Gyroscopic Investing Desert Portfolio To EUR Hedged: Rolling Returns

Data Source: from January 1950 to April 2024 (~74 years)
Consolidated Returns as of 30 April 2024

Holding the Gyroscopic Investing Desert Portfolio To EUR Hedged, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~74 years), the longest period with a negative return lasted 41 months (from February 1967 to June 1970).

This means that every rolling period of 42 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Gyroscopic Investing Desert Portfolio To EUR Hedged: 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

GYROSCOPIC INVESTING DESERT PORTFOLIO TO EUR HEDGED
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 3.16% (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.

GYROSCOPIC INVESTING DESERT PORTFOLIO TO EUR HEDGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.96% +35.39%
Jul 1982 - Jun 1983
-14.03%
Nov 2021 - Oct 2022
10.90%
96 out of 881
Euro Inflation Adjusted +4.55% +31.93%
Jul 1982 - Jun 1983
-22.28%
Nov 2021 - Oct 2022
21.45%
189 out of 881
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 +6.99% +20.81%
Jul 1984 - Jun 1986
-6.04%
Nov 2021 - Oct 2023
4.83%
42 out of 869
Euro Inflation Adjusted +4.46% +19.60%
Jul 1984 - Jun 1986
-11.94%
Nov 2021 - Oct 2023
12.20%
106 out of 869
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 +6.98% +18.80%
Nov 1990 - Oct 1993
-1.51%
Jun 1967 - May 1970
1.52%
13 out of 857
Euro Inflation Adjusted +4.47% +16.53%
Aug 1984 - Jul 1987
-6.86%
Oct 2020 - Sep 2023
8.17%
70 out of 857
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 +7.10% +16.31%
Jul 1982 - Jun 1986
+0.53%
Jun 1966 - May 1970
0.00%
0 out of 845
Euro Inflation Adjusted +4.31% +14.19%
Jul 1982 - Jun 1986
-3.10%
Nov 2019 - Oct 2023
5.68%
48 out of 845
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 +7.20% +14.96%
Jul 1982 - Jun 1987
+0.65%
Jun 1965 - May 1970
0.00%
0 out of 833
Euro Inflation Adjusted +4.37% +13.26%
Jul 1982 - Jun 1987
-1.83%
Nov 2017 - Oct 2022
5.04%
42 out of 833
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 +7.26% +13.48%
Nov 1990 - Oct 1996
+1.59%
Jul 1964 - Jun 1970
0.00%
0 out of 821
Euro Inflation Adjusted +4.42% +10.83%
Oct 1981 - Sep 1987
-1.56%
Nov 2017 - Oct 2023
4.51%
37 out of 821
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 +7.14% +13.27%
Oct 1990 - Sep 1997
+2.11%
Oct 2016 - Sep 2023
0.00%
0 out of 809
Euro Inflation Adjusted +4.58% +10.14%
Oct 1990 - Sep 1997
-0.95%
Oct 2016 - Sep 2023
2.22%
18 out of 809
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 +7.08% +12.76%
May 1990 - Apr 1998
+2.14%
Mar 2015 - Feb 2023
0.00%
0 out of 797
Euro Inflation Adjusted +4.82% +9.97%
Nov 1990 - Oct 1998
-0.41%
Nov 2015 - Oct 2023
1.13%
9 out of 797
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 +7.04% +12.38%
Aug 1984 - Jul 1993
+2.29%
Nov 2014 - Oct 2023
0.00%
0 out of 785
Euro Inflation Adjusted +4.70% +9.82%
Jul 1984 - Jun 1993
-0.42%
Jul 1973 - Jun 1982
0.38%
3 out of 785
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 +7.07% +11.75%
Jan 1989 - Dec 1998
+2.51%
Nov 2013 - Oct 2023
0.00%
0 out of 773
Euro Inflation Adjusted +4.63% +9.07%
Aug 1982 - Jul 1992
-0.27%
Jul 1972 - Jun 1982
0.26%
2 out of 773
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 +7.09% +12.29%
Jul 1982 - Jun 1993
+2.82%
Oct 2012 - Sep 2023
0.00%
0 out of 761
Euro Inflation Adjusted +4.69% +9.68%
Jul 1982 - Jun 1993
+0.45%
Apr 1971 - Mar 1982
0.00%
0 out of 761
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 +7.06% +11.78%
Oct 1981 - Sep 1993
+3.12%
Nov 2011 - Oct 2023
0.00%
0 out of 749
Euro Inflation Adjusted +4.59% +8.95%
Oct 1981 - Sep 1993
+0.97%
Nov 2011 - Oct 2023
0.00%
0 out of 749
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 +7.04% +11.71%
Jul 1982 - Jun 1995
+3.51%
Nov 2010 - Oct 2023
0.00%
0 out of 737
Euro Inflation Adjusted +4.55% +9.11%
Aug 1984 - Jul 1997
+0.47%
Oct 1968 - Sep 1981
0.00%
0 out of 737
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 +7.17% +11.52%
Jul 1982 - Jun 1996
+4.28%
Nov 2009 - Oct 2023
0.00%
0 out of 725
Euro Inflation Adjusted +4.58% +9.04%
Jul 1984 - Jun 1998
+0.46%
Jul 1968 - Jun 1982
0.00%
0 out of 725
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 +7.08% +11.54%
Aug 1982 - Jul 1997
+4.21%
Mar 2008 - Feb 2023
0.00%
0 out of 713
Euro Inflation Adjusted +4.55% +8.98%
Aug 1982 - Jul 1997
+0.92%
Jul 1967 - Jun 1982
0.00%
0 out of 713
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 +7.12% +11.53%
Jul 1982 - Jun 1998
+4.19%
Nov 2007 - Oct 2023
0.00%
0 out of 701
Euro Inflation Adjusted +4.51% +9.04%
Jul 1982 - Jun 1998
+0.99%
Oct 1965 - Sep 1981
0.00%
0 out of 701
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 +7.14% +11.13%
Jul 1982 - Jun 1999
+4.49%
Nov 2006 - Oct 2023
0.00%
0 out of 689
Euro Inflation Adjusted +4.44% +8.73%
Jul 1982 - Jun 1999
+0.98%
Jul 1965 - Jun 1982
0.00%
0 out of 689
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 +7.30% +10.75%
Apr 1982 - Mar 2000
+4.63%
Jan 2005 - Dec 2022
0.00%
0 out of 677
Euro Inflation Adjusted +4.53% +8.34%
Jul 1982 - Jun 2000
+0.97%
Jul 1964 - Jun 1982
0.00%
0 out of 677
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 +7.42% +10.37%
Oct 1981 - Sep 2000
+4.59%
Nov 2004 - Oct 2023
0.00%
0 out of 665
Euro Inflation Adjusted +4.62% +7.83%
Oct 1981 - Sep 2000
+1.23%
Jul 1963 - Jun 1982
0.00%
0 out of 665
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 +7.38% +10.10%
Jan 1979 - Dec 1998
+4.74%
Nov 2003 - Oct 2023
0.00%
0 out of 653
Euro Inflation Adjusted +4.58% +7.45%
Jul 1982 - Jun 2002
+1.36%
Apr 1962 - Mar 1982
0.00%
0 out of 653
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 Gyroscopic Investing Desert Portfolio To EUR Hedged: ETF allocation and returns page.