All Country World Stocks To EUR Portfolio: Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024

Holding the All Country World Stocks To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~49 years), the longest period with a negative return lasted 173 months (from January 2000 to May 2014).

This means that every rolling period of 174 months or above has always granted a positive return.

To obtain comprehensive information, please consult the All Country World Stocks 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 STOCKS TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 11.01% (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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.19% +75.82%
Aug 1982 - Jul 1983
-41.07%
Jan 2008 - Dec 2008
25.47%
148 out of 581
Euro Inflation Adjusted +8.32% +70.94%
Aug 1982 - Jul 1983
-41.99%
Jan 2008 - Dec 2008
30.29%
176 out of 581
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 +10.57% +39.02%
Mar 1983 - Feb 1985
-28.51%
Oct 2000 - Sep 2002
17.22%
98 out of 569
Euro Inflation Adjusted +8.31% +35.50%
Mar 1983 - Feb 1985
-30.02%
Oct 2000 - Sep 2002
22.50%
128 out of 569
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 +10.41% +39.87%
Jun 1982 - May 1985
-22.93%
Apr 2000 - Mar 2003
15.98%
89 out of 557
Euro Inflation Adjusted +8.29% +35.99%
Jun 1982 - May 1985
-24.70%
Apr 2000 - Mar 2003
19.93%
111 out of 557
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 +10.56% +34.62%
Jun 1982 - May 1986
-13.81%
Sep 2000 - Aug 2004
18.17%
99 out of 545
Euro Inflation Adjusted +8.17% +31.81%
Jun 1982 - May 1986
-15.68%
Sep 2000 - Aug 2004
23.49%
128 out of 545
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 +9.88% +33.29%
Aug 1982 - Jul 1987
-10.01%
May 2000 - Apr 2005
18.57%
99 out of 533
Euro Inflation Adjusted +7.60% +31.35%
Aug 1982 - Jul 1987
-12.00%
May 2000 - Apr 2005
24.77%
132 out of 533
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 +9.85% +29.67%
Jun 1980 - May 1986
-5.67%
Sep 2000 - Aug 2006
15.93%
83 out of 521
Euro Inflation Adjusted +7.51% +25.61%
Jun 1980 - May 1986
-7.72%
Sep 2000 - Aug 2006
26.68%
139 out of 521
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 +9.55% +28.46%
Aug 1980 - Jul 1987
-8.32%
Mar 2002 - Feb 2009
10.22%
52 out of 509
Euro Inflation Adjusted +6.95% +25.06%
Aug 1980 - Jul 1987
-10.20%
Mar 2002 - Feb 2009
18.47%
94 out of 509
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 +8.72% +26.53%
Aug 1979 - Jul 1987
-8.48%
Mar 2001 - Feb 2009
6.24%
31 out of 497
Euro Inflation Adjusted +6.52% +22.79%
Aug 1979 - Jul 1987
-10.40%
Mar 2001 - Feb 2009
12.07%
60 out of 497
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 +8.63% +25.46%
Oct 1978 - Sep 1987
-9.22%
Apr 2000 - Mar 2009
8.04%
39 out of 485
Euro Inflation Adjusted +6.08% +21.58%
Oct 1978 - Sep 1987
-11.12%
Apr 2000 - Mar 2009
9.90%
48 out of 485
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 +8.51% +22.64%
Oct 1977 - Sep 1987
-5.40%
Apr 1999 - Mar 2009
9.51%
45 out of 473
Euro Inflation Adjusted +6.05% +18.96%
Oct 1977 - Sep 1987
-7.36%
Apr 1999 - Mar 2009
11.42%
54 out of 473
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 +8.47% +21.74%
Feb 1978 - Jan 1989
-4.40%
Sep 2000 - Aug 2011
10.20%
47 out of 461
Euro Inflation Adjusted +6.04% +18.22%
Feb 1978 - Jan 1989
-6.34%
Sep 2000 - Aug 2011
13.02%
60 out of 461
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 +7.94% +20.95%
Oct 1975 - Sep 1987
-2.70%
Jan 2000 - Dec 2011
10.02%
45 out of 449
Euro Inflation Adjusted +5.53% +17.20%
Oct 1975 - Sep 1987
-4.78%
May 2000 - Apr 2012
14.92%
67 out of 449
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 +7.16% +18.44%
Feb 1975 - Jan 1988
-1.71%
Sep 2000 - Aug 2013
5.03%
22 out of 437
Euro Inflation Adjusted +5.20% +14.74%
Sep 1976 - Aug 1989
-3.74%
Jan 2000 - Dec 2012
14.87%
65 out of 437
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 +7.06% +19.57%
Feb 1975 - Jan 1989
-0.76%
Apr 2000 - Mar 2014
1.88%
8 out of 425
Euro Inflation Adjusted +5.15% +15.85%
Feb 1975 - Jan 1989
-2.73%
Apr 2000 - Mar 2014
11.06%
47 out of 425
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 +6.98% +19.14%
Jan 1975 - Dec 1989
+0.24%
Mar 1994 - Feb 2009
0.00%
0 out of 413
Euro Inflation Adjusted +5.00% +15.44%
Jan 1975 - Dec 1989
-1.71%
Mar 1994 - Feb 2009
10.41%
43 out of 413
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 +6.55% +16.23%
Feb 1978 - Jan 1994
+0.56%
May 2000 - Apr 2016
0.00%
0 out of 401
Euro Inflation Adjusted +4.42% +12.70%
Feb 1978 - Jan 1994
-1.18%
Apr 2000 - Mar 2016
3.74%
15 out of 401
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 +6.25% +15.78%
Aug 1980 - Jul 1997
+1.34%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +4.04% +12.66%
Aug 1980 - Jul 1997
-0.36%
Sep 2000 - Aug 2017
1.03%
4 out of 389
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 +5.68% +15.99%
Apr 1980 - Mar 1998
+1.60%
Apr 2000 - Mar 2018
0.00%
0 out of 377
Euro Inflation Adjusted +3.31% +13.06%
May 1982 - Apr 2000
-0.12%
Apr 2000 - Mar 2018
0.53%
2 out of 377
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 +5.94% +15.77%
Jul 1980 - Jun 1999
+1.67%
Mar 1990 - Feb 2009
0.00%
0 out of 365
Euro Inflation Adjusted +3.74% +12.85%
Jul 1980 - Jun 1999
-0.66%
Mar 1990 - Feb 2009
1.92%
7 out of 365
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 +5.98% +16.63%
Apr 1980 - Mar 2000
+1.42%
Mar 1989 - Feb 2009
0.00%
0 out of 353
Euro Inflation Adjusted +3.81% +13.66%
Apr 1980 - Mar 2000
-0.92%
Mar 1989 - Feb 2009
2.83%
10 out of 353
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 Portfolio: ETF allocation and returns page.