Developed World ex-US Stocks Portfolio: Rolling Returns

Data Source: from January 1970 to February 2024 (~54 years)
Consolidated Returns as of 29 February 2024

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

Considering all the available data source (~54 years), the longest period with a negative return lasted 170 months (from February 1989 to March 2003).

This means that every rolling period of 171 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World ex-US Stocks 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 STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 4.64% (updated at Feb 29, 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 STOCKS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 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 -49.94 03/2008
02/2009
0.50$ -12.33 0.87$ 7.21 1.07$ 24.53 1.24$ 57.71 04/2003
03/2004
1.57$ 13.89 36.96%
2Y -29.13 03/2007
02/2009
0.50$ -6.43 0.87$ 5.41 1.11$ 18.71 1.40$ 37.54 03/2009
02/2011
1.89$ 4.11 27.00%
3Y -19.64 04/2000
03/2003
0.51$ -3.37 0.90$ 5.90 1.18$ 12.88 1.43$ 31.15 04/2003
03/2006
2.25$ 3.67 22.77%
4Y -9.55 10/2007
09/2011
0.66$ -3.28 0.87$ 5.07 1.21$ 11.26 1.53$ 28.40 04/2003
03/2007
2.71$ 8.54 23.96%
5Y -7.06 06/2007
05/2012
0.69$ -0.71 0.96$ 4.20 1.22$ 10.43 1.64$ 23.71 10/2002
09/2007
2.89$ 6.75 17.94%
6Y -2.89 10/1996
09/2002
0.83$ 0.63 1.03$ 4.57 1.30$ 8.70 1.64$ 16.37 11/2001
10/2007
2.48$ 4.57 12.80%
7Y -2.53 04/1996
03/2003
0.83$ 1.87 1.13$ 5.05 1.41$ 7.32 1.63$ 12.07 04/2003
03/2010
2.21$ 6.64 4.69%
8Y -1.73 03/2001
02/2009
0.86$ 1.34 1.11$ 4.91 1.46$ 7.52 1.78$ 11.94 03/2003
02/2011
2.46$ 7.94 6.79%
9Y -3.64 03/2000
02/2009
0.71$ 1.67 1.16$ 5.34 1.59$ 7.93 1.98$ 11.83 03/2009
02/2018
2.73$ 5.15 7.11%
10Y -0.38 03/1999
02/2009
0.96$ 2.06 1.22$ 5.41 1.69$ 7.71 2.10$ 9.94 03/2009
02/2019
2.57$ 4.64 0.83%
11Y 0.00 03/1998
02/2009
1.00$ 2.63 1.33$ 5.29 1.76$ 7.69 2.25$ 10.54 04/2003
03/2014
3.01$ 5.88 0.00%
12Y 0.64 01/2000
12/2011
1.07$ 2.24 1.30$ 5.00 1.79$ 7.76 2.45$ 10.20 03/2009
02/2021
3.20$ 6.21 0.00%
13Y 0.52 04/2007
03/2020
1.06$ 2.89 1.44$ 5.00 1.88$ 7.14 2.45$ 9.61 03/2009
02/2022
3.29$ 5.02 0.00%
14Y 1.83 04/2006
03/2020
1.28$ 3.24 1.56$ 4.45 1.83$ 6.38 2.37$ 8.51 03/2009
02/2023
3.13$ 6.05 0.00%
15Y 0.92 10/2007
09/2022
1.14$ 3.23 1.61$ 4.51 1.93$ 6.01 2.39$ 9.05 02/2003
01/2018
3.66$ 8.86 0.00%
16Y 1.74 11/2007
10/2023
1.31$ 3.05 1.61$ 4.68 2.07$ 6.30 2.65$ 8.19 10/2002
