US Stocks ESG Portfolio: Rolling Returns

Data Source: from September 2005 to February 2024 (~19 years)
Consolidated Returns as of 29 February 2024

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

Considering all the available data source (~19 years), the longest period with a negative return lasted 65 months (from May 2006 to September 2011).

This means that every rolling period of 66 months or above has always granted a positive return.

To obtain comprehensive information, please consult the US Stocks ESG Portfolio: ETF allocation and returns page.

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.

US STOCKS ESG PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 September 2005 - 29 February 2024 (~19 years)
Inflation Adjusted:
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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 -24.04 01/2022
12/2022
0.75$ -5.82 0.94$ 10.09 1.10$ 24.50 1.24$ 63.07 04/2020
03/2021
1.63$ 32.35 23.85%
2Y -6.37 11/2021
10/2023
0.87$ 0.67 1.01$ 6.05 1.12$ 21.10 1.46$ 34.40 04/2020
03/2022
1.80$ 8.78 12.37%
3Y 0.12 04/2017
03/2020
1.00$ 5.82 1.18$ 8.32 1.27$ 15.92 1.55$ 28.37 01/2019
12/2021
2.11$ 9.58 0.00%
4Y 2.10 01/2015
12/2018
1.08$ 5.33 1.23$ 10.83 1.50$ 13.47 1.65$ 16.77 09/2017
08/2021
1.85$ 16.07 0.00%
5Y 2.34 04/2015
03/2020
1.12$ 5.76 1.32$ 9.73 1.59$ 13.94 1.92$ 16.01 01/2019
12/2023
2.10$ 14.85 0.00%
6Y 3.89 04/2014
03/2020
1.25$ 7.36 1.53$ 9.79 1.75$ 12.55 2.03$ 14.48 01/2016
12/2021
2.25$ 11.89 0.00%
7Y 6.84 07/2015
06/2022
1.58$ 8.26 1.74$ 10.22 1.97$ 11.76 2.17$ 12.62 01/2015
12/2021
2.29$ 10.95 0.00%
8Y 7.18 10/2014
09/2022
1.74$ 7.34 1.76$ 8.52 1.92$ 10.42 2.20$ 12.29 03/2016
02/2024
2.52$ 12.29 0.00%
9Y 7.86 03/2014
02/2023
1.97$ 8.06 2.00$ 8.65 2.11$ 9.61 2.28$ 10.02 02/2015
01/2024
2.36$ 9.84 0.00%
10Y 10.09 03/2014
02/2024
2.61$ 10.09 2.61$ 10.09 2.61$ 10.09 2.61$ 10.09 03/2014
02/2024
2.61$ 10.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -28.62 01/2022
12/2022
0.71$ -8.62 0.91$ 7.11 1.07$ 20.13 1.20$ 58.90 04/2020
03/2021
1.58$ 28.29 26.61%
2Y -11.23 11/2021
10/2023
0.78$ -4.36 0.91$ 4.15 1.08$ 18.22 1.39$ 27.35 04/2020
03/2022
1.62$ 4.04 22.68%
3Y -1.76 04/2017
03/2020
0.94$ 2.54 1.07$ 5.82 1.18$ 12.17 1.41$ 23.94 01/2019
12/2021
1.90$ 3.70 1.18%
4Y 0.39 01/2015
12/2018
1.01$ 3.04 1.12$ 6.62 1.29$ 10.41 1.48$ 13.70 09/2017
08/2021
1.67$ 10.90 0.00%
5Y 0.52 04/2015
03/2020
1.02$ 3.56 1.19$ 6.13 1.34$ 11.22 1.70$ 12.69 11/2016
10/2021
1.81$ 10.23 0.00%
6Y 2.35 04/2014
03/2020
1.14$ 4.62 1.31$ 6.34 1.44$ 9.59 1.73$ 11.34 01/2016
12/2021
1.90$ 7.85 0.00%
7Y 3.59 07/2015
06/2022
1.27$ 4.96 1.40$ 6.59 1.56$ 9.41 1.87$ 10.15 11/2014
10/2021
1.96$ 7.16 0.00%
8Y 4.04 03/2015
02/2023
1.37$ 4.25 1.39$ 5.22 1.50$ 7.03 1.72$ 8.56 03/2016
02/2024
1.92$ 8.56 0.00%
9Y 4.94 03/2014
02/2023
