Total Bond US Portfolio: Rolling Returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024

Holding the Total Bond US Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 90 months (from May 2016 to October 2023).

This means that every rolling period of 91 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Total Bond US 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

TOTAL BOND US PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 1.39% (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.

TOTAL BOND US PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 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 -15.59 11/2021
10/2022
0.84$ -0.32 0.99$ 4.97 1.04$ 9.12 1.09$ 18.18 01/1995
12/1995
1.18$ 3.47 16.91%
2Y -8.32 11/2020
10/2022
0.84$ 1.30 1.02$ 4.72 1.09$ 8.17 1.17$ 11.56 12/1994
11/1996
1.24$ -3.49 8.90%
3Y -5.59 11/2020
10/2023
0.84$ 1.98 1.06$ 5.13 1.16$ 7.22 1.23$ 10.24 01/1995
12/1997
1.33$ -3.21 6.46%
4Y -2.78 11/2019
10/2023
0.89$ 2.10 1.08$ 4.44 1.18$ 7.01 1.31$ 9.94 12/1994
11/1998
1.46$ -2.08 4.79%
5Y -0.50 11/2017
10/2022
0.97$ 2.13 1.11$ 4.59 1.25$ 6.99 1.40$ 8.18 09/1996
08/2001
1.48$ 0.54 1.33%
6Y -0.40 11/2017
10/2023
0.97$ 2.34 1.14$ 4.80 1.32$ 6.69 1.47$ 8.24 01/1995
12/2000
1.60$ 0.98 1.38%
7Y -0.23 11/2016
10/2023
0.98$ 2.43 1.18$ 4.82 1.39$ 6.51 1.55$ 8.66 11/1994
10/2001
1.78$ 0.90 0.72%
8Y 0.33 11/2015
10/2023
1.02$ 2.82 1.24$ 4.90 1.46$ 6.39 1.64$ 8.27 01/1995
12/2002
1.88$ 0.95 0.00%
9Y 0.51 11/2014
10/2023
1.04$ 2.83 1.28$ 4.81 1.52$ 6.04 1.69$ 7.90 07/1994
06/2003
1.98$ 1.01 0.00%
10Y 0.65 11/2012
10/2022
1.06$ 3.28 1.38$ 4.65 1.57$ 6.05 1.79$ 7.48 11/1994
10/2004
2.05$ 1.39 0.00%
11Y 0.61 11/2012
10/2023
1.06$ 3.34 1.43$ 4.47 1.61$ 6.02 1.90$ 7.07 07/1994
06/2005
2.11$ 1.26 0.00%
12Y 0.96 11/2011
10/2023
1.12$ 3.64 1.53$ 4.51 1.69$ 6.00 2.01$ 6.84 12/1994
11/2006
2.21$ 1.35 0.00%
13Y 1.26 11/2010
10/2023
1.17$ 3.66 1.59$ 4.48 1.76$ 6.01 2.13$ 6.79 12/1994
11/2007
2.34$ 1.86 0.00%
14Y 1.72 11/2009
10/2023
1.26$ 3.60 1.64$ 4.54 1.86$ 6.00 2.26$ 6.75 01/1995
12/2008
2.49$ 2.08 0.00%
15Y 2.36 10/2008
09/2023
1.41$ 3.59 1.69$ 4.55 1.94$ 6.10 2.42$ 6.70 12/1994
11/2009
2.64$ 2.47 0.00%
16Y 2.30 11/2007
10/2023
1.43$ 3.68 1.78$ 4.45 2.00$ 6.05 2.56$ 6.67 11/1994
10/2010
2.81$ 2.49 0.00%
17Y 2.47 11/2006
10/2023
1.51$ 3.51 1.79$ 4.72 2.18$ 5.85 2.62$ 6.60 01/1995
