All Country World 80/20 To EUR Hedged Portfolio: Rolling Returns

Data Source: from August 1974 to April 2024 (~50 years)
Consolidated Returns as of 30 April 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

ALL COUNTRY WORLD 80/20 TO EUR HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.85% (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 80/20 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1974 - 30 April 2024 (~50 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.21% +47.93%
Mar 2009 - Feb 2010
-39.43%
Mar 2008 - Feb 2009
21.84%
128 out of 586
Euro Inflation Adjusted +6.77% +47.68%
Feb 1986 - Jan 1987
-40.14%
Mar 2008 - Feb 2009
28.50%
167 out of 586
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 +9.09% +43.65%
Oct 1985 - Sep 1987
-21.88%
Mar 2007 - Feb 2009
14.46%
83 out of 574
Euro Inflation Adjusted +6.13% +43.57%
Oct 1985 - Sep 1987
-23.57%
Mar 2007 - Feb 2009
21.95%
126 out of 574
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 +8.40% +37.37%
Aug 1984 - Jul 1987
-13.88%
Apr 2000 - Mar 2003
11.21%
63 out of 562
Euro Inflation Adjusted +5.70% +36.34%
Aug 1984 - Jul 1987
-15.87%
Apr 2000 - Mar 2003
20.46%
115 out of 562
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 +7.95% +25.93%
Sep 1983 - Aug 1987
-7.59%
Mar 2005 - Feb 2009
10.18%
56 out of 550
Euro Inflation Adjusted +5.60% +24.66%
Sep 1983 - Aug 1987
-9.54%
Mar 2005 - Feb 2009
18.55%
102 out of 550
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 +8.04% +28.74%
Aug 1982 - Jul 1987
-4.60%
Apr 1998 - Mar 2003
7.99%
43 out of 538
Euro Inflation Adjusted +4.88% +26.87%
Aug 1982 - Jul 1987
-6.46%
Apr 1998 - Mar 2003
15.80%
85 out of 538
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 +7.37% +22.53%
Oct 1981 - Sep 1987
-0.74%
Mar 1997 - Feb 2003
1.14%
6 out of 526
Euro Inflation Adjusted +5.00% +20.55%
Aug 1982 - Jul 1988
-2.46%
Mar 1997 - Feb 2003
9.89%
52 out of 526
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 +7.26% +21.24%
Aug 1982 - Jul 1989
-1.07%
Mar 2002 - Feb 2009
0.58%
3 out of 514
Euro Inflation Adjusted +4.71% +19.31%
Aug 1982 - Jul 1989
-3.10%
Mar 2002 - Feb 2009
3.70%
19 out of 514
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 +7.63% +17.63%
Aug 1982 - Jul 1990
-2.25%
Mar 2001 - Feb 2009
1.39%
7 out of 502
Euro Inflation Adjusted +5.02% +15.56%
Aug 1982 - Jul 1990
-4.30%
Mar 2001 - Feb 2009
2.79%
14 out of 502
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 +7.51% +16.22%
Apr 1980 - Mar 1989
-3.42%
Mar 2000 - Feb 2009
1.84%
9 out of 490
Euro Inflation Adjusted +5.14% +13.30%
Aug 1982 - Jul 1991
-5.43%
Mar 2000 - Feb 2009
3.67%
18 out of 490
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 +7.39% +16.06%
Sep 1977 - Aug 1987
-1.90%
Mar 1999 - Feb 2009
1.46%
7 out of 478
Euro Inflation Adjusted +5.30% +12.54%
Sep 1977 - Aug 1987
-3.92%
Mar 1999 - Feb 2009
5.02%
24 out of 478
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 +7.35% +15.18%
Aug 1982 - Jul 1993
-1.06%
Mar 1998 - Feb 2009
0.43%
2 out of 466
Euro Inflation Adjusted +5.04% +12.49%
Aug 1982 - Jul 1993
-2.98%
Mar 1998 - Feb 2009
5.58%
26 out of 466
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 +7.02% +15.18%
Oct 1975 - Sep 1987
+0.30%
Mar 1997 - Feb 2009
0.00%
0 out of 454
Euro Inflation Adjusted +4.85% +11.98%
Aug 1982 - Jul 1994
-1.58%
Mar 1997 - Feb 2009
4.85%
22 out of 454
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 +6.86% +16.59%
Oct 1974 - Sep 1987
+1.13%
Mar 1996 - Feb 2009
0.00%
0 out of 442
Euro Inflation Adjusted +4.69% +12.73%
Oct 1974 - Sep 1987
-0.76%
Mar 1996 - Feb 2009
1.36%
6 out of 442
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 +6.83% +14.57%
Oct 1974 - Sep 1988
+2.33%
Mar 1995 - Feb 2009
0.00%
0 out of 430
Euro Inflation Adjusted +4.71% +11.14%
Jul 1982 - Jun 1996
+0.38%
Mar 1995 - Feb 2009
0.00%
0 out of 430
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 +6.53% +14.71%
Oct 1974 - Sep 1989
+1.95%
Mar 1994 - Feb 2009
0.00%
0 out of 418
Euro Inflation Adjusted +4.51% +11.92%
Aug 1982 - Jul 1997
-0.04%
Mar 1994 - Feb 2009
0.24%
1 out of 418
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 +6.35% +14.00%
Aug 1982 - Jul 1998
+2.85%
Mar 2000 - Feb 2016
0.00%
0 out of 406
Euro Inflation Adjusted +4.43% +11.45%
Aug 1982 - Jul 1998
+1.07%
Jan 2000 - Dec 2015
0.00%
0 out of 406
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 +6.44% +13.78%
Aug 1982 - Jul 1999
+3.11%
Jan 2000 - Dec 2016
0.00%
0 out of 394
Euro Inflation Adjusted +4.23% +11.33%
Aug 1982 - Jul 1999
+1.30%
Mar 1992 - Feb 2009
0.00%
0 out of 394
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 +6.61% +13.39%
Apr 1982 - Mar 2000
+3.60%
Mar 1991 - Feb 2009
0.00%
0 out of 382
Euro Inflation Adjusted +4.17% +10.88%
Jul 1982 - Jun 2000
+1.33%
Mar 1991 - Feb 2009
0.00%
0 out of 382
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 +6.46% +12.83%
Oct 1974 - Sep 1993
+3.14%
Jan 2000 - Dec 2018
0.00%
0 out of 370
Euro Inflation Adjusted +4.25% +9.62%
May 1980 - Apr 1999
+1.15%
Mar 1990 - Feb 2009
0.00%
0 out of 370
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 +6.39% +12.63%
Apr 1980 - Mar 2000
+2.88%
Apr 2000 - Mar 2020
0.00%
0 out of 358
Euro Inflation Adjusted +4.21% +9.77%
Apr 1980 - Mar 2000
+0.96%
Mar 1989 - Feb 2009
0.00%
0 out of 358
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 80/20 To EUR Hedged Portfolio: ETF allocation and returns page.