1.54$ 5.00 1.55$ 5.68 1.64$ 6.49 1.76$ 6.69 02/2015
01/2024
1.79$ 6.49 0.00%
10Y 7.07 03/2014
02/2024
1.97$ 7.07 1.97$ 7.07 1.97$ 7.07 1.97$ 7.07 03/2014
02/2024
1.97$ 7.07 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 -46.37 03/2008
02/2009
0.53$ -6.66 0.93$ 12.34 1.12$ 26.93 1.26$ 66.18 03/2009
02/2010
1.66$ 32.35 26.07%
2Y -28.39 03/2007
02/2009
0.51$ -1.83 0.96$ 7.92 1.16$ 23.33 1.52$ 45.43 03/2009
02/2011
2.11$ 8.78 19.10%
3Y -15.10 03/2006
02/2009
0.61$ 0.11 1.00$ 9.32 1.30$ 17.80 1.63$ 28.37 01/2019
12/2021
2.11$ 9.58 14.44%
4Y -4.71 10/2007
09/2011
0.82$ 1.20 1.04$ 11.01 1.51$ 15.85 1.80$ 24.68 03/2009
02/2013
2.41$ 16.07 8.00%
5Y -1.90 06/2007
05/2012
0.90$ 3.94 1.21$ 10.21 1.62$ 15.05 2.01$ 25.38 03/2009
02/2014
3.09$ 14.85 2.45%
6Y 1.33 10/2005
09/2011
1.08$ 4.27 1.28$ 9.97 1.76$ 13.59 2.14$ 23.10 03/2009
02/2015
3.47$ 11.89 0.00%
7Y 4.49 10/2005
09/2012
1.35$ 6.59 1.56$ 10.18 1.97$ 12.66 2.30$ 18.10 03/2009
02/2016
3.20$ 10.95 0.00%
8Y 5.92 10/2007
09/2015
1.58$ 7.48 1.78$ 9.56 2.07$ 12.97 2.65$ 18.60 03/2009
02/2017
3.91$ 12.29 0.00%
9Y 5.64 07/2007
06/2016
1.63$ 7.51 1.91$ 9.61 2.28$ 13.85 3.21$ 17.06 03/2009
02/2018
4.12$ 9.84 0.00%
10Y 6.19 06/2007
05/2017
1.82$ 7.27 2.01$ 10.20 2.64$ 12.64 3.28$ 15.13 01/2012
12/2021
4.09$ 10.09 0.00%
11Y 5.64 01/2008
12/2018
1.82$ 7.31 2.17$ 10.78 3.08$ 12.81 3.76$ 14.79 09/2010
08/2021
4.55$ 11.62 0.00%
12Y 5.54 06/2007
05/2019
1.90$ 6.63 2.16$ 9.53 2.98$ 13.60 4.62$ 16.35 03/2009
02/2021
6.15$ 11.90 0.00%
13Y 5.50 04/2007
03/2020
2.00$ 7.21 2.47$ 10.14 3.51$ 12.14 4.43$ 15.95 03/2009
02/2022
6.84$ 10.88 0.00%
14Y 6.18 04/2006
03/2020
2.31$ 7.87 2.88$ 9.32 3.48$ 11.99 4.88$ 13.81 03/2009
02/2023
6.11$ 11.98 0.00%
15Y 6.80 10/2007
09/2022
2.68$ 7.64 3.01$ 9.20 3.74$ 9.99 4.17$ 14.96 03/2009
02/2024
8.09$ 14.96 0.00%
16Y 7.28 06/2007
05/2023
3.07$ 7.41 3.13$ 8.19 3.52$ 9.61 4.34$ 10.46 11/2005
10/2021
4.91$ 9.61 0.00%
17Y 7.69 10/2005
09/2022
3.52$ 7.97 3.68$ 8.29 3.86$ 8.60 4.06$ 8.75 08/2006
07/2023
4.16$ 8.74 0.00%
18Y 8.40 10/2005
09/2023
4.26$ 8.40 4.26$ 8.91 4.64$ 9.13 4.81$ 9.30 03/2006
02/2024
4.95$ 9.30 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -46.38 03/2008
02/2009
0.53$ -10.44 0.89$ 10.66 1.10$ 24.55 1.24$ 62.68 03/2009
02/2010
1.62$ 28.29 27.96%
2Y -29.83 03/2007
02/2009
0.49$ -5.57 0.89$ 5.55 1.11$ 20.86 1.46$ 42.39 03/2009
02/2011
2.02$ 4.04 24.62%
3Y -16.91 03/2006
02/2009
0.57$ -1.76 0.94$ 6.80 1.21$ 15.05 1.52$ 25.07 03/2009
02/2012
1.95$ 3.70 15.51%
4Y -6.66 10/2007
09/2011
0.75$ -0.74 0.97$ 7.92 1.35$ 13.68 1.67$ 21.88 03/2009
02/2013
2.20$ 10.90 16.57%
5Y -3.86 06/2007
05/2012
0.82$ 1.97 1.10$ 7.76 1.45$ 13.09 1.84$ 22.84 03/2009
02/2014
2.79$ 10.23 10.43%
6Y -0.85 10/2005
09/2011
0.94$ 2.23 1.14$ 7.40 1.53$ 11.43 1.91$ 21.04 03/2009
02/2015
3.14$ 7.85 0.66%
7Y 2.15 09/2005
