Stocks/Bonds 60/40 Momentum Portfolio: Rolling Returns

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

Holding the Stocks/Bonds 60/40 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 53 months (from October 2004 to February 2009).

This means that every rolling period of 54 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 8.14% (updated at Jan 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 60/40 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1982 - 31 January 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 -28.28 03/2008
02/2009
0.71$ -2.83 0.97$ 11.59 1.11$ 21.39 1.21$ 38.32 04/1997
03/1998
1.38$ 10.10 18.05%
2Y -12.76 03/2007
02/2009
0.76$ -2.83 0.94$ 11.37 1.24$ 19.23 1.42$ 31.58 04/1997
03/1999
1.73$ -0.31 19.58%
3Y -6.27 03/2006
02/2009
0.82$ 0.01 1.00$ 10.87 1.36$ 16.81 1.59$ 28.17 08/1996
07/1999
2.10$ -0.22 14.77%
4Y -1.89 03/2005
02/2009
0.92$ 2.13 1.08$ 10.31 1.48$ 14.16 1.69$ 27.66 02/1995
01/1999
2.65$ 4.09 0.96%
5Y 0.29 03/2004
02/2009
1.01$ 3.86 1.20$ 9.48 1.57$ 13.54 1.88$ 26.80 01/1995
12/1999
3.27$ 6.81 0.00%
6Y 3.69 10/2005
09/2011
1.24$ 5.03 1.34$ 8.91 1.66$ 12.42 2.01$ 22.78 04/1994
03/2000
3.42$ 5.44 0.00%
7Y 2.39 03/2002
02/2009
1.18$ 5.99 1.50$ 8.03 1.71$ 11.75 2.17$ 18.22 05/1994
04/2001
3.22$ 8.27 0.00%
8Y 1.51 03/2001
02/2009
1.12$ 6.38 1.63$ 8.00 1.85$ 12.04 2.48$ 15.28 04/1994
03/2002
3.11$ 8.24 0.00%
9Y 1.12 04/2000
03/2009
1.10$ 6.42 1.75$ 8.03 2.00$ 12.16 2.80$ 14.51 01/1995
12/2003
3.38$ 7.65 0.00%
10Y 2.81 03/1999
02/2009
1.31$ 5.90 1.77$ 8.19 2.19$ 11.90 3.07$ 14.22 01/1995
12/2004
3.78$ 8.14 0.00%
11Y 3.86 07/1999
06/2010
1.51$ 5.47 1.79$ 8.32 2.40$ 12.07 3.50$ 14.06 01/1995
12/2005
4.25$ 8.80 0.00%
12Y 4.42 01/2000
12/2011
1.68$ 6.26 2.07$ 8.20 2.57$ 12.03 3.90$ 13.57 12/1994
11/2006
4.60$ 8.91 0.00%
13Y 4.85 01/2000
12/2012
1.85$ 6.66 2.31$ 8.45 2.87$ 10.09 3.48$ 13.59 12/1994
11/2007
5.24$ 8.85 0.00%
14Y 5.76 04/2000
03/2014
2.18$ 6.80 2.51$ 8.56 3.15$ 9.30 3.47$ 12.37 05/1994
04/2008
5.11$ 9.41 0.00%
15Y 5.99 09/2000
08/2015
2.39$ 6.79 2.67$ 8.52 3.40$ 9.47 3.88$ 10.66 12/1994
11/2009
4.57$ 9.93 0.00%
16Y 6.08 04/2000
03/2016
2.56$ 6.83 2.87$ 8.65 3.77$ 9.50 4.27$ 10.80 01/1995
12/2010
5.15$ 7.41 0.00%
17Y 6.04 01/2000
12/2016
2.70$ 7.09 3.20$ 8.73 4.14$ 9.70 4.82$ 10.67 05/1994
04/2011
5.60$ 7.44 0.00%
