Total Bond Developed World ex-US Portfolio: Rolling Returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024

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

Considering all the available data source (~39 years), the longest period with a negative return lasted 77 months (from August 2016 to December 2022).

This means that every rolling period of 78 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Total Bond Developed World ex-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 DEVELOPED WORLD EX-US PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 2.10% (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 DEVELOPED WORLD EX-US PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 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 -13.01 10/2021
09/2022
0.86$ 0.15 1.00$ 4.82 1.04$ 10.93 1.10$ 21.23 01/1995
12/1995
1.21$ 6.68 14.33%
2Y -7.67 01/2021
12/2022
0.85$ 1.63 1.03$ 5.27 1.10$ 9.07 1.18$ 15.19 11/2008
10/2010
1.32$ -1.84 8.61%
3Y -4.35 11/2020
10/2023
0.87$ 3.10 1.09$ 5.25 1.16$ 8.06 1.26$ 11.43 11/2008
10/2011
1.38$ -2.10 7.08%
4Y -2.63 10/2019
09/2023
0.89$ 3.20 1.13$ 5.27 1.22$ 8.00 1.36$ 11.55 12/2008
11/2012
1.54$ -1.65 5.43%
5Y -0.21 01/2018
12/2022
0.98$ 3.21 1.17$ 5.69 1.31$ 7.59 1.44$ 9.58 04/1998
03/2003
1.58$ 0.45 1.66%
6Y -0.16 10/2016
09/2022
0.99$ 3.34 1.21$ 5.87 1.40$ 7.29 1.52$ 8.79 12/2008
11/2014
1.65$ 1.10 0.35%
7Y 0.18 10/2016
09/2023
1.01$ 3.90 1.30$ 6.04 1.50$ 7.14 1.62$ 8.32 11/1994
10/2001
1.74$ 1.25 0.00%
8Y 0.78 03/2015
02/2023
1.06$ 3.93 1.36$ 5.94 1.58$ 6.93 1.70$ 8.34 03/1995
02/2003
1.89$ 1.33 0.00%
9Y 1.20 11/2014
10/2023
1.11$ 4.27 1.45$ 5.86 1.66$ 6.66 1.78$ 7.83 07/1994
06/2003
1.97$ 1.42 0.00%
10Y 1.47 01/2013
12/2022
1.15$ 4.50 1.55$ 5.91 1.77$ 6.64 1.90$ 7.54 02/1995
01/2005
2.06$ 2.10 0.00%
11Y 1.60 11/2012
10/2023
1.19$ 4.48 1.61$ 5.78 1.85$ 6.58 2.01$ 7.39 09/1994
08/2005
2.19$ 1.96 0.00%
12Y 2.33 11/2011
10/2023
1.31$ 4.95 1.78$ 5.77 1.96$ 6.67 2.17$ 7.19 08/1998
07/2010
2.29$ 2.49 0.00%
13Y 2.48 11/2010
10/2023
1.37$ 4.97 1.87$ 5.60 2.02$ 6.66 2.31$ 7.13 09/1997
08/2010
2.44$ 2.99 0.00%
14Y 3.08 11/2009
10/2023
1.52$ 4.92 1.95$ 5.76 2.18$ 6.46 2.40$ 7.26 08/1998
07/2012
2.66$ 3.27 0.00%
15Y 3.31 03/2008
02/2023
1.62$ 4.79 2.01$ 5.62 2.26$ 6.65 2.62$ 7.22 04/1998
03/2013
2.84$ 4.16 0.00%
16Y 3.51 03/2008
02/2024
