Developed World ex-US 40/60 Momentum Portfolio: Rolling Returns

Data Source: from August 2009 to March 2024 (~15 years)
Consolidated Returns as of 31 March 2024

Holding the Developed World ex-US 40/60 Momentum Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~15 years), the longest period with a negative return lasted 56 months (from February 2018 to September 2022).

This means that every rolling period of 57 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World ex-US 40/60 Momentum 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.

DEVELOPED WORLD EX-US 40/60 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 2014 - 31 March 2024 (10 Years)
Data Source: 1 August 2009 - 31 March 2024 (~15 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.40% +17.45%
Apr 2020 - Mar 2021 		-17.61%
Oct 2021 - Sep 2022 		20.00%
33 out of 165
US Inflation Adjusted +3.12% +14.45%
Apr 2020 - Mar 2021 		-23.86%
Oct 2021 - Sep 2022 		30.30%
50 out of 165
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 +4.83% +13.08%
Jan 2019 - Dec 2020 		-7.10%
Oct 2020 - Sep 2022 		13.07%
20 out of 153
US Inflation Adjusted +2.71% +11.07%
Jan 2019 - Dec 2020 		-12.99%
Oct 2020 - Sep 2022 		20.26%
31 out of 153
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 +4.92% +9.05%
Jun 2010 - May 2013 		-2.24%
Oct 2019 - Sep 2022 		9.22%
13 out of 141
US Inflation Adjusted +3.11% +7.27%
Oct 2011 - Sep 2014 		-7.45%
Oct 2020 - Sep 2023 		17.02%
24 out of 141
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 +4.90% +8.69%
Jul 2010 - Jun 2014 		-0.12%
Oct 2018 - Sep 2022 		0.78%
1 out of 129
US Inflation Adjusted +3.16% +6.32%
Jul 2010 - Jun 2014 		-4.37%
Nov 2019 - Oct 2023 		17.83%
23 out of 129
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 +4.64% +8.18%
Aug 2009 - Jul 2014 		+0.42%
Oct 2017 - Sep 2022 		0.00%
0 out of 117
US Inflation Adjusted +2.92% +6.03%
Aug 2009 - Jul 2014 		-3.22%
Oct 2017 - Sep 2022 		18.80%
22 out of 117
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 +4.70% +7.20%
Aug 2009 - Jul 2015 		+1.40%
Nov 2017 - Oct 2023 		0.00%
0 out of 105
US Inflation Adjusted +3.01% +5.37%
Aug 2009 - Jul 2015 		-2.26%
Nov 2017 - Oct 2023 		20.95%
22 out of 105
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 +4.91% +6.66%
Aug 2009 - Jul 2016 		+2.38%
Oct 2015 - Sep 2022 		0.00%
0 out of 93
US Inflation Adjusted +3.19% +4.98%
Aug 2009 - Jul 2016 		-1.05%
Oct 2016 - Sep 2023 		17.20%
16 out of 93
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 +4.81% +6.35%
Aug 2009 - Jul 2017 		+1.83%
Oct 2014 - Sep 2022 		0.00%
0 out of 81
US Inflation Adjusted +2.97% +4.65%
Aug 2009 - Jul 2017 		-0.95%
Oct 2014 - Sep 2022 		18.52%
15 out of 81
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 +4.98% +6.44%
Jan 2012 - Dec 2020 		+2.09%
Oct 2013 - Sep 2022 		0.00%
0 out of 69
US Inflation Adjusted +3.12% +4.77%
Jan 2012 - Dec 2020 		-0.58%
Oct 2013 - Sep 2022 		13.04%
9 out of 69
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 +5.09% +6.14%
Oct 2011 - Sep 2021 		+2.52%
Nov 2013 - Oct 2023 		0.00%
0 out of 57
US Inflation Adjusted +3.29% +4.26%
Aug 2009 - Jul 2019 		-0.26%
Nov 2013 - Oct 2023 		3.51%
2 out of 57
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 +4.07% +6.36%
Jun 2010 - May 2021 		+3.17%
Nov 2012 - Oct 2023 		0.00%
0 out of 45
US Inflation Adjusted +1.50% +4.49%
Aug 2009 - Jul 2020 		+0.55%
Nov 2012 - Oct 2023 		0.00%
0 out of 45
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 +4.36% +6.44%
Aug 2009 - Jul 2021 		+3.20%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
US Inflation Adjusted +1.73% +4.36%
Aug 2009 - Jul 2021 		+0.60%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
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 +4.16% +4.94%
Aug 2009 - Jul 2022 		+3.42%
Nov 2010 - Oct 2023 		0.00%
0 out of 21
US Inflation Adjusted +1.56% +2.41%
Aug 2009 - Jul 2022 		+0.76%
Nov 2010 - Oct 2023 		0.00%
0 out of 21
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 +4.52% +4.80%
Mar 2010 - Feb 2024 		+4.05%
Nov 2009 - Oct 2023 		0.00%
0 out of 9
US Inflation Adjusted +1.93% +2.21%
Aug 2009 - Jul 2023 		+1.47%
Nov 2009 - Oct 2023 		0.00%
0 out of 9
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Developed World ex-US 40/60 Momentum Portfolio: ETF allocation and returns page.