18Y 6.88 02/1999
01/2017
3.31$ 7.18 3.48$ 8.49 4.33$ 9.96 5.52$ 10.57 12/1994
11/2012
6.10$ 7.50 0.00%
19Y 6.52 01/2000
12/2018
3.32$ 7.50 3.95$ 8.46 4.68$ 10.09 6.20$ 11.01 01/1995
12/2013
7.27$ 7.83 0.00%
20Y 6.57 04/2000
03/2020
3.57$ 7.53 4.27$ 8.57 5.17$ 10.16 6.92$ 11.08 12/1994
11/2014
8.18$ 7.91 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 -28.28 03/2008
02/2009
0.71$ -6.09 0.93$ 9.07 1.09$ 18.82 1.18$ 36.45 04/1997
03/1998
1.36$ 6.78 20.92%
2Y -16.11 11/2021
10/2023
0.70$ -4.95 0.90$ 8.74 1.18$ 16.02 1.34$ 29.57 04/1997
03/1999
1.67$ -4.80 21.36%
3Y -8.26 03/2006
02/2009
0.77$ -2.63 0.92$ 8.62 1.28$ 13.97 1.48$ 25.64 08/1996
07/1999
1.98$ -5.56 21.85%
4Y -4.32 03/2005
02/2009
0.83$ -0.44 0.98$ 8.39 1.38$ 11.79 1.56$ 24.81 02/1995
01/1999
2.42$ -0.47 18.53%
5Y -2.30 03/2004
02/2009
0.89$ 1.22 1.06$ 7.46 1.43$ 11.12 1.69$ 23.86 01/1995
12/1999
2.91$ 2.54 1.99%
6Y 0.27 11/2017
10/2023
1.01$ 2.50 1.15$ 6.40 1.45$ 10.46 1.81$ 19.74 04/1994
03/2000
2.94$ 1.66 0.00%
7Y -0.18 03/2002
02/2009
0.98$ 3.25 1.25$ 5.56 1.46$ 9.78 1.92$ 15.20 05/1994
04/2001
2.69$ 4.62 0.36%
8Y -0.86 03/2001
02/2009
0.93$ 3.61 1.32$ 5.48 1.53$ 9.96 2.13$ 12.53 04/1994
03/2002
2.57$ 4.71 1.13%
9Y -1.30 04/2000
03/2009
0.88$ 3.79 1.39$ 5.75 1.65$ 9.91 2.34$ 11.84 01/1995
12/2003
2.73$ 4.39 2.77%
10Y 0.21 03/1999
02/2009
1.02$ 3.39 1.39$ 5.84 1.76$ 9.71 2.52$ 11.46 01/1995
12/2004
2.96$ 5.21 0.00%
11Y 1.35 07/1999
06/2010
1.15$ 2.87 1.36$ 6.10 1.91$ 9.64 2.75$ 11.22 01/1995
12/2005
3.22$ 5.96 0.00%
12Y 1.86 01/2000
12/2011
1.24$ 3.87 1.57$ 6.01 2.01$ 9.55 2.98$ 11.21 03/2009
02/2021
3.57$ 6.16 0.00%
13Y 2.35 01/2000
12/2012
1.35$ 4.07 1.67$ 6.17 2.17$ 7.60 2.59$ 10.64 12/1994
11/2007
3.72$ 6.07 0.00%
14Y 3.29 07/1999
06/2013
1.57$ 4.38 1.82$ 6.32 2.35$ 6.92 2.55$ 9.41 05/1994
04/2008
3.52$ 6.68 0.00%
15Y 3.75 09/2000
08/2015
1.73$ 4.50 1.93$ 6.13 2.44$ 7.09 2.79$ 7.95 12/1994
11/2009
3.15$ 7.18 0.00%
16Y 3.62 11/2007
10/2023
1.76$ 4.37 1.98$ 6.20 2.61$ 7.20 3.04$ 8.17 01/1995
12/2010
3.51$ 4.90 0.00%
17Y 3.80 01/2000
12/2016
1.88$ 4.62 2.15$ 6.28 2.81$ 7.29 3.30$ 7.97 05/1994
04/2011
3.68$ 4.82 0.00%
18Y 4.39 11/2005
10/2023
2.16$ 4.87 2.35$ 6.21 2.95$ 7.51 3.68$ 7.93 12/1994
11/2012
3.95$ 4.90 0.00%
19Y 4.28 01/2000
12/2018
2.21$ 5.02 2.53$ 6.19 3.12$ 7.63 4.04$ 8.43 01/1995
12/2013
4.65$ 5.14 0.00%