1.73$ 4.51 2.02$ 5.73 2.43$ 6.64 2.79$ 7.06 05/1997
04/2013
2.98$ 3.51 0.00%
17Y 3.52 11/2006
10/2023
1.79$ 4.34 2.06$ 5.84 2.62$ 6.63 2.97$ 6.95 02/1995
01/2012
3.13$ 3.79 0.00%
18Y 3.53 10/2005
09/2023
1.86$ 4.24 2.11$ 5.75 2.73$ 6.50 3.10$ 7.05 01/1995
12/2012
3.41$ 3.79 0.00%
19Y 3.65 11/2004
10/2023
1.97$ 4.03 2.11$ 5.76 2.89$ 6.39 3.24$ 6.67 04/1995
03/2014
3.41$ 3.84 0.00%
20Y 3.70 03/2003
02/2023
2.06$ 4.04 2.20$ 5.81 3.09$ 6.18 3.31$ 6.79 02/1995
01/2015
3.71$ 3.88 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 -19.60 10/2021
09/2022
0.80$ -2.55 0.97$ 2.47 1.02$ 8.50 1.08$ 19.57 11/2008
10/2009
1.19$ 3.87 30.66%
2Y -13.54 01/2021
12/2022
0.74$ -0.64 0.98$ 3.09 1.06$ 6.59 1.13$ 14.65 11/2008
10/2010
1.31$ -5.91 18.99%
3Y -9.52 11/2020
10/2023
0.74$ 0.75 1.02$ 3.20 1.09$ 5.92 1.18$ 9.81 11/2008
10/2011
1.32$ -7.22 11.08%
4Y -6.94 10/2019
09/2023
0.75$ 0.82 1.03$ 3.05 1.12$ 5.49 1.23$ 9.43 11/2008
10/2012
1.43$ -5.93 9.27%
5Y -3.90 11/2018
10/2023
0.81$ 0.91 1.04$ 3.48 1.18$ 5.18 1.28$ 7.33 11/2008
10/2013
1.42$ -3.50 9.63%
6Y -3.53 10/2016
09/2022
0.80$ 1.25 1.07$ 3.54 1.23$ 4.97 1.33$ 6.95 11/2008
10/2014
1.49$ -2.48 9.00%
7Y -3.23 10/2016
09/2023
0.79$ 1.84 1.13$ 3.42 1.26$ 4.96 1.40$ 6.37 11/2008
10/2015
1.54$ -2.14 9.39%
8Y -2.29 03/2015
02/2023
0.83$ 2.12 1.18$ 3.51 1.31$ 4.63 1.43$ 6.04 11/2008
10/2016
1.59$ -1.99 8.68%
9Y -1.67 11/2014
10/2023
0.85$ 2.34 1.23$ 3.56 1.36$ 4.34 1.46$ 5.30 07/1994
06/2003
1.59$ -1.63 9.09%
10Y -1.10 01/2013
12/2022
0.89$ 2.32 1.25$ 3.62 1.42$ 4.16 1.50$ 4.97 02/1995
01/2005
1.62$ -0.66 8.71%
11Y -0.98 11/2012
10/2023
0.89$ 2.49 1.31$ 3.54 1.46$ 4.05 1.54$ 4.98 11/2008
10/2019
1.70$ -0.65 7.42%
12Y -0.24 11/2011
10/2023
0.97$ 2.59 1.35$ 3.49 1.50$ 4.16 1.63$ 4.71 11/2008
10/2020
1.73$ -0.08 2.76%
13Y -0.17 10/2010
09/2023
0.97$ 2.75 1.42$ 3.49 1.56$ 4.07 1.67$ 4.66 09/1997
08/2010
1.80$ 0.38 1.46%
14Y 0.52 11/2009
10/2023
1.07$ 2.85 1.48$ 3.47 1.61$ 4.02 1.73$ 4.71 08/1998
07/2012
1.90$ 0.68 0.00%
15Y 0.93 03/2008
02/2023
1.14$ 2.57 1.46$ 3.43 1.65$ 4.15 1.83$ 4.67 04/1998
03/2013
1.98$ 1.59 0.00%
16Y 1.08 11/2007
10/2023
1.18$ 2.22 1.42$ 3.57 1.75$ 4.18 1.92$ 4.61 05/1997
04/2013
2.05$ 1.11 0.00%
17Y 0.99 11/2006
10/2023
1.18$ 1.93 1.38$ 3.57 1.81$ 4.12 1.98$ 4.54 02/1998
01/2015
2.12$ 1.28 0.00%
18Y 1.06 10/2005
09/2023
1.20$ 1.72 1.35$ 3.53 1.86$ 4.20 2.09$ 4.52 01/1995
