European Stocks Portfolio: Rolling Returns

Data Source: from January 1970 to February 2024 (~54 years)
Consolidated Returns as of 29 February 2024

Holding the European Stocks Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~54 years), the longest period with a negative return lasted 155 months (from May 2007 to March 2020).

This means that every rolling period of 156 months or above has always granted a positive return.

To obtain comprehensive information, please consult the European Stocks 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

EUROPEAN STOCKS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 4.24% (updated at Feb 29, 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.

EUROPEAN STOCKS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1970 - 29 February 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -12.44 0.87$ 11.37 1.11$ 27.24 1.27$ 58.54 03/2009
02/2010
1.58$ 12.91 33.81%
2Y -30.58 03/2007
02/2009
0.48$ -6.55 0.87$ 8.23 1.17$ 22.61 1.50$ 38.87 03/2009
02/2011
1.92$ 5.75 28.19%
3Y -18.37 04/2000
03/2003
0.54$ -4.27 0.87$ 7.16 1.23$ 20.84 1.76$ 30.55 04/2003
03/2006
2.22$ 5.50 26.15%
4Y -10.93 10/2007
09/2011
0.62$ -3.37 0.87$ 5.64 1.24$ 18.48 1.97$ 29.29 04/2003
03/2007
2.79$ 9.16 23.32%
5Y -8.13 06/2007
05/2012
0.65$ -0.63 0.96$ 4.95 1.27$ 15.56 2.06$ 25.37 10/2002
09/2007
3.09$ 7.52 17.28%
6Y -2.77 07/2007
06/2013
0.84$ 1.33 1.08$ 4.96 1.33$ 10.14 1.78$ 19.32 04/1994
03/2000
2.88$ 5.23 9.00%
7Y -1.10 11/2007
10/2014
0.92$ 2.45 1.18$ 5.64 1.46$ 8.72 1.79$ 12.92 03/1994
02/2001
2.34$ 7.42 1.44%
8Y -2.09 03/2001
02/2009
0.84$ 2.99 1.26$ 5.78 1.56$ 7.92 1.84$ 12.01 04/2003
03/2011
2.47$ 8.09 5.66%
9Y -3.54 03/2000
02/2009
0.72$ 2.31 1.22$ 6.14 1.70$ 8.72 2.12$ 11.91 03/2009
02/2018
2.75$ 5.11 7.51%
10Y -1.57 03/1999
02/2009
0.85$ 1.94 1.21$ 5.66 1.73$ 9.54 2.48$ 11.15 05/1997
04/2007
2.87$ 4.24 1.66%
11Y -0.49 03/1998
02/2009
0.94$ 2.61 1.32$ 5.70 1.84$ 10.00 2.85$ 12.14 06/1996
05/2007
3.52$ 6.08 0.87%
12Y 0.15 04/2008
03/2020
1.01$ 2.16 1.29$ 5.07 1.80$ 9.66 3.02$ 12.57 02/1995
01/2007
4.13$ 6.42 0.00%
13Y 0.15 04/2007
03/2020
1.01$ 2.92 1.45$ 5.28 1.95$ 7.55 2.57$ 12.73 07/1994
06/2007
4.74$ 5.22 0.00%
14Y 1.78 04/2006
03/2020
1.27$ 3.17 1.54$ 5.28 2.05$ 7.08 2.60$ 11.47 06/1994
05/2008
4.57$ 6.32 0.00%
15Y 0.46 10/2007
09/2022
1.07$ 3.58 1.69$ 4.93 2.05$ 7.46 2.94$ 9.19 03/2009
