Consolidated Returns as of 30 June 2024
Holding the Tyler Golden Butterfly 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 (~71 years), the longest period with a negative return lasted 55 months (from April 1986 to October 1990).
This means that every rolling period of 56 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Tyler Golden Butterfly 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 6.85% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.46% |
+56.95%
Jun 1982 - May 1983 |
-16.17%
Jun 1969 - May 1970 |
15.83%
133 out of 840 |
Euro Inflation Adjusted | +6.86% |
+52.81%
Jul 1982 - Jun 1983 |
-19.77%
Nov 1989 - Oct 1990 |
23.21%
195 out of 840 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.08% |
+31.33%
Dec 1978 - Nov 1980 |
-6.97%
Jul 1968 - Jun 1970 |
5.80%
48 out of 828 |
Euro Inflation Adjusted | +6.37% |
+26.16%
Feb 1982 - Jan 1984 |
-9.59%
Nov 2021 - Oct 2023 |
14.49%
120 out of 828 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+26.17%
Jun 1982 - May 1985 |
-0.93%
Apr 2006 - Mar 2009 |
0.49%
4 out of 816 |
Euro Inflation Adjusted | +6.41% |
+22.95%
Jul 1982 - Jun 1985 |
-3.59%
Oct 1987 - Sep 1990 |
9.31%
76 out of 816 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.54% |
+25.60%
Dec 1978 - Nov 1982 |
-0.29%
Nov 1986 - Oct 1990 |
0.12%
1 out of 804 |
Euro Inflation Adjusted | +6.11% |
+19.62%
Jun 1982 - May 1986 |
-2.69%
Nov 1986 - Oct 1990 |
1.49%
12 out of 804 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.36% |
+25.17%
Dec 1978 - Nov 1983 |
+2.47%
Nov 1985 - Oct 1990 |
0.00%
0 out of 792 |
Euro Inflation Adjusted | +5.94% |
+19.23%
Dec 1978 - Nov 1983 |
-1.38%
Dec 1968 - Nov 1973 |
1.39%
11 out of 792 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.37% |
+22.28%
Dec 1978 - Nov 1984 |
+3.12%
Oct 1968 - Sep 1974 |
0.00%
0 out of 780 |
Euro Inflation Adjusted | +5.92% |
+17.02%
Dec 1978 - Nov 1984 |
-1.95%
Oct 1968 - Sep 1974 |
1.03%
8 out of 780 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+20.41%
Mar 1978 - Feb 1985 |
+2.50%
Apr 2002 - Mar 2009 |
0.00%
0 out of 768 |
Euro Inflation Adjusted | +5.84% |
+15.58%
Mar 1978 - Feb 1985 |
+0.07%
Oct 1967 - Sep 1974 |
0.00%
0 out of 768 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.30% |
+19.20%
Oct 1975 - Sep 1983 |
+2.92%
Jul 2001 - Jun 2009 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +6.09% |
+14.84%
Dec 1978 - Nov 1986 |
+0.79%
Nov 2000 - Oct 2008 |
0.00%
0 out of 756 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.38% |
+19.54%
Oct 1974 - Sep 1983 |
+3.54%
Nov 2000 - Oct 2009 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +6.21% |
+14.34%
Oct 1974 - Sep 1983 |
+1.11%
Oct 1965 - Sep 1974 |
0.00%
0 out of 744 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.56% |
+18.45%
Oct 1974 - Sep 1984 |
+4.58%
Jul 1999 - Jun 2009 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +6.41% |
+13.62%
Oct 1974 - Sep 1984 |
+1.53%
Oct 1964 - Sep 1974 |
0.00%
0 out of 732 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.67% |
+17.40%
Sep 1974 - Aug 1985 |
+4.43%
Apr 1998 - Mar 2009 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +6.34% |
+12.82%
Sep 1974 - Aug 1985 |
+2.12%
Oct 1963 - Sep 1974 |
0.00%
0 out of 720 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.71% |
+17.01%
Oct 1974 - Sep 1986 |
+5.22%
Aug 1997 - Jul 2009 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +6.27% |
+12.86%
Oct 1974 - Sep 1986 |
+2.54%
Dec 1961 - Nov 1973 |
0.00%
0 out of 708 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.69% |
+16.20%
Oct 1974 - Sep 1987 |
+5.88%
Oct 1961 - Sep 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +6.25% |
+12.35%
Oct 1974 - Sep 1987 |
+2.09%
Oct 1961 - Sep 1974 |
0.00%
0 out of 696 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+15.12%
Nov 1970 - Oct 1984 |
+6.02%
Jul 1956 - Jun 1970 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +6.30% |
+11.27%
Oct 1974 - Sep 1988 |
+2.51%
Oct 1960 - Sep 1974 |
0.00%
0 out of 684 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.88% |
+15.60%
Jul 1970 - Jun 1985 |
+6.15%
Jul 1955 - Jun 1970 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +6.23% |
+11.23%
Oct 1974 - Sep 1989 |
+2.64%
Oct 1959 - Sep 1974 |
0.00%
0 out of 672 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.69% |
+15.17%
Jun 1970 - May 1986 |
+6.38%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +6.21% |
+10.33%
Jun 1970 - May 1986 |
+2.89%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.72% |
+14.35%
Jul 1970 - Jun 1987 |
+6.36%
Jan 2002 - Dec 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +6.16% |
+9.83%
Jul 1970 - Jun 1987 |
+3.48%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.70% |
+13.57%
Jul 1970 - Jun 1988 |
+6.25%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +6.21% |
+9.87%
Oct 1975 - Sep 1993 |
+3.59%
Oct 1956 - Sep 1974 |
0.00%
0 out of 636 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.72% |
+13.86%
Oct 1974 - Sep 1993 |
+6.54%
Jan 2000 - Dec 2018 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +6.32% |
+10.15%
Oct 1974 - Sep 1993 |
+3.48%
Oct 1955 - Sep 1974 |
0.00%
0 out of 624 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+13.26%
Aug 1973 - Jul 1993 |
+6.58%
Nov 2000 - Oct 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +6.39% |
+9.90%
Apr 1978 - Mar 1998 |
+3.85%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Tyler Golden Butterfly To EUR Bond Hedged Portfolio: ETF allocation and returns page.