09/2018
3.52$ 3.70 0.00%
17Y 2.41 01/2000
12/2016
1.49$ 3.70 1.85$ 4.87 2.24$ 6.22 2.78$ 7.74 02/2003
01/2020
3.55$ 3.50 0.00%
18Y 3.27 06/1994
05/2012
1.78$ 4.04 2.04$ 4.90 2.36$ 6.11 2.90$ 8.56 04/2003
03/2021
4.38$ 4.43 0.00%
19Y 2.56 01/2000
12/2018
1.61$ 4.24 2.20$ 4.95 2.50$ 6.13 3.09$ 8.20 10/2002
09/2021
4.46$ 5.07 0.00%
20Y 2.08 04/2000
03/2020
1.50$ 4.09 2.22$ 5.00 2.65$ 6.28 3.38$ 7.55 04/2003
03/2023
4.28$ 5.70 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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 -49.95 03/2008
02/2009
0.50$ -15.15 0.84$ 4.42 1.04$ 21.57 1.21$ 55.02 04/2003
03/2004
1.55$ 10.88 40.11%
2Y -30.56 03/2007
02/2009
0.48$ -9.07 0.82$ 3.00 1.06$ 15.86 1.34$ 34.66 03/2009
02/2011
1.81$ -0.20 37.98%
3Y -21.56 04/2000
03/2003
0.48$ -5.91 0.83$ 3.53 1.10$ 10.04 1.33$ 27.59 04/2003
03/2006
2.07$ -1.76 32.31%
4Y -11.41 10/2007
09/2011
0.61$ -5.13 0.80$ 3.01 1.12$ 8.45 1.38$ 24.92 04/2003
03/2007
2.43$ 3.82 32.27%
5Y -8.92 06/2007
05/2012
0.62$ -2.98 0.85$ 1.74 1.08$ 7.98 1.46$ 20.23 10/2002
09/2007
2.51$ 2.55 34.88%
6Y -5.08 10/1996
09/2002
0.73$ -1.54 0.91$ 2.31 1.14$ 6.29 1.44$ 13.24 11/2001
10/2007
2.10$ 0.87 26.30%
7Y -4.83 04/1996
03/2003
0.70$ -0.34 0.97$ 2.67 1.20$ 5.13 1.41$ 9.42 04/2003
03/2010
1.87$ 3.07 19.49%
8Y -4.03 03/2001
02/2009
0.71$ -0.64 0.94$ 2.35 1.20$ 5.27 1.50$ 9.32 03/2003
02/2011
2.03$ 4.41 19.62%
9Y -6.01 03/2000
02/2009
0.57$ -0.22 0.98$ 2.92 1.29$ 5.43 1.60$ 9.86 03/2009
02/2018
2.33$ 1.99 16.21%
10Y -2.90 03/1999
02/2009
0.74$ 0.18 1.01$ 3.08 1.35$ 5.23 1.66$ 8.03 03/2009
02/2019
2.16$ 1.81 13.69%
11Y -2.44 03/1998
02/2009
0.76$ 0.44 1.04$ 2.90 1.36$ 5.06 1.72$ 8.06 04/2003
03/2014
2.34$ 3.18 7.86%
12Y -1.83 01/2000
12/2011
0.80$ 0.19 1.02$ 2.73 1.38$ 5.10 1.81$ 8.25 03/2009
02/2021
2.58$ 3.54 11.98%
13Y -1.46 03/1996
02/2009
0.82$ 0.57 1.07$ 2.52 1.38$ 4.56 1.78$ 7.19 03/2009
02/2022
2.46$ 2.36 8.78%
14Y -0.55 03/1995
02/2009
0.92$ 1.14 1.17$ 2.05 1.32$ 4.04 1.74$ 6.31 04/2003
03/2017
2.35$ 3.40 2.59%
15Y -1.41 10/2007
09/2022
0.80$ 0.94 1.15$ 2.29 1.40$ 3.71 1.72$ 6.83 02/2003
01/2018
2.69$ 6.17 5.52%
16Y -0.69 11/2007
10/2023
0.89$ 0.70 1.11$ 2.35 1.45$ 4.13 1.91$ 5.96 10/2002
09/2018
2.52$ 1.30 3.55%
17Y 0.25 01/2000
12/2016
1.04$ 1.31 1.24$ 2.48 1.51$ 4.06 1.96$ 5.55 02/2003
01/2020
2.50$ 1.00 0.00%
18Y 0.78 06/1994
05/2012
1.14$ 1.77 1.37$ 2.50 1.55$ 3.87 1.98$ 6.38 04/2003
