Consolidated Returns as of 30 June 2024
Holding the All Country World 20/80 To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~50 years), the longest period with a negative return lasted 55 months (from April 2019 to October 2023).
This means that every rolling period of 56 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World 20/80 To EUR Bond Hedged 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 2.39% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.65% |
+34.90%
Nov 1981 - Oct 1982 |
-13.53%
Jan 2022 - Dec 2022 |
11.22%
66 out of 588 |
Euro Inflation Adjusted | +4.60% |
+29.03%
Jul 1982 - Jun 1983 |
-20.81%
Jan 2022 - Dec 2022 |
21.77%
128 out of 588 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.03% |
+24.66%
Oct 1981 - Sep 1983 |
-6.47%
Nov 2021 - Oct 2023 |
6.08%
35 out of 576 |
Euro Inflation Adjusted | +4.00% |
+19.84%
Oct 1981 - Sep 1983 |
-12.34%
Nov 2021 - Oct 2023 |
16.84%
97 out of 576 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.05% |
+23.10%
Apr 1980 - Mar 1983 |
-2.61%
Nov 2020 - Oct 2023 |
4.43%
25 out of 564 |
Euro Inflation Adjusted | +3.83% |
+17.25%
Apr 1980 - Mar 1983 |
-7.95%
Nov 2020 - Oct 2023 |
8.69%
49 out of 564 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.08% |
+19.94%
Apr 1980 - Mar 1984 |
-1.45%
Nov 2019 - Oct 2023 |
1.27%
7 out of 552 |
Euro Inflation Adjusted | +4.16% |
+15.28%
Jun 1982 - May 1986 |
-5.46%
Nov 2019 - Oct 2023 |
5.80%
32 out of 552 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.26% |
+18.92%
Mar 1980 - Feb 1985 |
+0.09%
Jan 2018 - Dec 2022 |
0.00%
0 out of 540 |
Euro Inflation Adjusted | +4.23% |
+14.23%
Mar 1980 - Feb 1985 |
-3.09%
Nov 2017 - Oct 2022 |
5.37%
29 out of 540 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.14% |
+18.30%
Apr 1980 - Mar 1986 |
+0.14%
Nov 2017 - Oct 2023 |
0.00%
0 out of 528 |
Euro Inflation Adjusted | +4.24% |
+14.39%
Apr 1980 - Mar 1986 |
-3.10%
Nov 2017 - Oct 2023 |
5.11%
27 out of 528 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.38% |
+16.31%
Apr 1980 - Mar 1987 |
+0.45%
Nov 2016 - Oct 2023 |
0.00%
0 out of 516 |
Euro Inflation Adjusted | +4.47% |
+13.04%
Apr 1980 - Mar 1987 |
-2.54%
Nov 2016 - Oct 2023 |
5.23%
27 out of 516 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.77% |
+15.82%
Jan 1975 - Dec 1982 |
+0.85%
Nov 2015 - Oct 2023 |
0.00%
0 out of 504 |
Euro Inflation Adjusted | +4.25% |
+12.27%
Apr 1980 - Mar 1988 |
-1.84%
Nov 2015 - Oct 2023 |
4.56%
23 out of 504 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+16.28%
Oct 1974 - Sep 1983 |
+1.27%
Nov 2014 - Oct 2023 |
0.00%
0 out of 492 |
Euro Inflation Adjusted | +4.46% |
+12.38%
Apr 1980 - Mar 1989 |
-1.15%
Nov 2014 - Oct 2023 |
3.66%
18 out of 492 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+15.57%
Oct 1974 - Sep 1984 |
+1.88%
Nov 2013 - Oct 2023 |
0.00%
0 out of 480 |
Euro Inflation Adjusted | +4.65% |
+10.86%
Oct 1974 - Sep 1984 |
-0.34%
Nov 2013 - Oct 2023 |
0.63%
3 out of 480 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.24% |
+15.14%
Oct 1974 - Sep 1985 |
+2.10%
Nov 2012 - Oct 2023 |
0.00%
0 out of 468 |
Euro Inflation Adjusted | +4.93% |
+10.65%
Oct 1974 - Sep 1985 |
+0.00%
Nov 2012 - Oct 2023 |
0.00%
0 out of 468 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.13% |
+14.77%
Sep 1974 - Aug 1986 |
+2.56%
Nov 2011 - Oct 2023 |
0.00%
0 out of 456 |
Euro Inflation Adjusted | +4.81% |
+10.69%
Sep 1974 - Aug 1986 |
+0.42%
Nov 2011 - Oct 2023 |
0.00%
0 out of 456 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.92% |
+14.51%
Oct 1974 - Sep 1987 |
+2.59%
Nov 2010 - Oct 2023 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +4.55% |
+10.72%
Oct 1974 - Sep 1987 |
+0.38%
Nov 2010 - Oct 2023 |
0.00%
0 out of 444 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.67% |
+14.33%
Oct 1974 - Sep 1988 |
+3.07%
Nov 2009 - Oct 2023 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +4.28% |
+10.70%
Oct 1974 - Sep 1988 |
+0.87%
Nov 2009 - Oct 2023 |
0.00%
0 out of 432 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+14.08%
Sep 1974 - Aug 1989 |
+3.16%
Jan 2008 - Dec 2022 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +4.42% |
+10.48%
Sep 1974 - Aug 1989 |
+1.11%
Nov 2007 - Oct 2022 |
0.00%
0 out of 420 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.58% |
+12.47%
Aug 1974 - Jul 1990 |
+2.96%
Nov 2007 - Oct 2023 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.28% |
+8.93%
Aug 1974 - Jul 1990 |
+0.84%
Nov 2007 - Oct 2023 |
0.00%
0 out of 408 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.54% |
+12.65%
Oct 1974 - Sep 1991 |
+3.00%
Nov 2006 - Oct 2023 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.23% |
+8.99%
Oct 1974 - Sep 1991 |
+0.86%
Nov 2006 - Oct 2023 |
0.00%
0 out of 396 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.53% |
+12.07%
Jan 1975 - Dec 1992 |
+3.08%
Nov 2005 - Oct 2023 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +4.19% |
+8.65%
Apr 1980 - Mar 1998 |
+0.97%
Nov 2005 - Oct 2023 |
0.00%
0 out of 384 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.41% |
+12.48%
Jan 1975 - Dec 1993 |
+3.25%
Nov 2004 - Oct 2023 |
0.00%
0 out of 372 |
Euro Inflation Adjusted | +4.27% |
+8.88%
Jan 1975 - Dec 1993 |
+1.12%
Nov 2004 - Oct 2023 |
0.00%
0 out of 372 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.60% |
+11.67%
Aug 1974 - Jul 1994 |
+3.33%
Nov 2003 - Oct 2023 |
0.00%
0 out of 360 |
Euro Inflation Adjusted | +4.30% |
+8.34%
Apr 1980 - Mar 2000 |
+1.18%
Nov 2003 - Oct 2023 |
0.00%
0 out of 360 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the All Country World 20/80 To EUR Bond Hedged Portfolio: ETF allocation and returns page.