All Country World Bonds To EUR Portfolio: Rolling Returns

Data Source: from August 1972 to April 2024 (~52 years)
Consolidated Returns as of 30 April 2024

Holding the All Country World Bonds 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 125 months (from August 1972 to December 1982).

This means that every rolling period of 126 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World Bonds 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

ALL COUNTRY WORLD BONDS TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 2.05% (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 BONDS TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1972 - 30 April 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.30% +41.55%
Nov 1981 - Oct 1982
-26.40%
Aug 1972 - Jul 1973
39.18%
239 out of 610
Euro Inflation Adjusted +1.56% +35.03%
Nov 1981 - Oct 1982
-31.42%
Aug 1972 - Jul 1973
45.08%
275 out of 610
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 +4.27% +28.94%
Nov 1980 - Oct 1982
-14.49%
Nov 1976 - Oct 1978
31.61%
189 out of 598
Euro Inflation Adjusted +1.68% +21.49%
Nov 1980 - Oct 1982
-19.29%
Feb 1973 - Jan 1975
40.80%
244 out of 598
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 +3.87% +23.92%
Sep 1980 - Aug 1983
-11.82%
Nov 1975 - Oct 1978
19.62%
115 out of 586
Euro Inflation Adjusted +1.97% +18.77%
Feb 1982 - Jan 1985
-14.58%
Nov 1975 - Oct 1978
35.84%
210 out of 586
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 +4.62% +22.02%
Oct 1980 - Sep 1984
-9.40%
Mar 1976 - Feb 1980
16.03%
92 out of 574
Euro Inflation Adjusted +2.79% +17.14%
Oct 1980 - Sep 1984
-12.76%
Mar 1976 - Feb 1980
29.97%
172 out of 574
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 +4.74% +21.57%
Mar 1980 - Feb 1985
-8.09%
Jan 1973 - Dec 1977
14.23%
80 out of 562
Euro Inflation Adjusted +2.64% +16.77%
Mar 1980 - Feb 1985
-12.64%
Jan 1973 - Dec 1977
26.16%
147 out of 562
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 +5.02% +18.18%
Mar 1980 - Feb 1986
-9.59%
Nov 1972 - Oct 1978
12.73%
70 out of 550
Euro Inflation Adjusted +2.99% +14.18%
Apr 1980 - Mar 1986
-13.76%
Nov 1972 - Oct 1978
21.82%
120 out of 550
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 +4.80% +14.91%
Nov 1978 - Oct 1985
-8.12%
Jan 1973 - Dec 1979
9.11%
49 out of 538
Euro Inflation Adjusted +2.70% +11.51%
Mar 1980 - Feb 1987
-12.38%
Jan 1973 - Dec 1979
20.45%
110 out of 538
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 +5.01% +13.86%
Oct 1980 - Sep 1988
-6.63%
Sep 1972 - Aug 1980
3.99%
21 out of 526
Euro Inflation Adjusted +2.93% +11.06%
Oct 1980 - Sep 1988
-11.11%
Sep 1972 - Aug 1980
16.35%
86 out of 526
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 +5.46% +13.40%
Feb 1980 - Jan 1989
-3.77%
Nov 1972 - Oct 1981
2.14%
11 out of 514
Euro Inflation Adjusted +3.10% +10.49%
Sep 1980 - Aug 1989
-8.49%
Nov 1972 - Oct 1981
10.31%
53 out of 514
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 +5.25% +11.67%
Nov 1979 - Oct 1989
-1.50%
Aug 1972 - Jul 1982
1.00%
5 out of 502
Euro Inflation Adjusted +3.22% +8.65%
Dec 1979 - Nov 1989
-6.37%
Aug 1972 - Jul 1982
9.16%
46 out of 502
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 +5.13% +11.55%
Sep 1980 - Aug 1991
+0.67%
Aug 1972 - Jul 1983
0.00%
0 out of 490
Euro Inflation Adjusted +3.19% +8.48%
Sep 1980 - Aug 1991
-4.11%
Aug 1972 - Jul 1983
6.12%
30 out of 490
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 +5.37% +11.16%
Mar 1980 - Feb 1992
+1.54%
May 2012 - Apr 2024
0.00%
0 out of 478
Euro Inflation Adjusted +3.12% +7.99%
Mar 1980 - Feb 1992
-2.98%
Aug 1972 - Jul 1984
3.97%
19 out of 478
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 +5.21% +11.25%
Sep 1980 - Aug 1993
+1.64%
Sep 2010 - Aug 2023
0.00%
0 out of 466
Euro Inflation Adjusted +3.11% +8.09%
Sep 1980 - Aug 1993
-1.56%
Oct 1972 - Sep 1985
3.22%
15 out of 466
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 +5.21% +11.41%
Feb 1980 - Jan 1994
+2.32%
May 2010 - Apr 2024
0.00%
0 out of 454
Euro Inflation Adjusted +3.04% +8.13%
Feb 1980 - Jan 1994
-1.37%
Dec 1972 - Nov 1986
2.20%
10 out of 454
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 +5.19% +10.17%
Nov 1978 - Oct 1993
+2.18%
Jan 1973 - Dec 1987
0.00%
0 out of 442
Euro Inflation Adjusted +2.84% +6.74%
Nov 1978 - Oct 1993
-1.54%
Jan 1973 - Dec 1987
2.26%
10 out of 442
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 +5.39% +9.48%
Feb 1980 - Jan 1996
+2.73%
Feb 2002 - Jan 2018
0.00%
0 out of 430
Euro Inflation Adjusted +2.81% +6.57%
Oct 1981 - Sep 1997
-0.68%
Sep 1972 - Aug 1988
1.63%
7 out of 430
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 +5.27% +10.05%
Sep 1980 - Aug 1997
+2.83%
Nov 2006 - Oct 2023
0.00%
0 out of 418
Euro Inflation Adjusted +2.89% +7.08%
Sep 1980 - Aug 1997
-0.74%
Jan 1973 - Dec 1989
2.39%
10 out of 418
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 +5.19% +10.09%
Mar 1980 - Feb 1998
+2.54%
Nov 1972 - Oct 1990
0.00%
0 out of 406
Euro Inflation Adjusted +2.83% +7.13%
Mar 1980 - Feb 1998
-1.12%
Nov 1972 - Oct 1990
1.97%
8 out of 406
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 +5.28% +9.68%
Mar 1980 - Feb 1999
+2.76%
Nov 2004 - Oct 2023
0.00%
0 out of 394
Euro Inflation Adjusted +2.96% +6.92%
Nov 1981 - Oct 2000
-0.49%
Jan 1973 - Dec 1991
1.78%
7 out of 394
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 +5.26% +9.87%
Oct 1980 - Sep 2000
+2.63%
Jan 2003 - Dec 2022
0.00%
0 out of 382
Euro Inflation Adjusted +2.82% +7.10%
Oct 1980 - Sep 2000
-0.77%
Sep 1972 - Aug 1992
1.57%
6 out of 382
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 Bonds To EUR Portfolio: ETF allocation and returns page.