Consolidated Returns as of 30 June 2024
Holding the All Country World 60/40 To EUR Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~50 years), the longest period with a negative return lasted 121 months (from February 1999 to February 2009).
This means that every rolling period of 122 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World 60/40 To EUR 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
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The annualized return of the last 10 years has been 4.62% (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 | +8.48% |
+39.33%
Jul 1982 - Jun 1983 |
-28.99%
Mar 2008 - Feb 2009 |
18.88%
111 out of 588 |
Euro Inflation Adjusted | +6.31% |
+37.34%
Sep 1985 - Aug 1986 |
-29.81%
Mar 2008 - Feb 2009 |
26.87%
158 out of 588 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.47% |
+34.01%
Oct 1985 - Sep 1987 |
-14.91%
Mar 2007 - Feb 2009 |
13.02%
75 out of 576 |
Euro Inflation Adjusted | +5.71% |
+33.93%
Oct 1985 - Sep 1987 |
-16.75%
Mar 2007 - Feb 2009 |
18.23%
105 out of 576 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.74% |
+30.39%
Aug 1984 - Jul 1987 |
-8.33%
Apr 2000 - Mar 2003 |
8.51%
48 out of 564 |
Euro Inflation Adjusted | +5.28% |
+29.42%
Aug 1984 - Jul 1987 |
-10.44%
Apr 2000 - Mar 2003 |
18.62%
105 out of 564 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.54% |
+22.48%
Jul 1982 - Jun 1986 |
-4.29%
Mar 2005 - Feb 2009 |
5.25%
29 out of 552 |
Euro Inflation Adjusted | +5.17% |
+20.71%
Aug 1984 - Jul 1988 |
-6.31%
Mar 2005 - Feb 2009 |
14.86%
82 out of 552 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.53% |
+24.16%
Aug 1982 - Jul 1987 |
-1.92%
Mar 2004 - Feb 2009 |
1.67%
9 out of 540 |
Euro Inflation Adjusted | +4.85% |
+22.35%
Aug 1982 - Jul 1987 |
-3.97%
Mar 2004 - Feb 2009 |
12.22%
66 out of 540 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.09% |
+20.15%
Oct 1981 - Sep 1987 |
+1.33%
Aug 1997 - Jul 2003 |
0.00%
0 out of 528 |
Euro Inflation Adjusted | +4.61% |
+17.90%
Aug 1982 - Jul 1988 |
-1.13%
Nov 2017 - Oct 2023 |
1.89%
10 out of 528 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.82% |
+18.70%
Aug 1982 - Jul 1989 |
+0.85%
Mar 2002 - Feb 2009 |
0.00%
0 out of 516 |
Euro Inflation Adjusted | +4.79% |
+16.81%
Aug 1982 - Jul 1989 |
-1.22%
Mar 2002 - Feb 2009 |
0.78%
4 out of 516 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.81% |
+16.38%
Apr 1980 - Mar 1988 |
-0.01%
Mar 2001 - Feb 2009 |
0.20%
1 out of 504 |
Euro Inflation Adjusted | +4.89% |
+13.91%
Oct 1981 - Sep 1989 |
-2.11%
Mar 2001 - Feb 2009 |
1.59%
8 out of 504 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+15.64%
Apr 1980 - Mar 1989 |
-0.80%
Mar 2000 - Feb 2009 |
0.61%
3 out of 492 |
Euro Inflation Adjusted | +4.97% |
+12.66%
Apr 1980 - Mar 1989 |
-2.86%
Mar 2000 - Feb 2009 |
2.24%
11 out of 492 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.77% |
+14.79%
Sep 1977 - Aug 1987 |
+0.19%
Mar 1999 - Feb 2009 |
0.00%
0 out of 480 |
Euro Inflation Adjusted | +4.95% |
+11.31%
Sep 1977 - Aug 1987 |
-1.87%
Mar 1999 - Feb 2009 |
2.08%
10 out of 480 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+14.37%
Sep 1976 - Aug 1987 |
+0.82%
Mar 1998 - Feb 2009 |
0.00%
0 out of 468 |
Euro Inflation Adjusted | +5.03% |
+11.29%
Aug 1982 - Jul 1993 |
-1.14%
Mar 1998 - Feb 2009 |
0.85%
4 out of 468 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+14.47%
Oct 1975 - Sep 1987 |
+1.93%
Mar 1997 - Feb 2009 |
0.00%
0 out of 456 |
Euro Inflation Adjusted | +4.73% |
+10.92%
Oct 1975 - Sep 1987 |
+0.02%
Mar 1997 - Feb 2009 |
0.00%
0 out of 456 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+15.72%
Oct 1974 - Sep 1987 |
+2.73%
Mar 1996 - Feb 2009 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +4.62% |
+11.89%
Oct 1974 - Sep 1987 |
+0.81%
Mar 1996 - Feb 2009 |
0.00%
0 out of 444 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.56% |
+14.28%
Oct 1974 - Sep 1988 |
+3.53%
Oct 1997 - Sep 2011 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +4.50% |
+10.64%
Oct 1974 - Sep 1988 |
+1.46%
Jun 1998 - May 2012 |
0.00%
0 out of 432 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.53% |
+14.25%
Oct 1974 - Sep 1989 |
+3.17%
Mar 1994 - Feb 2009 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +4.37% |
+10.66%
Aug 1982 - Jul 1997 |
+1.16%
Mar 1994 - Feb 2009 |
0.00%
0 out of 420 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.48% |
+12.82%
Aug 1982 - Jul 1998 |
+3.62%
Nov 2007 - Oct 2023 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.23% |
+10.30%
Aug 1982 - Jul 1998 |
+1.49%
Nov 2007 - Oct 2023 |
0.00%
0 out of 408 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.56% |
+12.63%
Oct 1974 - Sep 1991 |
+3.83%
Jan 2000 - Dec 2016 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.22% |
+10.15%
Jul 1982 - Jun 1999 |
+1.99%
Nov 2006 - Oct 2023 |
0.00%
0 out of 396 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.56% |
+12.31%
Apr 1980 - Mar 1998 |
+4.23%
Mar 1998 - Feb 2016 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +4.27% |
+9.79%
Jul 1982 - Jun 2000 |
+2.38%
Mar 1991 - Feb 2009 |
0.00%
0 out of 384 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.52% |
+12.61%
Oct 1974 - Sep 1993 |
+3.71%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
Euro Inflation Adjusted | +4.30% |
+9.16%
Apr 1980 - Mar 1999 |
+1.94%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.41% |
+12.17%
Oct 1974 - Sep 1994 |
+3.52%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
Euro Inflation Adjusted | +4.21% |
+9.15%
Apr 1980 - Mar 2000 |
+1.84%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
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To obtain comprehensive information, please consult the All Country World 60/40 To EUR Hedged Portfolio: ETF allocation and returns page.