02/2024
3.73$ 9.19 0.00%
16Y 1.58 11/2007
10/2023
1.28$ 3.10 1.63$ 5.48 2.34$ 6.89 2.90$ 8.57 03/1995
02/2011
3.72$ 3.59 0.00%
17Y 2.60 01/2000
12/2016
1.54$ 3.73 1.86$ 5.71 2.56$ 7.04 3.17$ 8.61 06/1994
05/2011
4.06$ 3.52 0.00%
18Y 3.20 07/1998
06/2016
1.76$ 4.01 2.03$ 5.42 2.58$ 7.48 3.66$ 8.40 04/2003
03/2021
4.26$ 4.66 0.00%
19Y 2.74 01/2000
12/2018
1.67$ 4.19 2.18$ 5.55 2.79$ 7.70 4.09$ 8.57 03/1995
02/2014
4.76$ 5.05 0.00%
20Y 2.21 04/2000
03/2020
1.54$ 4.04 2.20$ 5.86 3.12$ 7.39 4.16$ 8.59 07/1994
06/2014
5.19$ 5.73 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -15.50 0.84$ 8.65 1.08$ 24.34 1.24$ 55.20 03/2009
02/2010
1.55$ 9.93 37.82%
2Y -31.98 03/2007
02/2009
0.46$ -9.23 0.82$ 5.98 1.12$ 19.22 1.42$ 35.97 03/2009
02/2011
1.84$ 1.37 37.39%
3Y -20.32 04/2000
03/2003
0.50$ -6.65 0.81$ 4.61 1.14$ 17.92 1.63$ 27.01 04/2003
03/2006
2.04$ -0.02 31.38%
4Y -12.76 10/2007
09/2011
0.57$ -5.53 0.79$ 3.21 1.13$ 15.72 1.79$ 25.78 04/2003
03/2007
2.50$ 4.42 30.03%
5Y -9.96 06/2007
05/2012
0.59$ -2.89 0.86$ 2.48 1.13$ 12.08 1.76$ 21.84 10/2002
09/2007
2.68$ 3.29 32.89%
6Y -4.61 07/2007
06/2013
0.75$ -1.04 0.93$ 2.61 1.16$ 8.13 1.59$ 16.36 04/1994
03/2000
2.48$ 1.51 21.11%
7Y -2.87 11/2007
10/2014
0.81$ 0.12 1.00$ 3.19 1.24$ 6.09 1.51$ 10.02 03/1994
02/2001
1.95$ 3.82 12.27%
8Y -4.38 03/2001
02/2009
0.69$ 0.57 1.04$ 3.47 1.31$ 5.41 1.52$ 9.34 04/2003
03/2011
2.04$ 4.55 12.08%
9Y -5.91 03/2000
02/2009
0.57$ 0.08 1.00$ 3.82 1.40$ 6.14 1.71$ 9.94 03/2009
02/2018
2.34$ 1.95 13.83%
10Y -4.05 03/1999
02/2009
0.66$ 0.08 1.00$ 3.41 1.39$ 6.82 1.93$ 8.38 05/1997
04/2007
2.23$ 1.42 14.11%
11Y -2.93 03/1998
02/2009
0.72$ 0.24 1.02$ 3.29 1.42$ 7.43 2.19$ 9.33 06/1996
05/2007
2.66$ 3.37 10.92%
12Y -1.47 01/2000
12/2011
0.83$ 0.13 1.01$ 2.80 1.39$ 7.01 2.25$ 9.77 02/1995
01/2007
3.06$ 3.75 14.29%
13Y -1.60 04/2007
03/2020
0.81$ 0.74 1.09$ 3.03 1.47$ 5.35 1.96$ 9.84 07/1994
06/2007
3.38$ 2.56 5.37%
14Y -0.63 06/1998
05/2012
0.91$ 1.12 1.16$ 2.98 1.50$ 4.71 1.90$ 8.50 06/1994
05/2008
3.13$ 3.66 2.07%
15Y -1.87 10/2007
09/2022
0.75$ 1.32 1.21$ 2.72 1.49$ 5.01 2.08$ 6.74 02/2003
01/2018
2.66$ 6.49 4.97%
16Y -0.84 11/2007
10/2023
0.87$ 0.96 1.16$ 3.22 1.66$ 4.67 2.07$ 6.00 10/2002
09/2018
2.54$ 1.19 2.96%
17Y 0.43 01/2000
12/2016
1.07$ 1.38 1.26$ 3.44 1.77$ 4.55 2.12$ 5.95 06/1994
05/2011
2.66$ 1.02 0.00%
18Y 0.99 07/1998
06/2016
