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

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

Holding the Developed World ex-US 60/40 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 60/40 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 60/40 MOMENTUM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 August 2009 - 31 January 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 -20.02 10/2021
09/2022
0.79$ -4.68 0.95$ 4.21 1.04$ 12.45 1.12$ 25.60 04/2020
03/2021
1.25$ 9.18 32.11%
2Y -7.21 10/2020
09/2022
0.86$ -3.85 0.92$ 3.76 1.07$ 9.50 1.19$ 16.49 01/2019
12/2020
1.35$ 0.18 26.80%
3Y -1.42 10/2019
09/2022
0.95$ 1.13 1.03$ 4.87 1.15$ 7.62 1.24$ 11.83 01/2019
12/2021
1.39$ 0.07 8.24%
4Y -0.08 10/2018
09/2022
0.99$ 2.69 1.11$ 4.15 1.17$ 7.27 1.32$ 9.92 01/2017
12/2020
1.45$ 3.07 1.37%
5Y 0.49 10/2017
09/2022
1.02$ 2.50 1.13$ 4.33 1.23$ 7.71 1.44$ 8.56 02/2016
01/2021
1.50$ 5.23 0.00%
6Y 1.91 11/2017
10/2023
1.12$ 3.17 1.20$ 4.64 1.31$ 6.66 1.47$ 7.42 10/2015
09/2021
1.53$ 3.17 0.00%
7Y 2.99 10/2015
09/2022
1.22$ 3.51 1.27$ 4.75 1.38$ 5.68 1.47$ 6.25 01/2015
12/2021
1.52$ 5.04 0.00%
8Y 2.02 10/2014
09/2022
1.17$ 2.65 1.23$ 3.57 1.32$ 4.35 1.40$ 5.29 02/2016
01/2024
1.51$ 5.29 0.00%
9Y 2.90 03/2014
02/2023
1.29$ 2.98 1.30$ 3.23 1.33$ 3.67 1.38$ 4.31 02/2015
01/2024
1.46$ 4.31 0.00%
10Y 4.01 02/2014
01/2024
1.48$ 4.01 1.48$ 4.01 1.48$ 4.01 1.48$ 4.01 02/2014
01/2024
1.48$ 4.01 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 -26.08 10/2021
09/2022
0.73$ -7.89 0.92$ 2.19 1.02$ 9.76 1.09$ 22.40 04/2020
03/2021
1.22$ 5.89 37.61%
2Y -13.10 10/2020
09/2022
0.75$ -9.29 0.82$ 1.62 1.03$ 6.72 1.13$ 14.42 01/2019
12/2020
1.30$ -4.34 36.08%
3Y -6.53 10/2020
09/2023
0.81$ -3.78 0.89$ 2.82 1.08$ 5.24 1.16$ 7.97 01/2019
12/2021
1.25$ -5.30 25.88%
4Y -4.03 10/2018
09/2022
0.84$ -1.45 0.94$ 2.12 1.08$ 4.95 1.21$ 7.83 01/2017
12/2020
1.35$ -1.45 28.77%
5Y -3.15 10/2017
09/2022
0.85$ -1.33 0.93$ 2.04 1.10$ 5.39 1.29$ 6.42 02/2016
01/2021
1.36$ 1.03 27.87%
6Y -1.77 11/2017
10/2023
0.89$ -0.34 0.97$ 1.85 1.11$ 4.24 1.28$ 4.97 01/2015
12/2020
1.33$ -0.52 22.45%
7Y -0.22 10/2015
09/2022
0.98$ 0.33 1.02$ 1.30 1.09$ 3.66 1.28$ 4.10 02/2014
01/2021
1.32$ 1.50 10.81%
8Y -0.77 10/2014
09/2022
0.94$ -0.11 0.99$ 0.54 1.04$ 1.46 1.12$ 2.62 02/2014
01/2022
1.22$ 1.87 16.00%
9Y 0.10 11/2014
10/2023
1.00$ 0.11 1.01$ 0.45 1.04$ 0.70 1.06$ 1.17 01/2015
12/2023
1.11$ 1.14 0.00%
10Y 1.19 02/2014
01/2024
1.12$ 1.19 1.12$ 1.19 1.12$ 1.19 1.12$ 1.19 02/2014
01/2024
1.12$ 1.19 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 -20.02 10/2021
09/2022
0.79$ -3.76 0.96$ 6.03 1.06$ 14.28 1.14$ 25.60 04/2020
03/2021
1.25$ 9.18 28.83%
2Y -7.21 10/2020
09/2022
0.86$ -0.98 0.98$ 4.90 1.10$ 10.27 1.21$ 16.49 01/2019
12/2020
1.35$ 0.18 19.87%
3Y -1.42 10/2019
09/2022
0.95$ 1.63 1.04$ 5.65 1.17$ 8.17 1.26$ 11.83 01/2019
12/2021
1.39$ 0.07 6.47%
4Y -0.08 10/2018
09/2022
0.99$ 3.06 1.12$ 4.80 1.20$ 7.76 1.34$ 10.12 07/2010
06/2014