03/2021
3.04$ 1.91 0.00%
19Y 0.40 01/2000
12/2018
1.07$ 2.01 1.46$ 2.61 1.63$ 3.80 2.03$ 5.86 10/2002
09/2021
2.94$ 2.47 0.00%
20Y 0.00 04/2000
03/2020
0.99$ 1.87 1.44$ 2.71 1.70$ 3.83 2.12$ 4.92 04/2003
03/2023
2.61$ 3.06 0.83%
Annualized rolling and percentiles/median returns over full calendar month periods
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 -49.94 03/2008
02/2009
0.50$ -10.65 0.89$ 9.76 1.09$ 30.30 1.30$ 90.05 09/1985
08/1986
1.90$ 13.89 31.92%
2Y -29.13 03/2007
02/2009
0.50$ -4.21 0.91$ 7.96 1.16$ 22.51 1.50$ 74.88 05/1985
04/1987
3.05$ 4.11 23.76%
3Y -19.64 04/2000
03/2003
0.51$ -1.30 0.96$ 7.09 1.22$ 19.83 1.72$ 60.37 06/1984
05/1987
4.12$ 3.67 19.02%
4Y -9.55 10/2007
09/2011
0.66$ -1.04 0.95$ 6.45 1.28$ 16.77 1.85$ 45.20 06/1984
05/1988
4.44$ 8.54 16.75%
5Y -7.06 06/2007
05/2012
0.69$ 0.87 1.04$ 6.75 1.38$ 15.51 2.05$ 42.40 08/1982
07/1987
5.85$ 6.75 11.00%
6Y -2.89 10/1996
09/2002
0.83$ 2.35 1.14$ 6.66 1.47$ 14.68 2.27$ 36.46 08/1982
07/1988
6.45$ 4.57 6.39%
7Y -2.53 04/1996
03/2003
0.83$ 2.58 1.19$ 6.75 1.57$ 14.18 2.52$ 33.35 08/1982
07/1989
7.50$ 6.64 2.29%
8Y -1.73 03/2001
02/2009
0.86$ 3.16 1.28$ 7.01 1.71$ 16.62 3.42$ 27.82 08/1982
07/1990
7.12$ 7.94 3.24%
9Y -3.64 03/2000
02/2009
0.71$ 3.15 1.32$ 7.03 1.84$ 17.60 4.30$ 24.11 04/1980
03/1989
6.98$ 5.15 3.68%
10Y -0.38 03/1999
02/2009
0.96$ 3.21 1.37$ 6.67 1.90$ 17.13 4.86$ 24.60 05/1977
04/1987
9.01$ 4.64 0.38%
11Y 0.00 03/1998
02/2009
1.00$ 3.31 1.43$ 6.88 2.07$ 16.54 5.38$ 23.33 04/1977
03/1988
10.03$ 5.88 0.00%
12Y 0.60 03/1991
02/2003
1.07$ 3.22 1.46$ 7.14 2.28$ 15.97 5.91$ 22.31 02/1977
01/1989
11.20$ 6.21 0.00%
13Y -0.34 10/1989
09/2002
0.95$ 3.29 1.52$ 7.14 2.45$ 15.27 6.34$ 22.96 10/1974
09/1987
14.68$ 5.02 0.61%
14Y 0.01 03/1989
02/2003
1.00$ 3.48 1.61$ 7.22 2.65$ 15.15 7.20$ 21.20 01/1975
12/1988
14.75$ 6.05 0.00%
15Y 0.53 04/1988
03/2003
1.08$ 3.42 1.65$ 6.96 2.74$ 14.98 8.11$ 21.16 10/1974
09/1989
17.79$ 8.86 0.00%
16Y 1.63 05/1987
04/2003
1.29$ 3.70 1.78$ 6.85 2.88$ 15.37 9.84$ 17.76 08/1974
07/1990
13.67$ 3.70 0.00%
17Y 2.41 01/2000
12/2016
1.49$ 4.20 2.01$ 6.45 2.89$ 14.97 10.70$ 18.22 07/1970
06/1987
17.20$ 3.50 0.00%
18Y 1.89 03/1991
02/2009
1.40$ 4.40 2.17$ 6.45 3.08$ 14.29 11.06$ 17.62 07/1970
06/1988
18.56$ 4.43 0.00%
19Y 1.47 03/1990
02/2009
1.32$ 4.53 2.32$ 6.85 3.51$ 13.75 11.55$ 17.24 08/1970
07/1989
20.54$ 5.07 0.00%
20Y 1.34 03/1989
02/2009
