David Swensen Yale Endowment To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024

Holding the David Swensen Yale Endowment To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 110 months (from January 2000 to February 2009).

This means that every rolling period of 111 months or above has always granted a positive return.

To obtain comprehensive information, please consult the David Swensen Yale Endowment To EUR Bond 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

DAVID SWENSEN YALE ENDOWMENT TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 7.72% (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.

DAVID SWENSEN YALE ENDOWMENT TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.97% +45.51%
Apr 2009 - Mar 2010
-28.64%
Mar 2008 - Feb 2009
22.99%
106 out of 461
Euro Inflation Adjusted +6.81% +43.34%
Aug 1996 - Jul 1997
-29.47%
Mar 2008 - Feb 2009
26.25%
121 out of 461
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 +8.96% +29.04%
Mar 2009 - Feb 2011
-18.78%
Mar 2007 - Feb 2009
13.14%
59 out of 449
Euro Inflation Adjusted +7.14% +26.96%
Mar 2009 - Feb 2011
-20.54%
Mar 2007 - Feb 2009
21.38%
96 out of 449
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 +8.96% +24.52%
Nov 1990 - Oct 1993
-11.31%
Mar 2006 - Feb 2009
8.92%
39 out of 437
Euro Inflation Adjusted +6.47% +22.16%
Apr 1995 - Mar 1998
-13.12%
Mar 2006 - Feb 2009
15.33%
67 out of 437
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 +8.82% +20.50%
Sep 1996 - Aug 2000
-3.91%
Mar 2005 - Feb 2009
4.94%
21 out of 425
Euro Inflation Adjusted +6.84% +18.72%
Sep 1996 - Aug 2000
-5.94%
Mar 2005 - Feb 2009
12.71%
54 out of 425
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 +8.18% +19.57%
Apr 1995 - Mar 2000
-2.08%
Mar 2004 - Feb 2009
0.48%
2 out of 413
Euro Inflation Adjusted +5.93% +17.69%
Apr 1995 - Mar 2000
-4.13%
Mar 2004 - Feb 2009
3.39%
14 out of 413
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 +7.76% +18.33%
Apr 2009 - Mar 2015
+1.39%
Mar 2003 - Feb 2009
0.00%
0 out of 401
Euro Inflation Adjusted +5.52% +16.58%
Apr 2009 - Mar 2015
-0.65%
Mar 2003 - Feb 2009
0.75%
3 out of 401
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 +8.33% +17.03%
Oct 1990 - Sep 1997
-1.46%
Apr 2002 - Mar 2009
0.77%
3 out of 389
Euro Inflation Adjusted +6.20% +13.80%
Oct 1990 - Sep 1997
-3.46%
Apr 2002 - Mar 2009
2.57%
10 out of 389
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 +8.40% +16.46%
Sep 1992 - Aug 2000
-0.86%
Mar 2001 - Feb 2009
0.80%
3 out of 377
Euro Inflation Adjusted +6.67% +14.07%
Sep 1992 - Aug 2000
-2.94%
Mar 2001 - Feb 2009
3.18%
12 out of 377
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 +8.41% +15.92%
Jan 1991 - Dec 1999
-0.56%
Apr 2000 - Mar 2009
0.55%
2 out of 365
Euro Inflation Adjusted +6.33% +13.15%
Jan 1991 - Dec 1999
-2.64%
Apr 2000 - Mar 2009
3.56%
13 out of 365
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 +8.31% +16.11%
Nov 1990 - Oct 2000
+1.84%
Apr 1999 - Mar 2009
0.00%
0 out of 353
Euro Inflation Adjusted +6.23% +13.40%
Nov 1990 - Oct 2000
-0.27%
Apr 1999 - Mar 2009
0.57%
2 out of 353
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 +8.59% +13.67%
Jan 1991 - Dec 2001
+1.76%
Apr 1998 - Mar 2009
0.00%
0 out of 341
Euro Inflation Adjusted +6.54% +11.01%
Dec 1990 - Nov 2001
-0.24%
Apr 1998 - Mar 2009
0.59%
2 out of 341
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 +8.41% +14.02%
Jan 1988 - Dec 1999
+3.41%
Mar 1997 - Feb 2009
0.00%
0 out of 329
Euro Inflation Adjusted +6.57% +11.16%
Jan 1988 - Dec 1999
+1.47%
Mar 1997 - Feb 2009
0.00%
0 out of 329
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 +8.25% +13.69%
Dec 1987 - Nov 2000
+4.26%
Sep 2000 - Aug 2013
0.00%
0 out of 317
Euro Inflation Adjusted +6.40% +10.87%
Nov 1987 - Oct 2000
+2.16%
Sep 2000 - Aug 2013
0.00%
0 out of 317
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 +7.88% +12.54%
Jan 1988 - Dec 2001
+4.95%
May 2000 - Apr 2014
0.00%
0 out of 305
Euro Inflation Adjusted +6.09% +9.77%
Jan 1988 - Dec 2001
+2.86%
May 2000 - Apr 2014
0.00%
0 out of 305
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 +7.71% +11.85%
Oct 1985 - Sep 2000
+4.63%
Mar 1994 - Feb 2009
0.00%
0 out of 293
Euro Inflation Adjusted +5.88% +9.43%
Oct 1985 - Sep 2000
+2.59%
Mar 1994 - Feb 2009
0.00%
0 out of 293
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 +7.67% +11.57%
Nov 1990 - Oct 2006
+5.55%
Apr 1993 - Mar 2009
0.00%
0 out of 281
Euro Inflation Adjusted +5.75% +9.05%
Nov 1990 - Oct 2006
+3.43%
Apr 1993 - Mar 2009
0.00%
0 out of 281
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 +7.65% +11.09%
Nov 1990 - Oct 2007
+5.55%
Sep 2000 - Aug 2017
0.00%
0 out of 269
Euro Inflation Adjusted +5.76% +8.57%
Nov 1990 - Oct 2007
+3.79%
Sep 2000 - Aug 2017
0.00%
0 out of 269
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 +7.98% +11.06%
Jan 1988 - Dec 2005
+5.59%
Apr 2000 - Mar 2018
0.00%
0 out of 257
Euro Inflation Adjusted +5.96% +8.39%
Jan 1988 - Dec 2005
+3.80%
Apr 2000 - Mar 2018
0.00%
0 out of 257
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 +8.09% +10.91%
Dec 1987 - Nov 2006
+5.73%
Apr 2001 - Mar 2020
0.00%
0 out of 245
Euro Inflation Adjusted +5.93% +8.30%
Dec 1987 - Nov 2006
+3.96%
Jan 2000 - Dec 2018
0.00%
0 out of 245
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 +8.01% +10.31%
Dec 1987 - Nov 2007
+5.40%
Apr 2000 - Mar 2020
0.00%
0 out of 233
Euro Inflation Adjusted +5.94% +7.76%
Apr 1995 - Mar 2015
+3.68%
Apr 2000 - Mar 2020
0.00%
0 out of 233
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 David Swensen Yale Endowment To EUR Bond Hedged Portfolio: ETF allocation and returns page.