Consolidated Returns as of 30 June 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
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The annualized return of the last 10 years has been 3.82% (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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.44% |
+38.65%
Nov 1981 - Oct 1982 |
-23.75%
Aug 1972 - Jul 1973 |
32.03%
196 out of 612 |
Euro Inflation Adjusted | +2.30% |
+32.34%
Aug 1996 - Jul 1997 |
-28.94%
Aug 1972 - Jul 1973 |
41.01%
251 out of 612 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.91% |
+29.01%
Nov 1980 - Oct 1982 |
-15.62%
Jan 1973 - Dec 1974 |
24.50%
147 out of 600 |
Euro Inflation Adjusted | +2.65% |
+23.44%
Feb 1982 - Jan 1984 |
-21.00%
Jan 1973 - Dec 1974 |
36.33%
218 out of 600 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.80% |
+26.30%
Sep 1980 - Aug 1983 |
-8.21%
Nov 1975 - Oct 1978 |
17.18%
101 out of 588 |
Euro Inflation Adjusted | +2.66% |
+21.47%
Mar 1982 - Feb 1985 |
-12.07%
Nov 1972 - Oct 1975 |
29.08%
171 out of 588 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.46% |
+23.89%
Oct 1980 - Sep 1984 |
-6.36%
Feb 1976 - Jan 1980 |
12.50%
72 out of 576 |
Euro Inflation Adjusted | +3.10% |
+18.93%
Oct 1980 - Sep 1984 |
-10.73%
Jan 1973 - Dec 1976 |
27.43%
158 out of 576 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.22% |
+23.79%
Mar 1980 - Feb 1985 |
-6.50%
Jan 1973 - Dec 1977 |
9.40%
53 out of 564 |
Euro Inflation Adjusted | +2.97% |
+18.91%
Mar 1980 - Feb 1985 |
-11.13%
Jan 1973 - Dec 1977 |
25.00%
141 out of 564 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.44% |
+20.41%
Apr 1980 - Mar 1986 |
-7.30%
Nov 1972 - Oct 1978 |
7.61%
42 out of 552 |
Euro Inflation Adjusted | +3.36% |
+16.43%
Apr 1980 - Mar 1986 |
-11.58%
Nov 1972 - Oct 1978 |
21.56%
119 out of 552 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.34% |
+17.25%
Mar 1980 - Feb 1987 |
-5.99%
Jan 1973 - Dec 1979 |
5.37%
29 out of 540 |
Euro Inflation Adjusted | +3.61% |
+13.94%
Sep 1980 - Aug 1987 |
-10.34%
Jan 1973 - Dec 1979 |
17.96%
97 out of 540 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+15.67%
Oct 1980 - Sep 1988 |
-4.25%
Sep 1972 - Aug 1980 |
3.22%
17 out of 528 |
Euro Inflation Adjusted | +3.68% |
+12.83%
Oct 1980 - Sep 1988 |
-8.85%
Sep 1972 - Aug 1980 |
14.20%
75 out of 528 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.03% |
+15.44%
Feb 1980 - Jan 1989 |
-1.35%
Nov 1972 - Oct 1981 |
1.36%
7 out of 516 |
Euro Inflation Adjusted | +4.05% |
+12.49%
Sep 1980 - Aug 1989 |
-6.19%
Nov 1972 - Oct 1981 |
10.27%
53 out of 516 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.07% |
+13.83%
Nov 1979 - Oct 1989 |
+0.43%
Aug 1972 - Jul 1982 |
0.00%
0 out of 504 |
Euro Inflation Adjusted | +4.14% |
+10.73%
Nov 1979 - Oct 1989 |
-4.53%
Aug 1972 - Jul 1982 |
4.96%
25 out of 504 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.07% |
+12.99%
Nov 1978 - Oct 1989 |
+1.83%
Nov 2000 - Oct 2011 |
0.00%
0 out of 492 |
Euro Inflation Adjusted | +3.99% |
+9.70%
Sep 1980 - Aug 1991 |
-1.79%
Aug 1972 - Jul 1983 |
2.64%
13 out of 492 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+12.29%
Mar 1980 - Feb 1992 |
+2.50%
Jul 2001 - Jun 2013 |
0.00%
0 out of 480 |
Euro Inflation Adjusted | +4.01% |
+9.09%
Mar 1980 - Feb 1992 |
-0.91%
Aug 1972 - Jul 1984 |
1.04%
5 out of 480 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.00% |
+12.38%
Sep 1980 - Aug 1993 |
+2.32%
Nov 2000 - Oct 2013 |
0.00%
0 out of 468 |
Euro Inflation Adjusted | +3.92% |
+9.19%
Sep 1980 - Aug 1993 |
+0.26%
Nov 2000 - Oct 2013 |
0.00%
0 out of 468 |
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Annualized Rolling Returns - 14 Years (168 months)
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 456 |
Euro Inflation Adjusted | +3.68% |
+9.24%
Feb 1980 - Jan 1994 |
+0.64%
May 2000 - Apr 2014 |
0.00%
0 out of 456 |
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Annualized Rolling Returns - 15 Years (180 months)
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 444 |
Euro Inflation Adjusted | +3.51% |
+8.02%
Nov 1978 - Oct 1993 |
+0.40%
Jan 1973 - Dec 1987 |
0.00%
0 out of 444 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.76% |
+10.62%
Feb 1980 - Jan 1996 |
+3.35%
Feb 2002 - Jan 2018 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +3.45% |
+7.64%
Oct 1981 - Sep 1997 |
+1.36%
Sep 1972 - Aug 1988 |
0.00%
0 out of 432 |
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Annualized Rolling Returns - 17 Years (204 months)
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 420 |
Euro Inflation Adjusted | +3.33% |
+8.32%
Aug 1980 - Jul 1997 |
+1.33%
Jan 1973 - Dec 1989 |
0.00%
0 out of 420 |
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Annualized Rolling Returns - 18 Years (216 months)
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 408 |
Euro Inflation Adjusted | +3.32% |
+8.28%
Mar 1980 - Feb 1998 |
+0.58%
Dec 1972 - Nov 1990 |
0.00%
0 out of 408 |
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Annualized Rolling Returns - 19 Years (228 months)
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 396 |
Euro Inflation Adjusted | +3.34% |
+8.12%
May 1980 - Apr 1999 |
+1.11%
Jan 1973 - Dec 1991 |
0.00%
0 out of 396 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.71% |
+11.21%
Sep 1980 - Aug 2000 |
+3.40%
Nov 2000 - Oct 2020 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +3.45% |
+8.43%
Sep 1980 - Aug 2000 |
+0.73%
Sep 1972 - Aug 1992 |
0.00%
0 out of 384 |
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To obtain comprehensive information, please consult the All Country World 20/80 To EUR Portfolio: ETF allocation and returns page.