12/2011
2.96$ 2.74 0.00%
18Y 2.62 11/2005
10/2023
1.59$ 3.31 1.79$ 4.60 2.24$ 5.57 2.65$ 6.51 12/1994
11/2012
3.10$ 2.89 0.00%
19Y 2.53 11/2004
10/2023
1.60$ 3.15 1.80$ 4.58 2.34$ 5.52 2.77$ 6.16 05/1994
04/2013
3.11$ 2.87 0.00%
20Y 2.67 11/2003
10/2023
1.69$ 3.12 1.84$ 4.74 2.52$ 5.43 2.88$ 5.97 12/1994
11/2014
3.19$ 2.85 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 -21.67 11/2021
10/2022
0.78$ -2.96 0.97$ 2.34 1.02$ 7.52 1.07$ 15.26 01/1995
12/1995
1.15$ 0.29 29.23%
2Y -14.30 11/2020
10/2022
0.73$ -0.65 0.98$ 2.49 1.05$ 6.18 1.12$ 10.09 11/2008
10/2010
1.21$ -7.69 23.15%
3Y -10.70 11/2020
10/2023
0.71$ -0.08 0.99$ 2.78 1.08$ 5.06 1.15$ 7.76 06/2000
05/2003
1.25$ -8.41 15.38%
4Y -7.03 11/2019
10/2023
0.74$ 0.44 1.01$ 2.09 1.08$ 4.68 1.20$ 7.46 12/1994
11/1998
1.33$ -6.44 10.54%
5Y -4.19 11/2017
10/2022
0.80$ 0.55 1.02$ 2.30 1.12$ 4.44 1.24$ 5.60 09/1996
08/2001
1.31$ -3.51 8.64%
6Y -3.99 11/2017
10/2023
0.78$ 0.54 1.03$ 2.46 1.15$ 4.23 1.28$ 5.55 01/1995
12/2000
1.38$ -2.66 11.07%
7Y -3.60 11/2016
10/2023
0.77$ 0.76 1.05$ 2.57 1.19$ 4.06 1.32$ 6.01 11/1994
10/2001
1.50$ -2.54 9.39%
8Y -2.85 11/2015
10/2023
0.79$ 1.06 1.08$ 2.60 1.22$ 3.91 1.35$ 5.70 01/1995
12/2002
1.55$ -2.41 9.06%
9Y -2.33 11/2014
10/2023
0.80$ 1.08 1.10$ 2.57 1.25$ 3.43 1.35$ 5.37 07/1994
06/2003
1.60$ -2.07 9.49%
10Y -1.88 11/2013
10/2023
0.82$ 1.48 1.15$ 2.45 1.27$ 3.42 1.39$ 4.88 11/1994
10/2004
1.61$ -1.39 9.96%
11Y -1.95 11/2012
10/2023
0.80$ 1.39 1.16$ 2.43 1.30$ 3.42 1.44$ 4.47 07/1994
06/2005
1.61$ -1.36 10.04%
12Y -1.57 11/2011
10/2023
0.82$ 1.62 1.21$ 2.31 1.31$ 3.42 1.49$ 4.21 12/1994
11/2006
1.64$ -1.23 10.60%
13Y -1.35 11/2010
10/2023
0.83$ 1.65 1.23$ 2.44 1.36$ 3.48 1.56$ 4.02 12/1994
11/2007
1.66$ -0.75 9.27%
14Y -0.80 11/2009
10/2023
0.89$ 1.53 1.23$ 2.46 1.40$ 3.46 1.61$ 4.17 01/1995
12/2008
1.77$ -0.50 7.25%
15Y -0.16 01/2009
12/2023
0.97$ 1.42 1.23$ 2.49 1.44$ 3.60 1.69$ 4.09 12/1994
11/2009
1.82$ -0.09 1.66%
16Y -0.14 11/2007
10/2023
0.97$ 1.43 1.25$ 2.41 1.46$ 3.50 1.73$ 4.15 11/1994
10/2010
1.91$ 0.08 0.59%
17Y -0.03 11/2006
10/2023
0.99$ 1.11 1.20$ 2.50 1.52$ 3.38 1.75$ 4.03 01/1995
12/2011
1.95$ 0.22 0.64%
18Y 0.16 11/2004
10/2022
1.02$ 0.84 1.16$ 2.41 1.53$ 3.19 1.76$ 3.97 12/1994
11/2012
2.01$ 0.38 0.00%
19Y -0.01 11/2004
10/2023
0.99$ 0.66 1.13$ 2.45 1.58$ 3.16 1.80$ 3.65 05/1994