20Y 4.40 04/2000
03/2020
2.36$ 5.20 2.75$ 6.27 3.37$ 7.65 4.36$ 8.56 12/1994
11/2014
5.17$ 5.20 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 -28.28 03/2008
02/2009
0.71$ -1.12 0.98$ 12.37 1.12$ 24.53 1.24$ 46.80 07/1982
06/1983
1.46$ 10.10 15.99%
2Y -12.76 03/2007
02/2009
0.76$ 2.10 1.04$ 11.74 1.24$ 20.33 1.44$ 31.58 04/1997
03/1999
1.73$ -0.31 13.69%
3Y -6.27 03/2006
02/2009
0.82$ 3.13 1.09$ 11.67 1.39$ 17.82 1.63$ 28.17 08/1996
07/1999
2.10$ -0.22 10.21%
4Y -1.89 03/2005
02/2009
0.92$ 3.30 1.13$ 11.43 1.54$ 16.69 1.85$ 27.66 02/1995
01/1999
2.65$ 4.09 0.66%
5Y 0.29 03/2004
02/2009
1.01$ 4.50 1.24$ 11.58 1.72$ 16.24 2.12$ 26.80 01/1995
12/1999
3.27$ 6.81 0.00%
6Y 3.69 10/2005
09/2011
1.24$ 5.46 1.37$ 11.15 1.88$ 15.47 2.37$ 22.78 04/1994
03/2000
3.42$ 5.44 0.00%
7Y 2.39 03/2002
02/2009
1.18$ 6.31 1.53$ 11.27 2.11$ 16.13 2.84$ 20.09 01/1993
12/1999
3.60$ 8.27 0.00%
8Y 1.51 03/2001
02/2009
1.12$ 6.68 1.67$ 11.25 2.34$ 15.40 3.14$ 18.91 04/1992
03/2000
3.99$ 8.24 0.00%
9Y 1.12 04/2000
03/2009
1.10$ 7.01 1.83$ 11.60 2.68$ 15.39 3.62$ 19.40 11/1990
10/1999
4.93$ 7.65 0.00%
10Y 2.81 03/1999
02/2009
1.31$ 7.13 1.99$ 11.61 2.99$ 14.23 3.78$ 18.37 09/1990
08/2000
5.40$ 8.14 0.00%
11Y 3.86 07/1999
06/2010
1.51$ 7.03 2.11$ 11.80 3.41$ 14.62 4.48$ 18.82 01/1989
12/1999
6.66$ 8.80 0.00%
12Y 4.42 01/2000
12/2011
1.68$ 7.26 2.31$ 11.61 3.73$ 14.96 5.32$ 18.01 09/1988
08/2000
7.29$ 8.91 0.00%
13Y 4.85 01/2000
12/2012
1.85$ 7.65 2.60$ 10.21 3.53$ 15.12 6.23$ 16.62 12/1987
11/2000
7.37$ 8.85 0.00%
14Y 5.76 04/2000
03/2014
2.18$ 7.69 2.82$ 9.37 3.50$ 14.73 6.84$ 17.15 05/1985
04/1999
9.17$ 9.41 0.00%
15Y 5.99 09/2000
08/2015
2.39$ 7.36 2.89$ 9.58 3.94$ 14.92 8.05$ 17.58 07/1984
06/1999
11.35$ 9.93 0.00%
16Y 6.08 04/2000
03/2016
2.56$ 7.49 3.17$ 9.59 4.32$ 14.19 8.35$ 17.20 07/1984
06/2000
12.67$ 7.41 0.00%
17Y 6.04 01/2000
12/2016
2.70$ 7.58 3.46$ 9.76 4.86$ 13.49 8.59$ 17.58 07/1982
06/1999
15.68$ 7.44 0.00%
18Y 6.88 02/1999
01/2017
3.31$ 7.64 3.76$ 9.96 5.52$ 13.21 9.33$ 17.47 04/1982
03/2000
18.14$ 7.50 0.00%
19Y 6.52 01/2000
12/2018
3.32$ 7.84 4.19$ 10.08 6.19$ 13.14 10.44$ 16.33 02/1982
01/2001
17.70$ 7.83 0.00%
20Y 6.57 04/2000
03/2020
3.57$ 8.16 4.80$ 10.19 6.96$ 13.02 11.55$ 15.05 04/1982
03/2002
16.52$ 7.91 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 -28.28 03/2008
02/2009