1.30$ 4.53 2.42$ 7.30 4.09$ 13.45 12.47$ 16.26 07/1970
06/1990
20.35$ 5.70 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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 -49.95 03/2008
02/2009
0.50$ -14.05 0.85$ 5.69 1.05$ 24.73 1.24$ 87.10 09/1985
08/1986
1.87$ 10.88 39.28%
2Y -30.56 03/2007
02/2009
0.48$ -8.94 0.82$ 3.87 1.07$ 17.54 1.38$ 70.40 05/1985
04/1987
2.90$ -0.20 37.00%
3Y -21.56 04/2000
03/2003
0.48$ -6.64 0.81$ 3.95 1.12$ 14.62 1.50$ 55.74 06/1984
05/1987
3.77$ -1.76 33.33%
4Y -11.41 10/2007
09/2011
0.61$ -4.49 0.83$ 3.09 1.12$ 11.33 1.53$ 40.67 06/1984
05/1988
3.91$ 3.82 31.84%
5Y -8.92 06/2007
05/2012
0.62$ -2.47 0.88$ 2.56 1.13$ 11.24 1.70$ 38.06 08/1982
07/1987
5.01$ 2.55 31.47%
6Y -5.08 10/1996
09/2002
0.73$ -1.08 0.93$ 2.75 1.17$ 9.63 1.73$ 32.10 08/1982
07/1988
5.31$ 0.87 25.39%
7Y -4.83 04/1996
03/2003
0.70$ -0.33 0.97$ 3.36 1.26$ 9.03 1.83$ 28.78 08/1982
07/1989
5.87$ 3.07 17.99%
8Y -4.03 03/2001
02/2009
0.71$ -0.37 0.97$ 3.28 1.29$ 11.83 2.44$ 23.24 08/1982
07/1990
5.32$ 4.41 18.02%
9Y -6.01 03/2000
02/2009
0.57$ -0.05 0.99$ 3.61 1.37$ 12.78 2.95$ 18.42 04/1980
03/1989
4.58$ 1.99 15.10%
10Y -3.76 08/1972
07/1982
0.68$ 0.30 1.03$ 3.45 1.40$ 12.50 3.24$ 16.99 05/1977
04/1987
4.80$ 1.81 11.49%
11Y -2.44 03/1998
02/2009
0.76$ 0.44 1.04$ 3.28 1.42$ 11.51 3.31$ 16.04 04/1977
03/1988
5.13$ 3.18 9.83%
12Y -1.96 03/1991
02/2003
0.78$ 0.35 1.04$ 3.27 1.47$ 10.96 3.48$ 15.18 03/1977
02/1989
5.44$ 3.54 10.45%
13Y -3.14 10/1989
09/2002
0.66$ 0.96 1.13$ 3.81 1.62$ 10.61 3.70$ 15.46 10/1974
09/1987
6.47$ 2.36 8.48%
14Y -2.89 03/1989
02/2003
0.66$ 1.19 1.18$ 3.93 1.71$ 10.01 3.80$ 14.11 01/1975
12/1988
6.34$ 3.40 6.63%
15Y -2.49 04/1988
03/2003
0.68$ 1.06 1.17$ 3.98 1.79$ 9.58 3.94$ 14.08 10/1974
09/1989
7.21$ 6.17 7.86%
16Y -1.42 04/1987
03/2003
0.79$ 1.02 1.17$ 4.46 2.01$ 9.35 4.17$ 11.71 08/1982
07/1998
5.88$ 1.30 3.27%
17Y 0.01 03/1992
02/2009
1.00$ 1.57 1.30$ 4.05 1.96$ 8.96 4.29$ 11.74 08/1982
07/1999
6.60$ 1.00 0.00%
18Y -0.66 03/1991
02/2009
0.88$ 1.99 1.42$ 3.92 1.99$ 8.66 4.46$ 11.53 08/1982
07/2000
7.12$ 1.91 0.23%
19Y -1.20 03/1990
02/2009
0.79$ 2.18 1.50$ 4.37 2.25$ 8.45 4.67$ 10.28 08/1970
07/1989
6.41$ 2.47 1.42%
20Y -1.46 03/1989
02/2009
0.74$ 2.21 1.54$ 4.31 2.32$ 7.86 4.54$ 9.76 10/1974
09/1994
6.44$ 3.06 1.70%
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 +9.76% +90.05%
Sep 1985 - Aug 1986
-49.94%
Mar 2008 - Feb 2009