04/2013
1.97$ 0.31 0.75%
20Y 0.09 11/2003
10/2023
1.01$ 0.58 1.12$ 2.56 1.65$ 3.16 1.86$ 3.63 02/1995
01/2015
2.04$ 0.25 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 -15.59 11/2021
10/2022
0.84$ 0.21 1.00$ 4.10 1.04$ 8.71 1.08$ 34.57 10/1981
09/1982
1.34$ 3.47 13.68%
2Y -8.32 11/2020
10/2022
0.84$ 1.57 1.03$ 3.83 1.07$ 7.88 1.16$ 25.05 07/1984
06/1986
1.56$ -3.49 3.97%
3Y -5.59 11/2020
10/2023
0.84$ 2.14 1.06$ 3.83 1.11$ 7.23 1.23$ 19.06 07/1982
06/1985
1.68$ -3.21 1.77%
4Y -2.78 11/2019
10/2023
0.89$ 2.21 1.09$ 3.92 1.16$ 7.05 1.31$ 19.58 04/1982
03/1986
2.04$ -2.08 0.84%
5Y -0.50 11/2017
10/2022
0.97$ 2.30 1.12$ 3.93 1.21$ 6.99 1.40$ 20.18 09/1981
08/1986
2.50$ 0.54 0.28%
6Y -0.40 11/2017
10/2023
0.97$ 2.45 1.15$ 3.91 1.25$ 6.81 1.48$ 16.84 04/1980
03/1986
2.54$ 0.98 0.23%
7Y -0.23 11/2016
10/2023
0.98$ 2.56 1.19$ 3.94 1.31$ 6.71 1.57$ 15.97 03/1980
02/1987
2.82$ 0.90 0.11%
8Y 0.33 11/2015
10/2023
1.02$ 2.59 1.22$ 3.97 1.36$ 6.83 1.69$ 14.66 09/1981
08/1989
2.98$ 0.95 0.00%
9Y 0.51 11/2014
10/2023
1.04$ 2.63 1.26$ 4.04 1.42$ 6.82 1.81$ 13.79 09/1981
08/1990
3.19$ 1.01 0.00%
10Y 0.65 11/2012
10/2022
1.06$ 2.68 1.30$ 4.02 1.48$ 7.01 1.96$ 13.97 10/1981
09/1991
3.69$ 1.39 0.00%
11Y 0.61 11/2012
10/2023
1.06$ 2.63 1.33$ 4.03 1.54$ 6.94 2.09$ 13.80 10/1981
09/1992
4.14$ 1.26 0.00%
12Y 0.96 11/2011
10/2023
1.12$ 2.68 1.37$ 4.02 1.60$ 7.17 2.29$ 13.52 09/1981
08/1993
4.58$ 1.35 0.00%
13Y 1.23 02/1947
01/1960
1.17$ 2.67 1.40$ 4.02 1.66$ 7.32 2.50$ 12.78 03/1980
02/1993
4.77$ 1.86 0.00%
14Y 1.16 10/1945
09/1959
1.17$ 2.69 1.44$ 4.02 1.73$ 7.57 2.77$ 12.23 03/1980
02/1994
5.02$ 2.08 0.00%
15Y 1.40 02/1945
01/1960
1.23$ 2.65 1.47$ 4.00 1.80$ 7.43 2.93$ 11.71 10/1981
09/1996
5.26$ 2.47 0.00%
16Y 1.40 08/1941
07/1957
1.24$ 2.74 1.54$ 4.00 1.87$ 7.45 3.15$ 11.58 10/1981
09/1997
5.77$ 2.49 0.00%
17Y 1.56 10/1942
09/1959
1.30$ 2.80 1.59$ 3.98 1.94$ 7.51 3.42$ 11.57 10/1981
09/1998
6.42$ 2.74 0.00%
18Y 1.44 10/1941
09/1959
1.29$ 2.78 1.63$ 3.97 2.01$ 7.39 3.60$ 11.11 03/1980
02/1998
6.66$ 2.89 0.00%
19Y 1.60 01/1941
12/1959
1.35$ 2.86 1.70$ 4.00 2.10$ 7.41 3.89$ 10.85 03/1980
02/1999
7.07$ 2.87 0.00%
20Y 1.73 08/1939
07/1959
1.40$ 2.92 1.77$ 4.02 2.19$ 7.54 4.27$ 10.77 10/1981
09/2001
7.73$ 2.85 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 -21.67 11/2021
10/2022
0.78$ -5.10 0.94$ 2.25 1.02$ 9.80 1.09$ 30.24 06/1877