08/2012
1.16$ 4.45 1.35$ 8.20 1.73$ 10.83 2.05$ 16.26 03/2009
02/2016
2.87$ 7.16 0.00%
8Y 4.04 03/2015
02/2023
1.37$ 5.10 1.48$ 7.68 1.80$ 11.10 2.32$ 16.58 03/2009
02/2017
3.41$ 8.56 0.00%
9Y 3.89 02/2007
01/2016
1.41$ 5.29 1.59$ 7.16 1.86$ 11.88 2.74$ 15.00 03/2009
02/2018
3.51$ 6.49 0.00%
10Y 4.44 06/2007
05/2017
1.54$ 5.42 1.69$ 7.55 2.06$ 10.57 2.73$ 13.03 03/2009
02/2019
3.40$ 7.07 0.00%
11Y 3.94 01/2008
12/2018
1.52$ 5.62 1.82$ 8.12 2.36$ 10.84 3.10$ 12.52 03/2009
02/2020
3.66$ 8.73 0.00%
12Y 3.70 06/2007
05/2019
1.54$ 4.81 1.75$ 7.08 2.27$ 11.21 3.57$ 14.29 03/2009
02/2021
4.96$ 9.06 0.00%
13Y 3.66 04/2007
03/2020
1.59$ 5.28 1.95$ 7.51 2.56$ 9.65 3.31$ 13.38 03/2009
02/2022
5.11$ 8.04 0.00%
14Y 4.25 04/2006
03/2020
1.79$ 5.94 2.24$ 7.00 2.57$ 9.31 3.47$ 11.01 03/2009
02/2023
4.31$ 9.14 0.00%
15Y 4.33 10/2007
09/2022
1.88$ 5.14 2.12$ 7.02 2.76$ 7.75 3.06$ 12.09 03/2009
02/2024
5.53$ 12.09 0.00%
16Y 4.74 06/2007
05/2023
2.09$ 4.89 2.14$ 5.63 2.40$ 7.18 3.03$ 8.22 11/2005
10/2021
3.53$ 7.04 0.00%
17Y 5.19 10/2005
09/2022
2.36$ 5.39 2.44$ 5.70 2.56$ 5.96 2.67$ 6.18 08/2006
07/2023
2.77$ 6.08 0.00%
18Y 5.81 10/2005
09/2023
2.76$ 5.81 2.76$ 6.27 2.98$ 6.47 3.09$ 6.63 03/2006
02/2024
3.17$ 6.63 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 +12.34% +66.18%
Mar 2009 - Feb 2010
-46.37%
Mar 2008 - Feb 2009
26.07%
55 out of 211
US Inflation Adjusted +10.66% +62.68%
Mar 2009 - Feb 2010
-46.38%
Mar 2008 - Feb 2009
27.96%
59 out of 211
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 +7.92% +45.43%
Mar 2009 - Feb 2011
-28.39%
Mar 2007 - Feb 2009
19.10%
38 out of 199
US Inflation Adjusted +5.55% +42.39%
Mar 2009 - Feb 2011
-29.83%
Mar 2007 - Feb 2009
24.62%
49 out of 199
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 +9.32% +28.37%
Jan 2019 - Dec 2021
-15.10%
Mar 2006 - Feb 2009
14.44%
27 out of 187
US Inflation Adjusted +6.80% +25.07%
Mar 2009 - Feb 2012
-16.91%
Mar 2006 - Feb 2009
15.51%
29 out of 187
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 +11.01% +24.68%
Mar 2009 - Feb 2013
-4.71%
Oct 2007 - Sep 2011
8.00%
14 out of 175
US Inflation Adjusted +7.92% +21.88%
Mar 2009 - Feb 2013
-6.66%
Oct 2007 - Sep 2011
16.57%
29 out of 175
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 +10.21% +25.38%
Mar 2009 - Feb 2014
-1.90%
Jun 2007 - May 2012
2.45%
4 out of 163
US Inflation Adjusted +7.76% +22.84%
Mar 2009 - Feb 2014
-3.86%
Jun 2007 - May 2012
10.43%
17 out of 163
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 +9.97% +23.10%
Mar 2009 - Feb 2015
+1.33%
Oct 2005 - Sep 2011
0.00%
0 out of 151
US Inflation Adjusted +7.40% +21.04%
Mar 2009 - Feb 2015
-0.85%
Oct 2005 - Sep 2011
0.66%
1 out of 151
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 +10.18% +18.10%
Mar 2009 - Feb 2016
+4.49%
Oct 2005 - Sep 2012
0.00%
0 out of 139