31.92%
204 out of 639
US Inflation Adjusted +5.69% +87.10%
Sep 1985 - Aug 1986
-49.95%
Mar 2008 - Feb 2009
39.28%
251 out of 639
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 +7.96% +74.88%
May 1985 - Apr 1987
-29.13%
Mar 2007 - Feb 2009
23.76%
149 out of 627
US Inflation Adjusted +3.87% +70.40%
May 1985 - Apr 1987
-30.56%
Mar 2007 - Feb 2009
37.00%
232 out of 627
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 +7.09% +60.37%
Jun 1984 - May 1987
-19.64%
Apr 2000 - Mar 2003
19.02%
117 out of 615
US Inflation Adjusted +3.95% +55.74%
Jun 1984 - May 1987
-21.56%
Apr 2000 - Mar 2003
33.33%
205 out of 615
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 +6.45% +45.20%
Jun 1984 - May 1988
-9.55%
Oct 2007 - Sep 2011
16.75%
101 out of 603
US Inflation Adjusted +3.09% +40.67%
Jun 1984 - May 1988
-11.41%
Oct 2007 - Sep 2011
31.84%
192 out of 603
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 +6.75% +42.40%
Aug 1982 - Jul 1987
-7.06%
Jun 2007 - May 2012
11.00%
65 out of 591
US Inflation Adjusted +2.56% +38.06%
Aug 1982 - Jul 1987
-8.92%
Jun 2007 - May 2012
31.47%
186 out of 591
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 +6.66% +36.46%
Aug 1982 - Jul 1988
-2.89%
Oct 1996 - Sep 2002
6.39%
37 out of 579
US Inflation Adjusted +2.75% +32.10%
Aug 1982 - Jul 1988
-5.08%
Oct 1996 - Sep 2002
25.39%
147 out of 579
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 +6.75% +33.35%
Aug 1982 - Jul 1989
-2.53%
Apr 1996 - Mar 2003
2.29%
13 out of 567
US Inflation Adjusted +3.36% +28.78%
Aug 1982 - Jul 1989
-4.83%
Apr 1996 - Mar 2003
17.99%
102 out of 567
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 +7.01% +27.82%
Aug 1982 - Jul 1990
-1.73%
Mar 2001 - Feb 2009
3.24%
18 out of 555
US Inflation Adjusted +3.28% +23.24%
Aug 1982 - Jul 1990
-4.03%
Mar 2001 - Feb 2009
18.02%
100 out of 555
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 +7.03% +24.11%
Apr 1980 - Mar 1989
-3.64%
Mar 2000 - Feb 2009
3.68%
20 out of 543
US Inflation Adjusted +3.61% +18.42%
Apr 1980 - Mar 1989
-6.01%
Mar 2000 - Feb 2009
15.10%
82 out of 543
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 +6.67% +24.60%
May 1977 - Apr 1987
-0.38%
Mar 1999 - Feb 2009
0.38%
2 out of 531
US Inflation Adjusted +3.45% +16.99%
May 1977 - Apr 1987
-3.76%
Aug 1972 - Jul 1982
11.49%
61 out of 531
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 +6.88% +23.33%
Apr 1977 - Mar 1988