05/1878
1.30$ 0.29 35.85%
2Y -16.26 07/1918
06/1920
0.70$ -3.05 0.93$ 2.40 1.04$ 8.05 1.16$ 23.31 07/1920
06/1922
1.52$ -7.69 29.92%
3Y -13.89 02/1917
01/1920
0.63$ -2.27 0.93$ 2.51 1.07$ 7.52 1.24$ 17.38 08/1873
07/1876
1.61$ -8.41 26.73%
4Y -14.62 06/1916
05/1920
0.53$ -1.68 0.93$ 2.02 1.08$ 7.19 1.32$ 16.47 08/1874
07/1878
1.84$ -6.44 26.63%
5Y -12.11 07/1915
06/1920
0.52$ -1.56 0.92$ 2.09 1.10$ 6.94 1.39$ 16.54 11/1873
10/1878
2.14$ -3.51 26.76%
6Y -9.56 07/1914
06/1920
0.54$ -1.45 0.91$ 2.19 1.13$ 6.77 1.48$ 15.49 05/1873
04/1879
2.37$ -2.66 26.49%
7Y -7.81 07/1913
06/1920
0.56$ -1.26 0.91$ 2.15 1.16$ 6.39 1.54$ 13.72 06/1872
05/1879
2.46$ -2.54 25.19%
8Y -6.73 07/1912
06/1920
0.57$ -1.02 0.92$ 2.10 1.18$ 6.48 1.65$ 11.56 04/1871
03/1879
2.39$ -2.41 25.30%
9Y -6.66 07/1911
06/1920
0.53$ -1.17 0.89$ 2.10 1.20$ 6.42 1.75$ 9.84 06/1872
05/1881
2.32$ -2.07 25.59%
10Y -4.36 07/1910
06/1920
0.64$ -1.15 0.89$ 1.89 1.20$ 6.37 1.85$ 9.65 10/1981
09/1991
2.51$ -1.39 25.65%
11Y -4.41 07/1909
06/1920
0.60$ -1.05 0.89$ 1.98 1.24$ 6.26 1.94$ 9.58 10/1981
09/1992
2.73$ -1.36 27.42%
12Y -4.23 07/1908
06/1920
0.59$ -0.96 0.89$ 2.05 1.27$ 6.11 2.03$ 9.76 11/1873
10/1885
3.05$ -1.23 28.08%
13Y -3.16 06/1907
05/1920
0.65$ -0.84 0.89$ 2.12 1.31$ 6.05 2.14$ 9.69 04/1873
03/1886
3.32$ -0.75 25.37%
14Y -3.35 08/1906
07/1920
0.62$ -0.75 0.90$ 1.99 1.31$ 5.85 2.21$ 9.23 10/1872
09/1886
3.44$ -0.50 23.58%
15Y -3.27 07/1905
06/1920
0.60$ -0.65 0.90$ 2.01 1.34$ 5.68 2.29$ 8.49 04/1871
03/1886
3.39$ -0.09 21.88%
16Y -2.92 07/1904
06/1920
0.62$ -0.61 0.90$ 1.96 1.36$ 5.57 2.37$ 8.46 04/1873
03/1889
3.66$ 0.08 21.01%
17Y -2.47 07/1903
06/1920
0.65$ -0.59 0.90$ 2.05 1.41$ 5.42 2.45$ 8.14 10/1872
09/1889
3.78$ 0.22 20.12%
18Y -2.31 06/1902
05/1920
0.65$ -0.47 0.91$ 2.18 1.47$ 5.13 2.46$ 7.65 02/1874
01/1892
3.77$ 0.38 19.65%
19Y -2.49 07/1901
06/1920
0.61$ -0.59 0.89$ 2.21 1.51$ 4.93 2.49$ 8.03 04/1873
03/1892
4.33$ 0.31 19.62%
20Y -2.05 07/1900
06/1920
0.66$ -0.50 0.90$ 2.17 1.53$ 4.63 2.47$ 7.77 05/1872
04/1892
4.46$ 0.25 19.51%
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 +4.10% +34.57%
Oct 1981 - Sep 1982
-15.59%
Nov 2021 - Oct 2022
13.68%
250 out of 1827
US Inflation Adjusted +2.25% +30.24%
Jun 1877 - May 1878
-21.67%
Nov 2021 - Oct 2022
35.85%
655 out of 1827
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 +3.83% +25.05%
