Consolidated Returns as of 30 June 2024
Holding the All Country World 80/20 To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~52 years), the longest period with a negative return lasted 161 months (from April 2000 to August 2013).
This means that every rolling period of 162 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World 80/20 To EUR 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 9.30% (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 | +8.63% |
+64.37%
Aug 1982 - Jul 1983 |
-33.42%
Apr 2002 - Mar 2003 |
28.59%
175 out of 612 |
Euro Inflation Adjusted | +6.13% |
+59.80%
Aug 1982 - Jul 1983 |
-34.96%
Apr 2002 - Mar 2003 |
32.68%
200 out of 612 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.17% |
+35.14%
Mar 1983 - Feb 1985 |
-22.89%
Jan 1973 - Dec 1974 |
18.33%
110 out of 600 |
Euro Inflation Adjusted | +7.06% |
+31.71%
Mar 1983 - Feb 1985 |
-27.81%
Jan 1973 - Dec 1974 |
25.17%
151 out of 600 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+35.94%
Jun 1982 - May 1985 |
-17.71%
Apr 2000 - Mar 2003 |
15.31%
90 out of 588 |
Euro Inflation Adjusted | +6.56% |
+32.18%
Jun 1982 - May 1985 |
-19.61%
Apr 2000 - Mar 2003 |
22.11%
130 out of 588 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.77% |
+31.13%
Jun 1982 - May 1986 |
-10.58%
Sep 2000 - Aug 2004 |
14.41%
83 out of 576 |
Euro Inflation Adjusted | +6.09% |
+28.39%
Jun 1982 - May 1986 |
-12.52%
Sep 2000 - Aug 2004 |
25.52%
147 out of 576 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+30.01%
Mar 1980 - Feb 1985 |
-7.38%
May 2000 - Apr 2005 |
12.41%
70 out of 564 |
Euro Inflation Adjusted | +5.54% |
+26.97%
Aug 1982 - Jul 1987 |
-9.42%
May 2000 - Apr 2005 |
25.35%
143 out of 564 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.47% |
+27.35%
Jun 1980 - May 1986 |
-4.01%
Sep 2000 - Aug 2006 |
9.42%
52 out of 552 |
Euro Inflation Adjusted | +5.98% |
+23.36%
Jun 1980 - May 1986 |
-6.40%
Dec 1972 - Nov 1978 |
23.01%
127 out of 552 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.23% |
+25.68%
Aug 1980 - Jul 1987 |
-5.70%
Apr 2002 - Mar 2009 |
6.85%
37 out of 540 |
Euro Inflation Adjusted | +5.67% |
+22.35%
Aug 1980 - Jul 1987 |
-7.62%
Mar 2002 - Feb 2009 |
13.89%
75 out of 540 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.31% |
+23.70%
Aug 1979 - Jul 1987 |
-5.74%
Mar 2001 - Feb 2009 |
5.49%
29 out of 528 |
Euro Inflation Adjusted | +5.65% |
+20.04%
Aug 1979 - Jul 1987 |
-7.75%
Nov 2000 - Oct 2008 |
9.85%
52 out of 528 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+22.53%
Oct 1978 - Sep 1987 |
-6.34%
Apr 2000 - Mar 2009 |
5.81%
30 out of 516 |
Euro Inflation Adjusted | +5.41% |
+18.74%
Oct 1978 - Sep 1987 |
-8.29%
Apr 2000 - Mar 2009 |
8.33%
43 out of 516 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.43% |
+20.01%
Nov 1979 - Oct 1989 |
-3.06%
Apr 1999 - Mar 2009 |
6.55%
33 out of 504 |
Euro Inflation Adjusted | +6.06% |
+16.74%
Nov 1979 - Oct 1989 |
-5.07%
Apr 1999 - Mar 2009 |
10.52%
53 out of 504 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.52% |
+19.36%
Oct 1978 - Sep 1989 |
-2.41%
Sep 2000 - Aug 2011 |
5.69%
28 out of 492 |
Euro Inflation Adjusted | +5.93% |
+15.89%
Oct 1978 - Sep 1989 |
-4.39%
Sep 2000 - Aug 2011 |
11.79%
58 out of 492 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+17.84%
Oct 1975 - Sep 1987 |
-0.89%
May 2000 - Apr 2012 |
3.75%
18 out of 480 |
Euro Inflation Adjusted | +5.74% |
+14.19%
Oct 1975 - Sep 1987 |
-3.03%
May 2000 - Apr 2012 |
11.04%
53 out of 480 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.11% |
+18.69%
Oct 1974 - Sep 1987 |
-0.28%
Sep 2000 - Aug 2013 |
0.43%
2 out of 468 |
Euro Inflation Adjusted | +5.81% |
+14.75%
Oct 1974 - Sep 1987 |
-2.29%
Sep 2000 - Aug 2013 |
8.76%
41 out of 468 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.36% |
+17.00%
Feb 1975 - Jan 1989 |
+0.50%
May 2000 - Apr 2014 |
0.00%
0 out of 456 |
Euro Inflation Adjusted | +5.36% |
+13.36%
Feb 1975 - Jan 1989 |
-1.49%
May 2000 - Apr 2014 |
5.70%
26 out of 456 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.01% |
+16.93%
Oct 1974 - Sep 1989 |
+1.50%
Sep 2000 - Aug 2015 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +5.13% |
+13.24%
Oct 1974 - Sep 1989 |
-0.44%
Mar 1994 - Feb 2009 |
1.13%
5 out of 444 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.63% |
+14.87%
Feb 1978 - Jan 1994 |
+1.67%
May 2000 - Apr 2016 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +4.73% |
+11.38%
Feb 1978 - Jan 1994 |
-0.08%
May 2000 - Apr 2016 |
0.46%
2 out of 432 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.44% |
+14.78%
Aug 1980 - Jul 1997 |
+2.16%
Sep 2000 - Aug 2017 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +4.30% |
+11.69%
Aug 1980 - Jul 1997 |
+0.45%
Sep 2000 - Aug 2017 |
0.00%
0 out of 420 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.28% |
+14.90%
Apr 1980 - Mar 1998 |
+2.36%
Apr 2000 - Mar 2018 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.06% |
+11.84%
Apr 1980 - Mar 1998 |
+0.63%
Apr 2000 - Mar 2018 |
0.00%
0 out of 408 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.32% |
+14.61%
May 1980 - Apr 1999 |
+2.52%
Jan 2000 - Dec 2018 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.07% |
+11.72%
Jul 1980 - Jun 1999 |
+0.46%
Jan 1990 - Dec 2008 |
0.00%
0 out of 396 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.42% |
+15.35%
Apr 1980 - Mar 2000 |
+2.43%
Apr 2000 - Mar 2020 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +4.19% |
+12.42%
Apr 1980 - Mar 2000 |
+0.20%
Apr 1989 - Mar 2009 |
0.00%
0 out of 384 |
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To obtain comprehensive information, please consult the All Country World 80/20 To EUR Portfolio: ETF allocation and returns page.