Stocks/Bonds 60/40 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 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 March 2024

The annualized return of the last 10 years has been 8.75% (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 60/40 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.44% +46.80%
Jul 1982 - Jun 1983 		-28.28%
Mar 2008 - Feb 2009 		15.93%
79 out of 496
US Inflation Adjusted +9.46% +43.25%
Jul 1982 - Jun 1983 		-28.28%
Mar 2008 - Feb 2009 		20.97%
104 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 +11.74% +31.58%
Apr 1997 - Mar 1999 		-12.76%
Mar 2007 - Feb 2009 		13.64%
66 out of 484
US Inflation Adjusted +8.74% +29.57%
Apr 1997 - Mar 1999 		-16.11%
Nov 2021 - Oct 2023 		16.32%
79 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 +11.64% +28.17%
Aug 1996 - Jul 1999 		-6.27%
Mar 2006 - Feb 2009 		10.17%
48 out of 472
US Inflation Adjusted +8.96% +25.64%
Aug 1996 - Jul 1999 		-8.26%
Mar 2006 - Feb 2009 		15.47%
73 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 +11.41% +27.66%
Feb 1995 - Jan 1999 		-1.89%
Mar 2005 - Feb 2009 		0.65%
3 out of 460
US Inflation Adjusted +9.09% +24.81%
Feb 1995 - Jan 1999 		-4.32%
Mar 2005 - Feb 2009 		12.61%
58 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 +11.48% +26.80%
Jan 1995 - Dec 1999 		+0.29%
Mar 2004 - Feb 2009 		0.00%
0 out of 448
US Inflation Adjusted +8.58% +23.86%
Jan 1995 - Dec 1999 		-2.30%
Mar 2004 - Feb 2009 		1.34%
6 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 +11.13% +22.78%
Apr 1994 - Mar 2000 		+3.69%
Oct 2005 - Sep 2011 		0.00%
0 out of 436
US Inflation Adjusted +8.60% +19.74%
Apr 1994 - Mar 2000 		+0.27%
Nov 2017 - Oct 2023 		0.00%
0 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 +11.25% +20.09%
Jan 1993 - Dec 1999 		+2.39%
Mar 2002 - Feb 2009 		0.00%
0 out of 424
US Inflation Adjusted +8.74% +17.19%
Jan 1993 - Dec 1999 		-0.18%
Mar 2002 - Feb 2009 		0.24%
1 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 +11.24% +18.91%
Apr 1992 - Mar 2000 		+1.51%
Mar 2001 - Feb 2009 		0.00%
0 out of 412
US Inflation Adjusted +8.92% +15.88%
Apr 1992 - Mar 2000 		-0.86%
Mar 2001 - Feb 2009 		0.73%
3 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 +11.56% +19.40%
Nov 1990 - Oct 1999 		+1.12%
Apr 2000 - Mar 2009 		0.00%
0 out of 400
US Inflation Adjusted +8.81% +16.37%
Nov 1990 - Oct 1999 		-1.30%
Apr 2000 - Mar 2009 		1.75%
7 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 +11.57% +18.37%
Sep 1990 - Aug 2000 		+2.81%
Mar 1999 - Feb 2009 		0.00%
0 out of 388
US Inflation Adjusted +9.04% +15.20%
Sep 1990 - Aug 2000 		+0.21%
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 +11.78% +18.82%
Jan 1989 - Dec 1999 		+3.86%
Jul 1999 - Jun 2010 		0.00%
0 out of 376
US Inflation Adjusted +9.07% +15.25%
Jan 1989 - Dec 1999 		+1.35%
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 +11.57% +18.01%
Sep 1988 - Aug 2000 		+4.42%
Jan 2000 - Dec 2011 		0.00%
0 out of 364
US Inflation Adjusted +8.58% +14.41%
Sep 1988 - Aug 2000 		+1.86%
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 +10.09% +16.62%
Dec 1987 - Nov 2000 		+4.85%
Jan 2000 - Dec 2012 		0.00%
0 out of 352
US Inflation Adjusted +7.60% +12.98%
Dec 1987 - Nov 2000 		+2.35%
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 +9.38% +17.15%
May 1985 - Apr 1999 		+5.76%
Apr 2000 - Mar 2014 		0.00%
0 out of 340
US Inflation Adjusted +6.98% +13.54%
May 1985 - Apr 1999 		+3.29%
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 +9.59% +17.58%
Jul 1984 - Jun 1999 		+5.99%
Sep 2000 - Aug 2015 		0.00%
0 out of 328
US Inflation Adjusted +7.17% +13.95%
Jul 1984 - Jun 1999 		+3.75%
Sep 2000 - Aug 2015 		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 +9.58% +17.20%
Jul 1984 - Jun 2000 		+6.08%
Apr 2000 - Mar 2016 		0.00%
0 out of 316
US Inflation Adjusted +7.16% +13.54%
Jul 1984 - Jun 2000 		+3.62%
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 +9.75% +17.58%
Jul 1982 - Jun 1999 		+6.04%
Jan 2000 - Dec 2016 		0.00%
0 out of 304
US Inflation Adjusted +7.23% +13.92%
Jul 1982 - Jun 1999 		+3.80%
Jan 2000 - Dec 2016 		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 +9.92% +17.47%
Apr 1982 - Mar 2000 		+6.88%
Feb 1999 - Jan 2017 		0.00%
0 out of 292
US Inflation Adjusted +7.40% +13.68%
Apr 1982 - Mar 2000 		+4.39%
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 +10.07% +16.33%
Feb 1982 - Jan 2001 		+6.52%
Jan 2000 - Dec 2018 		0.00%
0 out of 280
US Inflation Adjusted +7.45% +12.59%
Feb 1982 - Jan 2001 		+4.28%
Jan 2000 - Dec 2018 		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 +10.18% +15.05%
Apr 1982 - Mar 2002 		+6.57%
Apr 2000 - Mar 2020 		0.00%
0 out of 268
US Inflation Adjusted +7.44% +11.46%
Apr 1982 - Mar 2002 		+4.40%
Apr 2000 - Mar 2020 		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 60/40 Momentum Portfolio: ETF allocation and returns page.