Consolidated Returns as of 30 June 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 (~55 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
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The annualized return of the last 10 years has been 11.05% (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 | +10.50% |
+75.82%
Aug 1982 - Jul 1983 |
-41.07%
Jan 2008 - Dec 2008 |
27.06%
174 out of 643 |
Euro Inflation Adjusted | +7.72% |
+70.94%
Aug 1982 - Jul 1983 |
-41.99%
Jan 2008 - Dec 2008 |
32.19%
207 out of 643 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.22% |
+39.02%
Mar 1983 - Feb 1985 |
-28.51%
Oct 2000 - Sep 2002 |
19.65%
124 out of 631 |
Euro Inflation Adjusted | +7.83% |
+35.50%
Mar 1983 - Feb 1985 |
-30.14%
Jan 1973 - Dec 1974 |
25.99%
164 out of 631 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.85% |
+39.87%
Jun 1982 - May 1985 |
-22.93%
Apr 2000 - Mar 2003 |
18.09%
112 out of 619 |
Euro Inflation Adjusted | +7.36% |
+35.99%
Jun 1982 - May 1985 |
-24.70%
Apr 2000 - Mar 2003 |
23.75%
147 out of 619 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.87% |
+34.62%
Jun 1982 - May 1986 |
-13.81%
Sep 2000 - Aug 2004 |
19.28%
117 out of 607 |
Euro Inflation Adjusted | +7.24% |
+31.81%
Jun 1982 - May 1986 |
-15.68%
Sep 2000 - Aug 2004 |
29.16%
177 out of 607 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.15% |
+33.29%
Aug 1982 - Jul 1987 |
-10.01%
May 2000 - Apr 2005 |
18.15%
108 out of 595 |
Euro Inflation Adjusted | +6.62% |
+31.35%
Aug 1982 - Jul 1987 |
-12.00%
May 2000 - Apr 2005 |
29.41%
175 out of 595 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+29.67%
Jun 1980 - May 1986 |
-5.67%
Sep 2000 - Aug 2006 |
14.75%
86 out of 583 |
Euro Inflation Adjusted | +6.29% |
+25.61%
Jun 1980 - May 1986 |
-7.72%
Sep 2000 - Aug 2006 |
29.85%
174 out of 583 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+28.46%
Aug 1980 - Jul 1987 |
-8.32%
Mar 2002 - Feb 2009 |
9.11%
52 out of 571 |
Euro Inflation Adjusted | +6.45% |
+25.06%
Aug 1980 - Jul 1987 |
-10.20%
Mar 2002 - Feb 2009 |
23.29%
133 out of 571 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.30% |
+26.53%
Aug 1979 - Jul 1987 |
-8.48%
Mar 2001 - Feb 2009 |
5.55%
31 out of 559 |
Euro Inflation Adjusted | +5.60% |
+22.79%
Aug 1979 - Jul 1987 |
-10.40%
Mar 2001 - Feb 2009 |
16.28%
91 out of 559 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.41% |
+25.46%
Oct 1978 - Sep 1987 |
-9.22%
Apr 2000 - Mar 2009 |
7.13%
39 out of 547 |
Euro Inflation Adjusted | +5.53% |
+21.58%
Oct 1978 - Sep 1987 |
-11.12%
Apr 2000 - Mar 2009 |
11.15%
61 out of 547 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.51% |
+22.64%
Oct 1977 - Sep 1987 |
-5.40%
Apr 1999 - Mar 2009 |
8.41%
45 out of 535 |
Euro Inflation Adjusted | +5.83% |
+18.96%
Oct 1977 - Sep 1987 |
-7.36%
Apr 1999 - Mar 2009 |
10.65%
57 out of 535 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.03% |
+21.74%
Feb 1978 - Jan 1989 |
-4.40%
Sep 2000 - Aug 2011 |
8.99%
47 out of 523 |
Euro Inflation Adjusted | +6.04% |
+18.22%
Feb 1978 - Jan 1989 |
-6.34%
Sep 2000 - Aug 2011 |
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 | +8.79% |
+20.95%
Oct 1975 - Sep 1987 |
-2.70%
Jan 2000 - Dec 2011 |
8.81%
45 out of 511 |
Euro Inflation Adjusted | +5.95% |
+17.20%
Oct 1975 - Sep 1987 |
-4.78%
May 2000 - Apr 2012 |
13.11%
67 out of 511 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.47% |
+22.25%
Oct 1974 - Sep 1987 |
-1.71%
Sep 2000 - Aug 2013 |
4.41%
22 out of 499 |
Euro Inflation Adjusted | +6.58% |
+18.20%
Oct 1974 - Sep 1987 |
-3.74%
Jan 2000 - Dec 2012 |
13.03%
65 out of 499 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.30% |
+19.59%
Oct 1974 - Sep 1988 |
-0.76%
Apr 2000 - Mar 2014 |
1.64%
8 out of 487 |
Euro Inflation Adjusted | +5.87% |
+15.85%
Feb 1975 - Jan 1989 |
-2.73%
Apr 2000 - Mar 2014 |
9.65%
47 out of 487 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.50% |
+19.89%
Oct 1974 - Sep 1989 |
+0.24%
Mar 1994 - Feb 2009 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +5.64% |
+16.11%
Oct 1974 - Sep 1989 |
-1.71%
Mar 1994 - Feb 2009 |
9.05%
43 out of 475 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.12% |
+16.23%
Feb 1978 - Jan 1994 |
+0.56%
May 2000 - Apr 2016 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +5.36% |
+12.70%
Feb 1978 - Jan 1994 |
-1.18%
Apr 2000 - Mar 2016 |
3.24%
15 out of 463 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.92% |
+16.23%
Oct 1974 - Sep 1991 |
+1.34%
Sep 2000 - Aug 2017 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +4.92% |
+12.66%
Aug 1980 - Jul 1997 |
-0.36%
Sep 2000 - Aug 2017 |
0.89%
4 out of 451 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.80% |
+15.99%
Apr 1980 - Mar 1998 |
+1.60%
Apr 2000 - Mar 2018 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +4.69% |
+13.06%
May 1982 - Apr 2000 |
-0.12%
Apr 2000 - Mar 2018 |
0.46%
2 out of 439 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+15.77%
Jul 1980 - Jun 1999 |
+1.67%
Mar 1990 - Feb 2009 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +4.62% |
+12.85%
Jul 1980 - Jun 1999 |
-0.66%
Mar 1990 - Feb 2009 |
1.64%
7 out of 427 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+16.63%
Apr 1980 - Mar 2000 |
+1.42%
Mar 1989 - Feb 2009 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +4.62% |
+13.66%
Apr 1980 - Mar 2000 |
-0.92%
Mar 1989 - Feb 2009 |
2.41%
10 out of 415 |
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To obtain comprehensive information, please consult the All Country World Stocks To EUR Portfolio: ETF allocation and returns page.