Consolidated Returns as of 30 June 2024
Holding the All Country World 40/60 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 April 2000 to November 2009).
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 40/60 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 5.68% (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 | +5.54% |
+43.63%
Jun 1982 - May 1983 |
-21.05%
Aug 1972 - Jul 1973 |
28.27%
173 out of 612 |
Euro Inflation Adjusted | +3.73% |
+39.62%
Aug 1982 - Jul 1983 |
-26.43%
Aug 1972 - Jul 1973 |
37.75%
231 out of 612 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.53% |
+30.07%
Feb 1982 - Jan 1984 |
-18.01%
Jan 1973 - Dec 1974 |
20.50%
123 out of 600 |
Euro Inflation Adjusted | +4.47% |
+25.84%
Feb 1982 - Jan 1984 |
-23.24%
Jan 1973 - Dec 1974 |
30.50%
183 out of 600 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.87% |
+28.67%
Mar 1982 - Feb 1985 |
-7.20%
Apr 2000 - Mar 2003 |
15.82%
93 out of 588 |
Euro Inflation Adjusted | +3.81% |
+24.84%
Mar 1982 - Feb 1985 |
-11.80%
Oct 1972 - Sep 1975 |
28.23%
166 out of 588 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.21% |
+25.67%
Oct 1980 - Sep 1984 |
-5.05%
Nov 2000 - Oct 2004 |
11.11%
64 out of 576 |
Euro Inflation Adjusted | +3.74% |
+21.67%
Jun 1982 - May 1986 |
-9.56%
Dec 1972 - Nov 1976 |
27.08%
156 out of 576 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.86% |
+25.94%
Mar 1980 - Feb 1985 |
-5.23%
Feb 1973 - Jan 1978 |
6.03%
34 out of 564 |
Euro Inflation Adjusted | +3.47% |
+20.97%
Mar 1980 - Feb 1985 |
-9.85%
Feb 1973 - Jan 1978 |
20.74%
117 out of 564 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.99% |
+22.68%
Apr 1980 - Mar 1986 |
-5.17%
Nov 1972 - Oct 1978 |
5.98%
33 out of 552 |
Euro Inflation Adjusted | +3.99% |
+18.72%
Jun 1980 - May 1986 |
-9.54%
Nov 1972 - Oct 1978 |
17.21%
95 out of 552 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.43% |
+19.97%
Sep 1980 - Aug 1987 |
-3.98%
Jan 1973 - Dec 1979 |
6.11%
33 out of 540 |
Euro Inflation Adjusted | +4.23% |
+16.83%
Sep 1980 - Aug 1987 |
-8.42%
Jan 1973 - Dec 1979 |
12.04%
65 out of 540 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+17.97%
Oct 1979 - Sep 1987 |
-1.98%
Sep 1972 - Aug 1980 |
4.73%
25 out of 528 |
Euro Inflation Adjusted | +4.85% |
+14.67%
Aug 1980 - Jul 1988 |
-6.69%
Sep 1972 - Aug 1980 |
9.66%
51 out of 528 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.63% |
+17.42%
Feb 1980 - Jan 1989 |
-1.42%
Apr 2000 - Mar 2009 |
2.33%
12 out of 516 |
Euro Inflation Adjusted | +4.69% |
+14.43%
Sep 1980 - Aug 1989 |
-4.00%
Nov 1972 - Oct 1981 |
8.72%
45 out of 516 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.68% |
+15.94%
Nov 1979 - Oct 1989 |
+0.65%
Nov 2000 - Oct 2010 |
0.00%
0 out of 504 |
Euro Inflation Adjusted | +4.66% |
+12.78%
Nov 1979 - Oct 1989 |
-2.83%
Aug 1972 - Jul 1982 |
9.33%
47 out of 504 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+15.03%
Nov 1978 - Oct 1989 |
+0.68%
Sep 2000 - Aug 2011 |
0.00%
0 out of 492 |
Euro Inflation Adjusted | +4.60% |
+11.66%
Nov 1978 - Oct 1989 |
-1.37%
Sep 2000 - Aug 2011 |
3.86%
19 out of 492 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.92% |
+13.45%
Nov 1979 - Oct 1991 |
+1.77%
Nov 2000 - Oct 2012 |
0.00%
0 out of 480 |
Euro Inflation Adjusted | +4.68% |
+10.11%
Nov 1979 - Oct 1991 |
-0.39%
Nov 2000 - Oct 2012 |
1.25%
6 out of 480 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.69% |
+13.45%
Aug 1980 - Jul 1993 |
+1.75%
Sep 2000 - Aug 2013 |
0.00%
0 out of 468 |
Euro Inflation Adjusted | +4.41% |
+10.22%
Aug 1980 - Jul 1993 |
-0.30%
Sep 2000 - Aug 2013 |
0.64%
3 out of 468 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.47% |
+13.62%
Feb 1980 - Jan 1994 |
+2.18%
May 2000 - Apr 2014 |
0.00%
0 out of 456 |
Euro Inflation Adjusted | +4.30% |
+10.27%
Feb 1980 - Jan 1994 |
+0.15%
May 2000 - Apr 2014 |
0.00%
0 out of 456 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.13% |
+12.74%
Nov 1978 - Oct 1993 |
+2.95%
Sep 2000 - Aug 2015 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +3.99% |
+9.23%
Nov 1978 - Oct 1993 |
+1.12%
Sep 2000 - Aug 2015 |
0.00%
0 out of 444 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.90% |
+11.90%
Feb 1978 - Jan 1994 |
+3.18%
May 2000 - Apr 2016 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +3.94% |
+8.73%
Apr 1982 - Mar 1998 |
+1.40%
May 2000 - Apr 2016 |
0.00%
0 out of 432 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.96% |
+12.55%
Aug 1980 - Jul 1997 |
+3.10%
Sep 2000 - Aug 2017 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +3.72% |
+9.52%
Aug 1980 - Jul 1997 |
+1.38%
Sep 2000 - Aug 2017 |
0.00%
0 out of 420 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.81% |
+12.51%
Apr 1980 - Mar 1998 |
+3.08%
Nov 2000 - Oct 2018 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +3.66% |
+9.51%
Apr 1980 - Mar 1998 |
+1.32%
Nov 2000 - Oct 2018 |
0.00%
0 out of 408 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.93% |
+12.25%
May 1980 - Apr 1999 |
+3.44%
Jan 2000 - Dec 2018 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +3.67% |
+9.37%
May 1980 - Apr 1999 |
+1.65%
Aug 1989 - Jul 2008 |
0.00%
0 out of 396 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.96% |
+12.58%
Apr 1980 - Mar 2000 |
+3.43%
Nov 2000 - Oct 2020 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +3.73% |
+9.72%
Apr 1980 - Mar 2000 |
+1.72%
Apr 1989 - Mar 2009 |
0.00%
0 out of 384 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the All Country World 40/60 To EUR Portfolio: ETF allocation and returns page.