Consolidated Returns as of 30 April 2024
Holding the Value Stock Geek Weird 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 47 months (from December 2019 to October 2023).
This means that every rolling period of 48 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Value Stock Geek Weird 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 4.91% (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 | +10.35% |
+55.54%
Jul 1982 - Jun 1983 |
-29.40%
Mar 2008 - Feb 2009 |
14.63%
85 out of 581 |
US Inflation Adjusted | +7.25% |
+51.78%
Jul 1982 - Jun 1983 |
-29.41%
Mar 2008 - Feb 2009 |
22.55%
131 out of 581 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.76% |
+35.34%
Feb 1978 - Jan 1980 |
-16.08%
Mar 2007 - Feb 2009 |
7.56%
43 out of 569 |
US Inflation Adjusted | +7.21% |
+31.99%
Mar 2009 - Feb 2011 |
-17.77%
Mar 2007 - Feb 2009 |
15.64%
89 out of 569 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.96% |
+30.06%
Aug 1984 - Jul 1987 |
-6.05%
Mar 2006 - Feb 2009 |
1.97%
11 out of 557 |
US Inflation Adjusted | +6.76% |
+26.25%
Aug 1984 - Jul 1987 |
-8.05%
Mar 2006 - Feb 2009 |
10.59%
59 out of 557 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.35% |
+27.67%
Jul 1982 - Jun 1986 |
+0.00%
Nov 2019 - Oct 2023 |
0.00%
0 out of 545 |
US Inflation Adjusted | +6.29% |
+23.89%
Jul 1982 - Jun 1986 |
-4.37%
Nov 2019 - Oct 2023 |
4.04%
22 out of 545 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.33% |
+26.51%
Aug 1982 - Jul 1987 |
+2.09%
Oct 2017 - Sep 2022 |
0.00%
0 out of 533 |
US Inflation Adjusted | +6.32% |
+22.66%
Aug 1982 - Jul 1987 |
-1.60%
Oct 2017 - Sep 2022 |
1.50%
8 out of 533 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.71% |
+22.61%
Jan 1975 - Dec 1980 |
+2.15%
Nov 2017 - Oct 2023 |
0.00%
0 out of 521 |
US Inflation Adjusted | +6.84% |
+18.10%
Jul 1982 - Jun 1988 |
-1.54%
Nov 2017 - Oct 2023 |
0.96%
5 out of 521 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.78% |
+20.75%
Aug 1982 - Jul 1989 |
+3.14%
Oct 2016 - Sep 2023 |
0.00%
0 out of 509 |
US Inflation Adjusted | +7.10% |
+16.60%
Aug 1982 - Jul 1989 |
-0.37%
Oct 2016 - Sep 2023 |
0.39%
2 out of 509 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.82% |
+19.99%
Dec 1978 - Nov 1986 |
+3.97%
Nov 2015 - Oct 2023 |
0.00%
0 out of 497 |
US Inflation Adjusted | +7.41% |
+13.70%
Oct 1981 - Sep 1989 |
+0.68%
Nov 2015 - Oct 2023 |
0.00%
0 out of 497 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.13% |
+20.43%
Mar 1978 - Feb 1987 |
+3.85%
Nov 2014 - Oct 2023 |
0.00%
0 out of 485 |
US Inflation Adjusted | +7.46% |
+12.99%
Mar 1978 - Feb 1987 |
+0.90%
Nov 2014 - Oct 2023 |
0.00%
0 out of 485 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.44% |
+20.34%
Sep 1976 - Aug 1986 |
+4.21%
Nov 2013 - Oct 2023 |
0.00%
0 out of 473 |
US Inflation Adjusted | +7.64% |
+12.84%
Sep 1977 - Aug 1987 |
+1.38%
Nov 2013 - Oct 2023 |
0.00%
0 out of 473 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.62% |
+20.36%
Sep 1976 - Aug 1987 |
+4.65%
Nov 2012 - Oct 2023 |
0.00%
0 out of 461 |
US Inflation Adjusted | +7.50% |
+13.04%
Sep 1976 - Aug 1987 |
+1.99%
Nov 2012 - Oct 2023 |
0.00%
0 out of 461 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.56% |
+19.90%
Oct 1975 - Sep 1987 |
+5.05%
Nov 2011 - Oct 2023 |
0.00%
0 out of 449 |
US Inflation Adjusted | +7.45% |
+12.71%
Oct 1975 - Sep 1987 |
+2.42%
Nov 2011 - Oct 2023 |
0.00%
0 out of 449 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.49% |
+18.50%
Jan 1975 - Dec 1987 |
+5.62%
Nov 2010 - Oct 2023 |
0.00%
0 out of 437 |
US Inflation Adjusted | +7.63% |
+11.42%
Jan 1975 - Dec 1987 |
+2.90%
Nov 2010 - Oct 2023 |
0.00%
0 out of 437 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.35% |
+18.10%
Jan 1975 - Dec 1988 |
+6.52%
Oct 1987 - Sep 2001 |
0.00%
0 out of 425 |
US Inflation Adjusted | +7.53% |
+11.29%
Oct 1975 - Sep 1989 |
+3.22%
Oct 1987 - Sep 2001 |
0.00%
0 out of 425 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.38% |
+17.77%
Jan 1975 - Dec 1989 |
+5.80%
Nov 2007 - Oct 2022 |
0.00%
0 out of 413 |
US Inflation Adjusted | +7.48% |
+10.99%
Jan 1975 - Dec 1989 |
+3.34%
Nov 2007 - Oct 2022 |
0.00%
0 out of 413 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.28% |
+15.79%
Oct 1975 - Sep 1991 |
+5.41%
Nov 2007 - Oct 2023 |
0.00%
0 out of 401 |
US Inflation Adjusted | +7.53% |
+9.54%
Jul 1982 - Jun 1998 |
+2.90%
Nov 2007 - Oct 2023 |
0.00%
0 out of 401 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.13% |
+15.91%
Jan 1975 - Dec 1991 |
+5.85%
Nov 2006 - Oct 2023 |
0.00%
0 out of 389 |
US Inflation Adjusted | +7.51% |
+9.67%
Nov 1976 - Oct 1993 |
+3.27%
Nov 2006 - Oct 2023 |
0.00%
0 out of 389 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.07% |
+15.90%
Oct 1975 - Sep 1993 |
+6.46%
May 2006 - Apr 2024 |
0.00%
0 out of 377 |
US Inflation Adjusted | +7.27% |
+9.78%
Oct 1975 - Sep 1993 |
+3.88%
May 2006 - Apr 2024 |
0.00%
0 out of 377 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.12% |
+15.87%
Jan 1975 - Dec 1993 |
+7.21%
Nov 2004 - Oct 2023 |
0.00%
0 out of 365 |
US Inflation Adjusted | +7.28% |
+9.72%
Jan 1975 - Dec 1993 |
+4.55%
Nov 2004 - Oct 2023 |
0.00%
0 out of 365 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.12% |
+14.78%
Jan 1975 - Dec 1994 |
+7.38%
Mar 1989 - Feb 2009 |
0.00%
0 out of 353 |
US Inflation Adjusted | +7.30% |
+8.92%
Oct 1975 - Sep 1995 |
+4.42%
Mar 1989 - Feb 2009 |
0.00%
0 out of 353 |
To obtain comprehensive information, please consult the Value Stock Geek Weird Portfolio: ETF allocation and returns page.