US Inflation Adjusted +8.20% +16.26%
Mar 2009 - Feb 2016
+2.15%
Sep 2005 - Aug 2012
0.00%
0 out of 139
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 +9.56% +18.60%
Mar 2009 - Feb 2017
+5.92%
Oct 2007 - Sep 2015
0.00%
0 out of 127
US Inflation Adjusted +7.68% +16.58%
Mar 2009 - Feb 2017
+4.04%
Mar 2015 - Feb 2023
0.00%
0 out of 127
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 +9.61% +17.06%
Mar 2009 - Feb 2018
+5.64%
Jul 2007 - Jun 2016
0.00%
0 out of 115
US Inflation Adjusted +7.16% +15.00%
Mar 2009 - Feb 2018
+3.89%
Feb 2007 - Jan 2016
0.00%
0 out of 115
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 +10.20% +15.13%
Jan 2012 - Dec 2021
+6.19%
Jun 2007 - May 2017
0.00%
0 out of 103
US Inflation Adjusted +7.55% +13.03%
Mar 2009 - Feb 2019
+4.44%
Jun 2007 - May 2017
0.00%
0 out of 103
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 +10.78% +14.79%
Sep 2010 - Aug 2021
+5.64%
Jan 2008 - Dec 2018
0.00%
0 out of 91
US Inflation Adjusted +8.12% +12.52%
Mar 2009 - Feb 2020
+3.94%
Jan 2008 - Dec 2018
0.00%
0 out of 91
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 +9.53% +16.35%
Mar 2009 - Feb 2021
+5.54%
Jun 2007 - May 2019
0.00%
0 out of 79
US Inflation Adjusted +7.08% +14.29%
Mar 2009 - Feb 2021
+3.70%
Jun 2007 - May 2019
0.00%
0 out of 79
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 +10.14% +15.95%
Mar 2009 - Feb 2022
+5.50%
Apr 2007 - Mar 2020
0.00%
0 out of 67
US Inflation Adjusted +7.51% +13.38%
Mar 2009 - Feb 2022
+3.66%
Apr 2007 - Mar 2020
0.00%
0 out of 67
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 +9.32% +13.81%
Mar 2009 - Feb 2023
+6.18%
Apr 2006 - Mar 2020
0.00%
0 out of 55
US Inflation Adjusted +7.00% +11.01%
Mar 2009 - Feb 2023
+4.25%
Apr 2006 - Mar 2020
0.00%
0 out of 55
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 +9.20% +14.96%
Mar 2009 - Feb 2024
+6.80%
Oct 2007 - Sep 2022
0.00%
0 out of 43
US Inflation Adjusted +7.02% +12.09%
Mar 2009 - Feb 2024
+4.33%
Oct 2007 - Sep 2022
0.00%
0 out of 43
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 +8.19% +10.46%
Nov 2005 - Oct 2021
+7.28%
Jun 2007 - May 2023
0.00%
0 out of 31
US Inflation Adjusted +5.63% +8.22%
Nov 2005 - Oct 2021
+4.74%
Jun 2007 - May 2023
0.00%
0 out of 31
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 +8.29% +8.75%
Aug 2006 - Jul 2023
+7.69%
Oct 2005 - Sep 2022
0.00%
0 out of 19
US Inflation Adjusted +5.70% +6.18%
Aug 2006 - Jul 2023
+5.19%
Oct 2005 - Sep 2022
0.00%
0 out of 19
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 +8.91% +9.30%
Mar 2006 - Feb 2024
+8.40%
Oct 2005 - Sep 2023
0.00%
0 out of 7
US Inflation Adjusted +6.27% +6.63%
Mar 2006 - Feb 2024
+5.81%
Oct 2005 - Sep 2023
0.00%
0 out of 7
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the US Stocks ESG Portfolio: ETF allocation and returns page.