1.47$ 3.07 0.79%
5Y 0.49 10/2017
09/2022
1.02$ 2.80 1.14$ 5.00 1.27$ 7.37 1.42$ 8.56 02/2016
01/2021
1.50$ 5.23 0.00%
6Y 1.91 11/2017
10/2023
1.12$ 3.40 1.22$ 4.76 1.32$ 6.62 1.46$ 7.52 10/2011
09/2017
1.54$ 3.17 0.00%
7Y 2.99 10/2015
09/2022
1.22$ 3.96 1.31$ 5.12 1.41$ 5.72 1.47$ 6.83 10/2011
09/2018
1.58$ 5.04 0.00%
8Y 2.02 10/2014
09/2022
1.17$ 3.49 1.31$ 5.25 1.50$ 6.20 1.61$ 6.89 02/2010
01/2018
1.70$ 5.29 0.00%
9Y 2.09 10/2013
09/2022
1.20$ 3.23 1.33$ 5.02 1.55$ 6.56 1.77$ 7.46 06/2012
05/2021
1.91$ 4.31 0.00%
10Y 2.80 11/2013
10/2023
1.31$ 3.58 1.42$ 5.54 1.71$ 6.18 1.82$ 7.07 10/2011
09/2021
1.97$ 4.01 0.00%
11Y 3.65 07/2011
06/2022
1.48$ 4.12 1.55$ 4.88 1.68$ 6.49 1.99$ 7.17 06/2010
05/2021
2.14$ 4.30 0.00%
12Y 3.39 10/2010
09/2022
1.49$ 3.77 1.55$ 4.90 1.77$ 6.13 2.04$ 6.92 08/2009
07/2021
2.23$ 5.16 0.00%
13Y 3.77 11/2010
10/2023
1.61$ 4.03 1.67$ 4.56 1.78$ 4.99 1.88$ 5.30 07/2010
06/2023
1.95$ 4.48 0.00%
14Y 4.41 10/2009
09/2023
1.83$ 4.41 1.83$ 4.89 1.94$ 5.28 2.05$ 5.29 08/2009
07/2023
2.05$ 5.28 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 -26.08 10/2021
09/2022
0.73$ -6.44 0.93$ 4.24 1.04$ 12.16 1.12$ 22.40 04/2020
03/2021
1.22$ 5.89 33.74%
2Y -13.10 10/2020
09/2022
0.75$ -2.41 0.95$ 2.80 1.05$ 7.77 1.16$ 14.42 01/2019
12/2020
1.30$ -4.34 26.49%
3Y -6.53 10/2020
09/2023
0.81$ -1.24 0.96$ 3.59 1.11$ 6.02 1.19$ 8.80 10/2011
09/2014
1.28$ -5.30 17.99%
4Y -4.03 10/2018
09/2022
0.84$ -0.30 0.98$ 3.23 1.13$ 5.31 1.22$ 7.83 01/2017
12/2020
1.35$ -1.45 16.54%
5Y -3.15 10/2017
09/2022
0.85$ -0.50 0.97$ 3.14 1.16$ 5.39 1.29$ 6.42 02/2016
01/2021
1.36$ 1.03 15.65%
6Y -1.77 11/2017
10/2023
0.89$ 0.34 1.02$ 2.99 1.19$ 4.57 1.30$ 6.03 10/2011
09/2017
1.42$ -0.52 10.68%
7Y -0.22 10/2015
09/2022
0.98$ 0.80 1.05$ 3.45 1.26$ 3.91 1.30$ 5.21 10/2011
09/2018
1.42$ 1.50 4.40%
8Y -0.77 10/2014
09/2022
0.94$ 0.47 1.03$ 3.23 1.29$ 4.57 1.42$ 5.10 02/2010
01/2018
1.48$ 1.87 5.06%
9Y -0.58 10/2013
09/2022
0.94$ 0.43 1.03$ 3.18 1.32$ 4.68 1.50$ 5.59 01/2012
12/2020
1.63$ 1.14 4.48%
10Y 0.01 11/2013
10/2023
1.00$ 0.92 1.09$ 3.60 1.42$ 4.33 1.52$ 5.06 10/2011
09/2021
1.63$ 1.19 0.00%
11Y 1.12 07/2011
06/2022
1.13$ 1.56 1.18$ 2.33 1.28$ 4.58 1.63$ 5.13 06/2010
05/2021
1.73$ 1.58 0.00%
12Y 0.78 10/2010
09/2022
1.09$ 1.18 1.15$ 2.27 1.30$ 3.87 1.57$ 4.83 08/2009
07/2021
1.76$ 2.51 0.00%
13Y 1.10 11/2010
10/2023
1.15$ 1.34 1.18$ 2.03 1.29$ 2.38 1.35$ 2.70 08/2009
07/2022
1.41$ 1.81 0.00%
14Y 1.81 10/2009
09/2023
1.28$ 1.81 1.28$ 2.28 1.37$ 2.66 1.44$ 2.69 08/2009
07/2023
1.44$ 2.66 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 +6.03% +25.60%
Apr 2020 - Mar 2021
-20.02%
Oct 2021 - Sep 2022
28.83%
47 out of 163
US Inflation Adjusted +4.24% +22.40%
Apr 2020 - Mar 2021
-26.08%
Oct 2021 - Sep 2022
33.74%
55 out of 163
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 +4.90% +16.49%
Jan 2019 - Dec 2020
-7.21%
Oct 2020 - Sep 2022
19.87%
30 out of 151
US Inflation Adjusted +2.80% +14.42%
Jan 2019 - Dec 2020
-13.10%