12/2012
2.21$ 1.28 0.00%
19Y 1.08 11/2004
10/2023
1.22$ 1.50 1.32$ 3.56 1.94$ 4.08 2.13$ 4.31 09/1997
08/2016
2.22$ 1.27 0.00%
20Y 1.11 10/2003
09/2023
1.24$ 1.48 1.34$ 3.63 2.04$ 3.92 2.15$ 4.44 02/1995
01/2015
2.38$ 1.29 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 -13.01 10/2021
09/2022
0.86$ 0.48 1.00$ 6.05 1.06$ 13.96 1.13$ 31.75 03/1985
02/1986
1.31$ 6.68 12.64%
2Y -7.67 01/2021
12/2022
0.85$ 2.29 1.04$ 6.01 1.12$ 10.49 1.22$ 22.63 03/1985
02/1987
1.50$ -1.84 6.49%
3Y -4.35 11/2020
10/2023
0.87$ 3.37 1.10$ 6.19 1.19$ 9.87 1.32$ 17.37 11/1990
10/1993
1.61$ -2.10 5.29%
4Y -2.63 10/2019
09/2023
0.89$ 3.46 1.14$ 6.41 1.28$ 10.27 1.47$ 14.73 02/1990
01/1994
1.73$ -1.65 4.02%
5Y -0.21 01/2018
12/2022
0.98$ 3.75 1.20$ 6.38 1.36$ 9.81 1.59$ 13.50 01/1989
12/1993
1.88$ 0.45 1.22%
6Y -0.16 10/2016
09/2022
0.99$ 3.76 1.24$ 6.49 1.45$ 9.92 1.76$ 12.92 10/1987
09/1993
2.07$ 1.10 0.25%
7Y 0.18 10/2016
09/2023
1.01$ 4.22 1.33$ 6.40 1.54$ 9.77 1.91$ 13.10 01/1985
12/1991
2.36$ 1.25 0.00%
8Y 0.78 03/2015
02/2023
1.06$ 4.55 1.42$ 6.36 1.63$ 9.07 2.00$ 13.47 03/1985
02/1993
2.74$ 1.33 0.00%
9Y 1.20 11/2014
10/2023
1.11$ 4.88 1.53$ 6.30 1.73$ 8.99 2.16$ 13.33 01/1985
12/1993
3.08$ 1.42 0.00%
10Y 1.47 01/2013
12/2022
1.15$ 4.95 1.62$ 6.23 1.82$ 8.63 2.28$ 11.30 03/1985
02/1995
2.91$ 2.10 0.00%
11Y 1.60 11/2012
10/2023
1.19$ 5.30 1.76$ 6.33 1.96$ 8.57 2.47$ 11.96 01/1985
12/1995
3.46$ 1.96 0.00%
12Y 2.33 11/2011
10/2023
1.31$ 5.21 1.83$ 6.25 2.07$ 8.66 2.70$ 11.33 01/1985
12/1996
3.62$ 2.49 0.00%
13Y 2.48 11/2010
10/2023
1.37$ 5.14 1.91$ 6.27 2.20$ 8.61 2.92$ 10.25 03/1985
02/1998
3.55$ 2.99 0.00%
14Y 3.08 11/2009
10/2023
1.52$ 5.12 2.01$ 6.33 2.36$ 8.54 3.14$ 10.60 03/1985
02/1999
4.09$ 3.27 0.00%
15Y 3.31 03/2008
02/2023
1.62$ 5.05 2.09$ 6.35 2.51$ 8.49 3.39$ 9.89 03/1985
02/2000
4.11$ 4.16 0.00%
16Y 3.51 03/2008
02/2024
1.73$ 5.04 2.19$ 6.34 2.67$ 8.33 3.59$ 10.00 03/1985
02/2001
4.59$ 3.51 0.00%
17Y 3.52 11/2006
10/2023
1.79$ 5.08 2.32$ 6.37 2.85$ 8.20 3.81$ 9.92 03/1985
02/2002
4.99$ 3.79 0.00%
18Y 3.53 10/2005
09/2023
1.86$ 5.05 2.42$ 6.44 3.07$ 7.97 3.97$ 9.98 03/1985
02/2003
5.53$ 3.79 0.00%
19Y 3.65 11/2004
10/2023
1.97$ 5.18 2.60$ 6.43 3.26$ 7.79 4.16$ 9.59 03/1985
02/2004
5.70$ 3.84 0.00%
20Y 3.70 03/2003
02/2023
2.06$ 5.28 2.80$ 6.31 3.40$ 7.72 4.42$ 9.35 03/1985