0.71$ -4.49 0.95$ 9.45 1.09$ 21.22 1.21$ 43.25 07/1982
06/1983
1.43$ 6.78 21.05%
2Y -16.11 11/2021
10/2023
0.70$ -1.17 0.97$ 8.76 1.18$ 16.67 1.36$ 29.57 04/1997
03/1999
1.67$ -4.80 15.98%
3Y -8.26 03/2006
02/2009
0.77$ -0.01 0.99$ 8.96 1.29$ 13.94 1.47$ 25.64 08/1996
07/1999
1.98$ -5.56 15.11%
4Y -4.32 03/2005
02/2009
0.83$ 0.55 1.02$ 9.11 1.41$ 12.97 1.62$ 24.81 02/1995
01/1999
2.42$ -0.47 12.66%
5Y -2.30 03/2004
02/2009
0.89$ 1.71 1.08$ 8.59 1.50$ 12.93 1.83$ 23.86 01/1995
12/1999
2.91$ 2.54 1.35%
6Y 0.27 11/2017
10/2023
1.01$ 2.85 1.18$ 8.61 1.64$ 12.17 1.99$ 19.74 04/1994
03/2000
2.94$ 1.66 0.00%
7Y -0.18 03/2002
02/2009
0.98$ 3.61 1.28$ 8.78 1.80$ 12.41 2.26$ 17.19 01/1993
12/1999
3.03$ 4.62 0.24%
8Y -0.86 03/2001
02/2009
0.93$ 4.03 1.37$ 8.93 1.98$ 11.80 2.44$ 15.88 04/1992
03/2000
3.25$ 4.71 0.73%
9Y -1.30 04/2000
03/2009
0.88$ 4.49 1.48$ 8.86 2.14$ 11.70 2.70$ 16.37 11/1990
10/1999
3.91$ 4.39 1.76%
10Y 0.21 03/1999
02/2009
1.02$ 4.99 1.62$ 9.08 2.38$ 11.24 2.90$ 15.20 09/1990
08/2000
4.11$ 5.21 0.00%
11Y 1.35 07/1999
06/2010
1.15$ 4.97 1.70$ 9.07 2.59$ 10.91 3.12$ 15.25 01/1989
12/1999
4.76$ 5.96 0.00%
12Y 1.86 01/2000
12/2011
1.24$ 4.73 1.74$ 8.60 2.69$ 11.19 3.57$ 14.41 09/1988
08/2000
5.02$ 6.16 0.00%
13Y 2.35 01/2000
12/2012
1.35$ 5.22 1.93$ 7.94 2.69$ 11.55 4.14$ 12.98 12/1987
11/2000
4.88$ 6.07 0.00%
14Y 3.29 07/1999
06/2013
1.57$ 5.37 2.07$ 7.00 2.57$ 10.93 4.27$ 13.54 05/1985
04/1999
5.91$ 6.68 0.00%
15Y 3.75 09/2000
08/2015
1.73$ 4.90 2.05$ 7.15 2.81$ 11.16 4.88$ 13.95 07/1984
06/1999
7.09$ 7.18 0.00%
16Y 3.62 11/2007
10/2023
1.76$ 5.09 2.21$ 7.18 3.03$ 10.76 5.13$ 13.54 07/1984
06/2000
7.63$ 4.90 0.00%
17Y 3.80 01/2000
12/2016
1.88$ 5.27 2.39$ 7.23 3.27$ 10.26 5.25$ 13.92 07/1982
06/1999
9.16$ 4.82 0.00%
18Y 4.39 11/2005
10/2023
2.16$ 5.22 2.49$ 7.42 3.62$ 9.89 5.46$ 13.68 04/1982
03/2000
10.04$ 4.90 0.00%
19Y 4.28 01/2000
12/2018
2.21$ 5.49 2.76$ 7.47 3.92$ 9.82 5.93$ 12.59 02/1982
01/2001
9.51$ 5.14 0.00%
20Y 4.40 04/2000
03/2020
2.36$ 5.63 2.99$ 7.44 4.19$ 9.62 6.27$ 11.46 04/1982
03/2002
8.76$ 5.20 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 +12.37% +46.80%
Jul 1982 - Jun 1983
-28.28%
Mar 2008 - Feb 2009
15.99%
79 out of 494
US Inflation Adjusted +9.45% +43.25%
Jul 1982 - Jun 1983
-28.28%
Mar 2008 - Feb 2009
21.05%
104 out of 494