Oct 2020 - Sep 2022
26.49%
40 out of 151
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 +5.65% +11.83%
Jan 2019 - Dec 2021
-1.42%
Oct 2019 - Sep 2022
6.47%
9 out of 139
US Inflation Adjusted +3.59% +8.80%
Oct 2011 - Sep 2014
-6.53%
Oct 2020 - Sep 2023
17.99%
25 out of 139
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 +4.80% +10.12%
Jul 2010 - Jun 2014
-0.08%
Oct 2018 - Sep 2022
0.79%
1 out of 127
US Inflation Adjusted +3.23% +7.83%
Jan 2017 - Dec 2020
-4.03%
Oct 2018 - Sep 2022
16.54%
21 out of 127
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 +5.00% +8.56%
Feb 2016 - Jan 2021
+0.49%
Oct 2017 - Sep 2022
0.00%
0 out of 115
US Inflation Adjusted +3.14% +6.42%
Feb 2016 - Jan 2021
-3.15%
Oct 2017 - Sep 2022
15.65%
18 out of 115
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 +4.76% +7.52%
Oct 2011 - Sep 2017
+1.91%
Nov 2017 - Oct 2023
0.00%
0 out of 103
US Inflation Adjusted +2.99% +6.03%
Oct 2011 - Sep 2017
-1.77%
Nov 2017 - Oct 2023
10.68%
11 out of 103
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 +5.12% +6.83%
Oct 2011 - Sep 2018
+2.99%
Oct 2015 - Sep 2022
0.00%
0 out of 91
US Inflation Adjusted +3.45% +5.21%
Oct 2011 - Sep 2018
-0.22%
Oct 2015 - Sep 2022
4.40%
4 out of 91
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 +5.25% +6.89%
Feb 2010 - Jan 2018
+2.02%
Oct 2014 - Sep 2022
0.00%
0 out of 79
US Inflation Adjusted +3.23% +5.10%
Feb 2010 - Jan 2018
-0.77%
Oct 2014 - Sep 2022
5.06%
4 out of 79
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 +5.02% +7.46%
Jun 2012 - May 2021
+2.09%
Oct 2013 - Sep 2022
0.00%
0 out of 67
US Inflation Adjusted +3.18% +5.59%
Jan 2012 - Dec 2020
-0.58%
Oct 2013 - Sep 2022
4.48%
3 out of 67
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 +5.54% +7.07%
Oct 2011 - Sep 2021
+2.80%
Nov 2013 - Oct 2023
0.00%
0 out of 55
US Inflation Adjusted +3.60% +5.06%
Oct 2011 - Sep 2021
+0.01%
Nov 2013 - Oct 2023
0.00%
0 out of 55
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 +4.88% +7.17%
Jun 2010 - May 2021
+3.65%
Jul 2011 - Jun 2022
0.00%
0 out of 43
US Inflation Adjusted +2.33% +5.13%
Jun 2010 - May 2021
+1.12%
Jul 2011 - Jun 2022
0.00%
0 out of 43
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 +4.90% +6.92%
Aug 2009 - Jul 2021
+3.39%
Oct 2010 - Sep 2022
0.00%
0 out of 31
US Inflation Adjusted +2.27% +4.83%
Aug 2009 - Jul 2021
+0.78%
Oct 2010 - Sep 2022
0.00%
0 out of 31
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 +4.56% +5.30%
Jul 2010 - Jun 2023
+3.77%
Nov 2010 - Oct 2023
0.00%
0 out of 19
US Inflation Adjusted +2.03% +2.70%
Aug 2009 - Jul 2022
+1.10%
Nov 2010 - Oct 2023
0.00%
0 out of 19
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 +4.89% +5.29%
Aug 2009 - Jul 2023
+4.41%
Oct 2009 - Sep 2023
0.00%
0 out of 7
US Inflation Adjusted +2.28% +2.69%
Aug 2009 - Jul 2023
+1.81%
Oct 2009 - Sep 2023
0.00%
0 out of 7
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 60/40 Momentum Portfolio: ETF allocation and returns page.