Consolidated Returns as of 31 March 2024
Holding the US Stocks Value Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~49 years), the longest period with a negative return lasted 132 months (from March 1998 to February 2009).
This means that every rolling period of 133 months or above has always granted a positive return.
To obtain comprehensive information, please consult the US Stocks Value 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 10.43% (updated at Mar 31, 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 | +13.34% |
+61.11%
Jul 1982 - Jun 1983 |
-46.81%
Mar 2008 - Feb 2009 |
18.62%
108 out of 580 |
US Inflation Adjusted | +9.01% |
+57.22%
Jul 1982 - Jun 1983 |
-46.82%
Mar 2008 - Feb 2009 |
27.59%
160 out of 580 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.04% |
+38.27%
Mar 2009 - Feb 2011 |
-30.38%
Mar 2007 - Feb 2009 |
8.80%
50 out of 568 |
US Inflation Adjusted | +7.80% |
+35.38%
Mar 2009 - Feb 2011 |
-31.78%
Mar 2007 - Feb 2009 |
17.61%
100 out of 568 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.64% |
+32.95%
Aug 1984 - Jul 1987 |
-17.39%
Mar 2006 - Feb 2009 |
8.99%
50 out of 556 |
US Inflation Adjusted | +8.26% |
+29.06%
Aug 1984 - Jul 1987 |
-19.15%
Mar 2006 - Feb 2009 |
16.01%
89 out of 556 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.15% |
+29.54%
Jul 1982 - Jun 1986 |
-11.21%
Mar 2005 - Feb 2009 |
9.38%
51 out of 544 |
US Inflation Adjusted | +8.40% |
+25.70%
Jul 1982 - Jun 1986 |
-13.41%
Mar 2005 - Feb 2009 |
15.63%
85 out of 544 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.35% |
+30.12%
Aug 1982 - Jul 1987 |
-6.77%
Mar 2004 - Feb 2009 |
7.33%
39 out of 532 |
US Inflation Adjusted | +8.23% |
+26.16%
Aug 1982 - Jul 1987 |
-9.17%
Mar 2004 - Feb 2009 |
13.72%
73 out of 532 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.85% |
+24.47%
Oct 1981 - Sep 1987 |
-0.84%
Oct 2005 - Sep 2011 |
0.19%
1 out of 520 |
US Inflation Adjusted | +7.97% |
+20.21%
Oct 1981 - Sep 1987 |
-2.98%
Oct 2005 - Sep 2011 |
9.81%
51 out of 520 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.11% |
+23.41%
Aug 1982 - Jul 1989 |
-2.83%
Mar 2002 - Feb 2009 |
0.79%
4 out of 508 |
US Inflation Adjusted | +7.79% |
+19.18%
Aug 1982 - Jul 1989 |
-5.27%
Mar 2002 - Feb 2009 |
2.56%
13 out of 508 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.64% |
+21.43%
Aug 1979 - Jul 1987 |
-2.83%
Mar 2001 - Feb 2009 |
1.41%
7 out of 496 |
US Inflation Adjusted | +8.11% |
+16.56%
Jan 1991 - Dec 1998 |
-5.11%
Mar 2001 - Feb 2009 |
2.42%
12 out of 496 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.16% |
+20.25%
Apr 1978 - Mar 1987 |
-2.26%
Apr 2000 - Mar 2009 |
1.24%
6 out of 484 |
US Inflation Adjusted | +8.73% |
+15.61%
Nov 1990 - Oct 1999 |
-4.59%
Apr 2000 - Mar 2009 |
3.93%
19 out of 484 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.45% |
+18.99%
Sep 1977 - Aug 1987 |
-1.23%
Mar 1999 - Feb 2009 |
0.64%
3 out of 472 |
US Inflation Adjusted | +9.00% |
+15.26%
Nov 1990 - Oct 2000 |
-3.72%
Mar 1999 - Feb 2009 |
4.45%
21 out of 472 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.12% |
+18.11%
Nov 1978 - Oct 1989 |
-0.36%
Mar 1998 - Feb 2009 |
0.43%
2 out of 460 |
US Inflation Adjusted | +9.09% |
+14.16%
Dec 1987 - Nov 1998 |
-2.79%
Mar 1998 - Feb 2009 |
2.61%
12 out of 460 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.23% |
+18.16%
Oct 1975 - Sep 1987 |
+2.00%
Mar 1997 - Feb 2009 |
0.00%
0 out of 448 |
US Inflation Adjusted | +9.13% |
+13.80%
Oct 1985 - Sep 1997 |
-0.40%
Mar 1997 - Feb 2009 |
0.22%
1 out of 448 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.21% |
+18.56%
Aug 1984 - Jul 1997 |
+3.50%
Jan 1999 - Dec 2011 |
0.00%
0 out of 436 |
US Inflation Adjusted | +8.61% |
+14.69%
Aug 1984 - Jul 1997 |
+0.96%
Jan 1999 - Dec 2011 |
0.00%
0 out of 436 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.95% |
+18.18%
Jul 1984 - Jun 1998 |
+3.79%
Oct 1997 - Sep 2011 |
0.00%
0 out of 424 |
US Inflation Adjusted | +8.52% |
+14.43%
Jul 1984 - Jun 1998 |
+1.29%
Oct 1997 - Sep 2011 |
0.00%
0 out of 424 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.75% |
+19.53%
Aug 1982 - Jul 1997 |
+4.97%
Aug 1997 - Jul 2012 |
0.00%
0 out of 412 |
US Inflation Adjusted | +7.99% |
+15.63%
Aug 1982 - Jul 1997 |
+2.52%
Aug 1997 - Jul 2012 |
0.00%
0 out of 412 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.99% |
+19.06%
Jul 1982 - Jun 1998 |
+5.39%
Apr 2000 - Mar 2016 |
0.00%
0 out of 400 |
US Inflation Adjusted | +7.66% |
+15.28%
Aug 1982 - Jul 1998 |
+3.23%
Apr 2000 - Mar 2016 |
0.00%
0 out of 400 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.88% |
+18.59%
Jul 1982 - Jun 1999 |
+5.33%
Feb 1999 - Jan 2016 |
0.00%
0 out of 388 |
US Inflation Adjusted | +7.64% |
+14.90%
Jul 1982 - Jun 1999 |
+3.08%
Feb 1999 - Jan 2016 |
0.00%
0 out of 388 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.43% |
+18.37%
Apr 1980 - Mar 1998 |
+5.77%
Mar 1998 - Feb 2016 |
0.00%
0 out of 376 |
US Inflation Adjusted | +7.45% |
+14.45%
Aug 1982 - Jul 2000 |
+3.55%
Mar 1998 - Feb 2016 |
0.00%
0 out of 376 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.97% |
+17.79%
Apr 1980 - Mar 1999 |
+5.93%
Jan 2000 - Dec 2018 |
0.00%
0 out of 364 |
US Inflation Adjusted | +7.40% |
+13.40%
Apr 1980 - Mar 1999 |
+3.70%
Jan 2000 - Dec 2018 |
0.00%
0 out of 364 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.10% |
+17.59%
Apr 1978 - Mar 1998 |
+5.17%
Apr 2000 - Mar 2020 |
0.00%
0 out of 352 |
US Inflation Adjusted | +7.59% |
+13.19%
Apr 1980 - Mar 2000 |
+3.03%
Apr 2000 - Mar 2020 |
0.00%
0 out of 352 |
To obtain comprehensive information, please consult the US Stocks Value Portfolio: ETF allocation and returns page.