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 +11.74% +31.58%
Apr 1997 - Mar 1999
-12.76%
Mar 2007 - Feb 2009
13.69%
66 out of 482
US Inflation Adjusted +8.76% +29.57%
Apr 1997 - Mar 1999
-16.11%
Nov 2021 - Oct 2023
15.98%
77 out of 482
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 +11.67% +28.17%
Aug 1996 - Jul 1999
-6.27%
Mar 2006 - Feb 2009
10.21%
48 out of 470
US Inflation Adjusted +8.96% +25.64%
Aug 1996 - Jul 1999
-8.26%
Mar 2006 - Feb 2009
15.11%
71 out of 470
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 +11.43% +27.66%
Feb 1995 - Jan 1999
-1.89%
Mar 2005 - Feb 2009
0.66%
3 out of 458
US Inflation Adjusted +9.11% +24.81%
Feb 1995 - Jan 1999
-4.32%
Mar 2005 - Feb 2009
12.66%
58 out of 458
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 +11.58% +26.80%
Jan 1995 - Dec 1999
+0.29%
Mar 2004 - Feb 2009
0.00%
0 out of 446
US Inflation Adjusted +8.59% +23.86%
Jan 1995 - Dec 1999
-2.30%
Mar 2004 - Feb 2009
1.35%
6 out of 446
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 +11.15% +22.78%
Apr 1994 - Mar 2000
+3.69%
Oct 2005 - Sep 2011
0.00%
0 out of 434
US Inflation Adjusted +8.61% +19.74%
Apr 1994 - Mar 2000
+0.27%
Nov 2017 - Oct 2023
0.00%
0 out of 434
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 +11.27% +20.09%
Jan 1993 - Dec 1999
+2.39%
Mar 2002 - Feb 2009
0.00%
0 out of 422
US Inflation Adjusted +8.78% +17.19%
Jan 1993 - Dec 1999
-0.18%
Mar 2002 - Feb 2009
0.24%
1 out of 422
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 +11.25% +18.91%
Apr 1992 - Mar 2000
+1.51%
Mar 2001 - Feb 2009
0.00%
0 out of 410
US Inflation Adjusted +8.93% +15.88%
Apr 1992 - Mar 2000
-0.86%
Mar 2001 - Feb 2009
0.73%
3 out of 410
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 +11.60% +19.40%
Nov 1990 - Oct 1999
+1.12%
Apr 2000 - Mar 2009
0.00%
0 out of 398
US Inflation Adjusted +8.86% +16.37%
Nov 1990 - Oct 1999
-1.30%
Apr 2000 - Mar 2009
1.76%
7 out of 398
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 +11.61% +18.37%
Sep 1990 - Aug 2000
+2.81%
Mar 1999 - Feb 2009
0.00%
0 out of 386
US Inflation Adjusted +9.08% +15.20%
Sep 1990 - Aug 2000
+0.21%
Mar 1999 - Feb 2009
0.00%
0 out of 386
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 +11.80% +18.82%
Jan 1989 - Dec 1999
+3.86%
Jul 1999 - Jun 2010
0.00%
0 out of 374
US Inflation Adjusted +9.07% +15.25%
