Stocks/Bonds 80/20 Momentum Portfolio: Rolling Returns

Data Source: from January 1982 to February 2024 (~42 years)
Consolidated Returns as of 29 February 2024

Holding the Stocks/Bonds 80/20 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 112 months (from November 1999 to February 2009).

This means that every rolling period of 113 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 80/20 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 80/20 MOMENTUM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 10.50% (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 80/20 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1982 - 29 February 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 -38.13 03/2008
02/2009
0.61$ -5.41 0.94$ 14.30 1.14$ 27.43 1.27$ 47.61 04/1997
03/1998
1.47$ 26.62 18.91%
2Y -19.13 03/2007
02/2009
0.65$ -5.33 0.89$ 13.68 1.29$ 23.31 1.52$ 39.17 04/1997
03/1999
1.93$ 5.85 18.99%
3Y -10.64 03/2006
02/2009
0.71$ -0.93 0.97$ 13.07 1.44$ 20.38 1.74$ 35.32 08/1996
07/1999
2.47$ 3.58 16.92%
4Y -4.66 03/2005
02/2009
0.82$ 0.31 1.01$ 12.30 1.59$ 17.50 1.90$ 33.70 02/1995
01/1999
3.19$ 9.35 13.74%
5Y -1.56 03/2004
02/2009
0.92$ 2.73 1.14$ 11.21 1.70$ 16.30 2.12$ 33.15 01/1995
12/1999
4.18$ 9.80 0.66%
6Y 2.44 10/2005
09/2011
1.15$ 4.44 1.29$ 9.98 1.76$ 15.21 2.33$ 28.03 04/1994
03/2000
4.40$ 8.43 0.00%
7Y 1.09 03/2002
02/2009
1.07$ 5.76 1.48$ 9.65 1.90$ 14.25 2.54$ 21.43 05/1994
04/2001
3.89$ 11.22 0.00%
8Y -0.17 03/2001
02/2009
0.98$ 6.38 1.64$ 9.13 2.01$ 14.38 2.92$ 17.55 04/1994
03/2002
3.64$ 11.65 0.38%
9Y -0.92 04/2000
03/2009
0.92$ 6.44 1.75$ 9.40 2.24$ 14.54 3.39$ 17.22 03/2009
02/2018
4.17$ 10.22 0.79%
10Y 1.38 03/1999
02/2009
1.14$ 5.72 1.74$ 9.37 2.44$ 14.32 3.81$ 16.06 01/1995
12/2004
4.43$ 10.50 0.00%
11Y 2.65 07/1999
06/2010
1.33$ 4.89 1.69$ 9.43 2.69$ 14.10 4.26$ 16.03 01/1995
12/2005
5.13$ 11.77 0.00%
12Y 3.42 01/2000
12/2011
1.49$ 6.03 2.01$ 9.24 2.88$ 14.24 4.94$ 16.28 03/2009
02/2021
6.11$ 11.67 0.00%
13Y 4.10 01/2000
12/2012
1.68$ 6.55 2.28$ 9.43 3.22$ 11.88 4.30$ 15.52 12/1994
11/2007
6.52$ 11.41 0.00%
14Y 5.48 04/2000
03/2014
2.10$ 6.68 2.47$ 9.53 3.57$ 10.61 4.10$ 14.03 05/1994
04/2008
6.28$ 12.11 0.00%
15Y 5.92 09/2000
08/2015
2.37$ 7.22 2.84$ 9.54 3.92$ 10.69 4.58$ 13.62 03/2009
02/2024
6.79$ 13.62 0.00%
16Y 6.01 04/2000
03/2016
2.54$ 7.27 3.07$ 9.50 4.27$ 10.75 5.12$ 11.73 01/1995
