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

Data Source: from August 2009 to February 2024 (~15 years)
Consolidated Returns as of 29 February 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 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 August 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
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 -17.61 10/2021
09/2022
0.82$ -2.89 0.97$ 4.44 1.04$ 9.60 1.09$ 17.45 04/2020
03/2021
1.17$ 12.20 24.77%
2Y -7.10 10/2020
09/2022
0.86$ -4.23 0.91$ 4.24 1.08$ 7.39 1.15$ 13.08 01/2019
12/2020
1.27$ 1.40 20.62%
3Y -2.24 10/2019
09/2022
0.93$ -0.28 0.99$ 4.48 1.14$ 6.50 1.20$ 9.00 01/2019
12/2021
1.29$ 0.14 15.29%
4Y -0.12 10/2018
09/2022
0.99$ 1.68 1.06$ 3.85 1.16$ 6.27 1.27$ 8.18 01/2017
12/2020
1.36$ 2.70 1.37%
5Y 0.42 10/2017
09/2022
1.02$ 1.88 1.09$ 4.06 1.22$ 6.46 1.36$ 7.14 02/2016
01/2021
1.41$ 3.85 0.00%
6Y 1.40 11/2017
10/2023
1.08$ 2.38 1.15$ 3.76 1.24$ 5.68 1.39$ 6.25 09/2015
08/2021
1.43$ 3.21 0.00%
7Y 2.38 10/2015
09/2022
1.17$ 2.77 1.21$ 3.56 1.27$ 5.00 1.40$ 5.23 01/2015
12/2021
1.42$ 4.08 0.00%
8Y 1.83 10/2014
09/2022
1.15$ 2.43 1.21$ 2.97 1.26$ 3.87 1.35$ 4.32 03/2016
02/2024
1.40$ 4.32 0.00%
9Y 2.48 11/2014
10/2023
1.24$ 2.54 1.25$ 2.84 1.28$ 3.41 1.35$ 3.47 03/2015
02/2024
1.35$ 3.47 0.00%
10Y 3.47 03/2014
02/2024
1.40$ 3.47 1.40$ 3.47 1.40$ 3.47 1.40$ 3.47 03/2014
02/2024
1.40$ 3.47 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 -23.86 10/2021
09/2022
0.76$ -5.92 0.94$ 2.21 1.02$ 7.23 1.07$ 14.45 04/2020
03/2021
1.14$ 9.23 34.86%
2Y -12.99 10/2020
09/2022
0.75$ -9.64 0.81$ 2.05 1.04$ 5.01 1.10$ 11.07 01/2019
12/2020
1.23$ -2.80 30.93%
3Y -7.45 10/2020
09/2023
0.79$ -5.24 0.85$ 2.40 1.07$ 4.44 1.13$ 5.35 11/2018
10/2021
1.16$ -5.10 27.06%
4Y -4.37 11/2019
10/2023
0.83$ -2.52 0.90$ 1.82 1.07$ 3.89 1.16$ 6.13 01/2017
12/2020
1.26$ -1.76 31.51%
5Y -3.22 10/2017
09/2022
0.84$ -1.93 0.90$ 2.08 1.10$ 3.80 1.20$ 5.06 01/2016
12/2020
1.27$ -0.24 34.43%
6Y -2.26 11/2017
10/2023
0.87$ -1.14 0.93$ 1.58 1.09$ 3.39 1.22$ 4.10 01/2015
12/2020
1.27$ -0.44 42.86%
7Y -1.05 10/2016
09/2023
0.92$ -0.49 0.96$ 0.17 1.01$ 2.96 1.22$ 3.41 05/2014
04/2021
1.26$ 0.60 43.24%
8Y -0.95 10/2014
09/2022
0.92$ -0.49 0.96$ -0.13 0.98$ 0.71 1.05$ 1.56 03/2014
02/2022
1.13$ 0.91 60.00%
9Y -0.43 11/2014
10/2023
0.96$ -0.34 0.96$ 0.05 1.00$ 0.28 1.02$ 0.41 01/2015
12/2023
1.03$ 0.36 46.15%
10Y 0.67 03/2014
02/2024
1.06$ 0.67 1.06$ 0.67 1.06$ 0.67 1.06$ 0.67 03/2014
02/2024
1.06$ 0.67 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 -17.61 10/2021
09/2022
0.82$ -1.39 0.98$ 5.30 1.05$ 11.56 1.11$ 17.45 04/2020
03/2021
1.17$ 12.20 20.12%
2Y -7.10 10/2020
09/2022
0.86$ 0.82 1.01$ 4.83 1.09$ 7.83 1.16$ 13.08 01/2019