1.19$ 1.83 1.38$ 3.12 1.73$ 5.00 2.40$ 6.22 04/2003
03/2021
2.96$ 2.13 0.00%
19Y 0.58 01/2000
12/2018
1.11$ 1.99 1.45$ 3.09 1.78$ 5.18 2.61$ 6.05 03/1995
02/2014
3.05$ 2.46 0.00%
20Y 0.13 04/2000
03/2020
1.02$ 1.83 1.43$ 3.52 1.99$ 4.85 2.57$ 6.05 07/1994
06/2014
3.23$ 3.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -9.11 0.90$ 12.15 1.12$ 29.13 1.29$ 92.07 05/1985
04/1986
1.92$ 12.91 30.36%
2Y -30.58 03/2007
02/2009
0.48$ -3.20 0.93$ 10.15 1.21$ 22.46 1.49$ 58.72 01/1985
12/1986
2.51$ 5.75 21.69%
3Y -18.37 04/2000
03/2003
0.54$ -1.60 0.95$ 9.18 1.30$ 20.89 1.76$ 53.23 08/1984
07/1987
3.59$ 5.50 18.70%
4Y -10.93 10/2007
09/2011
0.62$ 0.15 1.00$ 7.68 1.34$ 19.82 2.06$ 37.21 08/1982
07/1986
3.54$ 9.16 14.26%
5Y -8.13 06/2007
05/2012
0.65$ 1.34 1.06$ 8.37 1.49$ 18.83 2.36$ 38.41 08/1982
07/1987
5.07$ 7.52 9.81%
6Y -2.77 07/2007
06/2013
0.84$ 2.97 1.19$ 7.78 1.56$ 17.52 2.63$ 30.44 08/1984
07/1990
4.92$ 5.23 4.49%
7Y -1.10 11/2007
10/2014
0.92$ 3.70 1.28$ 7.71 1.68$ 17.11 3.02$ 28.01 08/1982
07/1989
5.63$ 7.42 0.71%
8Y -2.09 03/2001
02/2009
0.84$ 4.53 1.42$ 7.92 1.84$ 16.29 3.34$ 27.43 08/1982
07/1990
6.95$ 8.09 2.70%
9Y -3.54 03/2000
02/2009
0.72$ 4.14 1.44$ 8.62 2.10$ 16.59 3.98$ 22.42 08/1982
07/1991
6.17$ 5.11 3.50%
10Y -1.57 03/1999
02/2009
0.85$ 4.18 1.50$ 9.22 2.41$ 16.22 4.49$ 21.29 08/1982
07/1992
6.88$ 4.24 0.75%
11Y -0.49 03/1998
02/2009
0.94$ 3.66 1.48$ 9.52 2.72$ 16.02 5.12$ 19.65 08/1984
07/1995
7.19$ 6.08 0.39%
12Y 0.15 04/2008
03/2020
1.01$ 4.19 1.63$ 9.10 2.84$ 16.33 6.14$ 19.55 08/1982
07/1994
8.52$ 6.42 0.00%
13Y 0.15 04/2007
03/2020
1.01$ 4.52 1.77$ 9.47 3.24$ 15.91 6.81$ 20.00 08/1984
07/1997
10.70$ 5.22 0.00%
14Y 1.78 04/2006
03/2020
1.27$ 4.39 1.82$ 9.74 3.67$ 15.54 7.55$ 20.94 08/1984
07/1998
14.32$ 6.32 0.00%
15Y 0.46 10/2007
09/2022
1.07$ 4.61 1.96$ 9.85 4.09$ 15.01 8.14$ 19.85 08/1982
07/1997
15.11$ 9.19 0.00%
16Y 1.58 11/2007
10/2023
1.28$ 4.97 2.17$ 10.09 4.65$ 14.67 8.93$ 20.67 08/1982
07/1998
20.22$ 3.59 0.00%
17Y 2.60 01/2000
12/2016
1.54$ 5.38 2.43$ 10.52 5.47$ 14.73 10.34$ 19.24 08/1982
07/1999
19.90$ 3.52 0.00%
18Y 3.20 07/1998
06/2016
1.76$ 5.15 2.46$ 10.87 6.40$ 14.49 11.42$ 18.87 08/1982
07/2000
22.46$ 4.66 0.00%
19Y 2.74 01/2000
12/2018
1.67$ 5.33 2.68$ 10.96 7.21$ 14.70 13.55$ 16.39 08/1982
07/2001
17.88$ 5.05 0.00%
20Y 2.21 04/2000
03/2020
1.54$ 5.89 3.13$ 11.11 8.22$ 14.28 14.42$ 16.28 04/1978