12/2010
5.89$ 9.39 0.00%
17Y 6.05 01/2000
12/2016
2.71$ 7.86 3.62$ 9.52 4.68$ 10.97 5.86$ 11.66 05/1994
04/2011
6.52$ 9.17 0.00%
18Y 7.23 07/1999
06/2017
3.51$ 7.69 3.79$ 9.50 5.12$ 11.26 6.82$ 11.73 03/2003
02/2021
7.35$ 9.16 0.00%
19Y 6.82 01/2000
12/2018
3.49$ 8.25 4.50$ 9.51 5.61$ 11.43 7.81$ 12.25 01/1995
12/2013
8.98$ 9.50 0.00%
20Y 6.81 04/2000
03/2020
3.73$ 8.11 4.75$ 9.78 6.46$ 11.19 8.34$ 12.35 12/1994
11/2014
10.26$ 9.62 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 -38.13 03/2008
02/2009
0.61$ -8.34 0.91$ 11.59 1.11$ 24.36 1.24$ 45.61 04/1997
03/1998
1.45$ 23.27 21.20%
2Y -20.76 03/2007
02/2009
0.62$ -8.87 0.83$ 10.85 1.22$ 19.90 1.43$ 37.04 04/1997
03/1999
1.87$ 1.46 21.66%
3Y -12.54 03/2006
02/2009
0.66$ -4.44 0.87$ 10.76 1.35$ 17.47 1.62$ 32.65 08/1996
07/1999
2.33$ -1.84 23.69%
4Y -7.03 03/2005
02/2009
0.74$ -1.99 0.92$ 10.34 1.48$ 15.04 1.75$ 30.72 02/1995
01/1999
2.92$ 4.60 22.36%
5Y -4.10 03/2004
02/2009
0.81$ 0.28 1.01$ 9.36 1.56$ 14.16 1.93$ 30.06 01/1995
12/1999
3.72$ 5.47 11.96%
6Y 0.23 10/2005
09/2011
1.01$ 2.02 1.12$ 7.08 1.50$ 13.22 2.10$ 24.86 04/1994
03/2000
3.78$ 4.60 0.00%
7Y -1.45 03/2002
02/2009
0.90$ 3.16 1.24$ 6.52 1.55$ 12.35 2.25$ 18.33 05/1994
04/2001
3.24$ 7.50 1.08%
8Y -2.50 03/2001
02/2009
0.81$ 3.76 1.34$ 6.40 1.64$ 12.34 2.53$ 14.74 04/1994
03/2002
3.00$ 8.00 3.40%
9Y -3.28 04/2000
03/2009
0.74$ 4.15 1.44$ 6.68 1.79$ 12.23 2.82$ 15.16 03/2009
02/2018
3.56$ 6.91 5.53%
10Y -1.18 03/1999
02/2009
0.88$ 3.20 1.37$ 6.74 1.92$ 11.94 3.09$ 13.66 09/2010
08/2020
3.59$ 7.52 6.64%
11Y 0.17 07/1999
06/2010
1.01$ 2.28 1.28$ 7.16 2.13$ 11.89 3.44$ 13.30 09/2010
08/2021
3.94$ 8.91 0.00%
12Y 0.89 01/2000
12/2011
1.11$ 3.52 1.51$ 7.13 2.28$ 11.48 3.68$ 14.22 03/2009
02/2021
4.93$ 8.87 0.00%
13Y 1.61 01/2000
12/2012
1.23$ 4.11 1.68$ 7.23 2.47$ 9.40 3.21$ 12.53 12/1994
11/2007
4.63$ 8.59 0.00%
14Y 3.01 07/1999
06/2013
1.51$ 4.42 1.83$ 7.24 2.66$ 8.36 3.07$ 11.02 05/1994
04/2008
4.32$ 9.31 0.00%
15Y 3.68 09/2000
08/2015
1.71$ 4.79 2.01$ 7.06 2.78$ 8.38 3.34$ 10.81 03/2009
02/2024
4.66$ 10.81 0.00%
16Y 3.84 04/2000
03/2016
1.82$ 4.89 2.14$ 7.13 3.00$ 8.46 3.66$ 9.17 10/2002
09/2018
4.07$ 6.85 0.00%
17Y 3.81 01/2000
12/2016
1.88$ 5.38 2.43$ 7.13 3.22$ 8.64 4.09$ 9.00 09/2003
08/2020
4.32$ 6.53 0.00%
18Y 4.95 02/1999
01/2017
2.38$ 5.49 2.61$ 7.12 3.44$ 8.73 4.51$ 9.50 03/2003
02/2021
