Consolidated Returns as of 30 June 2024
Holding the All Country World 80/20 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 141 months (from June 1997 to February 2009).
This means that every rolling period of 142 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World 80/20 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 6.02% (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 | +9.29% |
+47.93%
Mar 2009 - Feb 2010 |
-39.43%
Mar 2008 - Feb 2009 |
21.77%
128 out of 588 |
Euro Inflation Adjusted | +6.80% |
+47.68%
Feb 1986 - Jan 1987 |
-40.14%
Mar 2008 - Feb 2009 |
28.40%
167 out of 588 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.09% |
+43.65%
Oct 1985 - Sep 1987 |
-21.88%
Mar 2007 - Feb 2009 |
14.41%
83 out of 576 |
Euro Inflation Adjusted | +6.13% |
+43.57%
Oct 1985 - Sep 1987 |
-23.57%
Mar 2007 - Feb 2009 |
21.88%
126 out of 576 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.39% |
+37.37%
Aug 1984 - Jul 1987 |
-13.88%
Apr 2000 - Mar 2003 |
11.17%
63 out of 564 |
Euro Inflation Adjusted | +5.69% |
+36.34%
Aug 1984 - Jul 1987 |
-15.87%
Apr 2000 - Mar 2003 |
20.74%
117 out of 564 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.95% |
+25.93%
Sep 1983 - Aug 1987 |
-7.59%
Mar 2005 - Feb 2009 |
10.14%
56 out of 552 |
Euro Inflation Adjusted | +5.53% |
+24.66%
Sep 1983 - Aug 1987 |
-9.54%
Mar 2005 - Feb 2009 |
18.48%
102 out of 552 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.00% |
+28.74%
Aug 1982 - Jul 1987 |
-4.60%
Apr 1998 - Mar 2003 |
7.96%
43 out of 540 |
Euro Inflation Adjusted | +4.85% |
+26.87%
Aug 1982 - Jul 1987 |
-6.46%
Apr 1998 - Mar 2003 |
15.74%
85 out of 540 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.32% |
+22.53%
Oct 1981 - Sep 1987 |
-0.74%
Mar 1997 - Feb 2003 |
1.14%
6 out of 528 |
Euro Inflation Adjusted | +4.98% |
+20.55%
Aug 1982 - Jul 1988 |
-2.46%
Mar 1997 - Feb 2003 |
9.85%
52 out of 528 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.26% |
+21.24%
Aug 1982 - Jul 1989 |
-1.07%
Mar 2002 - Feb 2009 |
0.58%
3 out of 516 |
Euro Inflation Adjusted | +4.68% |
+19.31%
Aug 1982 - Jul 1989 |
-3.10%
Mar 2002 - Feb 2009 |
3.68%
19 out of 516 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.63% |
+17.63%
Aug 1982 - Jul 1990 |
-2.25%
Mar 2001 - Feb 2009 |
1.39%
7 out of 504 |
Euro Inflation Adjusted | +5.00% |
+15.56%
Aug 1982 - Jul 1990 |
-4.30%
Mar 2001 - Feb 2009 |
2.78%
14 out of 504 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.48% |
+16.22%
Apr 1980 - Mar 1989 |
-3.42%
Mar 2000 - Feb 2009 |
1.83%
9 out of 492 |
Euro Inflation Adjusted | +5.10% |
+13.30%
Aug 1982 - Jul 1991 |
-5.43%
Mar 2000 - Feb 2009 |
3.66%
18 out of 492 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.36% |
+16.06%
Sep 1977 - Aug 1987 |
-1.90%
Mar 1999 - Feb 2009 |
1.46%
7 out of 480 |
Euro Inflation Adjusted | +5.23% |
+12.54%
Sep 1977 - Aug 1987 |
-3.92%
Mar 1999 - Feb 2009 |
5.00%
24 out of 480 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+15.18%
Aug 1982 - Jul 1993 |
-1.06%
Mar 1998 - Feb 2009 |
0.43%
2 out of 468 |
Euro Inflation Adjusted | +5.03% |
+12.49%
Aug 1982 - Jul 1993 |
-2.98%
Mar 1998 - Feb 2009 |
5.56%
26 out of 468 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+15.18%
Oct 1975 - Sep 1987 |
+0.30%
Mar 1997 - Feb 2009 |
0.00%
0 out of 456 |
Euro Inflation Adjusted | +4.85% |
+11.98%
Aug 1982 - Jul 1994 |
-1.58%
Mar 1997 - Feb 2009 |
4.82%
22 out of 456 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+16.59%
Oct 1974 - Sep 1987 |
+1.13%
Mar 1996 - Feb 2009 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +4.68% |
+12.73%
Oct 1974 - Sep 1987 |
-0.76%
Mar 1996 - Feb 2009 |
1.35%
6 out of 444 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.83% |
+14.57%
Oct 1974 - Sep 1988 |
+2.33%
Mar 1995 - Feb 2009 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +4.72% |
+11.14%
Jul 1982 - Jun 1996 |
+0.38%
Mar 1995 - Feb 2009 |
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 | +6.62% |
+14.71%
Oct 1974 - Sep 1989 |
+1.95%
Mar 1994 - Feb 2009 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +4.52% |
+11.92%
Aug 1982 - Jul 1997 |
-0.04%
Mar 1994 - Feb 2009 |
0.24%
1 out of 420 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.35% |
+14.00%
Aug 1982 - Jul 1998 |
+2.85%
Mar 2000 - Feb 2016 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.40% |
+11.45%
Aug 1982 - Jul 1998 |
+1.07%
Jan 2000 - Dec 2015 |
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 | +6.44% |
+13.78%
Aug 1982 - Jul 1999 |
+3.11%
Jan 2000 - Dec 2016 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.22% |
+11.33%
Aug 1982 - Jul 1999 |
+1.30%
Mar 1992 - Feb 2009 |
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 | +6.61% |
+13.39%
Apr 1982 - Mar 2000 |
+3.60%
Mar 1991 - Feb 2009 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +4.16% |
+10.88%
Jul 1982 - Jun 2000 |
+1.33%
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 | +6.42% |
+12.83%
Oct 1974 - Sep 1993 |
+3.14%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
Euro Inflation Adjusted | +4.25% |
+9.62%
May 1980 - Apr 1999 |
+1.15%
Mar 1990 - Feb 2009 |
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 | +6.38% |
+12.63%
Apr 1980 - Mar 2000 |
+2.88%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
Euro Inflation Adjusted | +4.21% |
+9.77%
Apr 1980 - Mar 2000 |
+0.96%
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 Hedged Portfolio: ETF allocation and returns page.