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

Data Source: from August 1972 to May 2024 (~52 years)
Consolidated Returns as of 31 May 2024

Holding the All Country World 20/80 To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~52 years), the longest period with a negative return lasted 116 months (from September 1972 to April 1982).

This means that every rolling period of 117 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World 20/80 To EUR 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 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 3.65% (updated at May 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.

ALL COUNTRY WORLD 20/80 TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1972 - 31 May 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.44% +38.65%
Nov 1981 - Oct 1982
-23.75%
Aug 1972 - Jul 1973
32.08%
196 out of 611
Euro Inflation Adjusted +2.30% +32.34%
Aug 1996 - Jul 1997
-28.94%
Aug 1972 - Jul 1973
41.08%
251 out of 611
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 +4.94% +29.01%
Nov 1980 - Oct 1982
-15.62%
Jan 1973 - Dec 1974
24.54%
147 out of 599
Euro Inflation Adjusted +2.67% +23.44%
Feb 1982 - Jan 1984
-21.00%
Jan 1973 - Dec 1974
36.23%
217 out of 599
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 +4.84% +26.30%
Sep 1980 - Aug 1983
-8.21%
Nov 1975 - Oct 1978
17.21%
101 out of 587
Euro Inflation Adjusted +2.74% +21.47%
Mar 1982 - Feb 1985
-12.07%
Nov 1972 - Oct 1975
28.96%
170 out of 587
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 +5.48% +23.89%
Oct 1980 - Sep 1984
-6.36%
Feb 1976 - Jan 1980
12.52%
72 out of 575
Euro Inflation Adjusted +3.11% +18.93%
Oct 1980 - Sep 1984
-10.73%
Jan 1973 - Dec 1976
27.30%
157 out of 575
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 +5.27% +23.79%
Mar 1980 - Feb 1985
-6.50%
Jan 1973 - Dec 1977
9.41%
53 out of 563
Euro Inflation Adjusted +3.01% +18.91%
Mar 1980 - Feb 1985
-11.13%
Jan 1973 - Dec 1977
24.87%
140 out of 563
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 +5.46% +20.41%
Apr 1980 - Mar 1986
-7.30%
Nov 1972 - Oct 1978
7.62%
42 out of 551
Euro Inflation Adjusted +3.37% +16.43%
Apr 1980 - Mar 1986
-11.58%
Nov 1972 - Oct 1978
21.42%
118 out of 551
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 +5.35% +17.25%
Mar 1980 - Feb 1987
-5.99%
Jan 1973 - Dec 1979
5.38%
29 out of 539
Euro Inflation Adjusted +3.63% +13.94%
Sep 1980 - Aug 1987
-10.34%
Jan 1973 - Dec 1979
17.81%
96 out of 539
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 +5.96% +15.67%
Oct 1980 - Sep 1988
-4.25%
Sep 1972 - Aug 1980
3.23%
17 out of 527
Euro Inflation Adjusted +3.72% +12.83%
Oct 1980 - Sep 1988
-8.85%
Sep 1972 - Aug 1980
14.04%
74 out of 527
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 +6.04% +15.44%
Feb 1980 - Jan 1989
-1.35%
Nov 1972 - Oct 1981
1.36%
7 out of 515
Euro Inflation Adjusted +4.05% +12.49%
Sep 1980 - Aug 1989
-6.19%
Nov 1972 - Oct 1981
10.10%
52 out of 515
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 +6.08% +13.83%
Nov 1979 - Oct 1989
+0.43%
Aug 1972 - Jul 1982
0.00%
0 out of 503
Euro Inflation Adjusted +4.17% +10.73%
Nov 1979 - Oct 1989
-4.53%
Aug 1972 - Jul 1982
4.97%
25 out of 503
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 +6.13% +12.99%
Nov 1978 - Oct 1989
+1.83%
Nov 2000 - Oct 2011
0.00%
0 out of 491
Euro Inflation Adjusted +3.99% +9.70%
Sep 1980 - Aug 1991
-1.79%
Aug 1972 - Jul 1983
2.65%
13 out of 491
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 +6.17% +12.29%
Mar 1980 - Feb 1992
+2.50%
Jul 2001 - Jun 2013
0.00%
0 out of 479
Euro Inflation Adjusted +4.01% +9.09%
Mar 1980 - Feb 1992
-0.91%
Aug 1972 - Jul 1984
1.04%
5 out of 479
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 +6.06% +12.38%
Sep 1980 - Aug 1993
+2.32%
Nov 2000 - Oct 2013
0.00%
0 out of 467
Euro Inflation Adjusted +3.92% +9.19%
Sep 1980 - Aug 1993
+0.26%
Nov 2000 - Oct 2013
0.00%
0 out of 467
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 +5.82% +12.55%
Feb 1980 - Jan 1994
+2.68%
May 2000 - Apr 2014
0.00%
0 out of 455
Euro Inflation Adjusted +3.68% +9.24%
Feb 1980 - Jan 1994
+0.64%
May 2000 - Apr 2014
0.00%
0 out of 455
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 +5.71% +11.50%
Nov 1978 - Oct 1993
+3.36%
Sep 2000 - Aug 2015
0.00%
0 out of 443
Euro Inflation Adjusted +3.51% +8.02%
Nov 1978 - Oct 1993
+0.40%
Jan 1973 - Dec 1987
0.00%
0 out of 443
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 +5.77% +10.62%
Feb 1980 - Jan 1996
+3.35%
Feb 2002 - Jan 2018
0.00%
0 out of 431
Euro Inflation Adjusted +3.45% +7.64%
Oct 1981 - Sep 1997
+1.36%
Sep 1972 - Aug 1988
0.00%
0 out of 431
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 +5.69% +11.32%
Aug 1980 - Jul 1997
+3.24%
Nov 2000 - Oct 2017
0.00%
0 out of 419
Euro Inflation Adjusted +3.33% +8.32%
Aug 1980 - Jul 1997
+1.33%
Jan 1973 - Dec 1989
0.00%
0 out of 419
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 +5.67% +11.27%
Mar 1980 - Feb 1998
+3.08%
Nov 2000 - Oct 2018
0.00%
0 out of 407
Euro Inflation Adjusted +3.33% +8.28%
Mar 1980 - Feb 1998
+0.58%
Dec 1972 - Nov 1990
0.00%
0 out of 407
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 +5.68% +10.97%
May 1980 - Apr 1999
+3.53%
Nov 2000 - Oct 2019
0.00%
0 out of 395
Euro Inflation Adjusted +3.34% +8.12%
May 1980 - Apr 1999
+1.11%
Jan 1973 - Dec 1991
0.00%
0 out of 395
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 +5.72% +11.21%
Sep 1980 - Aug 2000
+3.40%
Nov 2000 - Oct 2020
0.00%
0 out of 383
Euro Inflation Adjusted +3.45% +8.43%
Sep 1980 - Aug 2000
+0.73%
Sep 1972 - Aug 1992
0.00%
0 out of 383
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 Portfolio: ETF allocation and returns page.