5.12$ 6.53 0.00%
19Y 4.57 01/2000
12/2018
2.33$ 5.94 2.99$ 6.99 3.61$ 8.83 4.98$ 9.64 01/1995
12/2013
5.74$ 6.79 0.00%
20Y 4.63 04/2000
03/2020
2.47$ 5.81 3.09$ 7.30 4.09$ 8.79 5.39$ 9.80 12/1994
11/2014
6.49$ 6.88 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 -38.13 03/2008
02/2009
0.61$ -1.40 0.98$ 14.30 1.14$ 29.39 1.29$ 53.30 07/1982
06/1983
1.53$ 26.62 17.37%
2Y -19.13 03/2007
02/2009
0.65$ 0.98 1.01$ 13.70 1.29$ 23.04 1.51$ 39.17 04/1997
03/1999
1.93$ 5.85 13.25%
3Y -10.64 03/2006
02/2009
0.71$ 2.53 1.07$ 13.70 1.46$ 19.70 1.71$ 35.32 08/1996
07/1999
2.47$ 3.58 11.68%
4Y -4.66 03/2005
02/2009
0.82$ 2.57 1.10$ 13.68 1.67$ 18.55 1.97$ 33.70 02/1995
01/1999
3.19$ 9.35 9.37%
5Y -1.56 03/2004
02/2009
0.92$ 3.72 1.20$ 13.30 1.86$ 18.06 2.29$ 33.15 01/1995
12/1999
4.18$ 9.80 0.45%
6Y 2.44 10/2005
09/2011
1.15$ 4.87 1.33$ 13.19 2.10$ 17.35 2.61$ 28.03 04/1994
03/2000
4.40$ 8.43 0.00%
7Y 1.09 03/2002
02/2009
1.07$ 6.25 1.52$ 13.06 2.36$ 17.80 3.14$ 24.53 01/1993
12/1999
4.64$ 11.22 0.00%
8Y -0.17 03/2001
02/2009
0.98$ 6.84 1.69$ 13.16 2.68$ 17.19 3.55$ 22.73 04/1992
03/2000
5.14$ 11.65 0.24%
9Y -0.92 04/2000
03/2009
0.92$ 7.35 1.89$ 13.30 3.07$ 17.15 4.15$ 23.14 11/1990
10/1999
6.51$ 10.22 0.50%
10Y 1.38 03/1999
02/2009
1.14$ 7.60 2.08$ 13.61 3.58$ 15.97 4.39$ 21.69 09/1990
08/2000
7.11$ 10.50 0.00%
11Y 2.65 07/1999
06/2010
1.33$ 7.49 2.21$ 13.42 3.99$ 16.24 5.23$ 22.23 01/1989
12/1999
9.09$ 11.77 0.00%
12Y 3.42 01/2000
12/2011
1.49$ 7.14 2.28$ 13.19 4.42$ 16.60 6.31$ 21.11 09/1988
08/2000
9.95$ 11.67 0.00%
13Y 4.10 01/2000
12/2012
1.68$ 8.01 2.72$ 12.06 4.39$ 16.83 7.55$ 19.34 01/1987
12/1999
9.96$ 11.41 0.00%
14Y 5.48 04/2000
03/2014
2.10$ 8.25 3.03$ 11.17 4.40$ 16.11 8.09$ 19.72 11/1985
10/1999
12.42$ 12.11 0.00%
15Y 5.92 09/2000
08/2015
2.37$ 8.02 3.18$ 10.81 4.66$ 16.48 9.86$ 20.17 01/1985
12/1999
15.73$ 13.62 0.00%
16Y 6.01 04/2000
03/2016
2.54$ 8.16 3.50$ 10.75 5.12$ 15.82 10.47$ 19.54 07/1984
06/2000
17.37$ 9.39 0.00%
17Y 6.05 01/2000
12/2016
2.71$ 8.54 4.02$ 10.80 5.71$ 15.18 11.05$ 19.82 07/1982
06/1999
21.62$ 9.17 0.00%
18Y 7.23 07/1999
06/2017
3.51$ 8.50 4.34$ 11.04 6.58$ 14.69 11.79$ 19.74 04/1982
03/2000
25.60$ 9.16 0.00%
19Y 6.82 01/2000
12/2018
3.49$ 8.83 4.98$ 11.07 7.34$ 14.55 13.21$ 18.13 02/1982
01/2001
23.72$ 9.50 0.00%
20Y 6.81 04/2000
03/2020
3.73$ 9.30 5.91$ 11.04 8.12$ 14.37 14.66$ 16.50 04/1982
