Consolidated Returns as of 30 June 2024
Holding the Stocks/Bonds 60/40 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 154 months (from September 1929 to June 1942).
This means that every rolling period of 155 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 60/40 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 7.91% (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 | +8.32% |
+83.44%
Jul 1932 - Jun 1933 |
-44.89%
Jul 1931 - Jun 1932 |
22.67%
415 out of 1831 |
US Inflation Adjusted | +6.47% |
+96.44%
Jul 1932 - Jun 1933 |
-38.81%
Jul 1931 - Jun 1932 |
29.87%
547 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.07% |
+35.24%
Jul 1932 - Jun 1934 |
-34.28%
Jun 1930 - May 1932 |
15.12%
275 out of 1819 |
US Inflation Adjusted | +5.93% |
+36.24%
Jul 1932 - Jun 1934 |
-27.01%
Jun 1930 - May 1932 |
23.42%
426 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.76% |
+28.79%
Mar 1933 - Feb 1936 |
-25.23%
Jul 1929 - Jun 1932 |
9.35%
169 out of 1807 |
US Inflation Adjusted | +5.76% |
+25.29%
Jul 1932 - Jun 1935 |
-19.29%
Jul 1929 - Jun 1932 |
18.43%
333 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.62% |
+26.95%
Jul 1932 - Jun 1936 |
-15.33%
Jun 1928 - May 1932 |
5.24%
94 out of 1795 |
US Inflation Adjusted | +5.78% |
+26.49%
Jul 1932 - Jun 1936 |
-13.01%
Jul 1916 - Jun 1920 |
15.38%
276 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.70% |
+23.38%
Jun 1932 - May 1937 |
-8.90%
Jun 1927 - May 1932 |
3.42%
61 out of 1783 |
US Inflation Adjusted | +5.86% |
+22.15%
Jun 1932 - May 1937 |
-10.35%
Jan 1916 - Dec 1920 |
12.68%
226 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.70% |
+19.62%
Oct 1981 - Sep 1987 |
-4.99%
Jul 1926 - Jun 1932 |
2.77%
49 out of 1771 |
US Inflation Adjusted | +5.59% |
+18.74%
Sep 1923 - Aug 1929 |
-7.64%
Jul 1914 - Jun 1920 |
10.45%
185 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.55% |
+18.96%
Apr 1980 - Mar 1987 |
-2.67%
Jul 1925 - Jun 1932 |
0.74%
13 out of 1759 |
US Inflation Adjusted | +5.41% |
+16.78%
Sep 1921 - Aug 1928 |
-6.22%
Jun 1913 - May 1920 |
9.38%
165 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.39% |
+18.12%
Sep 1921 - Aug 1929 |
-1.48%
Apr 1930 - Mar 1938 |
0.23%
4 out of 1747 |
US Inflation Adjusted | +5.60% |
+18.46%
Sep 1921 - Aug 1929 |
-5.99%
Aug 1912 - Jul 1920 |
10.30%
180 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.40% |
+16.60%
Mar 1978 - Feb 1987 |
-0.96%
Apr 1929 - Mar 1938 |
0.23%
4 out of 1735 |
US Inflation Adjusted | +5.67% |
+17.48%
Sep 1920 - Aug 1929 |
-5.99%
Jul 1911 - Jun 1920 |
9.63%
167 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+15.69%
Aug 1982 - Jul 1992 |
-0.01%
Sep 1929 - Aug 1939 |
0.06%
1 out of 1723 |
US Inflation Adjusted | +5.57% |
+14.69%
Jun 1920 - May 1930 |
-4.21%
Jul 1911 - Jun 1921 |
8.59%
148 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.37% |
+15.30%
Jul 1982 - Jun 1993 |
+0.18%
Sep 1929 - Aug 1940 |
0.00%
0 out of 1711 |
US Inflation Adjusted | +5.76% |
+12.19%
Sep 1918 - Aug 1929 |
-3.64%
Aug 1909 - Jul 1920 |
7.54%
129 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.40% |
+15.10%
Sep 1974 - Aug 1986 |
+0.46%
May 1930 - Apr 1942 |
0.00%
0 out of 1699 |
US Inflation Adjusted | +5.76% |
+11.55%
Jul 1921 - Jun 1933 |
-2.69%
Jan 1909 - Dec 1920 |
6.53%
111 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.34% |
+15.46%
Oct 1974 - Sep 1987 |
+0.09%
Sep 1929 - Aug 1942 |
0.00%
0 out of 1687 |
US Inflation Adjusted | +5.59% |
+11.69%
Jul 1920 - Jun 1933 |
-1.81%
Oct 1968 - Sep 1981 |
5.99%
101 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.16% |
+14.78%
Jul 1984 - Jun 1998 |
+1.71%
Dec 1928 - Nov 1942 |
0.00%
0 out of 1675 |
US Inflation Adjusted | +5.54% |
+11.14%
Jul 1984 - Jun 1998 |
-2.28%
Aug 1906 - Jul 1920 |
4.30%
72 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.18% |
+15.35%
Aug 1982 - Jul 1997 |
+2.25%
Sep 1881 - Aug 1896 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +5.47% |
+11.58%
Aug 1982 - Jul 1997 |
-2.07%
Aug 1905 - Jul 1920 |
2.59%
43 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.12% |
+15.36%
Jul 1982 - Jun 1998 |
+2.54%
Jun 1881 - May 1897 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +5.27% |
+11.68%
Jul 1982 - Jun 1998 |
-1.21%
Sep 1905 - Aug 1921 |
2.24%
37 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.16% |
+15.21%
Jul 1982 - Jun 1999 |
+3.22%
May 1881 - Apr 1898 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +5.18% |
+11.63%
Jul 1982 - Jun 1999 |
-0.71%
Jun 1903 - May 1920 |
1.34%
22 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.25% |
+14.98%
Apr 1982 - Mar 2000 |
+3.39%
Jun 1914 - May 1932 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +5.32% |
+11.26%
Apr 1982 - Mar 2000 |
-0.92%
Aug 1902 - Jul 1920 |
1.04%
17 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.30% |
+14.66%
Apr 1980 - Mar 1999 |
+3.40%
Jun 1913 - May 1932 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +5.30% |
+10.69%
Oct 1981 - Sep 2000 |
-1.25%
Jul 1901 - Jun 1920 |
1.24%
20 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.26% |
+14.69%
Apr 1980 - Mar 2000 |
+3.15%
Jun 1912 - May 1932 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +5.28% |
+10.42%
Apr 1980 - Mar 2000 |
-0.57%
Jul 1901 - Jun 1921 |
0.56%
9 out of 1603 |
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To obtain comprehensive information, please consult the Stocks/Bonds 60/40 Portfolio: ETF allocation and returns page.