US Stocks Value Portfolio: Rolling Returns

Data Source: from January 1975 to March 2024 (~49 years)
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

US STOCKS VALUE PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

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.

US STOCKS VALUE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1975 - 31 March 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 +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
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 US Stocks Value Portfolio: ETF allocation and returns page.