Jul 1984 - Jun 1986
-8.32%
Nov 2020 - Oct 2022
3.97%
72 out of 1815
US Inflation Adjusted +2.40% +23.31%
Jul 1920 - Jun 1922
-16.26%
Jul 1918 - Jun 1920
29.92%
543 out of 1815
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 +3.83% +19.06%
Jul 1982 - Jun 1985
-5.59%
Nov 2020 - Oct 2023
1.77%
32 out of 1803
US Inflation Adjusted +2.51% +17.38%
Aug 1873 - Jul 1876
-13.89%
Feb 1917 - Jan 1920
26.73%
482 out of 1803
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 +3.92% +19.58%
Apr 1982 - Mar 1986
-2.78%
Nov 2019 - Oct 2023
0.84%
15 out of 1791
US Inflation Adjusted +2.02% +16.47%
Aug 1874 - Jul 1878
-14.62%
Jun 1916 - May 1920
26.63%
477 out of 1791
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 +3.93% +20.18%
Sep 1981 - Aug 1986
-0.50%
Nov 2017 - Oct 2022
0.28%
5 out of 1779
US Inflation Adjusted +2.09% +16.54%
Nov 1873 - Oct 1878
-12.11%
Jul 1915 - Jun 1920
26.76%
476 out of 1779
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 +3.91% +16.84%
Apr 1980 - Mar 1986
-0.40%
Nov 2017 - Oct 2023
0.23%
4 out of 1767
US Inflation Adjusted +2.19% +15.49%
May 1873 - Apr 1879
-9.56%
Jul 1914 - Jun 1920
26.49%
468 out of 1767
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 +3.94% +15.97%
Mar 1980 - Feb 1987
-0.23%
Nov 2016 - Oct 2023
0.11%
2 out of 1755
US Inflation Adjusted +2.15% +13.72%
Jun 1872 - May 1879
-7.81%
Jul 1913 - Jun 1920
25.19%
442 out of 1755
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 +3.97% +14.66%
Sep 1981 - Aug 1989
+0.33%
Nov 2015 - Oct 2023
0.00%
0 out of 1743
US Inflation Adjusted +2.10% +11.56%
Apr 1871 - Mar 1879
-6.73%
Jul 1912 - Jun 1920
25.30%
441 out of 1743
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 +4.04% +13.79%
Sep 1981 - Aug 1990
+0.51%
Nov 2014 - Oct 2023
0.00%
0 out of 1731
US Inflation Adjusted +2.10% +9.84%
Jun 1872 - May 1881
-6.66%
Jul 1911 - Jun 1920
25.59%
443 out of 1731
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 +4.02% +13.97%
Oct 1981 - Sep 1991
+0.65%
Nov 2012 - Oct 2022
0.00%
0 out of 1719
US Inflation Adjusted +1.89% +9.65%
Oct 1981 - Sep 1991
-4.36%
Jul 1910 - Jun 1920
25.65%
441 out of 1719
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 +4.03% +13.80%
Oct 1981 - Sep 1992
+0.61%
Nov 2012 - Oct 2023
0.00%
0 out of 1707
US Inflation Adjusted +1.98% +9.58%
Oct 1981 - Sep 1992