12/2020
1.27$ 1.40 13.16%
3Y -2.24 10/2019
09/2022
0.93$ 1.53 1.04$ 4.92 1.15$ 7.35 1.23$ 9.05 06/2010
05/2013
1.29$ 0.14 9.29%
4Y -0.12 10/2018
09/2022
0.99$ 2.56 1.10$ 4.88 1.20$ 6.86 1.30$ 8.69 07/2010
06/2014
1.39$ 2.70 0.78%
5Y 0.42 10/2017
09/2022
1.02$ 2.43 1.12$ 4.64 1.25$ 6.54 1.37$ 8.18 08/2009
07/2014
1.48$ 3.85 0.00%
6Y 1.40 11/2017
10/2023
1.08$ 2.97 1.19$ 4.70 1.31$ 5.83 1.40$ 7.20 08/2009
07/2015
1.51$ 3.21 0.00%
7Y 2.38 10/2015
09/2022
1.17$ 3.22 1.24$ 4.91 1.39$ 5.41 1.44$ 6.66 08/2009
07/2016
1.57$ 4.08 0.00%
8Y 1.83 10/2014
09/2022
1.15$ 2.85 1.25$ 4.81 1.45$ 5.78 1.56$ 6.35 08/2009
07/2017
1.63$ 4.32 0.00%
9Y 2.09 10/2013
09/2022
1.20$ 2.80 1.28$ 4.98 1.54$ 5.85 1.66$ 6.44 01/2012
12/2020
1.75$ 3.47 0.00%
10Y 2.52 11/2013
10/2023
1.28$ 3.03 1.34$ 5.09 1.64$ 5.87 1.76$ 6.14 10/2011
09/2021
1.81$ 3.47 0.00%
11Y 3.17 11/2012
10/2023
1.40$ 3.66 1.48$ 4.07 1.55$ 5.99 1.89$ 6.36 06/2010
05/2021
1.96$ 3.76 0.00%
12Y 3.20 10/2010
09/2022
1.45$ 3.51 1.51$ 4.29 1.65$ 5.63 1.93$ 6.44 08/2009
07/2021
2.11$ 4.39 0.00%
13Y 3.42 11/2010
10/2023
1.54$ 3.73 1.61$ 4.15 1.69$ 4.43 1.75$ 4.94 08/2009
07/2022
1.87$ 4.12 0.00%
14Y 4.05 11/2009
10/2023
1.74$ 4.05 1.74$ 4.47 1.84$ 4.79 1.92$ 4.80 03/2010
02/2024
1.92$ 4.80 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 -23.86 10/2021
09/2022
0.76$ -4.01 0.95$ 3.10 1.03$ 9.23 1.09$ 14.45 04/2020
03/2021
1.14$ 9.23 30.49%
2Y -12.99 10/2020
09/2022
0.75$ -2.80 0.94$ 2.71 1.05$ 5.77 1.11$ 11.07 01/2019
12/2020
1.23$ -2.80 19.74%
3Y -7.45 10/2020
09/2023
0.79$ -2.77 0.91$ 3.11 1.09$ 5.20 1.16$ 7.27 10/2011
09/2014
1.23$ -5.10 16.43%
4Y -4.37 11/2019
10/2023
0.83$ -1.69 0.93$ 3.16 1.13$ 4.84 1.20$ 6.32 07/2010
06/2014
1.27$ -1.76 17.97%
5Y -3.22 10/2017
09/2022
0.84$ -1.07 0.94$ 2.92 1.15$ 4.59 1.25$ 6.03 08/2009
07/2014
1.33$ -0.24 18.10%
6Y -2.26 11/2017
10/2023
0.87$ -0.60 0.96$ 3.01 1.19$ 4.02 1.26$ 5.37 08/2009
07/2015
1.36$ -0.44 20.19%
7Y -1.05 10/2016
09/2023
0.92$ -0.12 0.99$ 3.19 1.24$ 3.71 1.29$ 4.98 08/2009
07/2016
1.40$ 0.60 17.39%
8Y -0.95 10/2014
09/2022
0.92$ -0.14 0.98$ 2.97 1.26$ 4.09 1.37$ 4.65 08/2009
07/2017
1.43$ 0.91 18.75%
9Y -0.58 10/2013
09/2022
0.94$ 0.05 1.00$ 3.12 1.31$ 4.09 1.43$ 4.77 01/2012
12/2020
1.52$ 0.36 13.24%
10Y -0.26 11/2013
10/2023
0.97$ 0.40 1.04$ 3.29 1.38$ 3.91 1.46$ 4.26 08/2009
07/2019
1.51$ 0.67 3.57%
11Y 0.55 11/2012
10/2023
1.06$ 1.02 1.11$ 1.50 1.17$ 4.15 1.56$ 4.49 08/2009
07/2020
1.62$ 1.11 0.00%
12Y 0.60 10/2010
09/2022
1.07$ 0.92 1.11$ 1.68 1.22$ 3.46 1.50$ 4.36 08/2009
07/2021
1.66$ 1.77 0.00%
13Y 0.76 11/2010
10/2023
1.10$ 1.23 1.17$ 1.53 1.21$ 1.88 1.27$ 2.41 08/2009
07/2022
1.36$ 1.48 0.00%
14Y 1.47 11/2009
10/2023
1.22$ 1.47 1.22$ 1.88 1.29$ 2.18 1.35$ 2.21 08/2009
07/2023
