All Country World 20/80 To EUR Hedged Portfolio: Rolling Returns

Data Source: from August 1974 to April 2024 (~50 years)
Consolidated Returns as of 30 April 2024

Holding the All Country World 20/80 To EUR 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 87 months (from August 2016 to October 2023).

This means that every rolling period of 88 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World 20/80 To EUR 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

ALL COUNTRY WORLD 20/80 TO EUR HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 1.62% (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.

ALL COUNTRY WORLD 20/80 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1974 - 30 April 2024 (~50 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.54% +30.18%
Nov 1981 - Oct 1982
-14.31%
Nov 2021 - Oct 2022
10.41%
61 out of 586
Euro Inflation Adjusted +4.28% +25.48%
Jul 1982 - Jun 1983
-22.54%
Nov 2021 - Oct 2022
19.11%
112 out of 586
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 +5.83% +21.02%
Oct 1974 - Sep 1976
-7.28%
Nov 2021 - Oct 2023
5.92%
34 out of 574
Euro Inflation Adjusted +3.82% +17.28%
Jul 1984 - Jun 1986
-13.10%
Nov 2021 - Oct 2023
12.89%
74 out of 574
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 +6.02% +21.23%
Oct 1974 - Sep 1977
-3.61%
Nov 2020 - Oct 2023
4.09%
23 out of 562
Euro Inflation Adjusted +3.57% +15.96%
Oct 1974 - Sep 1977
-8.90%
Nov 2020 - Oct 2023
6.76%
38 out of 562
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 +6.33% +18.36%
Oct 1974 - Sep 1978
-1.91%
Nov 2019 - Oct 2023
2.91%
16 out of 550
Euro Inflation Adjusted +3.93% +14.16%
Jul 1982 - Jun 1986
-5.91%
Nov 2019 - Oct 2023
5.64%
31 out of 550
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 +6.24% +15.28%
Jul 1982 - Jun 1987
-0.67%
Jan 2018 - Dec 2022
1.49%
8 out of 538
Euro Inflation Adjusted +4.02% +13.57%
Jul 1982 - Jun 1987
-3.95%
Nov 2017 - Oct 2022
5.02%
27 out of 538
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 +6.15% +15.91%
Apr 1980 - Mar 1986
-0.49%
Nov 2017 - Oct 2023
0.57%
3 out of 526
Euro Inflation Adjusted +4.03% +12.63%
Oct 1981 - Sep 1987
-3.71%
Nov 2017 - Oct 2023
4.94%
26 out of 526
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 +6.41% +15.04%
Apr 1980 - Mar 1987
+0.09%
Nov 2016 - Oct 2023
0.00%
0 out of 514
Euro Inflation Adjusted +4.18% +12.12%
Oct 1981 - Sep 1988
-2.89%
Oct 2016 - Sep 2023
4.86%
25 out of 514
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 +6.59% +14.28%
Apr 1980 - Mar 1988
+0.52%
Nov 2015 - Oct 2023
0.00%
0 out of 502
Euro Inflation Adjusted +4.35% +11.33%
Apr 1980 - Mar 1988
-2.16%
Nov 2015 - Oct 2023
4.78%
24 out of 502
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 +6.89% +14.37%
Oct 1974 - Sep 1983
+0.68%
Nov 2014 - Oct 2023
0.00%
0 out of 490
Euro Inflation Adjusted +4.49% +11.12%
Apr 1980 - Mar 1989
-1.72%
Nov 2014 - Oct 2023
4.08%
20 out of 490
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 +6.88% +13.38%
Oct 1974 - Sep 1984
+1.20%
Nov 2013 - Oct 2023
0.00%
0 out of 478
Euro Inflation Adjusted +4.76% +9.45%
Nov 1979 - Oct 1989
-1.01%
Nov 2013 - Oct 2023
4.18%
20 out of 478
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 +7.02% +13.34%
Oct 1974 - Sep 1985
+1.59%
Nov 2012 - Oct 2023
0.00%
0 out of 466
Euro Inflation Adjusted +4.71% +9.01%
May 1976 - Apr 1987
-0.50%
Nov 2012 - Oct 2023
1.50%
7 out of 466
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 +6.93% +13.62%
Sep 1974 - Aug 1986
+2.02%
Nov 2011 - Oct 2023
0.00%
0 out of 454
Euro Inflation Adjusted +4.62% +9.58%
Sep 1974 - Aug 1986
-0.11%
Nov 2011 - Oct 2023
0.22%
1 out of 454
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 +6.84% +13.60%
Oct 1974 - Sep 1987
+2.08%
Nov 2010 - Oct 2023
0.00%
0 out of 442
Euro Inflation Adjusted +4.41% +9.83%
Oct 1974 - Sep 1987
-0.12%
Nov 2010 - Oct 2023
0.23%
1 out of 442
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 +6.72% +13.39%
Oct 1974 - Sep 1988
+2.52%
Nov 2009 - Oct 2023
0.00%
0 out of 430
Euro Inflation Adjusted +4.19% +9.78%
Oct 1974 - Sep 1988
+0.33%
Nov 2009 - Oct 2023
0.00%
0 out of 430
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 +6.81% +13.08%
Sep 1974 - Aug 1989
+2.69%
Nov 2007 - Oct 2022
0.00%
0 out of 418
Euro Inflation Adjusted +4.38% +9.51%
Sep 1974 - Aug 1989
+0.63%
Nov 2007 - Oct 2022
0.00%
0 out of 418
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 +6.75% +11.78%
Aug 1974 - Jul 1990
+2.54%
Nov 2007 - Oct 2023
0.00%
0 out of 406
Euro Inflation Adjusted +4.38% +8.26%
Aug 1974 - Jul 1990
+0.43%
Nov 2007 - Oct 2023
0.00%
0 out of 406
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 +6.60% +11.95%
Oct 1974 - Sep 1991
+2.75%
Nov 2006 - Oct 2023
0.00%
0 out of 394
Euro Inflation Adjusted +4.24% +8.31%
Oct 1974 - Sep 1991
+0.61%
Nov 2006 - Oct 2023
0.00%
0 out of 394
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 +6.59% +11.47%
Oct 1974 - Sep 1992
+2.88%
Nov 2005 - Oct 2023
0.00%
0 out of 382
Euro Inflation Adjusted +4.22% +8.11%
Apr 1980 - Mar 1998
+0.77%
Nov 2005 - Oct 2023
0.00%
0 out of 382
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 +6.53% +11.90%
Oct 1974 - Sep 1993
+2.98%
Nov 2004 - Oct 2023
0.00%
0 out of 370
Euro Inflation Adjusted +4.25% +8.26%
Oct 1974 - Sep 1993
+0.85%
Nov 2004 - Oct 2023
0.00%
0 out of 370
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 +6.54% +11.19%
Aug 1974 - Jul 1994
+3.19%
Nov 2003 - Oct 2023
0.00%
0 out of 358
Euro Inflation Adjusted +4.28% +7.63%
Apr 1980 - Mar 2000
+1.05%
Nov 2003 - Oct 2023
0.00%
0 out of 358
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 All Country World 20/80 To EUR Hedged Portfolio: ETF allocation and returns page.