Consolidated Returns as of 30 June 2024
Holding the Craig Israelsen 7Twelve Portfolio To EUR Bond Hedged, 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 60 months (from April 2015 to March 2020).
This means that every rolling period of 61 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Craig Israelsen 7Twelve Portfolio To EUR Bond Hedged: 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 5.73% (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 | +7.62% |
+43.79%
Aug 1982 - Jul 1983 |
-23.24%
Mar 2008 - Feb 2009 |
18.74%
107 out of 571 |
Euro Inflation Adjusted | +5.43% |
+39.79%
Aug 1982 - Jul 1983 |
-24.13%
Mar 2008 - Feb 2009 |
25.22%
144 out of 571 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.59% |
+30.09%
Sep 1998 - Aug 2000 |
-12.02%
Mar 2007 - Feb 2009 |
7.51%
42 out of 559 |
Euro Inflation Adjusted | +6.14% |
+28.07%
Sep 1998 - Aug 2000 |
-13.92%
Mar 2007 - Feb 2009 |
13.77%
77 out of 559 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+24.92%
Mar 1982 - Feb 1985 |
-7.45%
Mar 2006 - Feb 2009 |
4.94%
27 out of 547 |
Euro Inflation Adjusted | +6.61% |
+21.20%
Mar 1982 - Feb 1985 |
-9.34%
Mar 2006 - Feb 2009 |
8.59%
47 out of 547 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.56% |
+20.14%
Apr 1980 - Mar 1984 |
-1.20%
Mar 2005 - Feb 2009 |
0.93%
5 out of 535 |
Euro Inflation Adjusted | +6.39% |
+16.84%
Jun 1982 - May 1986 |
-3.29%
Mar 2005 - Feb 2009 |
3.74%
20 out of 535 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.49% |
+20.83%
Apr 1980 - Mar 1985 |
-0.32%
Apr 2015 - Mar 2020 |
0.19%
1 out of 523 |
Euro Inflation Adjusted | +6.01% |
+16.08%
Apr 1980 - Mar 1985 |
-1.95%
Apr 2004 - Mar 2009 |
0.96%
5 out of 523 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+18.67%
Mar 1979 - Feb 1985 |
+2.75%
Apr 2014 - Mar 2020 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +6.19% |
+14.54%
Apr 1980 - Mar 1986 |
+0.81%
Oct 2005 - Sep 2011 |
0.00%
0 out of 511 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.84% |
+17.96%
Mar 1978 - Feb 1985 |
+1.01%
Apr 2002 - Mar 2009 |
0.00%
0 out of 499 |
Euro Inflation Adjusted | +6.73% |
+13.23%
Mar 1978 - Feb 1985 |
-1.04%
Apr 2002 - Mar 2009 |
0.40%
2 out of 499 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.36% |
+15.60%
Mar 1977 - Feb 1985 |
+1.32%
Mar 2001 - Feb 2009 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +6.99% |
+12.93%
Sep 1992 - Aug 2000 |
-0.80%
Mar 2001 - Feb 2009 |
1.23%
6 out of 487 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.10% |
+14.35%
Jan 1988 - Dec 1996 |
+2.00%
Mar 2000 - Feb 2009 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +6.86% |
+11.67%
Feb 1991 - Jan 2000 |
-0.12%
Mar 2000 - Feb 2009 |
0.42%
2 out of 475 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.89% |
+14.99%
Nov 1990 - Oct 2000 |
+3.87%
Sep 2000 - Aug 2010 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +6.73% |
+12.30%
Nov 1990 - Oct 2000 |
+1.80%
Sep 2000 - Aug 2010 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.26% |
+14.14%
Aug 1982 - Jul 1993 |
+3.89%
Oct 2000 - Sep 2011 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +6.95% |
+11.47%
Aug 1982 - Jul 1993 |
+1.75%
Oct 2000 - Sep 2011 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.39% |
+14.07%
Feb 1982 - Jan 1994 |
+4.37%
Jun 2008 - May 2020 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +7.09% |
+11.29%
Feb 1982 - Jan 1994 |
+2.54%
Nov 2000 - Oct 2012 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.48% |
+14.30%
Dec 1987 - Nov 2000 |
+3.88%
Apr 2007 - Mar 2020 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +7.12% |
+11.46%
Dec 1987 - Nov 2000 |
+2.46%
Apr 2007 - Mar 2020 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+14.00%
Nov 1979 - Oct 1993 |
+3.78%
Apr 2006 - Mar 2020 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +6.79% |
+10.60%
Nov 1979 - Oct 1993 |
+2.32%
Apr 2006 - Mar 2020 |
0.00%
0 out of 415 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.61% |
+14.02%
Jan 1979 - Dec 1993 |
+4.45%
Oct 2005 - Sep 2020 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +7.09% |
+11.02%
Aug 1982 - Jul 1997 |
+3.04%
Oct 2005 - Sep 2020 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+13.78%
Feb 1978 - Jan 1994 |
+4.72%
Apr 2004 - Mar 2020 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +6.86% |
+10.38%
Oct 1981 - Sep 1997 |
+2.67%
Nov 2007 - Oct 2023 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.87% |
+13.32%
Aug 1980 - Jul 1997 |
+4.90%
Sep 2000 - Aug 2017 |
0.00%
0 out of 379 |
Euro Inflation Adjusted | +6.57% |
+10.27%
Aug 1980 - Jul 1997 |
+2.76%
Nov 2006 - Oct 2023 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.67% |
+13.45%
Apr 1980 - Mar 1998 |
+4.57%
Apr 2002 - Mar 2020 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +6.47% |
+10.78%
Sep 1982 - Aug 2000 |
+2.94%
Oct 2005 - Sep 2023 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.69% |
+13.21%
Oct 1978 - Sep 1997 |
+4.60%
Jun 2001 - May 2020 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +6.37% |
+10.54%
Oct 1981 - Sep 2000 |
+2.98%
Jun 2001 - May 2020 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+13.42%
Apr 1980 - Mar 2000 |
+4.58%
Nov 2000 - Oct 2020 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +6.55% |
+10.54%
Apr 1980 - Mar 2000 |
+2.94%
Nov 2000 - Oct 2020 |
0.00%
0 out of 343 |
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To obtain comprehensive information, please consult the Craig Israelsen 7Twelve Portfolio To EUR Bond Hedged: ETF allocation and returns page.