02/2005
5.97$ 3.88 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 -19.60 10/2021
09/2022
0.80$ -2.25 0.97$ 3.24 1.03$ 11.04 1.11$ 29.20 05/1985
04/1986
1.29$ 3.87 27.02%
2Y -13.54 01/2021
12/2022
0.74$ 0.10 1.00$ 3.55 1.07$ 7.86 1.16$ 19.57 03/1985
02/1987
1.42$ -5.91 14.32%
3Y -9.52 11/2020
10/2023
0.74$ 1.07 1.03$ 3.84 1.11$ 6.95 1.22$ 14.00 11/1990
10/1993
1.48$ -7.22 8.28%
4Y -6.94 10/2019
09/2023
0.75$ 1.24 1.05$ 3.90 1.16$ 6.96 1.30$ 10.86 02/1990
01/1994
1.51$ -5.93 6.86%
5Y -3.90 11/2018
10/2023
0.81$ 1.69 1.08$ 4.06 1.21$ 6.55 1.37$ 9.22 01/1989
12/1993
1.55$ -3.50 7.06%
6Y -3.53 10/2016
09/2022
0.80$ 1.86 1.11$ 4.14 1.27$ 6.09 1.42$ 8.59 10/1987
09/1993
1.63$ -2.48 6.52%
7Y -3.23 10/2016
09/2023
0.79$ 2.44 1.18$ 3.98 1.31$ 6.18 1.52$ 8.82 01/1985
12/1991
1.80$ -2.14 6.72%
8Y -2.29 03/2015
02/2023
0.83$ 2.57 1.22$ 4.00 1.36$ 5.73 1.56$ 9.34 03/1985
02/1993
2.04$ -1.99 6.13%
9Y -1.67 11/2014
10/2023
0.85$ 2.95 1.29$ 3.98 1.42$ 5.49 1.61$ 9.28 01/1985
12/1993
2.22$ -1.63 6.34%
10Y -1.10 01/2013
12/2022
0.89$ 3.04 1.34$ 3.89 1.46$ 5.53 1.71$ 7.47 03/1985
02/1995
2.05$ -0.66 5.98%
11Y -0.98 11/2012
10/2023
0.89$ 3.09 1.39$ 3.85 1.51$ 5.41 1.78$ 8.18 01/1985
12/1995
2.37$ -0.65 5.01%
12Y -0.24 11/2011
10/2023
0.97$ 3.18 1.45$ 3.90 1.58$ 5.39 1.87$ 7.59 01/1985
12/1996
2.40$ -0.08 1.83%
13Y -0.17 10/2010
09/2023
0.97$ 3.08 1.48$ 3.78 1.62$ 5.47 1.99$ 6.74 03/1985
02/1998
2.33$ 0.38 0.95%
14Y 0.52 11/2009
10/2023
1.07$ 3.04 1.52$ 3.83 1.69$ 5.42 2.09$ 7.20 03/1985
02/1999
2.64$ 0.68 0.00%
15Y 0.93 03/2008
02/2023
1.14$ 2.90 1.53$ 3.88 1.76$ 5.37 2.19$ 6.50 03/1985
02/2000
2.57$ 1.59 0.00%
16Y 1.08 11/2007
10/2023
1.18$ 2.90 1.58$ 3.92 1.84$ 5.21 2.25$ 6.59 03/1985
02/2001
2.77$ 1.11 0.00%
17Y 0.99 11/2006
10/2023
1.18$ 2.98 1.64$ 3.88 1.91$ 5.02 2.29$ 6.63 03/1985
02/2002
2.98$ 1.28 0.00%
18Y 1.06 10/2005
09/2023
1.20$ 2.95 1.68$ 4.01 2.02$ 4.81 2.33$ 6.69 03/1985
02/2003
3.20$ 1.28 0.00%
19Y 1.08 11/2004
10/2023
1.22$ 3.03 1.76$ 4.01 2.11$ 4.75 2.41$ 6.39 03/1985
02/2004
3.24$ 1.27 0.00%
20Y 1.11 10/2003
09/2023
1.24$ 3.13 1.85$ 3.95 2.17$ 4.63 2.47$ 6.15 03/1985
02/2005
3.30$ 1.29 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 +6.05% +31.75%
Mar 1985 - Feb 1986
-13.01%
Oct 2021 - Sep 2022
12.64%
58 out of 459
US Inflation Adjusted +3.24% +29.20%
May 1985 - Apr 1986
-19.60%
