Consolidated Returns as of 30 April 2024
Holding the Aim Ways Ulcer Free Strategy 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 45 months (from August 2020 to April 2024). This negative series is not closed yet.
To obtain comprehensive information, please consult the Aim Ways Ulcer Free Strategy 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
The annualized return of the last 10 years has been 4.17% (updated at Apr 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.63% |
+27.89%
Sep 1985 - Aug 1986 |
-16.07%
Nov 2021 - Oct 2022 |
8.79%
40 out of 455 |
US Inflation Adjusted | +4.56% |
+25.90%
Sep 1985 - Aug 1986 |
-22.11%
Nov 2021 - Oct 2022 |
18.24%
83 out of 455 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.53% |
+19.41%
Nov 2008 - Oct 2010 |
-7.75%
Jan 2021 - Dec 2022 |
4.97%
22 out of 443 |
US Inflation Adjusted | +4.57% |
+18.85%
Nov 2008 - Oct 2010 |
-13.62%
Jan 2021 - Dec 2022 |
8.35%
37 out of 443 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.77% |
+17.15%
Nov 1990 - Oct 1993 |
-2.80%
Nov 2020 - Oct 2023 |
3.02%
13 out of 431 |
US Inflation Adjusted | +5.02% |
+13.78%
Nov 1990 - Oct 1993 |
-8.06%
Nov 2020 - Oct 2023 |
5.34%
23 out of 431 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.86% |
+13.50%
Nov 2008 - Oct 2012 |
+1.07%
Nov 2019 - Oct 2023 |
0.00%
0 out of 419 |
US Inflation Adjusted | +5.21% |
+11.66%
Nov 2008 - Oct 2012 |
-3.40%
May 2020 - Apr 2024 |
5.01%
21 out of 419 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.06% |
+12.67%
Nov 1990 - Oct 1995 |
+2.64%
Nov 2017 - Oct 2022 |
0.00%
0 out of 407 |
US Inflation Adjusted | +5.30% |
+9.55%
Nov 1990 - Oct 1995 |
-1.16%
Nov 2017 - Oct 2022 |
2.95%
12 out of 407 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.97% |
+11.98%
Nov 1990 - Oct 1996 |
+2.62%
Oct 2016 - Sep 2022 |
0.00%
0 out of 395 |
US Inflation Adjusted | +5.27% |
+8.84%
Nov 1990 - Oct 1996 |
-0.85%
Oct 2016 - Sep 2022 |
1.77%
7 out of 395 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.99% |
+11.55%
Aug 1985 - Jul 1992 |
+2.97%
Oct 2016 - Sep 2023 |
0.00%
0 out of 383 |
US Inflation Adjusted | +5.51% |
+8.27%
Nov 1990 - Oct 1997 |
-0.53%
Oct 2016 - Sep 2023 |
0.78%
3 out of 383 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.96% |
+12.02%
Oct 1985 - Sep 1993 |
+3.31%
Nov 2014 - Oct 2022 |
0.00%
0 out of 371 |
US Inflation Adjusted | +5.42% |
+8.35%
Nov 1990 - Oct 1998 |
+0.16%
Mar 2015 - Feb 2023 |
0.00%
0 out of 371 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.87% |
+10.64%
May 1990 - Apr 1999 |
+3.42%
Nov 2014 - Oct 2023 |
0.00%
0 out of 359 |
US Inflation Adjusted | +5.34% |
+7.82%
Nov 1990 - Oct 1999 |
+0.49%
Nov 2014 - Oct 2023 |
0.00%
0 out of 359 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.88% |
+10.90%
Oct 1985 - Sep 1995 |
+3.29%
Oct 2012 - Sep 2022 |
0.00%
0 out of 347 |
US Inflation Adjusted | +5.26% |
+7.86%
Sep 1990 - Aug 2000 |
+0.75%
Oct 2012 - Sep 2022 |
0.00%
0 out of 347 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.92% |
+10.60%
Oct 1985 - Sep 1996 |
+3.46%
Oct 2012 - Sep 2023 |
0.00%
0 out of 335 |
US Inflation Adjusted | +5.29% |
+7.41%
Nov 1990 - Oct 2001 |
+0.81%
Oct 2012 - Sep 2023 |
0.00%
0 out of 335 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+10.51%
Aug 1985 - Jul 1997 |
+3.83%
Nov 2011 - Oct 2023 |
0.00%
0 out of 323 |
US Inflation Adjusted | +5.39% |
+6.91%
Aug 1985 - Jul 1997 |
+1.23%
Nov 2011 - Oct 2023 |
0.00%
0 out of 323 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.85% |
+10.35%
Oct 1985 - Sep 1998 |
+4.13%
Nov 2010 - Oct 2023 |
0.00%
0 out of 311 |
US Inflation Adjusted | +5.42% |
+7.16%
Nov 1990 - Oct 2003 |
+1.45%
Nov 2010 - Oct 2023 |
0.00%
0 out of 311 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.84% |
+10.09%
Oct 1985 - Sep 1999 |
+4.94%
Nov 2009 - Oct 2023 |
0.00%
0 out of 299 |
US Inflation Adjusted | +5.32% |
+6.97%
Nov 1990 - Oct 2004 |
+2.30%
May 2010 - Apr 2024 |
0.00%
0 out of 299 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.97% |
+10.38%
Sep 1985 - Aug 2000 |
+5.06%
Mar 2008 - Feb 2023 |
0.00%
0 out of 287 |
US Inflation Adjusted | +5.32% |
+6.98%
Sep 1985 - Aug 2000 |
+2.64%
Mar 2008 - Feb 2023 |
0.00%
0 out of 287 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.86% |
+9.94%
Aug 1985 - Jul 2001 |
+5.07%
Nov 2007 - Oct 2023 |
0.00%
0 out of 275 |
US Inflation Adjusted | +5.24% |
+6.57%
Nov 1990 - Oct 2006 |
+2.57%
Nov 2007 - Oct 2023 |
0.00%
0 out of 275 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.95% |
+9.53%
Oct 1985 - Sep 2002 |
+5.36%
Nov 2006 - Oct 2023 |
0.00%
0 out of 263 |
US Inflation Adjusted | +5.38% |
+6.55%
Nov 1990 - Oct 2007 |
+2.78%
Nov 2006 - Oct 2023 |
0.00%
0 out of 263 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.93% |
+9.71%
Oct 1985 - Sep 2003 |
+5.51%
Oct 2005 - Sep 2023 |
0.00%
0 out of 251 |
US Inflation Adjusted | +5.42% |
+6.48%
Oct 1985 - Sep 2003 |
+2.95%
Jan 2005 - Dec 2022 |
0.00%
0 out of 251 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+9.58%
Oct 1985 - Sep 2004 |
+5.50%
Nov 2004 - Oct 2023 |
0.00%
0 out of 239 |
US Inflation Adjusted | +5.34% |
+6.38%
Oct 1985 - Sep 2004 |
+2.89%
Nov 2004 - Oct 2023 |
0.00%
0 out of 239 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.75% |
+9.51%
Aug 1985 - Jul 2005 |
+5.63%
Nov 2003 - Oct 2023 |
0.00%
0 out of 227 |
US Inflation Adjusted | +5.23% |
+6.70%
Nov 1990 - Oct 2010 |
+2.97%
Nov 2003 - Oct 2023 |
0.00%
0 out of 227 |
To obtain comprehensive information, please consult the Aim Ways Ulcer Free Strategy Portfolio: ETF allocation and returns page.