Consolidated Returns as of 30 June 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 (~71 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
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The annualized return of the last 10 years has been 5.84% (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 | +6.66% |
+41.56%
Jun 1982 - May 1983 |
-10.81%
Jun 1969 - May 1970 |
14.64%
123 out of 840 |
Euro Inflation Adjusted | +4.26% |
+37.22%
Jul 1982 - Jun 1983 |
-18.18%
Jan 2022 - Dec 2022 |
24.17%
203 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.94% |
+30.26%
Dec 1978 - Nov 1980 |
-4.46%
Jul 1968 - Jun 1970 |
4.35%
36 out of 828 |
Euro Inflation Adjusted | +4.17% |
+23.81%
Dec 1978 - Nov 1980 |
-9.39%
Nov 2021 - Oct 2023 |
15.22%
126 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.89% |
+19.63%
Dec 1978 - Nov 1981 |
-0.73%
Apr 2000 - Mar 2003 |
0.61%
5 out of 816 |
Euro Inflation Adjusted | +4.53% |
+15.28%
Jul 1982 - Jun 1985 |
-5.96%
Oct 2020 - Sep 2023 |
10.05%
82 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.81% |
+20.67%
Dec 1978 - Nov 1982 |
+0.45%
Nov 1986 - Oct 1990 |
0.00%
0 out of 804 |
Euro Inflation Adjusted | +4.56% |
+14.32%
Dec 1978 - Nov 1982 |
-1.97%
Nov 1986 - Oct 1990 |
4.73%
38 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+19.16%
Dec 1978 - Nov 1983 |
+1.34%
Jun 1965 - May 1970 |
0.00%
0 out of 792 |
Euro Inflation Adjusted | +4.41% |
+13.50%
Dec 1978 - Nov 1983 |
-1.14%
Jun 1965 - May 1970 |
1.89%
15 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+16.73%
Dec 1978 - Nov 1984 |
+1.88%
Jul 1964 - Jun 1970 |
0.00%
0 out of 780 |
Euro Inflation Adjusted | +4.39% |
+11.71%
Dec 1978 - Nov 1984 |
-0.74%
Jul 1964 - Jun 1970 |
0.90%
7 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.06% |
+15.09%
Jul 1978 - Jun 1985 |
+2.55%
Jun 1963 - May 1970 |
0.00%
0 out of 768 |
Euro Inflation Adjusted | +4.28% |
+10.61%
Apr 1979 - Mar 1986 |
-0.02%
Jul 1963 - Jun 1970 |
0.13%
1 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.09% |
+14.49%
Dec 1978 - Nov 1986 |
+2.97%
Nov 2000 - Oct 2008 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +4.51% |
+10.70%
Dec 1978 - Nov 1986 |
+0.48%
Feb 1962 - Jan 1970 |
0.00%
0 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.06% |
+14.01%
Oct 1974 - Sep 1983 |
+2.75%
Jun 1961 - May 1970 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +4.46% |
+9.63%
Oct 1978 - Sep 1987 |
+0.14%
Jun 1961 - May 1970 |
0.00%
0 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.11% |
+13.29%
Oct 1973 - Sep 1983 |
+3.18%
Jul 1960 - Jun 1970 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +4.55% |
+9.03%
Sep 1976 - Aug 1986 |
+0.59%
Jul 1960 - Jun 1970 |
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 | +7.11% |
+13.19%
May 1972 - Apr 1983 |
+3.26%
Jul 1959 - Jun 1970 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +4.68% |
+8.61%
Sep 1976 - Aug 1987 |
+0.81%
Jul 1959 - Jun 1970 |
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 | +7.15% |
+12.97%
Dec 1971 - Nov 1983 |
+3.80%
Jul 1958 - Jun 1970 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +4.70% |
+8.45%
Oct 1974 - Sep 1986 |
+1.45%
Jul 1958 - Jun 1970 |
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 | +7.18% |
+13.32%
Jul 1970 - Jun 1983 |
+4.08%
Jul 1957 - Jun 1970 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +4.86% |
+8.16%
Oct 1974 - Sep 1987 |
+1.71%
Oct 1961 - Sep 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 | +7.13% |
+12.41%
Feb 1970 - Jan 1984 |
+3.96%
Jul 1956 - Jun 1970 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +4.86% |
+7.63%
Apr 1972 - Mar 1986 |
+1.68%
Jul 1956 - Jun 1970 |
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 | +7.13% |
+12.62%
Jul 1970 - Jun 1985 |
+4.09%
Jul 1955 - Jun 1970 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +4.87% |
+7.59%
Jul 1970 - Jun 1985 |
+1.80%
Jul 1955 - Jun 1970 |
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 | +7.19% |
+12.36%
Jun 1970 - May 1986 |
+4.59%
Jul 1954 - Jun 1970 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +4.81% |
+7.64%
Jun 1970 - May 1986 |
+2.29%
Jul 1954 - Jun 1970 |
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 | +7.20% |
+11.87%
Aug 1970 - Jul 1987 |
+5.00%
Aug 1953 - Jul 1970 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +4.80% |
+7.44%
Aug 1970 - Jul 1987 |
+2.14%
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 | +7.17% |
+11.13%
Jul 1970 - Jun 1988 |
+5.37%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +4.85% |
+6.90%
Dec 1978 - Nov 1996 |
+2.32%
Dec 1960 - Nov 1978 |
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 | +7.21% |
+11.05%
Jul 1970 - Jun 1989 |
+5.59%
Jan 2000 - Dec 2018 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +4.95% |
+7.02%
Dec 1978 - Nov 1997 |
+2.45%
Dec 1959 - Nov 1978 |
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 | +7.45% |
+10.33%
Dec 1969 - Nov 1989 |
+5.86%
Oct 1954 - Sep 1974 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +4.85% |
+6.98%
Dec 1978 - Nov 1998 |
+2.57%
Dec 1958 - Nov 1978 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Harry Browne Permanent Portfolio To EUR Bond Hedged: ETF allocation and returns page.