.84 1.25$ 6.38 1.44$ 10.30 1.80$ 18.66 04/1980
03/1986
2.79$ 5.71 0.45%
7Y -0.11 07/1925
06/1932
0.99$ 4.09 1.32$ 6.34 1.53$ 10.15 1.96$ 17.94 04/1980
03/1987
3.17$ 5.86 0.11%
8Y 1.02 04/1930
03/1938
1.08$ 4.19 1.38$ 6.35 1.63$ 9.46 2.06$ 16.11 10/1981
09/1989
3.30$ 6.45 0.00%
9Y 1.46 04/1929
03/1938
1.13$ 4.33 1.46$ 6.41 1.74$ 9.43 2.24$ 15.07 03/1978
02/1987
3.53$ 5.44 0.00%
10Y 2.03 09/1929
08/1939
1.22$ 4.42 1.54$ 6.40 1.86$ 9.26 2.42$ 14.86 10/1981
09/1991
3.99$ 5.74 0.00%
11Y 2.00 09/1929
08/1940
1.24$ 4.50 1.62$ 6.31 1.95$ 8.81 2.53$ 14.54 10/1981
09/1992
4.44$ 6.23 0.00%
12Y 2.05 05/1930
04/1942
1.27$ 4.59 1.71$ 6.32 2.08$ 8.87 2.77$ 14.37 10/1981
09/1993
5.01$ 6.28 0.00%
13Y 1.82 09/1929
08/1942
1.26$ 4.71 1.81$ 6.33 2.22$ 8.90 3.03$ 14.11 04/1980
03/1993
5.56$ 6.32 0.00%
14Y 2.46 09/1882
08/1896
1.40$ 4.83 1.93$ 6.26 2.33$ 9.03 3.35$ 13.58 10/1981
09/1995
5.94$ 6.75 0.00%
15Y 2.53 09/1881
08/1896
1.45$ 4.89 2.04$ 6.23 2.47$ 8.95 3.61$ 13.88 08/1982
07/1997
7.02$ 7.92 0.00%
16Y 2.82 06/1881
05/1897
1.56$ 4.94 2.16$ 6.28 2.64$ 8.88 3.90$ 13.92 07/1982
06/1998
8.04$ 6.22 0.00%
17Y 3.22 05/1881
04/1898
1.71$ 4.94 2.26$ 6.31 2.83$ 9.02 4.34$ 13.66 07/1982
06/1999
8.81$ 6.00 0.00%
18Y 3.72 05/1880
04/1898
1.92$ 4.98 2.39$ 6.30 3.00$ 9.09 4.78$ 13.67 04/1980
03/1998
10.03$ 6.12 0.00%
19Y 3.76 09/1929
08/1948
2.01$ 4.96 2.50$ 6.38 3.24$ 9.14 5.27$ 13.42 04/1980
03/1999
10.94$ 6.10 0.00%
20Y 3.62 07/1901
06/1921
2.03$ 4.96 2.63$ 6.40 3.45$ 9.03 5.63$ 13.30 04/1980
03/2000
12.14$ 6.03 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 -24.91 10/1973
09/1974
0.75$ -4.69 0.95$ 5.13 1.05$ 14.82 1.14$ 65.85 07/1932
06/1933
1.65$ 10.38 30.21%
2Y -16.17 12/1916
11/1918
0.70$ -2.16 0.95$ 5.00 1.10$ 11.38 1.24$ 28.28 06/1877
05/1879
1.64$ -2.78 22.53%
3Y -12.93 08/1917
07/1920
0.66$ -0.77 0.97$ 4.78 1.15$ 10.56 1.35$ 18.67 07/1932
06/1935
1.67$ -3.16 17.58%
4Y -13.43 07/1916
06/1920
0.56$ 0.09 1.00$ 4.66 1.19$ 9.37 1.43$ 19.28 06/1932
05/1936
2.02$ 0.42 14.63%
5Y -10.27 01/1916
12/1920
0.58$ 0.23 1.01$ 4.83 1.26$ 8.92 1.53$ 16.38 08/1982
07/1987
2.13$ 1.84 13.72%
6Y -8.20 07/1914
06/1920
0.59$ 0.65 1.03$ 5.00 1.33$ 8.57 1.63$ 14.38 10/1981
09/1987
2.23$ 1.97 11.88%
7Y -6.68 06/1913
05/1920
0.61$ 0.81 1.05$ 4.92 1.39$ 8.48 1.76$ 13.61 01/1921
12/1927
2.44$ 2.31 11.11%
8Y -6.15 08/1912
07/1920
0.60$ 0.77 1.06$ 4.84 1.45$ 8.18 1.87$ 13.97 09/1921
08/1929
2.84$ 2.97 11.65%
9Y -6.15 07/1911
06/1920
0.56$ 0.80 1.07$ 4.93 1.54$ 8.11 2.01$ 14.07 09/1920
08/1929
3.26$ 2.27 11.32%
10Y -4.00 12/1910
11/1920
0.66$ 1.02 1.10$ 4.74 1.58$ 7.88 2.13$ 12.38 06/1920
05/1930
3.21$ 2.88 10.53%
11Y -3.82 08/1909
07/1920
0.65$ 0.86 1.09$ 4.63 1.64$ 7.83 2.29$ 11.10 07/1920
06/1931
3.18$ 3.51 9.08%
12Y -3.01 08/1908
07/1920
0.69$ 1.02 1.12$ 4.56 1.70$ 7.59 2.40$ 10.79 07/1921
06/1933
3.41$ 3.61 8.32%
13Y -2.06 10/1968
09/1981
0.76$ 1.23 1.17$ 4.44 1.75$ 7.42 2.53$ 11.32 07/1920
06/1933
4.03$ 3.63 6.89%
14Y -2.56 08/1906
07/1920
0.69$ 1.43 1.22$ 4.32 1.80$ 7.34 2.69$ 10.33 12/1872
11/1886
3.96$ 4.09 4.97%
15Y -2.37 08/1905
07/1920
0.69$ 1.54 1.25$ 4.26 1.87$ 7.00 2.75$ 10.22 01/1921
12/1935
4.30$ 5.25 3.92%
16Y -1.39 08/1904
07/1920
0.79$ 1.73 1.31$ 4.23 1.94$ 6.97 2.94$ 10.60 08/1920
