Developed World ex-US 60/40 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 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 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 +6.49% +25.60%
Apr 2020 - Mar 2021 		-20.02%
Oct 2021 - Sep 2022 		28.48%
47 out of 165
US Inflation Adjusted +4.31% +22.40%
Apr 2020 - Mar 2021 		-26.08%
Oct 2021 - Sep 2022 		33.33%
55 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 +4.89% +16.49%
Jan 2019 - Dec 2020 		-7.21%
Oct 2020 - Sep 2022 		19.61%
30 out of 153
US Inflation Adjusted +2.71% +14.42%
Jan 2019 - Dec 2020 		-13.10%
Oct 2020 - Sep 2022 		26.80%
41 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 +5.57% +11.83%
Jan 2019 - Dec 2021 		-1.42%
Oct 2019 - Sep 2022 		6.38%
9 out of 141
US Inflation Adjusted +3.57% +8.80%
Oct 2011 - Sep 2014 		-6.53%
Oct 2020 - Sep 2023 		19.15%
27 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 +4.86% +10.12%
Jul 2010 - Jun 2014 		-0.08%
Oct 2018 - Sep 2022 		0.78%
1 out of 129
US Inflation Adjusted +3.20% +7.83%
Jan 2017 - Dec 2020 		-4.03%
Oct 2018 - Sep 2022 		16.28%
21 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 +5.00% +8.56%
Feb 2016 - Jan 2021 		+0.49%
Oct 2017 - Sep 2022 		0.00%
0 out of 117
US Inflation Adjusted +3.11% +6.42%
Feb 2016 - Jan 2021 		-3.15%
Oct 2017 - Sep 2022 		15.38%
18 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 +4.76% +7.52%
Oct 2011 - Sep 2017 		+1.91%
Nov 2017 - Oct 2023 		0.00%
0 out of 105
US Inflation Adjusted +2.97% +6.03%
Oct 2011 - Sep 2017 		-1.77%
Nov 2017 - Oct 2023 		10.48%
11 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 +5.14% +6.83%
Oct 2011 - Sep 2018 		+2.99%
Oct 2015 - Sep 2022 		0.00%
0 out of 93
US Inflation Adjusted +3.41% +5.21%
Oct 2011 - Sep 2018 		-0.22%
Oct 2015 - Sep 2022 		4.30%
4 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 +5.29% +6.89%
Feb 2010 - Jan 2018 		+2.02%
Oct 2014 - Sep 2022 		0.00%
0 out of 81
US Inflation Adjusted +3.17% +5.10%
Feb 2010 - Jan 2018 		-0.77%
Oct 2014 - Sep 2022 		4.94%
4 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 +4.99% +7.46%
Jun 2012 - May 2021 		+2.09%
Oct 2013 - Sep 2022 		0.00%
0 out of 69
US Inflation Adjusted +3.14% +5.59%
Jan 2012 - Dec 2020 		-0.58%
Oct 2013 - Sep 2022 		4.35%
3 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 +5.49% +7.07%
Oct 2011 - Sep 2021 		+2.80%
Nov 2013 - Oct 2023 		0.00%
0 out of 57
US Inflation Adjusted +3.38% +5.06%
Oct 2011 - Sep 2021 		+0.01%
Nov 2013 - Oct 2023 		0.00%
0 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 +4.88% +7.17%
Jun 2010 - May 2021 		+3.65%
Jul 2011 - Jun 2022 		0.00%
0 out of 45
US Inflation Adjusted +2.23% +5.13%
Jun 2010 - May 2021 		+1.12%
Jul 2011 - Jun 2022 		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 +4.93% +6.92%
Aug 2009 - Jul 2021 		+3.39%
Oct 2010 - Sep 2022 		0.00%
0 out of 33
US Inflation Adjusted +2.36% +4.83%
Aug 2009 - Jul 2021 		+0.78%
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 +4.56% +5.30%
Jul 2010 - Jun 2023 		+3.77%
Nov 2010 - Oct 2023 		0.00%
0 out of 21
US Inflation Adjusted +2.03% +2.70%
Aug 2009 - Jul 2022 		+1.10%
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 +4.89% +5.46%
Mar 2010 - Feb 2024 		+4.41%
Oct 2009 - Sep 2023 		0.00%
0 out of 9
US Inflation Adjusted +2.30% +2.79%
Mar 2010 - Feb 2024 		+1.81%
Oct 2009 - Sep 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 60/40 Momentum Portfolio: ETF allocation and returns page.