Tyler Golden Butterfly To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 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 (~49 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

TYLER GOLDEN BUTTERFLY 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 6.88% (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.

TYLER GOLDEN BUTTERFLY 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 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.46% +56.95%
Jun 1982 - May 1983
-16.13%
Nov 1989 - Oct 1990
15.83%
92 out of 581
Euro Inflation Adjusted +7.18% +52.81%
Jul 1982 - Jun 1983
-19.77%
Nov 1989 - Oct 1990
22.38%
130 out of 581
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 +9.42% +31.33%
Dec 1978 - Nov 1980
-3.54%
Nov 2021 - Oct 2023
6.68%
38 out of 569
Euro Inflation Adjusted +7.39% +26.16%
Feb 1982 - Jan 1984
-9.59%
Nov 2021 - Oct 2023
14.76%
84 out of 569
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 +9.17% +26.17%
Jun 1982 - May 1985
-0.93%
Apr 2006 - Mar 2009
0.72%
4 out of 557
Euro Inflation Adjusted +7.24% +22.95%
Jul 1982 - Jun 1985
-3.59%
Oct 1987 - Sep 1990
9.34%
52 out of 557
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 +8.91% +25.60%
Dec 1978 - Nov 1982
-0.29%
Nov 1986 - Oct 1990
0.18%
1 out of 545
Euro Inflation Adjusted +6.97% +19.62%
Jun 1982 - May 1986
-2.69%
Nov 1986 - Oct 1990
1.83%
10 out of 545
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 +8.48% +25.17%
Dec 1978 - Nov 1983
+2.47%
Nov 1985 - Oct 1990
0.00%
0 out of 533
Euro Inflation Adjusted +6.55% +19.23%
Dec 1978 - Nov 1983
+0.64%
Nov 1985 - Oct 1990
0.00%
0 out of 533
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 +8.52% +22.28%
Dec 1978 - Nov 1984
+3.12%
Feb 1985 - Jan 1991
0.00%
0 out of 521
Euro Inflation Adjusted +6.50% +17.02%
Dec 1978 - Nov 1984
+0.89%
Apr 2002 - Mar 2008
0.00%
0 out of 521
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 +8.45% +20.41%
Mar 1978 - Feb 1985
+2.50%
Apr 2002 - Mar 2009
0.00%
0 out of 509
Euro Inflation Adjusted +6.48% +15.58%
Mar 1978 - Feb 1985
+0.42%
Apr 2002 - Mar 2009
0.00%
0 out of 509
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 +8.67% +19.20%
Oct 1975 - Sep 1983
+2.92%
Jul 2001 - Jun 2009
0.00%
0 out of 497
Euro Inflation Adjusted +6.62% +14.84%
Dec 1978 - Nov 1986
+0.79%
Nov 2000 - Oct 2008
0.00%
0 out of 497
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 +8.61% +18.85%
Jan 1975 - Dec 1983
+3.54%
Nov 2000 - Oct 2009
0.00%
0 out of 485
Euro Inflation Adjusted +6.66% +13.81%
Jan 1975 - Dec 1983
+1.45%
Nov 2000 - Oct 2009
0.00%
0 out of 485
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 +8.65% +18.01%
Jan 1975 - Dec 1984
+4.58%
Jul 1999 - Jun 2009
0.00%
0 out of 473
Euro Inflation Adjusted +6.72% +13.27%
Jan 1975 - Dec 1984
+2.40%
Jul 1999 - Jun 2009
0.00%
0 out of 473
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 +8.72% +17.14%
Jan 1975 - Dec 1985
+4.43%
Apr 1998 - Mar 2009
0.00%
0 out of 461
Euro Inflation Adjusted +6.74% +12.73%
Apr 1975 - Mar 1986
+2.37%
Apr 1998 - Mar 2009
0.00%
0 out of 461
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 +8.82% +16.11%
Jan 1975 - Dec 1986
+5.22%
Aug 1997 - Jul 2009
0.00%
0 out of 449
Euro Inflation Adjusted +6.74% +12.16%
Jan 1975 - Dec 1986
+3.26%
Aug 1997 - Jul 2009
0.00%
0 out of 449
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 +8.90% +14.38%
Oct 1975 - Sep 1988
+6.19%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +6.64% +10.98%
Oct 1975 - Sep 1988
+4.05%
Sep 2000 - Aug 2013
0.00%
0 out of 437
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 +8.73% +14.33%
Oct 1975 - Sep 1989
+6.60%
May 2000 - Apr 2014
0.00%
0 out of 425
Euro Inflation Adjusted +6.58% +10.95%
Oct 1975 - Sep 1989
+4.48%
May 2000 - Apr 2014
0.00%
0 out of 425
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 +8.61% +14.16%
Dec 1978 - Nov 1993
+6.52%
Mar 1994 - Feb 2009
0.00%
0 out of 413
Euro Inflation Adjusted +6.42% +10.61%
Dec 1978 - Nov 1993
+4.41%
Nov 1993 - Oct 2008
0.00%
0 out of 413
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 +8.50% +13.60%
Feb 1978 - Jan 1994
+6.38%
Apr 2002 - Mar 2018
0.00%
0 out of 401
Euro Inflation Adjusted +6.33% +10.14%
Feb 1978 - Jan 1994
+4.48%
Aug 1993 - Jul 2009
0.00%
0 out of 401
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 +8.41% +13.25%
Sep 1976 - Aug 1993
+6.36%
Jan 2002 - Dec 2018
0.00%
0 out of 389
Euro Inflation Adjusted +6.27% +9.76%
Sep 1976 - Aug 1993
+4.46%
Nov 2006 - Oct 2023
0.00%
0 out of 389
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 +8.43% +13.40%
Oct 1975 - Sep 1993
+6.25%
Nov 2000 - Oct 2018
0.00%
0 out of 377
Euro Inflation Adjusted +6.26% +9.87%
Oct 1975 - Sep 1993
+4.44%
Nov 2000 - Oct 2018
0.00%
0 out of 377
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 +8.52% +13.79%
Jan 1975 - Dec 1993
+6.54%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +6.30% +10.13%
Jan 1975 - Dec 1993
+4.73%
Jan 2000 - Dec 2018
0.00%
0 out of 365
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 +8.44% +13.10%
Mar 1978 - Feb 1998
+6.58%
Nov 2000 - Oct 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.30% +9.90%
Apr 1978 - Mar 1998
+4.71%
Nov 2003 - Oct 2023
0.00%
0 out of 353
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 Tyler Golden Butterfly To EUR Bond Hedged Portfolio: ETF allocation and returns page.