Jan 1989 - Dec 1999
+1.35%
Jul 1999 - Jun 2010
0.00%
0 out of 374
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 +11.61% +18.01%
Sep 1988 - Aug 2000
+4.42%
Jan 2000 - Dec 2011
0.00%
0 out of 362
US Inflation Adjusted +8.60% +14.41%
Sep 1988 - Aug 2000
+1.86%
Jan 2000 - Dec 2011
0.00%
0 out of 362
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 +10.21% +16.62%
Dec 1987 - Nov 2000
+4.85%
Jan 2000 - Dec 2012
0.00%
0 out of 350
US Inflation Adjusted +7.94% +12.98%
Dec 1987 - Nov 2000
+2.35%
Jan 2000 - Dec 2012
0.00%
0 out of 350
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 +9.37% +17.15%
May 1985 - Apr 1999
+5.76%
Apr 2000 - Mar 2014
0.00%
0 out of 338
US Inflation Adjusted +7.00% +13.54%
May 1985 - Apr 1999
+3.29%
Jul 1999 - Jun 2013
0.00%
0 out of 338
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 +9.58% +17.58%
Jul 1984 - Jun 1999
+5.99%
Sep 2000 - Aug 2015
0.00%
0 out of 326
US Inflation Adjusted +7.15% +13.95%
Jul 1984 - Jun 1999
+3.75%
Sep 2000 - Aug 2015
0.00%
0 out of 326
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 +9.59% +17.20%
Jul 1984 - Jun 2000
+6.08%
Apr 2000 - Mar 2016
0.00%
0 out of 314
US Inflation Adjusted +7.18% +13.54%
Jul 1984 - Jun 2000
+3.62%
Nov 2007 - Oct 2023
0.00%
0 out of 314
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 +9.76% +17.58%
Jul 1982 - Jun 1999
+6.04%
Jan 2000 - Dec 2016
0.00%
0 out of 302
US Inflation Adjusted +7.23% +13.92%
Jul 1982 - Jun 1999
+3.80%
Jan 2000 - Dec 2016
0.00%
0 out of 302
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 +9.96% +17.47%
Apr 1982 - Mar 2000
+6.88%
Feb 1999 - Jan 2017
0.00%
0 out of 290
US Inflation Adjusted +7.42% +13.68%
Apr 1982 - Mar 2000
+4.39%
Nov 2005 - Oct 2023
0.00%
0 out of 290
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 +10.08% +16.33%
Feb 1982 - Jan 2001
+6.52%
Jan 2000 - Dec 2018
0.00%
0 out of 278
US Inflation Adjusted +7.47% +12.59%
Feb 1982 - Jan 2001
+4.28%
Jan 2000 - Dec 2018
0.00%
0 out of 278
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 +10.19% +15.05%
Apr 1982 - Mar 2002
+6.57%
Apr 2000 - Mar 2020
0.00%
0 out of 266
US Inflation Adjusted +7.44% +11.46%
Apr 1982 - Mar 2002
+4.40%
Apr 2000 - Mar 2020
0.00%
0 out of 266
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 60/40 Momentum Portfolio: ETF allocation and returns page.