03/2002
21.19$ 9.62 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 -38.13 03/2008
02/2009
0.61$ -6.28 0.93$ 11.53 1.11$ 26.02 1.26$ 49.60 07/1982
06/1983
1.49$ 23.27 21.62%
2Y -20.76 03/2007
02/2009
0.62$ -2.72 0.94$ 10.59 1.22$ 19.60 1.43$ 37.04 04/1997
03/1999
1.87$ 1.46 16.56%
3Y -12.54 03/2006
02/2009
0.66$ -0.52 0.98$ 11.02 1.36$ 15.81 1.55$ 32.65 08/1996
07/1999
2.33$ -1.84 16.77%
4Y -7.03 03/2005
02/2009
0.74$ -0.18 0.99$ 11.02 1.51$ 15.17 1.75$ 30.72 02/1995
01/1999
2.92$ 4.60 15.25%
5Y -4.10 03/2004
02/2009
0.81$ 1.15 1.05$ 10.31 1.63$ 14.61 1.97$ 30.06 01/1995
12/1999
3.72$ 5.47 8.05%
6Y 0.23 10/2005
09/2011
1.01$ 2.45 1.15$ 10.10 1.78$ 14.06 2.20$ 24.86 04/1994
03/2000
3.78$ 4.60 0.00%
7Y -1.45 03/2002
02/2009
0.90$ 3.76 1.29$ 10.02 1.95$ 13.92 2.48$ 21.53 01/1993
12/1999
3.91$ 7.50 0.71%
8Y -2.50 03/2001
02/2009
0.81$ 4.42 1.41$ 10.51 2.22$ 13.68 2.78$ 19.61 04/1992
03/2000
4.18$ 8.00 2.19%
9Y -3.28 04/2000
03/2009
0.74$ 5.01 1.55$ 10.20 2.39$ 13.56 3.14$ 20.02 11/1990
10/1999
5.16$ 6.91 3.51%
10Y -1.18 03/1999
02/2009
0.88$ 5.65 1.73$ 10.35 2.67$ 12.98 3.38$ 18.42 09/1990
08/2000
5.42$ 7.52 4.13%
11Y 0.17 07/1999
06/2010
1.01$ 5.45 1.79$ 10.33 2.94$ 12.69 3.72$ 18.56 01/1989
12/1999
6.50$ 8.91 0.00%
12Y 0.89 01/2000
12/2011
1.11$ 4.62 1.71$ 9.84 3.08$ 12.99 4.32$ 17.41 09/1988
08/2000
6.86$ 8.87 0.00%
13Y 1.61 01/2000
12/2012
1.23$ 5.44 1.99$ 9.47 3.24$ 13.42 5.14$ 15.54 01/1987
12/1999
6.53$ 8.59 0.00%
14Y 3.01 07/1999
06/2013
1.51$ 5.84 2.21$ 8.44 3.10$ 12.35 5.10$ 16.04 11/1985
10/1999
8.02$ 9.31 0.00%
15Y 3.68 09/2000
08/2015
1.71$ 5.58 2.25$ 8.46 3.37$ 12.68 5.99$ 16.46 01/1985
12/1999
9.83$ 10.81 0.00%
16Y 3.84 04/2000
03/2016
1.82$ 5.68 2.41$ 8.44 3.65$ 12.34 6.43$ 15.81 07/1984
06/2000
10.46$ 6.85 0.00%
17Y 3.81 01/2000
12/2016
1.88$ 6.04 2.70$ 8.39 3.93$ 11.87 6.72$ 16.09 07/1982
06/1999
12.63$ 6.53 0.00%
18Y 4.95 02/1999
01/2017
2.38$ 6.09 2.89$ 8.43 4.29$ 11.37 6.94$ 15.87 04/1982
03/2000
14.17$ 6.53 0.00%
19Y 4.57 01/2000
12/2018
2.33$ 6.36 3.22$ 8.43 4.65$ 11.18 7.48$ 14.34 02/1982
01/2001
12.75$ 6.79 0.00%
20Y 4.63 04/2000
03/2020
2.47$ 6.79 3.72$ 8.37 4.99$ 10.92 7.93$ 12.86 04/1982
03/2002
11.24$ 6.88 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 +14.30% +53.30%
Jul 1982 - Jun 1983
-38.13%
Mar 2008 - Feb 2009
17.37%
86 out of 495
US Inflation Adjusted +11.53% +49.60%
Jul 1982 - Jun 1983