+0.00%
Mar 1998 - Feb 2009
0.00%
0 out of 519
US Inflation Adjusted +3.28% +16.04%
Apr 1977 - Mar 1988
-2.44%
Mar 1998 - Feb 2009
9.83%
51 out of 519
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 +7.14% +22.31%
Feb 1977 - Jan 1989
+0.60%
Mar 1991 - Feb 2003
0.00%
0 out of 507
US Inflation Adjusted +3.27% +15.18%
Mar 1977 - Feb 1989
-1.96%
Mar 1991 - Feb 2003
10.45%
53 out of 507
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 +7.14% +22.96%
Oct 1974 - Sep 1987
-0.34%
Oct 1989 - Sep 2002
0.61%
3 out of 495
US Inflation Adjusted +3.81% +15.46%
Oct 1974 - Sep 1987
-3.14%
Oct 1989 - Sep 2002
8.48%
42 out of 495
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 +7.22% +21.20%
Jan 1975 - Dec 1988
+0.01%
Mar 1989 - Feb 2003
0.00%
0 out of 483
US Inflation Adjusted +3.93% +14.11%
Jan 1975 - Dec 1988
-2.89%
Mar 1989 - Feb 2003
6.63%
32 out of 483
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 +6.96% +21.16%
Oct 1974 - Sep 1989
+0.53%
Apr 1988 - Mar 2003
0.00%
0 out of 471
US Inflation Adjusted +3.98% +14.08%
Oct 1974 - Sep 1989
-2.49%
Apr 1988 - Mar 2003
7.86%
37 out of 471
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 +6.85% +17.76%
Aug 1974 - Jul 1990
+1.63%
May 1987 - Apr 2003
0.00%
0 out of 459
US Inflation Adjusted +4.46% +11.71%
Aug 1982 - Jul 1998
-1.42%
Apr 1987 - Mar 2003
3.27%
15 out of 459
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 +6.45% +18.22%
Jul 1970 - Jun 1987
+2.41%
Jan 2000 - Dec 2016
0.00%
0 out of 447
US Inflation Adjusted +4.05% +11.74%
Aug 1982 - Jul 1999
+0.01%
Mar 1992 - Feb 2009
0.00%
0 out of 447
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 +6.45% +17.62%
Jul 1970 - Jun 1988
+1.89%
Mar 1991 - Feb 2009
0.00%
0 out of 435
US Inflation Adjusted +3.92% +11.53%
Aug 1982 - Jul 2000
-0.66%
Mar 1991 - Feb 2009
0.23%
1 out of 435
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 +6.85% +17.24%
Aug 1970 - Jul 1989
+1.47%
Mar 1990 - Feb 2009
0.00%
0 out of 423
US Inflation Adjusted +4.37% +10.28%
Aug 1970 - Jul 1989
-1.20%
Mar 1990 - Feb 2009
1.42%
6 out of 423
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 +7.30% +16.26%
Jul 1970 - Jun 1990
+1.34%
Mar 1989 - Feb 2009
0.00%
0 out of 411
US Inflation Adjusted +4.31% +9.76%
Oct 1974 - Sep 1994
-1.46%
Mar 1989 - Feb 2009
1.70%
7 out of 411
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 Stocks Portfolio: ETF allocation and returns page.