Consolidated Returns as of 30 June 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 (~55 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
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The annualized return of the last 10 years has been 4.42% (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 | +12.14% |
+92.07%
May 1985 - Apr 1986 |
-52.96%
Mar 2008 - Feb 2009 |
30.17%
194 out of 643 |
US Inflation Adjusted | +7.29% |
+89.07%
May 1985 - Apr 1986 |
-52.96%
Mar 2008 - Feb 2009 |
38.72%
249 out of 643 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.15% |
+58.72%
Jan 1985 - Dec 1986 |
-30.58%
Mar 2007 - Feb 2009 |
21.55%
136 out of 631 |
US Inflation Adjusted | +5.70% |
+54.88%
Jan 1985 - Dec 1986 |
-31.98%
Mar 2007 - Feb 2009 |
34.39%
217 out of 631 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.12% |
+53.23%
Aug 1984 - Jul 1987 |
-18.37%
Apr 2000 - Mar 2003 |
18.58%
115 out of 619 |
US Inflation Adjusted | +4.78% |
+48.74%
Aug 1984 - Jul 1987 |
-20.32%
Apr 2000 - Mar 2003 |
30.86%
191 out of 619 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.79% |
+37.21%
Aug 1982 - Jul 1986 |
-10.93%
Oct 2007 - Sep 2011 |
14.17%
86 out of 607 |
US Inflation Adjusted | +3.84% |
+33.28%
Aug 1982 - Jul 1986 |
-12.76%
Oct 2007 - Sep 2011 |
30.48%
185 out of 607 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.24% |
+38.41%
Aug 1982 - Jul 1987 |
-8.13%
Jun 2007 - May 2012 |
9.75%
58 out of 595 |
US Inflation Adjusted | +3.90% |
+34.20%
Aug 1982 - Jul 1987 |
-9.96%
Jun 2007 - May 2012 |
30.59%
182 out of 595 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+30.44%
Aug 1984 - Jul 1990 |
-2.77%
Jul 2007 - Jun 2013 |
4.46%
26 out of 583 |
US Inflation Adjusted | +3.43% |
+25.62%
Aug 1984 - Jul 1990 |
-5.38%
Aug 1976 - Jul 1982 |
22.81%
133 out of 583 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.70% |
+28.01%
Aug 1982 - Jul 1989 |
-1.10%
Nov 2007 - Oct 2014 |
0.70%
4 out of 571 |
US Inflation Adjusted | +3.86% |
+23.62%
Aug 1982 - Jul 1989 |
-5.48%
Jul 1975 - Jun 1982 |
16.11%
92 out of 571 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.91% |
+27.43%
Aug 1982 - Jul 1990 |
-2.09%
Mar 2001 - Feb 2009 |
2.68%
15 out of 559 |
US Inflation Adjusted | +4.68% |
+22.87%
Aug 1982 - Jul 1990 |
-4.58%
Oct 1973 - Sep 1981 |
14.85%
83 out of 559 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.59% |
+22.42%
Aug 1982 - Jul 1991 |
-3.54%
Mar 2000 - Feb 2009 |
3.47%
19 out of 547 |
US Inflation Adjusted | +5.16% |
+17.96%
Aug 1982 - Jul 1991 |
-6.32%
Aug 1973 - Jul 1982 |
14.26%
78 out of 547 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.18% |
+21.29%
Aug 1982 - Jul 1992 |
-1.57%
Mar 1999 - Feb 2009 |
0.75%
4 out of 535 |
US Inflation Adjusted | +5.65% |
+16.94%
Aug 1982 - Jul 1992 |
-5.74%
Aug 1972 - Jul 1982 |
14.58%
78 out of 535 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.49% |
+19.65%
Aug 1984 - Jul 1995 |
-0.49%
Mar 1998 - Feb 2009 |
0.38%
2 out of 523 |
US Inflation Adjusted | +6.65% |
+15.56%
Aug 1984 - Jul 1995 |
-4.14%
Aug 1971 - Jul 1982 |
13.38%
70 out of 523 |
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Annualized Rolling Returns - 12 Years (144 months)
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 511 |
US Inflation Adjusted | +6.26% |
+15.44%
Aug 1982 - Jul 1994 |
-2.77%
Apr 1970 - Mar 1982 |
13.89%
71 out of 511 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.46% |
+20.00%
Aug 1984 - Jul 1997 |
+0.15%
Apr 2007 - Mar 2020 |
0.00%
0 out of 499 |
US Inflation Adjusted | +6.08% |
+16.08%
Aug 1984 - Jul 1997 |
-2.14%
Jan 1970 - Dec 1982 |
6.21%
31 out of 499 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.65% |
+20.94%
Aug 1984 - Jul 1998 |
+1.78%
Apr 2006 - Mar 2020 |
0.00%
0 out of 487 |
US Inflation Adjusted | +5.64% |
+17.12%
Aug 1984 - Jul 1998 |
-0.93%
Mar 1970 - Feb 1984 |
1.64%
8 out of 487 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.79% |
+19.85%
Aug 1982 - Jul 1997 |
+0.46%
Oct 2007 - Sep 2022 |
0.00%
0 out of 475 |
US Inflation Adjusted | +5.75% |
+16.07%
Jan 1985 - Dec 1999 |
-1.87%
Oct 2007 - Sep 2022 |
2.11%
10 out of 475 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.06% |
+20.67%
Aug 1982 - Jul 1998 |
+1.58%
Nov 2007 - Oct 2023 |
0.00%
0 out of 463 |
US Inflation Adjusted | +5.76% |
+16.85%
Aug 1982 - Jul 1998 |
-0.84%
Nov 2007 - Oct 2023 |
1.08%
5 out of 463 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.45% |
+19.24%
Aug 1982 - Jul 1999 |
+2.60%
Jan 2000 - Dec 2016 |
0.00%
0 out of 451 |
US Inflation Adjusted | +5.77% |
+15.53%
Aug 1982 - Jul 1999 |
+0.43%
Jan 2000 - Dec 2016 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.73% |
+18.87%
Aug 1982 - Jul 2000 |
+3.20%
Jul 1998 - Jun 2016 |
0.00%
0 out of 439 |
US Inflation Adjusted | +5.88% |
+15.16%
Aug 1982 - Jul 2000 |
+0.99%
Jul 1998 - Jun 2016 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.86% |
+16.39%
Aug 1982 - Jul 2001 |
+2.74%
Jan 2000 - Dec 2018 |
0.00%
0 out of 427 |
US Inflation Adjusted | +5.76% |
+12.78%
Aug 1982 - Jul 2001 |
+0.58%
Jan 2000 - Dec 2018 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.04% |
+16.28%
Apr 1978 - Mar 1998 |
+2.21%
Apr 2000 - Mar 2020 |
0.00%
0 out of 415 |
US Inflation Adjusted | +5.69% |
+11.93%
Apr 1980 - Mar 2000 |
+0.13%
Apr 2000 - Mar 2020 |
0.00%
0 out of 415 |
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To obtain comprehensive information, please consult the European Stocks Portfolio: ETF allocation and returns page.