Oct 2021 - Sep 2022
27.02%
124 out of 459
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 +6.01% +22.63%
Mar 1985 - Feb 1987
-7.67%
Jan 2021 - Dec 2022
6.49%
29 out of 447
US Inflation Adjusted +3.55% +19.57%
Mar 1985 - Feb 1987
-13.54%
Jan 2021 - Dec 2022
14.32%
64 out of 447
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 +6.19% +17.37%
Nov 1990 - Oct 1993
-4.35%
Nov 2020 - Oct 2023
5.29%
23 out of 435
US Inflation Adjusted +3.84% +14.00%
Nov 1990 - Oct 1993
-9.52%
Nov 2020 - Oct 2023
8.28%
36 out of 435
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 +6.41% +14.73%
Feb 1990 - Jan 1994
-2.63%
Oct 2019 - Sep 2023
4.02%
17 out of 423
US Inflation Adjusted +3.90% +10.86%
Feb 1990 - Jan 1994
-6.94%
Oct 2019 - Sep 2023
6.86%
29 out of 423
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 +6.38% +13.50%
Jan 1989 - Dec 1993
-0.21%
Jan 2018 - Dec 2022
1.22%
5 out of 411
US Inflation Adjusted +4.06% +9.22%
Jan 1989 - Dec 1993
-3.90%
Nov 2018 - Oct 2023
7.06%
29 out of 411
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 +6.49% +12.92%
Oct 1987 - Sep 1993
-0.16%
Oct 2016 - Sep 2022
0.25%
1 out of 399
US Inflation Adjusted +4.14% +8.59%
Oct 1987 - Sep 1993
-3.53%
Oct 2016 - Sep 2022
6.52%
26 out of 399
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 +6.40% +13.10%
Jan 1985 - Dec 1991
+0.18%
Oct 2016 - Sep 2023
0.00%
0 out of 387
US Inflation Adjusted +3.98% +8.82%
Jan 1985 - Dec 1991
-3.23%
Oct 2016 - Sep 2023
6.72%
26 out of 387
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 +6.36% +13.47%
Mar 1985 - Feb 1993
+0.78%
Mar 2015 - Feb 2023
0.00%
0 out of 375
US Inflation Adjusted +4.00% +9.34%
Mar 1985 - Feb 1993
-2.29%
Mar 2015 - Feb 2023
6.13%
23 out of 375
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 +6.30% +13.33%
Jan 1985 - Dec 1993
+1.20%
Nov 2014 - Oct 2023
0.00%
0 out of 363
US Inflation Adjusted +3.98% +9.28%
Jan 1985 - Dec 1993
-1.67%
Nov 2014 - Oct 2023
6.34%
23 out of 363
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 +6.23% +11.30%
Mar 1985 - Feb 1995
+1.47%
Jan 2013 - Dec 2022
0.00%
0 out of 351
US Inflation Adjusted +3.89% +7.47%
Mar 1985 - Feb 1995
-1.10%
Jan 2013 - Dec 2022
5.98%
21 out of 351
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 +6.33% +11.96%
Jan 1985 - Dec 1995
+1.60%
Nov 2012 - Oct 2023
0.00%
0 out of 339
