European Stocks Portfolio: Rolling Returns

Data Source: from January 1970 to March 2024 (~54 years)
Consolidated Returns as of 31 March 2024

Holding the European 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 155 months (from May 2007 to March 2020).

This means that every rolling period of 156 months or above has always granted a positive return.

To obtain comprehensive information, please consult the European 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

EUROPEAN STOCKS PORTFOLIO

Previous vs Next Returns - 10 Years annualized

Updated to March 2024

The annualized return of the last 10 years has been 4.70% (updated at Mar 31, 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.

EUROPEAN STOCKS PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Data Source: 1 April 1994 - 31 March 2024 (30 Years)

Data Source: 1 January 1970 - 31 March 2024 (~54 years)

Inflation Adjusted:

Return Chart Capital Chart Table

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+12.15%	+92.07% May 1985 - Apr 1986	-52.96% Mar 2008 - Feb 2009	30.31% 194 out of 640
US Inflation Adjusted	+7.24%	+89.07% May 1985 - Apr 1986	-52.96% Mar 2008 - Feb 2009	38.91% 249 out of 640

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+10.12%	+58.72% Jan 1985 - Dec 1986	-30.58% Mar 2007 - Feb 2009	21.66% 136 out of 628
US Inflation Adjusted	+5.56%	+54.88% Jan 1985 - Dec 1986	-31.98% Mar 2007 - Feb 2009	34.55% 217 out of 628

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.13%	+53.23% Aug 1984 - Jul 1987	-18.37% Apr 2000 - Mar 2003	18.67% 115 out of 616
US Inflation Adjusted	+4.83%	+48.74% Aug 1984 - Jul 1987	-20.32% Apr 2000 - Mar 2003	30.52% 188 out of 616

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+7.68%	+37.21% Aug 1982 - Jul 1986	-10.93% Oct 2007 - Sep 2011	14.24% 86 out of 604
US Inflation Adjusted	+3.74%	+33.28% Aug 1982 - Jul 1986	-12.76% Oct 2007 - Sep 2011	30.63% 185 out of 604

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+8.24%	+38.41% Aug 1982 - Jul 1987	-8.13% Jun 2007 - May 2012	9.80% 58 out of 592
US Inflation Adjusted	+3.90%	+34.20% Aug 1982 - Jul 1987	-9.96% Jun 2007 - May 2012	30.74% 182 out of 592

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+7.77%	+30.44% Aug 1984 - Jul 1990	-2.77% Jul 2007 - Jun 2013	4.48% 26 out of 580
US Inflation Adjusted	+3.43%	+25.62% Aug 1984 - Jul 1990	-5.38% Aug 1976 - Jul 1982	22.93% 133 out of 580

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+7.71%	+28.01% Aug 1982 - Jul 1989	-1.10% Nov 2007 - Oct 2014	0.70% 4 out of 568
US Inflation Adjusted	+3.86%	+23.62% Aug 1982 - Jul 1989	-5.48% Jul 1975 - Jun 1982	16.20% 92 out of 568

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+7.91%	+27.43% Aug 1982 - Jul 1990	-2.09% Mar 2001 - Feb 2009	2.70% 15 out of 556
US Inflation Adjusted	+4.69%	+22.87% Aug 1982 - Jul 1990	-4.58% Oct 1973 - Sep 1981	14.93% 83 out of 556

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+8.62%	+22.42% Aug 1982 - Jul 1991	-3.54% Mar 2000 - Feb 2009	3.49% 19 out of 544
US Inflation Adjusted	+5.18%	+17.96% Aug 1982 - Jul 1991	-6.32% Aug 1973 - Jul 1982	14.34% 78 out of 544

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.21%	+21.29% Aug 1982 - Jul 1992	-1.57% Mar 1999 - Feb 2009	0.75% 4 out of 532
US Inflation Adjusted	+5.68%	+16.94% Aug 1982 - Jul 1992	-5.74% Aug 1972 - Jul 1982	14.66% 78 out of 532

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.52%	+19.65% Aug 1984 - Jul 1995	-0.49% Mar 1998 - Feb 2009	0.38% 2 out of 520
US Inflation Adjusted	+6.66%	+15.56% Aug 1984 - Jul 1995	-4.14% Aug 1971 - Jul 1982	13.46% 70 out of 520

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.10%	+19.55% Aug 1982 - Jul 1994	+0.15% Apr 2008 - Mar 2020	0.00% 0 out of 508
US Inflation Adjusted	+6.30%	+15.44% Aug 1982 - Jul 1994	-2.77% Apr 1970 - Mar 1982	13.98% 71 out of 508

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.47%	+20.00% Aug 1984 - Jul 1997	+0.15% Apr 2007 - Mar 2020	0.00% 0 out of 496
US Inflation Adjusted	+6.14%	+16.08% Aug 1984 - Jul 1997	-2.14% Jan 1970 - Dec 1982	6.25% 31 out of 496

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.66%	+20.94% Aug 1984 - Jul 1998	+1.78% Apr 2006 - Mar 2020	0.00% 0 out of 484
US Inflation Adjusted	+5.66%	+17.12% Aug 1984 - Jul 1998	-0.93% Mar 1970 - Feb 1984	1.65% 8 out of 484

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+9.84%	+19.85% Aug 1982 - Jul 1997	+0.46% Oct 2007 - Sep 2022	0.00% 0 out of 472
US Inflation Adjusted	+5.75%	+16.07% Jan 1985 - Dec 1999	-1.87% Oct 2007 - Sep 2022	2.12% 10 out of 472

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+10.08%	+20.67% Aug 1982 - Jul 1998	+1.58% Nov 2007 - Oct 2023	0.00% 0 out of 460
US Inflation Adjusted	+5.76%	+16.85% Aug 1982 - Jul 1998	-0.84% Nov 2007 - Oct 2023	1.09% 5 out of 460

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+10.50%	+19.24% Aug 1982 - Jul 1999	+2.60% Jan 2000 - Dec 2016	0.00% 0 out of 448
US Inflation Adjusted	+5.83%	+15.53% Aug 1982 - Jul 1999	+0.43% Jan 2000 - Dec 2016	0.00% 0 out of 448

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+10.77%	+18.87% Aug 1982 - Jul 2000	+3.20% Jul 1998 - Jun 2016	0.00% 0 out of 436
US Inflation Adjusted	+5.88%	+15.16% Aug 1982 - Jul 2000	+0.99% Jul 1998 - Jun 2016	0.00% 0 out of 436

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+10.90%	+16.39% Aug 1982 - Jul 2001	+2.74% Jan 2000 - Dec 2018	0.00% 0 out of 424
US Inflation Adjusted	+5.77%	+12.78% Aug 1982 - Jul 2001	+0.58% Jan 2000 - Dec 2018	0.00% 0 out of 424

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)

Swipe left to see all data

	Median	Best	Worst	Negative Periods
Annualized Rolling Return	+11.05%	+16.28% Apr 1978 - Mar 1998	+2.21% Apr 2000 - Mar 2020	0.00% 0 out of 412
US Inflation Adjusted	+5.71%	+11.93% Apr 1980 - Mar 2000	+0.13% Apr 2000 - Mar 2020	0.00% 0 out of 412

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 European Stocks Portfolio: ETF allocation and returns page.