Consolidated Returns as of 30 June 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 (~154 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
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The annualized return of the last 10 years has been 5.75% (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 | +7.02% |
+54.88%
Jul 1932 - Jun 1933 |
-31.23%
Jul 1931 - Jun 1932 |
18.35%
336 out of 1831 |
US Inflation Adjusted | +5.14% |
+65.85%
Jul 1932 - Jun 1933 |
-24.91%
Oct 1973 - Sep 1974 |
30.15%
552 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.72% |
+27.88%
Jul 1984 - Jun 1986 |
-22.53%
Jun 1930 - May 1932 |
11.05%
201 out of 1819 |
US Inflation Adjusted | +5.00% |
+28.28%
Jun 1877 - May 1879 |
-16.17%
Dec 1916 - Nov 1918 |
22.59%
411 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.49% |
+21.82%
Aug 1984 - Jul 1987 |
-15.47%
Jul 1929 - Jun 1932 |
3.93%
71 out of 1807 |
US Inflation Adjusted | +4.77% |
+18.67%
Jul 1932 - Jun 1935 |
-12.93%
Aug 1917 - Jul 1920 |
17.76%
321 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.35% |
+22.62%
Jul 1982 - Jun 1986 |
-8.77%
Jun 1928 - May 1932 |
2.34%
42 out of 1795 |
US Inflation Adjusted | +4.64% |
+19.28%
Jun 1932 - May 1936 |
-13.43%
Jul 1916 - Jun 1920 |
14.76%
265 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.46% |
+20.32%
Apr 1982 - Mar 1987 |
-4.38%
Jun 1927 - May 1932 |
2.24%
40 out of 1783 |
US Inflation Adjusted | +4.83% |
+16.38%
Aug 1982 - Jul 1987 |
-10.27%
Jan 1916 - Dec 1920 |
13.68%
244 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
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 1771 |
US Inflation Adjusted | +4.97% |
+14.38%
Oct 1981 - Sep 1987 |
-8.20%
Jul 1914 - Jun 1920 |
11.86%
210 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.33% |
+17.94%
Apr 1980 - Mar 1987 |
-0.11%
Jul 1925 - Jun 1932 |
0.11%
2 out of 1759 |
US Inflation Adjusted | +4.92% |
+13.61%
Jan 1921 - Dec 1927 |
-6.68%
Jun 1913 - May 1920 |
11.09%
195 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
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 1747 |
US Inflation Adjusted | +4.84% |
+13.97%
Sep 1921 - Aug 1929 |
-6.15%
Aug 1912 - Jul 1920 |
11.62%
203 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.40% |
+15.07%
Mar 1978 - Feb 1987 |
+1.46%
Apr 1929 - Mar 1938 |
0.00%
0 out of 1735 |
US Inflation Adjusted | +4.92% |
+14.07%
Sep 1920 - Aug 1929 |
-6.15%
Jul 1911 - Jun 1920 |
11.30%
196 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
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 1723 |
US Inflation Adjusted | +4.73% |
+12.38%
Jun 1920 - May 1930 |
-4.00%
Dec 1910 - Nov 1920 |
10.50%
181 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.30% |
+14.54%
Oct 1981 - Sep 1992 |
+2.00%
Sep 1929 - Aug 1940 |
0.00%
0 out of 1711 |
US Inflation Adjusted | +4.62% |
+11.10%
Jul 1920 - Jun 1931 |
-3.82%
Aug 1909 - Jul 1920 |
9.06%
155 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.33% |
+14.37%
Oct 1981 - Sep 1993 |
+2.05%
May 1930 - Apr 1942 |
0.00%
0 out of 1699 |
US Inflation Adjusted | +4.55% |
+10.79%
Jul 1921 - Jun 1933 |
-3.01%
Aug 1908 - Jul 1920 |
8.30%
141 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.33% |
+14.11%
Apr 1980 - Mar 1993 |
+1.82%
Sep 1929 - Aug 1942 |
0.00%
0 out of 1687 |
US Inflation Adjusted | +4.43% |
+11.32%
Jul 1920 - Jun 1933 |
-2.06%
Oct 1968 - Sep 1981 |
6.88%
116 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.27% |
+13.58%
Oct 1981 - Sep 1995 |
+2.46%
Sep 1882 - Aug 1896 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +4.31% |
+10.33%
Dec 1872 - Nov 1886 |
-2.56%
Aug 1906 - Jul 1920 |
4.96%
83 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.24% |
+13.88%
Aug 1982 - Jul 1997 |
+2.53%
Sep 1881 - Aug 1896 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +4.27% |
+10.22%
Jan 1921 - Dec 1935 |
-2.37%
Aug 1905 - Jul 1920 |
3.91%
65 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.28% |
+13.92%
Jul 1982 - Jun 1998 |
+2.82%
Jun 1881 - May 1897 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +4.23% |
+10.60%
Aug 1920 - Jul 1936 |
-1.39%
Aug 1904 - Jul 1920 |
3.33%
55 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.31% |
+13.66%
Jul 1982 - Jun 1999 |
+3.22%
May 1881 - Apr 1898 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +4.24% |
+10.12%
Jul 1982 - Jun 1999 |
-1.20%
Jun 1903 - May 1920 |
3.29%
54 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.30% |
+13.67%
Apr 1980 - Mar 1998 |
+3.72%
May 1880 - Apr 1898 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +4.24% |
+9.76%
Apr 1982 - Mar 2000 |
-1.29%
Jun 1902 - May 1920 |
2.52%
41 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.38% |
+13.42%
Apr 1980 - Mar 1999 |
+3.76%
Sep 1929 - Aug 1948 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +4.27% |
+9.54%
Oct 1981 - Sep 2000 |
-1.58%
Jul 1901 - Jun 1920 |
1.36%
22 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.39% |
+13.30%
Apr 1980 - Mar 2000 |
+3.62%
Jul 1901 - Jun 1921 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +4.28% |
+9.08%
Apr 1980 - Mar 2000 |
-0.69%
Jul 1901 - Jun 1921 |
1.19%
19 out of 1603 |
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To obtain comprehensive information, please consult the Stocks/Bonds 40/60 Portfolio: ETF allocation and returns page.