Dedalo Invest Dedalo Eleven Euro Portfolio: Rolling Returns

Data Source: from October 1989 to May 2024 (~35 years)
Consolidated Returns as of 31 May 2024

Holding the Dedalo Invest Dedalo Eleven Euro Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~35 years), the longest period with a negative return lasted 119 months (from May 1999 to March 2009).

This means that every rolling period of 120 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Dedalo Invest Dedalo Eleven Euro 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

DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 7.16% (updated at May 31, 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.

DEDALO INVEST DEDALO ELEVEN EURO PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 October 1989 - 31 May 2024 (~35 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.22% +48.68%
Aug 1996 - Jul 1997
-31.97%
Mar 2008 - Feb 2009
24.44%
99 out of 405
Euro Inflation Adjusted +8.17% +46.50%
Aug 1996 - Jul 1997
-33.55%
Nov 2007 - Oct 2008
28.40%
115 out of 405
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 +8.83% +31.20%
Sep 1998 - Aug 2000
-20.07%
Mar 2007 - Feb 2009
16.03%
63 out of 393
Euro Inflation Adjusted +6.42% +29.16%
Sep 1998 - Aug 2000
-21.81%
Mar 2007 - Feb 2009
21.12%
83 out of 393
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% +27.43%
Apr 1995 - Mar 1998
-13.65%
Apr 2000 - Mar 2003
14.44%
55 out of 381
Euro Inflation Adjusted +7.08% +25.29%
Apr 1995 - Mar 1998
-15.64%
Apr 2000 - Mar 2003
18.90%
72 out of 381
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 +8.53% +23.34%
Jan 1996 - Dec 1999
-5.20%
Sep 2000 - Aug 2004
13.28%
49 out of 369
Euro Inflation Adjusted +6.25% +21.52%
Jan 1996 - Dec 1999
-7.25%
Sep 2000 - Aug 2004
19.51%
72 out of 369
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 +7.89% +23.80%
Apr 1995 - Mar 2000
-2.20%
Mar 2004 - Feb 2009
4.76%
17 out of 357
Euro Inflation Adjusted +5.71% +21.84%
Apr 1995 - Mar 2000
-4.24%
Mar 2004 - Feb 2009
15.13%
54 out of 357
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 +6.66% +18.28%
Nov 1994 - Oct 2000
+0.96%
Oct 2005 - Sep 2011
0.00%
0 out of 345
Euro Inflation Adjusted +4.87% +16.22%
Nov 1994 - Oct 2000
-1.05%
Sep 2000 - Aug 2006
4.06%
14 out of 345
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 +6.93% +18.56%
Jan 1993 - Dec 1999
-1.73%
Mar 2002 - Feb 2009
1.20%
4 out of 333
Euro Inflation Adjusted +5.23% +16.18%
Jan 1993 - Dec 1999
-3.75%
Mar 2002 - Feb 2009
2.70%
9 out of 333
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 +7.48% +18.91%
Sep 1992 - Aug 2000
-1.98%
Mar 2001 - Feb 2009
2.80%
9 out of 321
Euro Inflation Adjusted +5.61% +16.48%
Sep 1992 - Aug 2000
-4.04%
Mar 2001 - Feb 2009
5.61%
18 out of 321
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 +7.27% +18.58%
Jan 1991 - Dec 1999
-2.75%
Mar 2000 - Feb 2009
3.24%
10 out of 309
Euro Inflation Adjusted +5.42% +15.75%
Jan 1991 - Dec 1999
-4.77%
Mar 2000 - Feb 2009
5.18%
16 out of 309
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 +7.56% +17.52%
Oct 1990 - Sep 2000
+0.65%
Apr 1999 - Mar 2009
0.00%
0 out of 297
Euro Inflation Adjusted +5.73% +14.71%
Oct 1990 - Sep 2000
-1.44%
Apr 1999 - Mar 2009
6.73%
20 out of 297
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 +7.76% +14.29%
Nov 1989 - Oct 2000
+0.87%
Oct 2000 - Sep 2011
0.00%
0 out of 285
Euro Inflation Adjusted +5.76% +11.41%
Nov 1989 - Oct 2000
-1.21%
Oct 2000 - Sep 2011
3.16%
9 out of 285
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 +7.40% +12.08%
Apr 1990 - Mar 2002
+1.87%
Jan 2000 - Dec 2011
0.00%
0 out of 273
Euro Inflation Adjusted +5.55% +9.65%
Mar 2009 - Feb 2021
-0.27%
Jan 2000 - Dec 2011
1.83%
5 out of 273
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 +7.34% +11.16%
Feb 1991 - Jan 2004
+2.67%
Sep 2000 - Aug 2013
0.00%
0 out of 261
Euro Inflation Adjusted +5.44% +9.23%
Mar 2009 - Feb 2022
+0.60%
Sep 2000 - Aug 2013
0.00%
0 out of 261
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 +6.79% +11.00%
Jan 1991 - Dec 2004
+3.47%
Apr 2000 - Mar 2014
0.00%
0 out of 249
Euro Inflation Adjusted +5.00% +8.63%
Oct 1992 - Sep 2006
+1.42%
Apr 2000 - Mar 2014
0.00%
0 out of 249
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 +6.67% +11.68%
Feb 1991 - Jan 2006
+3.88%
Sep 2000 - Aug 2015
0.00%
0 out of 237
Euro Inflation Adjusted +4.91% +9.18%
Feb 1991 - Jan 2006
+2.03%
Sep 2000 - Aug 2015
0.00%
0 out of 237
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 +6.68% +11.57%
Jan 1991 - Dec 2006
+3.80%
Apr 2000 - Mar 2016
0.00%
0 out of 225
Euro Inflation Adjusted +4.80% +9.05%
Feb 1991 - Jan 2007
+2.00%
Apr 2000 - Mar 2016
0.00%
0 out of 225
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 +6.97% +11.48%
Nov 1990 - Oct 2007
+4.35%
Sep 2000 - Aug 2017
0.00%
0 out of 213
Euro Inflation Adjusted +5.01% +8.95%
Nov 1990 - Oct 2007
+2.61%
Sep 2000 - Aug 2017
0.00%
0 out of 213
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 +7.11% +10.02%
Nov 1989 - Oct 2007
+4.14%
Apr 2000 - Mar 2018
0.00%
0 out of 201
Euro Inflation Adjusted +5.07% +7.40%
Nov 1989 - Oct 2007
+2.38%
Apr 2000 - Mar 2018
0.00%
0 out of 201
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 +7.10% +9.10%
Jan 1991 - Dec 2009
+3.99%
Jan 2000 - Dec 2018
0.00%
0 out of 189
Euro Inflation Adjusted +4.93% +6.69%
Jan 1991 - Dec 2009
+2.22%
Jan 2000 - Dec 2018
0.00%
0 out of 189
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 +7.27% +9.36%
Jan 1991 - Dec 2010
+3.65%
Apr 2000 - Mar 2020
0.00%
0 out of 177
Euro Inflation Adjusted +5.22% +7.20%
Apr 1995 - Mar 2015
+1.97%
Apr 2000 - Mar 2020
0.00%
0 out of 177
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 Dedalo Invest Dedalo Eleven Euro Portfolio: ETF allocation and returns page.