US Inflation Adjusted +3.85% +8.18%
Jan 1985 - Dec 1995
-0.98%
Nov 2012 - Oct 2023
5.01%
17 out of 339
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 +6.25% +11.33%
Jan 1985 - Dec 1996
+2.33%
Nov 2011 - Oct 2023
0.00%
0 out of 327
US Inflation Adjusted +3.90% +7.59%
Jan 1985 - Dec 1996
-0.24%
Nov 2011 - Oct 2023
1.83%
6 out of 327
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 +6.27% +10.25%
Mar 1985 - Feb 1998
+2.48%
Nov 2010 - Oct 2023
0.00%
0 out of 315
US Inflation Adjusted +3.78% +6.74%
Mar 1985 - Feb 1998
-0.17%
Oct 2010 - Sep 2023
0.95%
3 out of 315
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 +6.33% +10.60%
Mar 1985 - Feb 1999
+3.08%
Nov 2009 - Oct 2023
0.00%
0 out of 303
US Inflation Adjusted +3.83% +7.20%
Mar 1985 - Feb 1999
+0.52%
Nov 2009 - Oct 2023
0.00%
0 out of 303
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 +6.35% +9.89%
Mar 1985 - Feb 2000
+3.31%
Mar 2008 - Feb 2023
0.00%
0 out of 291
US Inflation Adjusted +3.88% +6.50%
Mar 1985 - Feb 2000
+0.93%
Mar 2008 - Feb 2023
0.00%
0 out of 291
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 +6.34% +10.00%
Mar 1985 - Feb 2001
+3.51%
Mar 2008 - Feb 2024
0.00%
0 out of 279
US Inflation Adjusted +3.92% +6.59%
Mar 1985 - Feb 2001
+1.08%
Nov 2007 - Oct 2023
0.00%
0 out of 279
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 +6.37% +9.92%
Mar 1985 - Feb 2002
+3.52%
Nov 2006 - Oct 2023
0.00%
0 out of 267
US Inflation Adjusted +3.88% +6.63%
Mar 1985 - Feb 2002
+0.99%
Nov 2006 - Oct 2023
0.00%
0 out of 267
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 +6.44% +9.98%
Mar 1985 - Feb 2003
+3.53%
Oct 2005 - Sep 2023
0.00%
0 out of 255
US Inflation Adjusted +4.01% +6.69%
Mar 1985 - Feb 2003
+1.06%
Oct 2005 - Sep 2023
0.00%
0 out of 255
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 +6.43% +9.59%
Mar 1985 - Feb 2004
+3.65%
Nov 2004 - Oct 2023
0.00%
0 out of 243
US Inflation Adjusted +4.01% +6.39%
Mar 1985 - Feb 2004
+1.08%
Nov 2004 - Oct 2023
0.00%
0 out of 243
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 +6.31% +9.35%
Mar 1985 - Feb 2005
+3.70%
Mar 2003 - Feb 2023
0.00%
0 out of 231
US Inflation Adjusted +3.95% +6.15%
Mar 1985 - Feb 2005
+1.11%
Oct 2003 - Sep 2023
0.00%
0 out of 231
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 Developed World ex-US Portfolio: ETF allocation and returns page.