All Country World 40/60 To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024

Holding the All Country World 40/60 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 (~49 years), the longest period with a negative return lasted 107 months (from April 2000 to February 2009).

This means that every rolling period of 108 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World 40/60 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

ALL COUNTRY WORLD 40/60 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 4.57% (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 40/60 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.69% +41.29%
Jul 1982 - Jun 1983
-17.36%
Oct 1989 - Sep 1990
17.04%
99 out of 581
Euro Inflation Adjusted +5.62% +37.68%
Jul 1982 - Jun 1983
-20.83%
Jan 2022 - Dec 2022
23.41%
136 out of 581
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 +7.41% +27.32%
Oct 1981 - Sep 1983
-7.85%
Mar 2007 - Feb 2009
11.07%
63 out of 569
Euro Inflation Adjusted +5.35% +23.14%
Feb 1982 - Jan 1984
-11.13%
Nov 2021 - Oct 2023
19.33%
110 out of 569
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 +7.00% +25.68%
Jul 1980 - Jun 1983
-4.51%
Mar 2006 - Feb 2009
6.10%
34 out of 557
Euro Inflation Adjusted +4.85% +21.02%
Jul 1982 - Jun 1985
-6.47%
Mar 2006 - Feb 2009
16.88%
94 out of 557
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 +6.91% +22.62%
Feb 1980 - Jan 1984
-0.86%
Sep 2000 - Aug 2004
1.83%
10 out of 545
Euro Inflation Adjusted +4.93% +19.39%
Jun 1982 - May 1986
-3.20%
Nov 2019 - Oct 2023
13.03%
71 out of 545
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 +6.88% +22.32%
Mar 1980 - Feb 1985
+0.26%
Mar 2004 - Feb 2009
0.00%
0 out of 533
Euro Inflation Adjusted +4.73% +17.75%
Aug 1982 - Jul 1987
-1.84%
Mar 2004 - Feb 2009
8.26%
44 out of 533
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 +6.75% +21.14%
Apr 1980 - Mar 1986
+1.71%
Sep 2000 - Aug 2006
0.00%
0 out of 521
Euro Inflation Adjusted +5.06% +17.14%
Apr 1980 - Mar 1986
-1.18%
Nov 2017 - Oct 2023
4.22%
22 out of 521
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 +6.59% +19.28%
Apr 1980 - Mar 1987
+0.37%
Mar 2002 - Feb 2009
0.00%
0 out of 509
Euro Inflation Adjusted +5.02% +15.93%
Apr 1980 - Mar 1987
-1.69%
Mar 2002 - Feb 2009
3.54%
18 out of 509
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 +6.90% +17.39%
Apr 1980 - Mar 1988
+0.36%
Mar 2001 - Feb 2009
0.00%
0 out of 497
Euro Inflation Adjusted +4.95% +14.36%
Apr 1980 - Mar 1988
-1.92%
Nov 2000 - Oct 2008
4.02%
20 out of 497
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 +6.77% +17.55%
Apr 1980 - Mar 1989
+0.23%
Apr 2000 - Mar 2009
0.00%
0 out of 485
Euro Inflation Adjusted +4.93% +14.53%
Apr 1980 - Mar 1989
-1.87%
Apr 2000 - Mar 2009
2.89%
14 out of 485
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 +6.99% +17.07%
Jan 1975 - Dec 1984
+1.61%
Apr 1999 - Mar 2009
0.00%
0 out of 473
Euro Inflation Adjusted +5.03% +12.78%
Nov 1979 - Oct 1989
-0.49%
Apr 1999 - Mar 2009
1.27%
6 out of 473
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 +7.18% +16.35%
Jan 1975 - Dec 1985
+2.14%
Apr 1998 - Mar 2009
0.00%
0 out of 461
Euro Inflation Adjusted +5.08% +11.98%
Apr 1975 - Mar 1986
+0.13%
Apr 1998 - Mar 2009
0.00%
0 out of 461
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 +7.08% +15.92%
Jan 1975 - Dec 1986
+2.92%
Jan 2000 - Dec 2011
0.00%
0 out of 449
Euro Inflation Adjusted +5.04% +11.98%
Jan 1975 - Dec 1986
+0.71%
May 2000 - Apr 2012
0.00%
0 out of 449
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 +6.87% +14.93%
Jan 1975 - Dec 1987
+3.04%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +4.65% +11.35%
Oct 1975 - Sep 1988
+0.96%
Sep 2000 - Aug 2013
0.00%
0 out of 437
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 +6.38% +15.47%
Feb 1975 - Jan 1989
+3.41%
Apr 2000 - Mar 2014
0.00%
0 out of 425
Euro Inflation Adjusted +4.10% +11.88%
Feb 1975 - Jan 1989
+1.36%
Apr 2000 - Mar 2014
0.00%
0 out of 425
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 +6.52% +14.82%
Jan 1975 - Dec 1989
+3.79%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +4.16% +11.26%
Jan 1975 - Dec 1989
+1.92%
May 1999 - Apr 2014
0.00%
0 out of 413
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 +6.48% +13.14%
Apr 1975 - Mar 1991
+3.86%
Apr 2000 - Mar 2016
0.00%
0 out of 401
Euro Inflation Adjusted +4.13% +9.62%
Apr 1975 - Mar 1991
+1.86%
Nov 2007 - Oct 2023
0.00%
0 out of 401
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 +6.36% +13.13%
Jan 1975 - Dec 1991
+3.91%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +4.06% +9.50%
Jan 1975 - Dec 1991
+1.87%
Nov 2006 - Oct 2023
0.00%
0 out of 389
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 +6.36% +12.94%
Jan 1975 - Dec 1992
+3.81%
Nov 2000 - Oct 2018
0.00%
0 out of 377
Euro Inflation Adjusted +4.10% +9.85%
Apr 1980 - Mar 1998
+2.04%
Nov 2000 - Oct 2018
0.00%
0 out of 377
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 +6.43% +13.46%
Jan 1975 - Dec 1993
+3.78%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +4.26% +9.82%
Jan 1975 - Dec 1993
+2.01%
Jan 2000 - Dec 2018
0.00%
0 out of 365
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 +6.46% +12.69%
Apr 1980 - Mar 2000
+3.76%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +4.34% +9.82%
Apr 1980 - Mar 2000
+2.07%
Apr 2000 - Mar 2020
0.00%
0 out of 353
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 40/60 To EUR Bond Hedged Portfolio: ETF allocation and returns page.