Consolidated Returns as of 30 June 2024
Holding the Tyler Golden Butterfly To EUR 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 86 months (from June 2001 to July 2008).
This means that every rolling period of 87 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Tyler Golden Butterfly To EUR 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 8.43% (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 | +9.32% |
+66.98%
Jun 1982 - May 1983 |
-23.28%
Nov 1989 - Oct 1990 |
20.60%
173 out of 840 |
Euro Inflation Adjusted | +6.41% |
+61.53%
Jun 1982 - May 1983 |
-26.60%
Nov 1989 - Oct 1990 |
26.90%
226 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.28% |
+39.81%
Feb 1982 - Jan 1984 |
-10.22%
Jun 2001 - May 2003 |
10.51%
87 out of 828 |
Euro Inflation Adjusted | +6.42% |
+35.27%
Feb 1982 - Jan 1984 |
-11.92%
Jun 2001 - May 2003 |
20.53%
170 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.63% |
+34.76%
Mar 1982 - Feb 1985 |
-5.65%
Jan 1985 - Dec 1987 |
6.50%
53 out of 816 |
Euro Inflation Adjusted | +6.10% |
+30.74%
Mar 1982 - Feb 1985 |
-6.91%
Sep 1989 - Aug 1992 |
13.48%
110 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+33.45%
Dec 1978 - Nov 1982 |
-2.97%
Nov 1986 - Oct 1990 |
1.99%
16 out of 804 |
Euro Inflation Adjusted | +5.97% |
+26.42%
Dec 1978 - Nov 1982 |
-5.31%
Nov 1986 - Oct 1990 |
9.20%
74 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.35% |
+32.85%
Dec 1978 - Nov 1983 |
-1.15%
Nov 1985 - Oct 1990 |
0.76%
6 out of 792 |
Euro Inflation Adjusted | +5.83% |
+26.54%
Dec 1978 - Nov 1983 |
-2.95%
Oct 1968 - Sep 1973 |
6.57%
52 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.31% |
+30.18%
Dec 1978 - Nov 1984 |
-1.10%
Feb 1985 - Jan 1991 |
0.90%
7 out of 780 |
Euro Inflation Adjusted | +5.91% |
+24.59%
Dec 1978 - Nov 1984 |
-2.97%
Apr 2002 - Mar 2008 |
4.87%
38 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.28% |
+27.33%
Mar 1978 - Feb 1985 |
-0.44%
Jul 2001 - Jun 2008 |
0.26%
2 out of 768 |
Euro Inflation Adjusted | +5.62% |
+22.23%
Mar 1978 - Feb 1985 |
-2.74%
Jul 2001 - Jun 2008 |
3.52%
27 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+23.27%
Mar 1977 - Feb 1985 |
+0.33%
Jul 2001 - Jun 2009 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +5.83% |
+18.51%
Mar 1977 - Feb 1985 |
-1.68%
Jul 2001 - Jun 2009 |
2.65%
20 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.35% |
+23.04%
Oct 1974 - Sep 1983 |
+1.07%
Nov 2000 - Oct 2009 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +6.05% |
+17.78%
Oct 1975 - Sep 1984 |
-0.97%
Nov 2000 - Oct 2009 |
0.67%
5 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.54% |
+22.67%
Feb 1975 - Jan 1985 |
+3.16%
Jul 2001 - Jun 2011 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +6.12% |
+17.80%
Feb 1975 - Jan 1985 |
+1.08%
Oct 1964 - Sep 1974 |
0.00%
0 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.62% |
+21.17%
Jul 1974 - Jun 1985 |
+3.76%
Apr 1998 - Mar 2009 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +6.38% |
+16.35%
Jul 1974 - Jun 1985 |
+1.70%
Oct 1963 - Sep 1974 |
0.00%
0 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.61% |
+19.75%
Jul 1973 - Jun 1985 |
+4.40%
Aug 1997 - Jul 2009 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +6.23% |
+14.91%
Oct 1974 - Sep 1986 |
+1.91%
Nov 1961 - Oct 1973 |
0.00%
0 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.47% |
+18.68%
Mar 1972 - Feb 1985 |
+4.72%
Nov 2000 - Oct 2013 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +6.07% |
+13.95%
Oct 1974 - Sep 1987 |
+1.66%
Jan 1962 - Dec 1974 |
0.00%
0 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+17.57%
Mar 1971 - Feb 1985 |
+5.34%
May 2000 - Apr 2014 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +6.38% |
+12.81%
Oct 1974 - Sep 1988 |
+2.02%
Jan 1961 - Dec 1974 |
0.00%
0 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.68% |
+17.77%
Jul 1970 - Jun 1985 |
+5.66%
Oct 1959 - Sep 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +6.37% |
+12.78%
Sep 1974 - Aug 1989 |
+2.14%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.50% |
+16.54%
Jun 1970 - May 1986 |
+5.53%
Apr 2002 - Mar 2018 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +6.26% |
+12.00%
Sep 1973 - Aug 1989 |
+2.27%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.49% |
+15.30%
Mar 1968 - Feb 1985 |
+5.80%
Jul 2001 - Jun 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +6.11% |
+10.75%
Oct 1974 - Sep 1991 |
+3.00%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.53% |
+15.13%
Mar 1967 - Feb 1985 |
+5.66%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +6.24% |
+10.69%
Apr 1980 - Mar 1998 |
+3.28%
Oct 1956 - Sep 1974 |
0.00%
0 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.54% |
+14.81%
Jan 1975 - Dec 1993 |
+6.15%
Nov 2000 - Oct 2019 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +6.20% |
+11.12%
Jan 1975 - Dec 1993 |
+3.13%
Oct 1955 - Sep 1974 |
0.00%
0 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.77% |
+14.44%
Aug 1973 - Jul 1993 |
+6.06%
Nov 2000 - Oct 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +6.22% |
+10.79%
Mar 1978 - Feb 1998 |
+3.38%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Tyler Golden Butterfly To EUR Portfolio: ETF allocation and returns page.