All Country World Stocks To EUR Hedged Portfolio: Rolling Returns

Data Source: from January 1970 to April 2024 (~54 years)
Consolidated Returns as of 30 April 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 (~54 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

ALL COUNTRY WORLD STOCKS 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 7.18% (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 STOCKS 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 January 1970 - 30 April 2024 (~54 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.99% +60.20%
Mar 2009 - Feb 2010
-49.53%
Mar 2008 - Feb 2009
26.83%
172 out of 641
Euro Inflation Adjusted +7.34% +58.84%
Mar 2009 - Feb 2010
-50.12%
Mar 2008 - Feb 2009
31.67%
203 out of 641
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.14% +53.41%
Oct 1985 - Sep 1987
-29.13%
Mar 2007 - Feb 2009
19.08%
120 out of 629
Euro Inflation Adjusted +5.81% +53.32%
Oct 1985 - Sep 1987
-30.66%
Mar 2007 - Feb 2009
26.23%
165 out of 629
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.09% +44.36%
Aug 1984 - Jul 1987
-19.41%
Apr 2000 - Mar 2003
16.86%
104 out of 617
Euro Inflation Adjusted +5.70% +43.29%
Aug 1984 - Jul 1987
-21.27%
Apr 2000 - Mar 2003
28.53%
176 out of 617
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.68% +30.13%
Sep 1983 - Aug 1987
-11.32%
Mar 2005 - Feb 2009
16.36%
99 out of 605
Euro Inflation Adjusted +4.69% +28.82%
Sep 1983 - Aug 1987
-13.22%
Apr 1999 - Mar 2003
27.60%
167 out of 605
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.43% +33.35%
Aug 1982 - Jul 1987
-7.67%
Apr 1998 - Mar 2003
13.32%
79 out of 593
Euro Inflation Adjusted +4.13% +31.41%
Aug 1982 - Jul 1987
-9.47%
Apr 1998 - Mar 2003
25.97%
154 out of 593
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.22% +24.98%
Aug 1982 - Jul 1988
-3.05%
Mar 1997 - Feb 2003
6.20%
36 out of 581
Euro Inflation Adjusted +4.32% +23.21%
Aug 1982 - Jul 1988
-4.73%
Mar 1997 - Feb 2003
22.72%
132 out of 581
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.60% +23.79%
Aug 1982 - Jul 1989
-3.38%
Mar 2002 - Feb 2009
2.28%
13 out of 569
Euro Inflation Adjusted +4.28% +21.82%
Aug 1982 - Jul 1989
-5.37%
Mar 2002 - Feb 2009
16.87%
96 out of 569
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.40% +19.78%
Aug 1982 - Jul 1990
-4.85%
Mar 2001 - Feb 2009
1.80%
10 out of 557
Euro Inflation Adjusted +4.32% +17.68%
Aug 1982 - Jul 1990
-6.84%
Mar 2001 - Feb 2009
10.95%
61 out of 557
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.38% +17.30%
Apr 1978 - Mar 1987
-6.36%
Mar 2000 - Feb 2009
2.75%
15 out of 545
Euro Inflation Adjusted +4.30% +14.73%
Aug 1982 - Jul 1991
-8.31%
Mar 2000 - Feb 2009
9.91%
54 out of 545
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.36% +17.17%
Sep 1977 - Aug 1987
-4.32%
Mar 1999 - Feb 2009
4.32%
23 out of 533
Euro Inflation Adjusted +4.77% +13.63%
Sep 1977 - Aug 1987
-6.29%
Mar 1999 - Feb 2009
9.01%
48 out of 533
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.41% +16.37%
Aug 1982 - Jul 1993
-3.26%
Mar 1998 - Feb 2009
3.65%
19 out of 521
Euro Inflation Adjusted +4.75% +13.64%
Aug 1982 - Jul 1993
-5.14%
Mar 1998 - Feb 2009
11.52%
60 out of 521
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.66% +16.04%
Aug 1982 - Jul 1994
-1.63%
Mar 1997 - Feb 2009
2.16%
11 out of 509
Euro Inflation Adjusted +4.44% +13.30%
Aug 1982 - Jul 1994
-3.47%
Mar 1997 - Feb 2009
11.20%
57 out of 509
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.82% +17.33%
Oct 1974 - Sep 1987
-0.75%
Mar 1996 - Feb 2009
0.40%
2 out of 497
Euro Inflation Adjusted +4.61% +13.44%
Oct 1974 - Sep 1987
-2.60%
Mar 1996 - Feb 2009
7.65%
38 out of 497
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.02% +14.95%
Jul 1982 - Jun 1996
+0.65%
Mar 1995 - Feb 2009
0.00%
0 out of 485
Euro Inflation Adjusted +4.61% +12.23%
Jul 1982 - Jun 1996
-1.27%
Mar 1995 - Feb 2009
3.71%
18 out of 485
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.18% +15.79%
Aug 1982 - Jul 1997
+0.46%
Mar 1994 - Feb 2009
0.00%
0 out of 473
Euro Inflation Adjusted +4.75% +13.13%
Aug 1982 - Jul 1997
-1.49%
Mar 1994 - Feb 2009
1.06%
5 out of 473
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)

Swipe left to see all data
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 461
Euro Inflation Adjusted +4.91% +12.56%
Aug 1982 - Jul 1998
+0.00%
Jan 2000 - Dec 2015
0.00%
0 out of 461
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)

Swipe left to see all data
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 449
Euro Inflation Adjusted +4.78% +12.49%
Aug 1982 - Jul 1999
+0.10%
Mar 1992 - Feb 2009
0.00%
0 out of 449
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.97% +14.41%
Apr 1982 - Mar 2000
+2.31%
Mar 1991 - Feb 2009
0.00%
0 out of 437
Euro Inflation Adjusted +4.48% +11.94%
Aug 1982 - Jul 2000
+0.07%
Mar 1991 - Feb 2009
0.00%
0 out of 437
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.22% +12.95%
Oct 1974 - Sep 1993
+2.25%
Mar 1990 - Feb 2009
0.00%
0 out of 425
Euro Inflation Adjusted +4.64% +10.05%
May 1980 - Apr 1999
-0.09%
Mar 1990 - Feb 2009
0.24%
1 out of 425
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.33% +13.17%
Apr 1980 - Mar 2000
+2.01%
Apr 2000 - Mar 2020
0.00%
0 out of 413
Euro Inflation Adjusted +4.82% +10.30%
Apr 1980 - Mar 2000
-0.21%
Mar 1989 - Feb 2009
0.24%
1 out of 413
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 Stocks To EUR Hedged Portfolio: ETF allocation and returns page.