Consolidated Returns as of 30 June 2024
Holding the Tim Maurer Simple Money Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~50 years), the longest period with a negative return lasted 52 months (from November 2004 to February 2009).
This means that every rolling period of 53 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Tim Maurer Simple Money 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 4.58% (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 | +10.19% |
+49.03%
Jul 1982 - Jun 1983 |
-27.21%
Mar 2008 - Feb 2009 |
15.27%
89 out of 583 |
US Inflation Adjusted | +5.68% |
+45.43%
Jul 1982 - Jun 1983 |
-27.21%
Mar 2008 - Feb 2009 |
24.53%
143 out of 583 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.21% |
+37.44%
Jul 1984 - Jun 1986 |
-14.86%
Mar 2007 - Feb 2009 |
7.36%
42 out of 571 |
US Inflation Adjusted | +5.98% |
+33.81%
Jul 1984 - Jun 1986 |
-16.57%
Mar 2007 - Feb 2009 |
16.11%
92 out of 571 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.30% |
+34.18%
Aug 1984 - Jul 1987 |
-6.40%
Mar 2006 - Feb 2009 |
2.50%
14 out of 559 |
US Inflation Adjusted | +5.55% |
+30.25%
Aug 1984 - Jul 1987 |
-8.39%
Mar 2006 - Feb 2009 |
13.06%
73 out of 559 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.39% |
+28.64%
Jul 1982 - Jun 1986 |
-2.30%
Mar 2005 - Feb 2009 |
0.73%
4 out of 547 |
US Inflation Adjusted | +5.71% |
+24.83%
Jul 1982 - Jun 1986 |
-4.72%
Mar 2005 - Feb 2009 |
6.95%
38 out of 547 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.63% |
+28.56%
Aug 1982 - Jul 1987 |
+0.60%
Mar 2004 - Feb 2009 |
0.00%
0 out of 535 |
US Inflation Adjusted | +5.84% |
+24.65%
Aug 1982 - Jul 1987 |
-2.26%
Oct 2017 - Sep 2022 |
4.30%
23 out of 535 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.43% |
+24.36%
Oct 1981 - Sep 1987 |
+2.39%
Apr 2014 - Mar 2020 |
0.00%
0 out of 523 |
US Inflation Adjusted | +5.77% |
+20.11%
Oct 1981 - Sep 1987 |
-1.29%
Nov 2017 - Oct 2023 |
1.15%
6 out of 523 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.25% |
+23.35%
Aug 1982 - Jul 1989 |
+3.90%
Oct 2015 - Sep 2022 |
0.00%
0 out of 511 |
US Inflation Adjusted | +5.89% |
+19.12%
Aug 1982 - Jul 1989 |
+0.58%
Nov 2016 - Oct 2023 |
0.00%
0 out of 511 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+20.76%
Oct 1981 - Sep 1989 |
+3.40%
Oct 2014 - Sep 2022 |
0.00%
0 out of 499 |
US Inflation Adjusted | +6.13% |
+16.42%
Oct 1981 - Sep 1989 |
+0.58%
Oct 2014 - Sep 2022 |
0.00%
0 out of 499 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.27% |
+19.46%
Mar 1978 - Feb 1987 |
+3.67%
Oct 2013 - Sep 2022 |
0.00%
0 out of 487 |
US Inflation Adjusted | +6.34% |
+14.03%
Aug 1982 - Jul 1991 |
+0.81%
Nov 2014 - Oct 2023 |
0.00%
0 out of 487 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.30% |
+18.89%
Sep 1977 - Aug 1987 |
+3.86%
Nov 2013 - Oct 2023 |
0.00%
0 out of 475 |
US Inflation Adjusted | +6.31% |
+13.50%
Aug 1982 - Jul 1992 |
+1.04%
Nov 2013 - Oct 2023 |
0.00%
0 out of 475 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+18.18%
Sep 1976 - Aug 1987 |
+4.55%
Mar 1998 - Feb 2009 |
0.00%
0 out of 463 |
US Inflation Adjusted | +6.42% |
+13.37%
Aug 1982 - Jul 1993 |
+2.00%
Mar 1998 - Feb 2009 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+18.13%
Oct 1975 - Sep 1987 |
+4.48%
Apr 2008 - Mar 2020 |
0.00%
0 out of 451 |
US Inflation Adjusted | +6.35% |
+12.51%
Oct 1981 - Sep 1993 |
+2.45%
Jun 2011 - May 2023 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.30% |
+17.10%
Jan 1975 - Dec 1987 |
+4.05%
Apr 2007 - Mar 2020 |
0.00%
0 out of 439 |
US Inflation Adjusted | +6.19% |
+12.27%
Aug 1982 - Jul 1995 |
+2.23%
Apr 2007 - Mar 2020 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+17.13%
Jan 1975 - Dec 1988 |
+4.64%
Apr 2006 - Mar 2020 |
0.00%
0 out of 427 |
US Inflation Adjusted | +5.96% |
+11.89%
Jul 1982 - Jun 1996 |
+2.73%
Apr 2006 - Mar 2020 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+17.23%
Jan 1975 - Dec 1989 |
+4.08%
Oct 2007 - Sep 2022 |
0.00%
0 out of 415 |
US Inflation Adjusted | +5.92% |
+11.97%
Aug 1982 - Jul 1997 |
+1.67%
Oct 2007 - Sep 2022 |
0.00%
0 out of 415 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.82% |
+15.59%
Jan 1975 - Dec 1990 |
+4.21%
Nov 2007 - Oct 2023 |
0.00%
0 out of 403 |
US Inflation Adjusted | +6.06% |
+11.56%
Jul 1982 - Jun 1998 |
+1.73%
Nov 2007 - Oct 2023 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.14% |
+15.82%
Jan 1975 - Dec 1991 |
+4.70%
Nov 2006 - Oct 2023 |
0.00%
0 out of 391 |
US Inflation Adjusted | +5.97% |
+11.14%
Aug 1982 - Jul 1999 |
+2.14%
Nov 2006 - Oct 2023 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.05% |
+15.44%
Jan 1975 - Dec 1992 |
+5.26%
May 2006 - Apr 2024 |
0.00%
0 out of 379 |
US Inflation Adjusted | +6.10% |
+10.57%
Jul 1982 - Jun 2000 |
+2.69%
May 2006 - Apr 2024 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+15.60%
Jan 1975 - Dec 1993 |
+5.62%
Nov 2004 - Oct 2023 |
0.00%
0 out of 367 |
US Inflation Adjusted | +6.07% |
+10.12%
Aug 1982 - Jul 2001 |
+3.00%
Nov 2004 - Oct 2023 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.76% |
+14.65%
Jan 1975 - Dec 1994 |
+6.05%
Nov 2003 - Oct 2023 |
0.00%
0 out of 355 |
US Inflation Adjusted | +6.04% |
+9.64%
Jul 1982 - Jun 2002 |
+3.38%
Nov 2003 - Oct 2023 |
0.00%
0 out of 355 |
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To obtain comprehensive information, please consult the Tim Maurer Simple Money Portfolio: ETF allocation and returns page.