Consolidated Returns as of 30 April 2024
Holding the Zefiro SCF Zefiro 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 54 months (from July 2014 to December 2018).
This means that every rolling period of 55 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Zefiro SCF Zefiro 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
The annualized return of the last 10 years has been 3.76% (updated at Apr 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.65% |
+31.72%
May 1985 - Apr 1986 |
-18.05%
Mar 2008 - Feb 2009 |
13.67%
63 out of 461 |
US Inflation Adjusted | +5.27% |
+29.67%
Sep 1985 - Aug 1986 |
-18.06%
Mar 2008 - Feb 2009 |
19.09%
88 out of 461 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.36% |
+23.45%
Mar 1985 - Feb 1987 |
-5.19%
Nov 2021 - Oct 2023 |
8.69%
39 out of 449 |
US Inflation Adjusted | +5.04% |
+20.37%
Mar 1985 - Feb 1987 |
-10.11%
Nov 2021 - Oct 2023 |
14.70%
66 out of 449 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.87% |
+17.02%
Mar 1985 - Feb 1988 |
-2.52%
Feb 2013 - Jan 2016 |
2.75%
12 out of 437 |
US Inflation Adjusted | +5.00% |
+13.60%
Mar 1985 - Feb 1988 |
-3.89%
Oct 2020 - Sep 2023 |
10.53%
46 out of 437 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.17% |
+14.98%
Aug 1985 - Jul 1989 |
-0.99%
Feb 2012 - Jan 2016 |
1.41%
6 out of 425 |
US Inflation Adjusted | +5.26% |
+10.89%
Aug 1985 - Jul 1989 |
-2.02%
Feb 2012 - Jan 2016 |
7.76%
33 out of 425 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.14% |
+15.25%
Jan 1985 - Dec 1989 |
+0.66%
Oct 2012 - Sep 2017 |
0.00%
0 out of 413 |
US Inflation Adjusted | +5.39% |
+11.18%
Jan 1985 - Dec 1989 |
-0.63%
Oct 2012 - Sep 2017 |
3.63%
15 out of 413 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.04% |
+13.78%
Mar 1985 - Feb 1991 |
+0.71%
Jan 2013 - Dec 2018 |
0.00%
0 out of 401 |
US Inflation Adjusted | +5.27% |
+9.36%
Mar 1985 - Feb 1991 |
-0.77%
Jan 2013 - Dec 2018 |
1.50%
6 out of 401 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.31% |
+13.65%
Jan 1985 - Dec 1991 |
+1.54%
Dec 2011 - Nov 2018 |
0.00%
0 out of 389 |
US Inflation Adjusted | +5.51% |
+9.35%
Jan 1985 - Dec 1991 |
+0.01%
Jan 2012 - Dec 2018 |
0.00%
0 out of 389 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.45% |
+12.99%
Mar 1985 - Feb 1993 |
+2.20%
Apr 2012 - Mar 2020 |
0.00%
0 out of 377 |
US Inflation Adjusted | +5.52% |
+8.87%
Mar 1985 - Feb 1993 |
+0.30%
Oct 2014 - Sep 2022 |
0.00%
0 out of 377 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.34% |
+12.45%
Jan 1985 - Dec 1993 |
+2.99%
Jul 2008 - Jun 2017 |
0.00%
0 out of 365 |
US Inflation Adjusted | +5.46% |
+8.44%
Jan 1985 - Dec 1993 |
+0.23%
Nov 2014 - Oct 2023 |
0.00%
0 out of 365 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.20% |
+11.24%
Oct 1985 - Sep 1995 |
+2.47%
Oct 2012 - Sep 2022 |
0.00%
0 out of 353 |
US Inflation Adjusted | +5.48% |
+7.50%
Dec 1994 - Nov 2004 |
-0.05%
Oct 2012 - Sep 2022 |
0.28%
1 out of 353 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.36% |
+11.90%
Jan 1985 - Dec 1995 |
+2.70%
Oct 2012 - Sep 2023 |
0.00%
0 out of 341 |
US Inflation Adjusted | +5.64% |
+8.12%
Jan 1985 - Dec 1995 |
+0.07%
Oct 2012 - Sep 2023 |
0.00%
0 out of 341 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.38% |
+11.63%
Jan 1985 - Dec 1996 |
+3.04%
Nov 2011 - Oct 2023 |
0.00%
0 out of 329 |
US Inflation Adjusted | +5.56% |
+7.87%
Jan 1985 - Dec 1996 |
+0.46%
Nov 2011 - Oct 2023 |
0.00%
0 out of 329 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+11.35%
Mar 1985 - Feb 1998 |
+3.83%
Nov 2010 - Oct 2023 |
0.00%
0 out of 317 |
US Inflation Adjusted | +5.48% |
+7.80%
Mar 1985 - Feb 1998 |
+1.15%
Nov 2010 - Oct 2023 |
0.00%
0 out of 317 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+10.81%
Jan 1985 - Dec 1998 |
+4.26%
Jul 2008 - Jun 2022 |
0.00%
0 out of 305 |
US Inflation Adjusted | +5.50% |
+7.35%
Jan 1985 - Dec 1998 |
+1.90%
Dec 2009 - Nov 2023 |
0.00%
0 out of 305 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+10.83%
Mar 1985 - Feb 2000 |
+3.93%
Jul 2008 - Jun 2023 |
0.00%
0 out of 293 |
US Inflation Adjusted | +5.50% |
+7.41%
Mar 1985 - Feb 2000 |
+1.54%
Mar 2008 - Feb 2023 |
0.00%
0 out of 293 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+10.81%
Jan 1985 - Dec 2000 |
+4.07%
Nov 2007 - Oct 2023 |
0.00%
0 out of 281 |
US Inflation Adjusted | +5.28% |
+7.38%
Jan 1985 - Dec 2000 |
+1.59%
Nov 2007 - Oct 2023 |
0.00%
0 out of 281 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.96% |
+9.97%
Mar 1985 - Feb 2002 |
+4.62%
Nov 2006 - Oct 2023 |
0.00%
0 out of 269 |
US Inflation Adjusted | +5.42% |
+6.82%
Feb 1995 - Jan 2012 |
+2.07%
Nov 2006 - Oct 2023 |
0.00%
0 out of 269 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.04% |
+10.30%
Mar 1985 - Feb 2003 |
+4.83%
Oct 2005 - Sep 2023 |
0.00%
0 out of 257 |
US Inflation Adjusted | +5.46% |
+7.00%
Mar 1985 - Feb 2003 |
+2.32%
Oct 2005 - Sep 2023 |
0.00%
0 out of 257 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+10.63%
Mar 1985 - Feb 2004 |
+5.00%
Nov 2004 - Oct 2023 |
0.00%
0 out of 245 |
US Inflation Adjusted | +5.44% |
+7.40%
Mar 1985 - Feb 2004 |
+2.39%
Nov 2004 - Oct 2023 |
0.00%
0 out of 245 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+10.46%
Mar 1985 - Feb 2005 |
+5.37%
Nov 2003 - Oct 2023 |
0.00%
0 out of 233 |
US Inflation Adjusted | +5.34% |
+7.23%
Mar 1985 - Feb 2005 |
+2.73%
Nov 2003 - Oct 2023 |
0.00%
0 out of 233 |
To obtain comprehensive information, please consult the Zefiro SCF Zefiro Portfolio: ETF allocation and returns page.