Harry Browne Permanent Portfolio To EUR Bond Hedged: Rolling Returns

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 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

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

The annualized return of the last 10 years has been 5.74% (updated at May 31, 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 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1953 - 31 May 2024 (~71 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.66% +41.56%
Jun 1982 - May 1983
-10.81%
Jun 1969 - May 1970
14.66%
123 out of 839
Euro Inflation Adjusted +4.26% +37.22%
Jul 1982 - Jun 1983
-18.18%
Jan 2022 - Dec 2022
24.20%
203 out of 839
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 +6.95% +30.26%
Dec 1978 - Nov 1980
-4.46%
Jul 1968 - Jun 1970
4.35%
36 out of 827
Euro Inflation Adjusted +4.17% +23.81%
Dec 1978 - Nov 1980
-9.39%
Nov 2021 - Oct 2023
15.24%
126 out of 827
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 +6.90% +19.63%
Dec 1978 - Nov 1981
-0.73%
Apr 2000 - Mar 2003
0.61%
5 out of 815
Euro Inflation Adjusted +4.57% +15.28%
Jul 1982 - Jun 1985
-5.96%
Oct 2020 - Sep 2023
9.94%
81 out of 815
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 +6.81% +20.67%
Dec 1978 - Nov 1982
+0.45%
Nov 1986 - Oct 1990
0.00%
0 out of 803
Euro Inflation Adjusted +4.56% +14.32%
Dec 1978 - Nov 1982
-1.97%
Nov 1986 - Oct 1990
4.61%
37 out of 803
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 +6.73% +19.16%
Dec 1978 - Nov 1983
+1.34%
Jun 1965 - May 1970
0.00%
0 out of 791
Euro Inflation Adjusted +4.42% +13.50%
Dec 1978 - Nov 1983
-1.14%
Jun 1965 - May 1970
1.90%
15 out of 791
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 +6.91% +16.73%
Dec 1978 - Nov 1984
+1.88%
Jul 1964 - Jun 1970
0.00%
0 out of 779
Euro Inflation Adjusted +4.39% +11.71%
Dec 1978 - Nov 1984
-0.74%
Jul 1964 - Jun 1970
0.90%
7 out of 779
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 +7.06% +15.09%
Jul 1978 - Jun 1985
+2.55%
Jun 1963 - May 1970
0.00%
0 out of 767
Euro Inflation Adjusted +4.28% +10.61%
Apr 1979 - Mar 1986
-0.02%
Jul 1963 - Jun 1970
0.13%
1 out of 767
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 +7.12% +14.49%
Dec 1978 - Nov 1986
+2.97%
Nov 2000 - Oct 2008
0.00%
0 out of 755
Euro Inflation Adjusted +4.51% +10.70%
Dec 1978 - Nov 1986
+0.48%
Feb 1962 - Jan 1970
0.00%
0 out of 755
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 +7.09% +14.01%
Oct 1974 - Sep 1983
+2.75%
Jun 1961 - May 1970
0.00%
0 out of 743
Euro Inflation Adjusted +4.48% +9.63%
Oct 1978 - Sep 1987
+0.14%
Jun 1961 - May 1970
0.00%
0 out of 743
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 +7.11% +13.29%
Oct 1973 - Sep 1983
+3.18%
Jul 1960 - Jun 1970
0.00%
0 out of 731
Euro Inflation Adjusted +4.55% +9.03%
Sep 1976 - Aug 1986
+0.59%
Jul 1960 - Jun 1970
0.00%
0 out of 731
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 +7.12% +13.19%
May 1972 - Apr 1983
+3.26%
Jul 1959 - Jun 1970
0.00%
0 out of 719
Euro Inflation Adjusted +4.68% +8.61%
Sep 1976 - Aug 1987
+0.81%
Jul 1959 - Jun 1970
0.00%
0 out of 719
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 +7.15% +12.97%
Dec 1971 - Nov 1983
+3.80%
Jul 1958 - Jun 1970
0.00%
0 out of 707
Euro Inflation Adjusted +4.70% +8.45%
Oct 1974 - Sep 1986
+1.45%
Jul 1958 - Jun 1970
0.00%
0 out of 707
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 +7.19% +13.32%
Jul 1970 - Jun 1983
+4.08%
Jul 1957 - Jun 1970
0.00%
0 out of 695
Euro Inflation Adjusted +4.87% +8.16%
Oct 1974 - Sep 1987
+1.71%
Oct 1961 - Sep 1974
0.00%
0 out of 695
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 +7.13% +12.41%
Feb 1970 - Jan 1984
+3.96%
Jul 1956 - Jun 1970
0.00%
0 out of 683
Euro Inflation Adjusted +4.86% +7.63%
Apr 1972 - Mar 1986
+1.68%
Jul 1956 - Jun 1970
0.00%
0 out of 683
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 +7.14% +12.62%
Jul 1970 - Jun 1985
+4.09%
Jul 1955 - Jun 1970
0.00%
0 out of 671
Euro Inflation Adjusted +4.87% +7.59%
Jul 1970 - Jun 1985
+1.80%
Jul 1955 - Jun 1970
0.00%
0 out of 671
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 +7.20% +12.36%
Jun 1970 - May 1986
+4.59%
Jul 1954 - Jun 1970
0.00%
0 out of 659
Euro Inflation Adjusted +4.81% +7.64%
Jun 1970 - May 1986
+2.29%
Jul 1954 - Jun 1970
0.00%
0 out of 659
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 +7.20% +11.87%
Aug 1970 - Jul 1987
+5.00%
Aug 1953 - Jul 1970
0.00%
0 out of 647
Euro Inflation Adjusted +4.80% +7.44%
Aug 1970 - Jul 1987
+2.14%
Dec 1961 - Nov 1978
0.00%
0 out of 647
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 +7.17% +11.13%
Jul 1970 - Jun 1988
+5.37%
Nov 2000 - Oct 2018
0.00%
0 out of 635
Euro Inflation Adjusted +4.85% +6.90%
Dec 1978 - Nov 1996
+2.32%
Dec 1960 - Nov 1978
0.00%
0 out of 635
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 +7.22% +11.05%
Jul 1970 - Jun 1989
+5.59%
Jan 2000 - Dec 2018
0.00%
0 out of 623
Euro Inflation Adjusted +4.95% +7.02%
Dec 1978 - Nov 1997
+2.45%
Dec 1959 - Nov 1978
0.00%
0 out of 623
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 +7.46% +10.33%
Dec 1969 - Nov 1989
+5.86%
Oct 1954 - Sep 1974
0.00%
0 out of 611
Euro Inflation Adjusted +4.86% +6.98%
Dec 1978 - Nov 1998
+2.57%
Dec 1958 - Nov 1978
0.00%
0 out of 611
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.