03/1998
20.43$ 5.73 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -14.27 0.85$ 7.24 1.07$ 24.52 1.24$ 89.07 05/1985
04/1986
1.89$ 9.93 38.97%
2Y -31.98 03/2007
02/2009
0.46$ -7.77 0.85$ 5.70 1.11$ 18.42 1.40$ 54.88 01/1985
12/1986
2.39$ 1.37 34.61%
3Y -20.32 04/2000
03/2003
0.50$ -6.60 0.81$ 4.84 1.15$ 17.91 1.63$ 48.74 08/1984
07/1987
3.29$ -0.02 30.57%
4Y -12.76 10/2007
09/2011
0.57$ -4.88 0.81$ 3.74 1.15$ 16.81 1.86$ 33.28 08/1982
07/1986
3.15$ 4.42 30.68%
5Y -9.96 06/2007
05/2012
0.59$ -2.63 0.87$ 3.92 1.21$ 15.62 2.06$ 34.20 08/1982
07/1987
4.35$ 3.29 30.80%
6Y -5.38 08/1976
07/1982
0.71$ -1.49 0.91$ 3.44 1.22$ 13.89 2.18$ 25.62 08/1984
07/1990
3.92$ 1.51 22.97%
7Y -5.48 07/1975
06/1982
0.67$ -0.14 0.99$ 3.94 1.31$ 13.01 2.35$ 23.62 08/1982
07/1989
4.41$ 3.82 16.23%
8Y -4.58 10/1973
09/1981
0.68$ -0.02 0.99$ 4.70 1.44$ 12.29 2.52$ 22.87 08/1982
07/1990
5.19$ 4.55 14.95%
9Y -6.32 08/1973
07/1982
0.55$ 0.04 1.00$ 5.18 1.57$ 11.56 2.67$ 17.96 08/1982
07/1991
4.42$ 1.95 14.36%
10Y -5.74 08/1972
07/1982
0.55$ 0.04 1.00$ 5.80 1.75$ 11.33 2.92$ 16.94 08/1982
07/1992
4.78$ 1.42 14.69%
11Y -4.14 08/1971
07/1982
0.62$ 0.19 1.02$ 6.69 2.03$ 10.88 3.11$ 15.56 08/1984
07/1995
4.90$ 3.37 13.49%
12Y -2.77 04/1970
03/1982
0.71$ 0.25 1.02$ 6.33 2.08$ 10.62 3.35$ 15.44 08/1982
07/1994
5.60$ 3.75 14.00%
13Y -2.14 01/1970
12/1982
0.75$ 1.02 1.14$ 6.25 2.19$ 10.47 3.64$ 16.08 08/1984
07/1997
6.94$ 2.56 6.26%
14Y -0.93 03/1970
02/1984
0.87$ 1.57 1.24$ 5.67 2.16$ 9.86 3.72$ 17.12 08/1984
07/1998
9.13$ 3.66 1.66%
15Y -1.87 10/2007
09/2022
0.75$ 2.29 1.40$ 5.75 2.31$ 9.85 4.09$ 16.07 01/1985
12/1999
9.34$ 6.49 2.12%
16Y -0.84 11/2007
10/2023
0.87$ 2.80 1.55$ 5.76 2.45$ 9.37 4.19$ 16.85 08/1982
07/1998
12.08$ 1.19 1.09%
17Y 0.43 01/2000
12/2016
1.07$ 3.11 1.68$ 5.87 2.63$ 9.49 4.67$ 15.53 08/1982
07/1999
11.64$ 1.02 0.00%
18Y 0.99 07/1998
06/2016
1.19$ 2.69 1.61$ 5.91 2.81$ 9.58 5.18$ 15.16 08/1982
07/2000
12.68$ 2.13 0.00%
19Y 0.58 01/2000
12/2018
1.11$ 3.01 1.75$ 5.78 2.90$ 9.72 5.82$ 12.78 08/1982
07/2001
9.82$ 2.46 0.00%
20Y 0.13 04/2000
03/2020
1.02$ 3.52 1.99$ 5.71 3.03$ 10.11 6.86$ 11.93 04/1980
03/2000
9.52$ 3.09 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.15% +92.07%
May 1985 - Apr 1986
-52.96%
Mar 2008 - Feb 2009
30.36%
194 out of 639
US Inflation Adjusted +7.24% +89.07%
May 1985 - Apr 1986
-52.96%