1.35$ 2.18 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 +5.30% +17.45%
Apr 2020 - Mar 2021
-17.61%
Oct 2021 - Sep 2022
20.12%
33 out of 164
US Inflation Adjusted +3.10% +14.45%
Apr 2020 - Mar 2021
-23.86%
Oct 2021 - Sep 2022
30.49%
50 out of 164
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
13.16%
20 out of 152
US Inflation Adjusted +2.71% +11.07%
Jan 2019 - Dec 2020
-12.99%
Oct 2020 - Sep 2022
19.74%
30 out of 152
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
9.29%
13 out of 140
US Inflation Adjusted +3.11% +7.27%
Oct 2011 - Sep 2014
-7.45%
Oct 2020 - Sep 2023
16.43%
23 out of 140
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 +4.88% +8.69%
Jul 2010 - Jun 2014
-0.12%
Oct 2018 - Sep 2022
0.78%
1 out of 128
US Inflation Adjusted +3.16% +6.32%
Jul 2010 - Jun 2014
-4.37%
Nov 2019 - Oct 2023
17.97%
23 out of 128
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 116
US Inflation Adjusted +2.92% +6.03%
Aug 2009 - Jul 2014
-3.22%
Oct 2017 - Sep 2022
18.10%
21 out of 116
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 104
US Inflation Adjusted +3.01% +5.37%
Aug 2009 - Jul 2015
-2.26%
Nov 2017 - Oct 2023
20.19%
21 out of 104
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 92
US Inflation Adjusted +3.19% +4.98%
Aug 2009 - Jul 2016
-1.05%
Oct 2016 - Sep 2023
17.39%
16 out of 92
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 80
US Inflation Adjusted +2.97% +4.65%
Aug 2009 - Jul 2017
-0.95%
Oct 2014 - Sep 2022
18.75%
15 out of 80
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 68
US Inflation Adjusted +3.12% +4.77%
Jan 2012 - Dec 2020
-0.58%
Oct 2013 - Sep 2022
13.24%
9 out of 68
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 56
US Inflation Adjusted +3.29% +4.26%
Aug 2009 - Jul 2019
-0.26%
Nov 2013 - Oct 2023
3.57%
2 out of 56
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 44
US Inflation Adjusted +1.50% +4.49%
Aug 2009 - Jul 2020
+0.55%
Nov 2012 - Oct 2023
0.00%
0 out of 44
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 +4.29% +6.44%
Aug 2009 - Jul 2021
+3.20%
Oct 2010 - Sep 2022
0.00%
0 out of 32
US Inflation Adjusted +1.68% +4.36%
Aug 2009 - Jul 2021
+0.60%
Oct 2010 - Sep 2022
0.00%
0 out of 32
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 +4.15% +4.94%
Aug 2009 - Jul 2022
+3.42%
Nov 2010 - Oct 2023
0.00%
0 out of 20
US Inflation Adjusted +1.53% +2.41%
Aug 2009 - Jul 2022
+0.76%
Nov 2010 - Oct 2023
0.00%
0 out of 20
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 +4.47% +4.80%
Mar 2010 - Feb 2024
+4.05%
Nov 2009 - Oct 2023
0.00%
0 out of 8
US Inflation Adjusted +1.88% +2.21%
Aug 2009 - Jul 2023
+1.47%
Nov 2009 - Oct 2023
0.00%
0 out of 8
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.