All Country World 60/40 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 60/40 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 122 months (from February 1999 to March 2009).

This means that every rolling period of 123 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World 60/40 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 60/40 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 6.74% (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 60/40 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.67% +51.69%
Aug 1982 - Jul 1983
-23.37%
Oct 1989 - Sep 1990
18.93%
110 out of 581
Euro Inflation Adjusted +6.34% +47.47%
Aug 1982 - Jul 1983
-26.49%
Oct 1989 - Sep 1990
24.78%
144 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.50% +30.67%
Feb 1982 - Jan 1984
-14.34%
Mar 2007 - Feb 2009
14.06%
80 out of 569
Euro Inflation Adjusted +6.43% +26.42%
Feb 1982 - Jan 1984
-16.19%
Mar 2007 - Feb 2009
20.39%
116 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.25% +29.49%
Jun 1982 - May 1985
-10.44%
Apr 2000 - Mar 2003
12.93%
72 out of 557
Euro Inflation Adjusted +5.81% +25.91%
Jun 1982 - May 1985
-12.51%
Apr 2000 - Mar 2003
18.67%
104 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.22% +26.14%
Jun 1982 - May 1986
-5.05%
Sep 2000 - Aug 2004
8.81%
48 out of 545
Euro Inflation Adjusted +5.98% +23.51%
Jun 1982 - May 1986
-7.10%
Sep 2000 - Aug 2004
16.51%
90 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.62% +25.62%
Mar 1980 - Feb 1985
-2.82%
May 2000 - Apr 2005
4.50%
24 out of 533
Euro Inflation Adjusted +6.01% +22.25%
Aug 1982 - Jul 1987
-4.97%
May 2000 - Apr 2005
13.13%
70 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.65% +23.90%
Apr 1980 - Mar 1986
-0.55%
Sep 2000 - Aug 2006
0.58%
3 out of 521
Euro Inflation Adjusted +6.12% +19.90%
Jun 1980 - May 1986
-2.71%
Sep 2000 - Aug 2006
10.94%
57 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.57% +22.19%
Apr 1980 - Mar 1987
-2.20%
Mar 2002 - Feb 2009
1.77%
9 out of 509
Euro Inflation Adjusted +5.99% +18.82%
Sep 1980 - Aug 1987
-4.21%
Mar 2002 - Feb 2009
6.68%
34 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.39% +20.50%
Aug 1979 - Jul 1987
-2.30%
Mar 2001 - Feb 2009
3.22%
16 out of 497
Euro Inflation Adjusted +5.47% +16.93%
Aug 1979 - Jul 1987
-4.42%
Nov 2000 - Oct 2008
5.84%
29 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.49% +19.67%
Apr 1980 - Mar 1989
-2.67%
Apr 2000 - Mar 2009
2.89%
14 out of 485
Euro Inflation Adjusted +5.41% +16.60%
Apr 1980 - Mar 1989
-4.71%
Apr 2000 - Mar 2009
6.19%
30 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.44% +18.67%
Jan 1975 - Dec 1984
-0.41%
Apr 1999 - Mar 2009
0.85%
4 out of 473
Euro Inflation Adjusted +5.25% +14.81%
Nov 1979 - Oct 1989
-2.47%
Apr 1999 - Mar 2009
7.61%
36 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.64% +17.91%
Jan 1975 - Dec 1985
+0.33%
Sep 2000 - Aug 2011
0.00%
0 out of 461
Euro Inflation Adjusted +5.45% +14.10%
Feb 1978 - Jan 1989
-1.71%
Sep 2000 - Aug 2011
6.94%
32 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.30% +17.55%
Jan 1975 - Dec 1986
+1.31%
Jan 2000 - Dec 2011
0.00%
0 out of 449
Euro Inflation Adjusted +5.24% +13.80%
Oct 1975 - Sep 1987
-0.86%
May 2000 - Apr 2012
4.01%
18 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.95% +16.18%
Jan 1975 - Dec 1987
+1.71%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +4.74% +12.55%
Oct 1975 - Sep 1988
-0.34%
Sep 2000 - Aug 2013
1.37%
6 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.87% +16.92%
Feb 1975 - Jan 1989
+2.27%
Apr 2000 - Mar 2014
0.00%
0 out of 425
Euro Inflation Adjusted +4.79% +13.29%
Feb 1975 - Jan 1989
+0.24%
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.33% +16.34%
Jan 1975 - Dec 1989
+2.89%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +4.48% +12.73%
Jan 1975 - Dec 1989
+1.06%
Sep 2000 - Aug 2015
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.25% +14.03%
Apr 1975 - Mar 1991
+2.98%
Apr 2000 - Mar 2016
0.00%
0 out of 401
Euro Inflation Adjusted +4.31% +10.54%
Feb 1978 - Jan 1994
+1.20%
Apr 2000 - Mar 2016
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.25% +14.07%
Jan 1975 - Dec 1991
+3.27%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +4.10% +10.65%
Aug 1980 - Jul 1997
+1.54%
Sep 2000 - Aug 2017
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.24% +13.99%
Apr 1980 - Mar 1998
+3.32%
Apr 2000 - Mar 2018
0.00%
0 out of 377
Euro Inflation Adjusted +4.05% +10.96%
Apr 1980 - Mar 1998
+1.56%
Apr 2000 - Mar 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.32% +14.32%
Jan 1975 - Dec 1993
+3.30%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +4.26% +10.75%
Apr 1980 - Mar 1999
+1.54%
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.27% +14.11%
Apr 1980 - Mar 2000
+3.25%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +4.17% +11.21%
Apr 1980 - Mar 2000
+1.56%
Apr 1989 - Mar 2009
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 60/40 To EUR Bond Hedged Portfolio: ETF allocation and returns page.