Mar 2008 - Feb 2009
38.97%
249 out of 639
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 +10.15% +58.72%
Jan 1985 - Dec 1986
-30.58%
Mar 2007 - Feb 2009
21.69%
136 out of 627
US Inflation Adjusted +5.70% +54.88%
Jan 1985 - Dec 1986
-31.98%
Mar 2007 - Feb 2009
34.61%
217 out of 627
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 +9.18% +53.23%
Aug 1984 - Jul 1987
-18.37%
Apr 2000 - Mar 2003
18.70%
115 out of 615
US Inflation Adjusted +4.84% +48.74%
Aug 1984 - Jul 1987
-20.32%
Apr 2000 - Mar 2003
30.57%
188 out of 615
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 +7.68% +37.21%
Aug 1982 - Jul 1986
-10.93%
Oct 2007 - Sep 2011
14.26%
86 out of 603
US Inflation Adjusted +3.74% +33.28%
Aug 1982 - Jul 1986
-12.76%
Oct 2007 - Sep 2011
30.68%
185 out of 603
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 +8.37% +38.41%
Aug 1982 - Jul 1987
-8.13%
Jun 2007 - May 2012
9.81%
58 out of 591
US Inflation Adjusted +3.92% +34.20%
Aug 1982 - Jul 1987
-9.96%
Jun 2007 - May 2012
30.80%
182 out of 591
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 +7.78% +30.44%
Aug 1984 - Jul 1990
-2.77%
Jul 2007 - Jun 2013
4.49%
26 out of 579
US Inflation Adjusted +3.44% +25.62%
Aug 1984 - Jul 1990
-5.38%
Aug 1976 - Jul 1982
22.97%
133 out of 579
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 +7.71% +28.01%
Aug 1982 - Jul 1989
-1.10%
Nov 2007 - Oct 2014
0.71%
4 out of 567
US Inflation Adjusted +3.94% +23.62%
Aug 1982 - Jul 1989
-5.48%
Jul 1975 - Jun 1982
16.23%
92 out of 567
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 +7.92% +27.43%
Aug 1982 - Jul 1990
-2.09%
Mar 2001 - Feb 2009
2.70%
15 out of 555
US Inflation Adjusted +4.70% +22.87%
Aug 1982 - Jul 1990
-4.58%
Oct 1973 - Sep 1981
14.95%
83 out of 555
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 +8.62% +22.42%
Aug 1982 - Jul 1991
-3.54%
Mar 2000 - Feb 2009
3.50%
19 out of 543
US Inflation Adjusted +5.18% +17.96%
Aug 1982 - Jul 1991
-6.32%
Aug 1973 - Jul 1982
14.36%
78 out of 543
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 +9.22% +21.29%
Aug 1982 - Jul 1992
-1.57%
Mar 1999 - Feb 2009
0.75%
4 out of 531
US Inflation Adjusted +5.80% +16.94%
Aug 1982 - Jul 1992
-5.74%
Aug 1972 - Jul 1982
14.69%
78 out of 531
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 +9.52% +19.65%
Aug 1984 - Jul 1995
-0.49%
Mar 1998 - Feb 2009
0.39%
2 out of 519