07/1936
5.01$ 3.76 3.34%
17Y -1.20 06/1903
05/1920
0.81$ 1.98 1.39$ 4.24 2.02$ 6.79 3.05$ 10.12 07/1982
06/1999
5.15$ 3.44 3.30%
18Y -1.29 06/1902
05/1920
0.79$ 2.12 1.45$ 4.25 2.11$ 6.72 3.22$ 9.76 04/1982
03/2000
5.34$ 3.56 2.53%
19Y -1.58 07/1901
06/1920
0.73$ 2.31 1.54$ 4.27 2.21$ 6.67 3.41$ 9.54 10/1981
09/2000
5.64$ 3.48 1.37%
20Y -0.69 07/1901
06/1921
0.87$ 2.28 1.56$ 4.29 2.31$ 6.48 3.51$ 9.08 04/1980
03/2000
5.69$ 3.38 1.19%
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 +6.98% +54.88%
Jul 1932 - Jun 1933
-31.23%
Jul 1931 - Jun 1932
18.39%
336 out of 1827
US Inflation Adjusted +5.13% +65.85%
Jul 1932 - Jun 1933
-24.91%
Oct 1973 - Sep 1974
30.21%
552 out of 1827
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 +6.72% +27.88%
Jul 1984 - Jun 1986
-22.53%
Jun 1930 - May 1932
11.07%
201 out of 1815
US Inflation Adjusted +5.00% +28.28%
Jun 1877 - May 1879
-16.17%
Dec 1916 - Nov 1918
22.53%
409 out of 1815
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 +6.49% +21.82%
Aug 1984 - Jul 1987
-15.47%
Jul 1929 - Jun 1932
3.94%
71 out of 1803
US Inflation Adjusted +4.78% +18.67%
Jul 1932 - Jun 1935
-12.93%
Aug 1917 - Jul 1920
17.58%
317 out of 1803
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 +6.35% +22.62%
Jul 1982 - Jun 1986
-8.77%
Jun 1928 - May 1932
2.35%
42 out of 1791
US Inflation Adjusted +4.66% +19.28%
Jun 1932 - May 1936
-13.43%
Jul 1916 - Jun 1920
14.63%
262 out of 1791
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 +6.48% +20.32%
Apr 1982 - Mar 1987
-4.38%
Jun 1927 - May 1932
2.25%
40 out of 1779
US Inflation Adjusted +4.83% +16.38%
Aug 1982 - Jul 1987
-10.27%
Jan 1916 - Dec 1920
13.72%
244 out of 1779
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 +6.38% +18.66%
Apr 1980 - Mar 1986
-1.63%
Jul 1926 - Jun 1932
0.45%
8 out of 1767
US Inflation Adjusted +5.00% +14.38%
Oct 1981 - Sep 1987
-8.20%
Jul 1914 - Jun 1920
11.88%
210 out of 1767
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 +6.34% +17.94%
Apr 1980 - Mar 1987
-0.11%
Jul 1925 - Jun 1932
0.11%
2 out of 1755
US Inflation Adjusted +4.92% +13.61%
Jan 1921 - Dec 1927
-6.68%
Jun 1913 - May 1920
11.11%
195 out of 1755
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 +6.35% +16.11%
Oct 1981 - Sep 1989
+1.02%
Apr 1930 - Mar 1938
0.00%
0 out of 1743
US Inflation Adjusted +4.84% +13.97%
Sep 1921 - Aug 1929
-6.15%
Aug 1912 - Jul 1920
11.65%
203 out of 1743
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 +6.41% +15.07%
Mar 1978 - Feb 1987
+1.46%
Apr 1929 - Mar 1938
0.00%
0 out of 1731
US Inflation Adjusted +4.93% +14.07%
Sep 1920 - Aug 1929
-6.15%
Jul 1911 - Jun 1920
11.32%
196 out of 1731
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 +6.40% +14.86%
Oct 1981 - Sep 1991
+2.03%
Sep 1929 - Aug 1939
0.00%
0 out of 1719
US Inflation Adjusted +4.74% +12.38%
Jun 1920 - May 1930
-4.00%
Dec 1910 - Nov 1920
10.53%
181 out of 1719
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 +6.31% +14.54%
Oct 1981 - Sep 1992
+2.00%
Sep 1929 - Aug 1940
0.00%
0 out of 1707
US Inflation Adjusted +4.63% +11.10%
Jul 1920 - Jun 1931
-3.82%
Aug 1909 - Jul 1920
9.08%
155 out of 1707
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution