Consolidated Returns as of 30 June 2024
Holding the All Country World Stocks 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 (~55 years), the longest period with a negative return lasted 163 months (from August 1995 to February 2009).
This means that every rolling period of 164 months or above has always granted a positive return.
To obtain comprehensive information, please consult the All Country World Stocks 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 7.37% (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 | +10.00% |
+60.20%
Mar 2009 - Feb 2010 |
-49.53%
Mar 2008 - Feb 2009 |
26.75%
172 out of 643 |
Euro Inflation Adjusted | +7.34% |
+58.84%
Mar 2009 - Feb 2010 |
-50.12%
Mar 2008 - Feb 2009 |
31.57%
203 out of 643 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.33% |
+53.41%
Oct 1985 - Sep 1987 |
-29.13%
Mar 2007 - Feb 2009 |
19.02%
120 out of 631 |
Euro Inflation Adjusted | +5.81% |
+53.32%
Oct 1985 - Sep 1987 |
-30.66%
Mar 2007 - Feb 2009 |
26.15%
165 out of 631 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.09% |
+44.36%
Aug 1984 - Jul 1987 |
-19.41%
Apr 2000 - Mar 2003 |
16.80%
104 out of 619 |
Euro Inflation Adjusted | +5.67% |
+43.29%
Aug 1984 - Jul 1987 |
-21.27%
Apr 2000 - Mar 2003 |
28.59%
177 out of 619 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.70% |
+30.13%
Sep 1983 - Aug 1987 |
-11.32%
Mar 2005 - Feb 2009 |
16.31%
99 out of 607 |
Euro Inflation Adjusted | +4.70% |
+28.82%
Sep 1983 - Aug 1987 |
-13.22%
Apr 1999 - Mar 2003 |
27.51%
167 out of 607 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.49% |
+33.35%
Aug 1982 - Jul 1987 |
-7.67%
Apr 1998 - Mar 2003 |
13.28%
79 out of 595 |
Euro Inflation Adjusted | +4.13% |
+31.41%
Aug 1982 - Jul 1987 |
-9.47%
Apr 1998 - Mar 2003 |
25.88%
154 out of 595 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.22% |
+24.98%
Aug 1982 - Jul 1988 |
-3.05%
Mar 1997 - Feb 2003 |
6.17%
36 out of 583 |
Euro Inflation Adjusted | +4.32% |
+23.21%
Aug 1982 - Jul 1988 |
-4.73%
Mar 1997 - Feb 2003 |
22.64%
132 out of 583 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.62% |
+23.79%
Aug 1982 - Jul 1989 |
-3.38%
Mar 2002 - Feb 2009 |
2.28%
13 out of 571 |
Euro Inflation Adjusted | +4.28% |
+21.82%
Aug 1982 - Jul 1989 |
-5.37%
Mar 2002 - Feb 2009 |
16.81%
96 out of 571 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.40% |
+19.78%
Aug 1982 - Jul 1990 |
-4.85%
Mar 2001 - Feb 2009 |
1.79%
10 out of 559 |
Euro Inflation Adjusted | +4.54% |
+17.68%
Aug 1982 - Jul 1990 |
-6.84%
Mar 2001 - Feb 2009 |
10.91%
61 out of 559 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.38% |
+17.30%
Apr 1978 - Mar 1987 |
-6.36%
Mar 2000 - Feb 2009 |
2.74%
15 out of 547 |
Euro Inflation Adjusted | +4.32% |
+14.73%
Aug 1982 - Jul 1991 |
-8.31%
Mar 2000 - Feb 2009 |
9.87%
54 out of 547 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.36% |
+17.17%
Sep 1977 - Aug 1987 |
-4.32%
Mar 1999 - Feb 2009 |
4.30%
23 out of 535 |
Euro Inflation Adjusted | +4.77% |
+13.63%
Sep 1977 - Aug 1987 |
-6.29%
Mar 1999 - Feb 2009 |
8.97%
48 out of 535 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.42% |
+16.37%
Aug 1982 - Jul 1993 |
-3.26%
Mar 1998 - Feb 2009 |
3.63%
19 out of 523 |
Euro Inflation Adjusted | +4.75% |
+13.64%
Aug 1982 - Jul 1993 |
-5.14%
Mar 1998 - Feb 2009 |
11.47%
60 out of 523 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.67% |
+16.04%
Aug 1982 - Jul 1994 |
-1.63%
Mar 1997 - Feb 2009 |
2.15%
11 out of 511 |
Euro Inflation Adjusted | +4.45% |
+13.30%
Aug 1982 - Jul 1994 |
-3.47%
Mar 1997 - Feb 2009 |
11.15%
57 out of 511 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.83% |
+17.33%
Oct 1974 - Sep 1987 |
-0.75%
Mar 1996 - Feb 2009 |
0.40%
2 out of 499 |
Euro Inflation Adjusted | +4.61% |
+13.44%
Oct 1974 - Sep 1987 |
-2.60%
Mar 1996 - Feb 2009 |
7.62%
38 out of 499 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+14.95%
Jul 1982 - Jun 1996 |
+0.65%
Mar 1995 - Feb 2009 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +4.63% |
+12.23%
Jul 1982 - Jun 1996 |
-1.27%
Mar 1995 - Feb 2009 |
3.70%
18 out of 487 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.20% |
+15.79%
Aug 1982 - Jul 1997 |
+0.46%
Mar 1994 - Feb 2009 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +4.75% |
+13.13%
Aug 1982 - Jul 1997 |
-1.49%
Mar 1994 - Feb 2009 |
1.05%
5 out of 475 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+15.13%
Aug 1982 - Jul 1998 |
+1.72%
Mar 2000 - Feb 2016 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +4.88% |
+12.56%
Aug 1982 - Jul 1998 |
+0.00%
Jan 2000 - Dec 2015 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.75% |
+14.98%
Aug 1982 - Jul 1999 |
+2.15%
Jan 2000 - Dec 2016 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +4.77% |
+12.49%
Aug 1982 - Jul 1999 |
+0.10%
Mar 1992 - Feb 2009 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+14.41%
Apr 1982 - Mar 2000 |
+2.31%
Mar 1991 - Feb 2009 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +4.47% |
+11.94%
Aug 1982 - Jul 2000 |
+0.07%
Mar 1991 - Feb 2009 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.17% |
+12.95%
Oct 1974 - Sep 1993 |
+2.25%
Mar 1990 - Feb 2009 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +4.64% |
+10.05%
May 1980 - Apr 1999 |
-0.09%
Mar 1990 - Feb 2009 |
0.23%
1 out of 427 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.28% |
+13.17%
Apr 1980 - Mar 2000 |
+2.01%
Apr 2000 - Mar 2020 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +4.81% |
+10.30%
Apr 1980 - Mar 2000 |
-0.21%
Mar 1989 - Feb 2009 |
0.24%
1 out of 415 |
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To obtain comprehensive information, please consult the All Country World Stocks To EUR Hedged Portfolio: ETF allocation and returns page.