US Inflation Adjusted +6.69% +15.56%
Aug 1984 - Jul 1995
-4.14%
Aug 1971 - Jul 1982
13.49%
70 out of 519
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 +9.10% +19.55%
Aug 1982 - Jul 1994
+0.15%
Apr 2008 - Mar 2020
0.00%
0 out of 507
US Inflation Adjusted +6.33% +15.44%
Aug 1982 - Jul 1994
-2.77%
Apr 1970 - Mar 1982
14.00%
71 out of 507
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 +9.47% +20.00%
Aug 1984 - Jul 1997
+0.15%
Apr 2007 - Mar 2020
0.00%
0 out of 495
US Inflation Adjusted +6.25% +16.08%
Aug 1984 - Jul 1997
-2.14%
Jan 1970 - Dec 1982
6.26%
31 out of 495
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 +9.74% +20.94%
Aug 1984 - Jul 1998
+1.78%
Apr 2006 - Mar 2020
0.00%
0 out of 483
US Inflation Adjusted +5.67% +17.12%
Aug 1984 - Jul 1998
-0.93%
Mar 1970 - Feb 1984
1.66%
8 out of 483
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 +9.85% +19.85%
Aug 1982 - Jul 1997
+0.46%
Oct 2007 - Sep 2022
0.00%
0 out of 471
US Inflation Adjusted +5.75% +16.07%
Jan 1985 - Dec 1999
-1.87%
Oct 2007 - Sep 2022
2.12%
10 out of 471
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 +10.09% +20.67%
Aug 1982 - Jul 1998
+1.58%
Nov 2007 - Oct 2023
0.00%
0 out of 459
US Inflation Adjusted +5.76% +16.85%
Aug 1982 - Jul 1998
-0.84%
Nov 2007 - Oct 2023
1.09%
5 out of 459
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 +10.52% +19.24%
Aug 1982 - Jul 1999
+2.60%
Jan 2000 - Dec 2016
0.00%
0 out of 447
US Inflation Adjusted +5.87% +15.53%
Aug 1982 - Jul 1999
+0.43%
Jan 2000 - Dec 2016
0.00%
0 out of 447
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 +10.87% +18.87%
Aug 1982 - Jul 2000
+3.20%
Jul 1998 - Jun 2016
0.00%
0 out of 435
US Inflation Adjusted +5.91% +15.16%
Aug 1982 - Jul 2000
+0.99%
Jul 1998 - Jun 2016
0.00%
0 out of 435
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 +10.96% +16.39%
Aug 1982 - Jul 2001
+2.74%
Jan 2000 - Dec 2018
0.00%
0 out of 423
US Inflation Adjusted +5.78% +12.78%
Aug 1982 - Jul 2001
+0.58%
Jan 2000 - Dec 2018
0.00%
0 out of 423
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 +11.11% +16.28%
Apr 1978 - Mar 1998
+2.21%
Apr 2000 - Mar 2020
0.00%
0 out of 411
US Inflation Adjusted +5.71% +11.93%
Apr 1980 - Mar 2000
+0.13%
Apr 2000 - Mar 2020
0.00%
0 out of 411
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 European Stocks Portfolio: ETF allocation and returns page.