Consolidated Returns as of 30 June 2024
Holding the Developed World ex-US 80/20 Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 113 months (from October 1999 to February 2009).
This means that every rolling period of 114 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Developed World ex-US 80/20 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
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The annualized return of the last 10 years has been 4.13% (updated at Jun 30, 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.13% |
+76.67%
Sep 1985 - Aug 1986 |
-41.68%
Mar 2008 - Feb 2009 |
30.67%
142 out of 463 |
US Inflation Adjusted | +5.47% |
+73.93%
Sep 1985 - Aug 1986 |
-41.69%
Mar 2008 - Feb 2009 |
36.29%
168 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+63.37%
May 1985 - Apr 1987 |
-22.86%
Mar 2007 - Feb 2009 |
24.61%
111 out of 451 |
US Inflation Adjusted | +3.46% |
+59.19%
May 1985 - Apr 1987 |
-24.41%
Mar 2007 - Feb 2009 |
32.82%
148 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.07% |
+43.18%
May 1985 - Apr 1988 |
-13.84%
Apr 2000 - Mar 2003 |
17.31%
76 out of 439 |
US Inflation Adjusted | +3.51% |
+39.03%
Apr 1985 - Mar 1988 |
-15.90%
Apr 2000 - Mar 2003 |
29.61%
130 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.48% |
+37.06%
Jan 1985 - Dec 1988 |
-5.76%
Oct 2007 - Sep 2011 |
14.05%
60 out of 427 |
US Inflation Adjusted | +3.21% |
+32.52%
Jan 1985 - Dec 1988 |
-7.70%
Oct 2007 - Sep 2011 |
28.34%
121 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.26% |
+31.75%
Jan 1985 - Dec 1989 |
-3.78%
Jun 2007 - May 2012 |
6.51%
27 out of 415 |
US Inflation Adjusted | +2.60% |
+27.09%
Jan 1985 - Dec 1989 |
-5.71%
Jun 2007 - May 2012 |
22.89%
95 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.50% |
+21.73%
Mar 1985 - Feb 1991 |
-0.54%
Oct 1996 - Sep 2002 |
0.50%
2 out of 403 |
US Inflation Adjusted | +2.93% |
+17.00%
Mar 1985 - Feb 1991 |
-2.78%
Oct 1996 - Sep 2002 |
15.38%
62 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.66% |
+20.20%
Jan 1985 - Dec 1991 |
-0.27%
Apr 1996 - Mar 2003 |
0.26%
1 out of 391 |
US Inflation Adjusted | +3.22% |
+15.65%
Jan 1985 - Dec 1991 |
-2.63%
Apr 1996 - Mar 2003 |
5.63%
22 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.63% |
+16.84%
May 1985 - Apr 1993 |
+0.20%
Mar 2001 - Feb 2009 |
0.00%
0 out of 379 |
US Inflation Adjusted | +2.96% |
+12.60%
May 1985 - Apr 1993 |
-2.15%
Mar 2001 - Feb 2009 |
7.92%
30 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.84% |
+17.21%
Jan 1985 - Dec 1993 |
-1.23%
Mar 2000 - Feb 2009 |
0.82%
3 out of 367 |
US Inflation Adjusted | +3.38% |
+13.03%
Jan 1985 - Dec 1993 |
-3.66%
Mar 2000 - Feb 2009 |
8.72%
32 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.69% |
+16.08%
Jan 1985 - Dec 1994 |
+1.34%
Mar 1999 - Feb 2009 |
0.00%
0 out of 355 |
US Inflation Adjusted | +3.18% |
+12.05%
Jan 1985 - Dec 1994 |
-1.22%
Mar 1999 - Feb 2009 |
1.41%
5 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.51% |
+15.26%
Jan 1985 - Dec 1995 |
+1.76%
Mar 1998 - Feb 2009 |
0.00%
0 out of 343 |
US Inflation Adjusted | +2.82% |
+11.37%
Jan 1985 - Dec 1995 |
-0.73%
Mar 1998 - Feb 2009 |
0.58%
2 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.66% |
+14.34%
Jan 1985 - Dec 1996 |
+1.97%
Apr 2008 - Mar 2020 |
0.00%
0 out of 331 |
US Inflation Adjusted | +3.21% |
+10.49%
Jan 1985 - Dec 1996 |
-0.17%
Jan 2000 - Dec 2011 |
0.91%
3 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.62% |
+12.98%
Jan 1985 - Dec 1997 |
+1.81%
Apr 2007 - Mar 2020 |
0.00%
0 out of 319 |
US Inflation Adjusted | +3.16% |
+9.33%
Jan 1985 - Dec 1997 |
-1.03%
Oct 1989 - Sep 2002 |
3.13%
10 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.38% |
+13.24%
Jan 1985 - Dec 1998 |
+2.12%
Mar 1989 - Feb 2003 |
0.00%
0 out of 307 |
US Inflation Adjusted | +2.93% |
+9.71%
Jan 1985 - Dec 1998 |
-0.84%
Mar 1989 - Feb 2003 |
2.61%
8 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.39% |
+14.31%
Jan 1985 - Dec 1999 |
+1.77%
Oct 2007 - Sep 2022 |
0.00%
0 out of 295 |
US Inflation Adjusted | +3.03% |
+10.79%
Jan 1985 - Dec 1999 |
-0.60%
Apr 1988 - Mar 2003 |
2.37%
7 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.42% |
+12.65%
Jan 1985 - Dec 2000 |
+2.35%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
US Inflation Adjusted | +3.01% |
+9.16%
Jan 1985 - Dec 2000 |
-0.09%
Nov 2007 - Oct 2023 |
0.35%
1 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.69% |
+10.77%
Jan 1985 - Dec 2001 |
+3.37%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
US Inflation Adjusted | +3.08% |
+7.43%
Jan 1985 - Dec 2001 |
+0.85%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.72% |
+9.46%
Jan 1985 - Dec 2002 |
+3.31%
Mar 1991 - Feb 2009 |
0.00%
0 out of 259 |
US Inflation Adjusted | +3.21% |
+6.20%
Jan 1985 - Dec 2002 |
+0.73%
Mar 1991 - Feb 2009 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.69% |
+10.53%
Jan 1985 - Dec 2003 |
+3.07%
Mar 1990 - Feb 2009 |
0.00%
0 out of 247 |
US Inflation Adjusted | +3.19% |
+7.29%
Jan 1985 - Dec 2003 |
+0.35%
Mar 1990 - Feb 2009 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.76% |
+10.86%
Jan 1985 - Dec 2004 |
+2.94%
Mar 1989 - Feb 2009 |
0.00%
0 out of 235 |
US Inflation Adjusted | +3.30% |
+7.60%
Jan 1985 - Dec 2004 |
+0.10%
Mar 1989 - Feb 2009 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the Developed World ex-US 80/20 Portfolio: ETF allocation and returns page.