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

Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024

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

Considering all the available data source (~39 years), the longest period with a negative return lasted 59 months (from November 2017 to September 2022).

This means that every rolling period of 60 months or above has always granted a positive return.

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

DEVELOPED WORLD EX-US 40/60 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 3.50% (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.

DEVELOPED WORLD EX-US 40/60 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.51% +51.17%
May 1985 - Apr 1986
-24.26%
Mar 2008 - Feb 2009
18.04%
83 out of 460
US Inflation Adjusted +4.77% +48.81%
May 1985 - Apr 1986
-24.44%
Nov 2007 - Oct 2008
27.83%
128 out of 460
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 +6.49% +40.67%
May 1985 - Apr 1987
-10.71%
Mar 2007 - Feb 2009
12.28%
55 out of 448
US Inflation Adjusted +3.84% +37.06%
May 1985 - Apr 1987
-12.51%
Mar 2007 - Feb 2009
19.87%
89 out of 448
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 +6.32% +29.38%
Mar 1985 - Feb 1988
-3.96%
Mar 2006 - Feb 2009
5.05%
22 out of 436
US Inflation Adjusted +3.71% +25.60%
Mar 1985 - Feb 1988
-7.35%
Oct 2019 - Sep 2022
15.37%
67 out of 436
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 +6.10% +25.13%
Jan 1985 - Dec 1988
-0.72%
Mar 2005 - Feb 2009
0.71%
3 out of 424
US Inflation Adjusted +3.73% +20.99%
Jan 1985 - Dec 1988
-4.70%
Nov 2019 - Oct 2023
8.96%
38 out of 424
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 +6.06% +22.35%
Jan 1985 - Dec 1989
+0.02%
Oct 2017 - Sep 2022
0.00%
0 out of 412
US Inflation Adjusted +3.49% +18.02%
Jan 1985 - Dec 1989
-3.61%
Oct 2017 - Sep 2022
6.55%
27 out of 412
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 +6.36% +17.55%
Mar 1985 - Feb 1991
+1.18%
Oct 2016 - Sep 2022
0.00%
0 out of 400
US Inflation Adjusted +3.79% +12.98%
Mar 1985 - Feb 1991
-2.47%
Nov 2017 - Oct 2023
5.50%
22 out of 400
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 +6.45% +17.10%
Jan 1985 - Dec 1991
+2.02%
Nov 2015 - Oct 2022
0.00%
0 out of 388
US Inflation Adjusted +3.92% +12.67%
Jan 1985 - Dec 1991
-1.21%
Nov 2015 - Oct 2022
4.90%
19 out of 388
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 +6.23% +15.41%
May 1985 - Apr 1993
+1.66%
Oct 2014 - Sep 2022
0.00%
0 out of 376
US Inflation Adjusted +3.75% +11.23%
May 1985 - Apr 1993
-1.11%
Oct 2014 - Sep 2022
4.26%
16 out of 376
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 +6.46% +15.72%
Jan 1985 - Dec 1993
+2.14%
Oct 2013 - Sep 2022
0.00%
0 out of 364
US Inflation Adjusted +3.98% +11.60%
Jan 1985 - Dec 1993
-0.53%
Nov 2014 - Oct 2023
3.02%
11 out of 364
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 +6.54% +13.99%
Jan 1985 - Dec 1994
+2.56%
Nov 2013 - Oct 2023
0.00%
0 out of 352
US Inflation Adjusted +3.94% +10.04%
Jan 1985 - Dec 1994
-0.22%
Nov 2013 - Oct 2023
0.28%
1 out of 352
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 +6.48% +14.02%
Jan 1985 - Dec 1995
+3.28%
Nov 2012 - Oct 2023
0.00%
0 out of 340
US Inflation Adjusted +3.94% +10.18%
Jan 1985 - Dec 1995
+0.65%
Nov 2012 - Oct 2023
0.00%
0 out of 340
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 +6.49% +13.21%
Jan 1985 - Dec 1996
+3.22%
Oct 2010 - Sep 2022
0.00%
0 out of 328
US Inflation Adjusted +3.91% +9.40%
Jan 1985 - Dec 1996
+0.63%
Oct 2010 - Sep 2022
0.00%
0 out of 328
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 +6.55% +11.90%
Mar 1985 - Feb 1998
+3.49%
Nov 2010 - Oct 2023
0.00%
0 out of 316
US Inflation Adjusted +3.95% +8.33%
Mar 1985 - Feb 1998
+0.83%
Nov 2010 - Oct 2023
0.00%
0 out of 316
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 +6.30% +12.19%
Jan 1985 - Dec 1998
+3.93%
Jul 2008 - Jun 2022
0.00%
0 out of 304
US Inflation Adjusted +3.78% +8.69%
Jan 1985 - Dec 1998
+1.43%
Nov 2009 - Oct 2023
0.00%
0 out of 304
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 +6.35% +12.39%
Jan 1985 - Dec 1999
+3.00%
Oct 2007 - Sep 2022
0.00%
0 out of 292
US Inflation Adjusted +3.79% +8.93%
Jan 1985 - Dec 1999
+0.61%
Nov 2007 - Oct 2022
0.00%
0 out of 292
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 +6.38% +11.56%
Jan 1985 - Dec 2000
+3.17%
Nov 2007 - Oct 2023
0.00%
0 out of 280
US Inflation Adjusted +3.88% +8.10%
Jan 1985 - Dec 2000
+0.72%
Nov 2007 - Oct 2023
0.00%
0 out of 280
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 +6.30% +10.70%
Jan 1985 - Dec 2001
+3.68%
Nov 2006 - Oct 2023
0.00%
0 out of 268
US Inflation Adjusted +3.92% +7.36%
Jan 1985 - Dec 2001
+1.15%
Nov 2006 - Oct 2023
0.00%
0 out of 268
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 +6.41% +10.03%
Jan 1985 - Dec 2002
+4.19%
Oct 2005 - Sep 2023
0.00%
0 out of 256
US Inflation Adjusted +3.98% +6.76%
Jan 1985 - Dec 2002
+1.70%
Oct 2005 - Sep 2023
0.00%
0 out of 256
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 +6.30% +10.43%
Jan 1985 - Dec 2003
+4.52%
Nov 2004 - Oct 2023
0.00%
0 out of 244
US Inflation Adjusted +3.97% +7.20%
Jan 1985 - Dec 2003
+1.93%
Nov 2004 - Oct 2023
0.00%
0 out of 244
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 +6.31% +10.50%
Jan 1985 - Dec 2004
+4.82%
Apr 2000 - Mar 2020
0.00%
0 out of 232
US Inflation Adjusted +3.88% +7.25%
Jan 1985 - Dec 2004
+2.22%
Nov 2003 - Oct 2023
0.00%
0 out of 232
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 Developed World ex-US 40/60 Portfolio: ETF allocation and returns page.