-38.13%
Mar 2008 - Feb 2009
21.62%
107 out of 495
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 +13.70% +39.17%
Apr 1997 - Mar 1999
-19.13%
Mar 2007 - Feb 2009
13.25%
64 out of 483
US Inflation Adjusted +10.59% +37.04%
Apr 1997 - Mar 1999
-20.76%
Mar 2007 - Feb 2009
16.56%
80 out of 483
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 +13.70% +35.32%
Aug 1996 - Jul 1999
-10.64%
Mar 2006 - Feb 2009
11.68%
55 out of 471
US Inflation Adjusted +11.02% +32.65%
Aug 1996 - Jul 1999
-12.54%
Mar 2006 - Feb 2009
16.77%
79 out of 471
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 +13.68% +33.70%
Feb 1995 - Jan 1999
-4.66%
Mar 2005 - Feb 2009
9.37%
43 out of 459
US Inflation Adjusted +11.02% +30.72%
Feb 1995 - Jan 1999
-7.03%
Mar 2005 - Feb 2009
15.25%
70 out of 459
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 +13.30% +33.15%
Jan 1995 - Dec 1999
-1.56%
Mar 2004 - Feb 2009
0.45%
2 out of 447
US Inflation Adjusted +10.31% +30.06%
Jan 1995 - Dec 1999
-4.10%
Mar 2004 - Feb 2009
8.05%
36 out of 447
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 +13.19% +28.03%
Apr 1994 - Mar 2000
+2.44%
Oct 2005 - Sep 2011
0.00%
0 out of 435
US Inflation Adjusted +10.10% +24.86%
Apr 1994 - Mar 2000
+0.23%
Oct 2005 - Sep 2011
0.00%
0 out of 435
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 +13.06% +24.53%
Jan 1993 - Dec 1999
+1.09%
Mar 2002 - Feb 2009
0.00%
0 out of 423
US Inflation Adjusted +10.02% +21.53%
Jan 1993 - Dec 1999
-1.45%
Mar 2002 - Feb 2009
0.71%
3 out of 423
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 +13.16% +22.73%
Apr 1992 - Mar 2000
-0.17%
Mar 2001 - Feb 2009
0.24%
1 out of 411
US Inflation Adjusted +10.51% +19.61%
Apr 1992 - Mar 2000
-2.50%
Mar 2001 - Feb 2009
2.19%
9 out of 411
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 +13.30% +23.14%
Nov 1990 - Oct 1999
-0.92%
Apr 2000 - Mar 2009
0.50%
2 out of 399
US Inflation Adjusted +10.20% +20.02%
Nov 1990 - Oct 1999
-3.28%
Apr 2000 - Mar 2009
3.51%
14 out of 399
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 +13.61% +21.69%
Sep 1990 - Aug 2000
+1.38%
Mar 1999 - Feb 2009
0.00%
0 out of 387
US Inflation Adjusted +10.35% +18.42%
Sep 1990 - Aug 2000
-1.18%
Mar 1999 - Feb 2009
4.13%
16 out of 387
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 +13.42% +22.23%
Jan 1989 - Dec 1999
+2.65%
Jul 1999 - Jun 2010
0.00%
0 out of 375