-4.41%
Jul 1909 - Jun 1920
27.42%
468 out of 1707
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 +4.02% +13.52%
Sep 1981 - Aug 1993
+0.96%
Nov 2011 - Oct 2023
0.00%
0 out of 1695
US Inflation Adjusted +2.05% +9.76%
Nov 1873 - Oct 1885
-4.23%
Jul 1908 - Jun 1920
28.08%
476 out of 1695
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 +4.02% +12.78%
Mar 1980 - Feb 1993
+1.23%
Feb 1947 - Jan 1960
0.00%
0 out of 1683
US Inflation Adjusted +2.12% +9.69%
Apr 1873 - Mar 1886
-3.16%
Jun 1907 - May 1920
25.37%
427 out of 1683
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 +4.02% +12.23%
Mar 1980 - Feb 1994
+1.16%
Oct 1945 - Sep 1959
0.00%
0 out of 1671
US Inflation Adjusted +1.99% +9.23%
Oct 1872 - Sep 1886
-3.35%
Aug 1906 - Jul 1920
23.58%
394 out of 1671
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 +4.00% +11.71%
Oct 1981 - Sep 1996
+1.40%
Feb 1945 - Jan 1960
0.00%
0 out of 1659
US Inflation Adjusted +2.01% +8.49%
Apr 1871 - Mar 1886
-3.27%
Jul 1905 - Jun 1920
21.88%
363 out of 1659
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 +4.00% +11.58%
Oct 1981 - Sep 1997
+1.40%
Aug 1941 - Jul 1957
0.00%
0 out of 1647
US Inflation Adjusted +1.96% +8.46%
Apr 1873 - Mar 1889
-2.92%
Jul 1904 - Jun 1920
21.01%
346 out of 1647
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 +3.98% +11.57%
Oct 1981 - Sep 1998
+1.56%
Oct 1942 - Sep 1959
0.00%
0 out of 1635
US Inflation Adjusted +2.05% +8.14%
Oct 1872 - Sep 1889
-2.47%
Jul 1903 - Jun 1920
20.12%
329 out of 1635
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 +3.97% +11.11%
Mar 1980 - Feb 1998
+1.44%
Oct 1941 - Sep 1959
0.00%
0 out of 1623
US Inflation Adjusted +2.18% +7.65%
Feb 1874 - Jan 1892
-2.31%
Jun 1902 - May 1920
19.65%
319 out of 1623
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 +4.00% +10.85%
Mar 1980 - Feb 1999
+1.60%
Jan 1941 - Dec 1959
0.00%
0 out of 1611
US Inflation Adjusted +2.21% +8.03%
Apr 1873 - Mar 1892
-2.49%
Jul 1901 - Jun 1920
19.62%
316 out of 1611
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 +4.02% +10.77%
Oct 1981 - Sep 2001
+1.73%
Aug 1939 - Jul 1959
0.00%
0 out of 1599
US Inflation Adjusted +2.17% +7.77%
May 1872 - Apr 1892
-2.05%
Jul 1900 - Jun 1920
19.51%
312 out of 1599
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 Total Bond US Portfolio: ETF allocation and returns page.