Consolidated Returns as of 30 June 2024
Holding the All Country World 80/20 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 (~50 years), the longest period with a negative return lasted 154 months (from April 2000 to January 2013).
This means that every rolling period of 155 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World 80/20 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
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The annualized return of the last 10 years has been 8.93% (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 | +9.71% |
+63.41%
Aug 1982 - Jul 1983 |
-31.49%
Jan 2008 - Dec 2008 |
21.77%
128 out of 588 |
Euro Inflation Adjusted | +7.31% |
+58.87%
Aug 1982 - Jul 1983 |
-32.56%
Jan 2008 - Dec 2008 |
28.23%
166 out of 588 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.51% |
+33.93%
Feb 1982 - Jan 1984 |
-21.12%
Oct 2000 - Sep 2002 |
15.28%
88 out of 576 |
Euro Inflation Adjusted | +7.49% |
+29.57%
Feb 1982 - Jan 1984 |
-22.78%
Oct 2000 - Sep 2002 |
20.31%
117 out of 576 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.12% |
+34.65%
Jun 1982 - May 1985 |
-16.69%
Apr 2000 - Mar 2003 |
14.72%
83 out of 564 |
Euro Inflation Adjusted | +6.93% |
+30.92%
Jun 1982 - May 1985 |
-18.61%
Apr 2000 - Mar 2003 |
16.84%
95 out of 564 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.50% |
+30.37%
Jun 1982 - May 1986 |
-9.36%
Sep 2000 - Aug 2004 |
13.77%
76 out of 552 |
Euro Inflation Adjusted | +7.31% |
+27.65%
Jun 1982 - May 1986 |
-11.32%
Sep 2000 - Aug 2004 |
19.93%
110 out of 552 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+28.82%
Mar 1980 - Feb 1985 |
-6.34%
May 2000 - Apr 2005 |
10.93%
59 out of 540 |
Euro Inflation Adjusted | +6.85% |
+26.78%
Aug 1982 - Jul 1987 |
-8.40%
May 2000 - Apr 2005 |
21.30%
115 out of 540 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.82% |
+26.76%
Jun 1980 - May 1986 |
-3.00%
Sep 2000 - Aug 2006 |
5.49%
29 out of 528 |
Euro Inflation Adjusted | +6.68% |
+22.79%
Jun 1980 - May 1986 |
-5.11%
Sep 2000 - Aug 2006 |
19.51%
103 out of 528 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.41% |
+25.27%
Aug 1980 - Jul 1987 |
-5.07%
Mar 2002 - Feb 2009 |
5.81%
30 out of 516 |
Euro Inflation Adjusted | +6.64% |
+21.95%
Aug 1980 - Jul 1987 |
-7.02%
Mar 2002 - Feb 2009 |
11.05%
57 out of 516 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.21% |
+23.55%
Aug 1979 - Jul 1987 |
-5.22%
Mar 2001 - Feb 2009 |
5.56%
28 out of 504 |
Euro Inflation Adjusted | +6.04% |
+19.89%
Aug 1979 - Jul 1987 |
-7.21%
Mar 2001 - Feb 2009 |
7.74%
39 out of 504 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.13% |
+22.44%
Oct 1978 - Sep 1987 |
-5.81%
Apr 2000 - Mar 2009 |
5.28%
26 out of 492 |
Euro Inflation Adjusted | +5.65% |
+18.66%
Oct 1978 - Sep 1987 |
-7.78%
Apr 2000 - Mar 2009 |
8.33%
41 out of 492 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.22% |
+20.26%
Oct 1974 - Sep 1984 |
-2.73%
Apr 1999 - Mar 2009 |
5.83%
28 out of 480 |
Euro Inflation Adjusted | +5.83% |
+16.77%
Nov 1979 - Oct 1989 |
-4.75%
Apr 1999 - Mar 2009 |
10.63%
51 out of 480 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.37% |
+19.64%
Feb 1978 - Jan 1989 |
-1.88%
Sep 2000 - Aug 2011 |
4.70%
22 out of 468 |
Euro Inflation Adjusted | +6.03% |
+16.19%
Feb 1978 - Jan 1989 |
-3.88%
Sep 2000 - Aug 2011 |
11.54%
54 out of 468 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.97% |
+19.25%
Oct 1974 - Sep 1986 |
-0.55%
Jan 2000 - Dec 2011 |
2.19%
10 out of 456 |
Euro Inflation Adjusted | +5.63% |
+15.54%
Oct 1975 - Sep 1987 |
-2.67%
May 2000 - Apr 2012 |
11.18%
51 out of 456 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.60% |
+20.45%
Oct 1974 - Sep 1987 |
+0.14%
Sep 2000 - Aug 2013 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +5.19% |
+16.46%
Oct 1974 - Sep 1987 |
-1.88%
Sep 2000 - Aug 2013 |
8.11%
36 out of 444 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.26% |
+18.41%
Oct 1974 - Sep 1988 |
+0.89%
Apr 2000 - Mar 2014 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +5.08% |
+14.64%
Oct 1974 - Sep 1988 |
-1.11%
Apr 2000 - Mar 2014 |
4.17%
18 out of 432 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.83% |
+18.54%
Oct 1974 - Sep 1989 |
+1.77%
Sep 2000 - Aug 2015 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +4.91% |
+14.81%
Oct 1974 - Sep 1989 |
-0.18%
Mar 1994 - Feb 2009 |
0.48%
2 out of 420 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.55% |
+15.17%
Feb 1978 - Jan 1994 |
+1.90%
Apr 2000 - Mar 2016 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.45% |
+11.67%
Feb 1978 - Jan 1994 |
+0.13%
Apr 2000 - Mar 2016 |
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 | +6.25% |
+15.51%
Oct 1974 - Sep 1991 |
+2.43%
Sep 2000 - Aug 2017 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.06% |
+11.75%
Oct 1974 - Sep 1991 |
+0.71%
Sep 2000 - Aug 2017 |
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 | +6.19% |
+15.04%
Apr 1980 - Mar 1998 |
+2.58%
Apr 2000 - Mar 2018 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +3.94% |
+11.98%
Apr 1980 - Mar 1998 |
+0.84%
Apr 2000 - Mar 2018 |
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 | +6.44% |
+15.08%
Jan 1975 - Dec 1993 |
+2.63%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
Euro Inflation Adjusted | +4.20% |
+11.82%
Jul 1980 - Jun 1999 |
+0.74%
Jan 1990 - Dec 2008 |
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% |
+15.42%
Apr 1980 - Mar 2000 |
+2.53%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
Euro Inflation Adjusted | +4.21% |
+12.49%
Apr 1980 - Mar 2000 |
+0.45%
Mar 1989 - Feb 2009 |
0.00%
0 out of 360 |
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To obtain comprehensive information, please consult the All Country World 80/20 To EUR Bond Hedged Portfolio: ETF allocation and returns page.