US Inflation Adjusted +10.33% +18.56%
Jan 1989 - Dec 1999
+0.17%
Jul 1999 - Jun 2010
0.00%
0 out of 375
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 +13.19% +21.11%
Sep 1988 - Aug 2000
+3.42%
Jan 2000 - Dec 2011
0.00%
0 out of 363
US Inflation Adjusted +9.84% +17.41%
Sep 1988 - Aug 2000
+0.89%
Jan 2000 - Dec 2011
0.00%
0 out of 363
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 +12.06% +19.34%
Jan 1987 - Dec 1999
+4.10%
Jan 2000 - Dec 2012
0.00%
0 out of 351
US Inflation Adjusted +9.47% +15.54%
Jan 1987 - Dec 1999
+1.61%
Jan 2000 - Dec 2012
0.00%
0 out of 351
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 +11.17% +19.72%
Nov 1985 - Oct 1999
+5.48%
Apr 2000 - Mar 2014
0.00%
0 out of 339
US Inflation Adjusted +8.44% +16.04%
Nov 1985 - Oct 1999
+3.01%
Jul 1999 - Jun 2013
0.00%
0 out of 339
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 +10.81% +20.17%
Jan 1985 - Dec 1999
+5.92%
Sep 2000 - Aug 2015
0.00%
0 out of 327
US Inflation Adjusted +8.46% +16.46%
Jan 1985 - Dec 1999
+3.68%
Sep 2000 - Aug 2015
0.00%
0 out of 327
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 +10.75% +19.54%
Jul 1984 - Jun 2000
+6.01%
Apr 2000 - Mar 2016
0.00%
0 out of 315
US Inflation Adjusted +8.44% +15.81%
Jul 1984 - Jun 2000
+3.84%
Apr 2000 - Mar 2016
0.00%
0 out of 315
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 +10.80% +19.82%
Jul 1982 - Jun 1999
+6.05%
Jan 2000 - Dec 2016
0.00%
0 out of 303
US Inflation Adjusted +8.39% +16.09%
Jul 1982 - Jun 1999
+3.81%
Jan 2000 - Dec 2016
0.00%
0 out of 303
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 +11.04% +19.74%
Apr 1982 - Mar 2000
+7.23%
Jul 1999 - Jun 2017
0.00%
0 out of 291
US Inflation Adjusted +8.43% +15.87%
Apr 1982 - Mar 2000
+4.95%
Feb 1999 - Jan 2017
0.00%
0 out of 291
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 +11.07% +18.13%
Feb 1982 - Jan 2001
+6.82%
Jan 2000 - Dec 2018
0.00%
0 out of 279
US Inflation Adjusted +8.43% +14.34%
Feb 1982 - Jan 2001
+4.57%
Jan 2000 - Dec 2018
0.00%
0 out of 279
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 +11.04% +16.50%
Apr 1982 - Mar 2002
+6.81%
Apr 2000 - Mar 2020
0.00%
0 out of 267
US Inflation Adjusted +8.37% +12.86%
Apr 1982 - Mar 2002
+4.63%
Apr 2000 - Mar 2020
0.00%
0 out of 267
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 80/20 Momentum Portfolio: ETF allocation and returns page.