Harry Browne Permanent Portfolio To EUR Bond Hedged: Rolling Returns

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

Holding the Harry Browne Permanent Portfolio To EUR Bond Hedged, 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 45 months (from September 2000 to May 2004).

This means that every rolling period of 46 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Harry Browne Permanent Portfolio To EUR Bond 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

HARRY BROWNE PERMANENT PORTFOLIO TO EUR BOND HEDGED
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.77% (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.

HARRY BROWNE PERMANENT PORTFOLIO TO EUR BOND HEDGED
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.79% +41.56%
Jun 1982 - May 1983
-10.65%
Jan 2022 - Dec 2022
16.52%
96 out of 581
Euro Inflation Adjusted +4.45% +37.22%
Jul 1982 - Jun 1983
-18.18%
Jan 2022 - Dec 2022
25.13%
146 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.54% +30.26%
Dec 1978 - Nov 1980
-3.33%
Nov 2021 - Oct 2023
4.75%
27 out of 569
Euro Inflation Adjusted +5.15% +23.81%
Dec 1978 - Nov 1980
-9.39%
Nov 2021 - Oct 2023
15.99%
91 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.49% +19.63%
Dec 1978 - Nov 1981
-0.73%
Apr 2000 - Mar 2003
0.90%
5 out of 557
Euro Inflation Adjusted +5.19% +15.28%
Jul 1982 - Jun 1985
-5.96%
Oct 2020 - Sep 2023
10.59%
59 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.30% +20.67%
Dec 1978 - Nov 1982
+0.45%
Nov 1986 - Oct 1990
0.00%
0 out of 545
Euro Inflation Adjusted +5.24% +14.32%
Dec 1978 - Nov 1982
-1.97%
Nov 1986 - Oct 1990
5.50%
30 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.29% +19.16%
Dec 1978 - Nov 1983
+1.80%
Apr 2000 - Mar 2005
0.00%
0 out of 533
Euro Inflation Adjusted +5.25% +13.50%
Dec 1978 - Nov 1983
-0.38%
Apr 2000 - Mar 2005
0.94%
5 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.33% +16.73%
Dec 1978 - Nov 1984
+3.24%
Feb 1985 - Jan 1991
0.00%
0 out of 521
Euro Inflation Adjusted +5.53% +11.71%
Dec 1978 - Nov 1984
+0.60%
Sep 1986 - Aug 1992
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.40% +15.09%
Jul 1978 - Jun 1985
+3.32%
Sep 2000 - Aug 2007
0.00%
0 out of 509
Euro Inflation Adjusted +5.31% +10.61%
Apr 1979 - Mar 1986
+0.32%
Oct 2016 - Sep 2023
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.35% +14.49%
Dec 1978 - Nov 1986
+2.97%
Nov 2000 - Oct 2008
0.00%
0 out of 497
Euro Inflation Adjusted +5.14% +10.70%
Dec 1978 - Nov 1986
+0.62%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.35% +13.12%
Oct 1978 - Sep 1987
+3.55%
Sep 2000 - Aug 2009
0.00%
0 out of 485
Euro Inflation Adjusted +5.20% +9.63%
Oct 1978 - Sep 1987
+1.33%
Feb 2015 - Jan 2024
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.22% +12.77%
Sep 1976 - Aug 1986
+4.33%
Oct 2012 - Sep 2022
0.00%
0 out of 473
Euro Inflation Adjusted +5.21% +9.03%
Sep 1976 - Aug 1986
+2.33%
Nov 2012 - Oct 2022
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.19% +12.25%
Oct 1975 - Sep 1986
+3.96%
Oct 2012 - Sep 2023
0.00%
0 out of 461
Euro Inflation Adjusted +5.09% +8.61%
Sep 1976 - Aug 1987
+1.81%
Oct 2012 - Sep 2023
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.24% +11.65%
Oct 1975 - Sep 1987
+4.60%
Nov 2011 - Oct 2023
0.00%
0 out of 449
Euro Inflation Adjusted +4.98% +8.18%
Oct 1975 - Sep 1987
+2.42%
Nov 2011 - Oct 2023
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.28% +10.90%
Sep 1976 - Aug 1989
+5.31%
Dec 2010 - Nov 2023
0.00%
0 out of 437
Euro Inflation Adjusted +5.10% +7.67%
Sep 1976 - Aug 1989
+3.05%
Oct 2010 - Sep 2023
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.17% +10.52%
Oct 1975 - Sep 1989
+5.61%
May 2000 - Apr 2014
0.00%
0 out of 425
Euro Inflation Adjusted +5.04% +7.25%
Oct 1975 - Sep 1989
+3.51%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.14% +10.98%
Dec 1978 - Nov 1993
+5.53%
Nov 1993 - Oct 2008
0.00%
0 out of 413
Euro Inflation Adjusted +5.01% +7.53%
Dec 1978 - Nov 1993
+3.31%
Aug 1993 - Jul 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.15% +10.47%
Feb 1978 - Jan 1994
+5.58%
Aug 1993 - Jul 2009
0.00%
0 out of 401
Euro Inflation Adjusted +4.99% +7.12%
Feb 1978 - Jan 1994
+3.53%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.03% +10.31%
Dec 1978 - Nov 1995
+5.65%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +4.91% +6.96%
Dec 1978 - Nov 1995
+3.53%
Aug 1987 - Jul 2004
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.07% +10.18%
Dec 1978 - Nov 1996
+5.37%
Nov 2000 - Oct 2018
0.00%
0 out of 377
Euro Inflation Adjusted +4.91% +6.90%
Dec 1978 - Nov 1996
+3.57%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.03% +10.22%
Dec 1978 - Nov 1997
+5.59%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +4.99% +7.02%
Dec 1978 - Nov 1997
+3.62%
Apr 1986 - Mar 2005
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.84% +10.06%
Dec 1978 - Nov 1998
+5.88%
Apr 1998 - Mar 2018
0.00%
0 out of 353
Euro Inflation Adjusted +4.79% +6.98%
Dec 1978 - Nov 1998
+3.75%
Aug 1987 - Jul 2007
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 Harry Browne Permanent Portfolio To EUR Bond Hedged: ETF allocation and returns page.