Harry Browne Permanent 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 Harry Browne Permanent 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 49 months (from July 1980 to July 1984).

This means that every rolling period of 50 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Harry Browne Permanent 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

HARRY BROWNE PERMANENT 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 3.22% (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 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 +6.59% +37.33%
Feb 1979 - Jan 1980
-16.40%
Oct 1980 - Sep 1981
13.73%
121 out of 881
Euro Inflation Adjusted +4.53% +30.90%
Feb 1979 - Jan 1980
-24.34%
Nov 2021 - Oct 2022
23.16%
204 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 +6.66% +23.80%
Dec 1978 - Nov 1980
-9.65%
Jul 1980 - Jun 1982
6.90%
60 out of 869
Euro Inflation Adjusted +4.47% +19.94%
Mar 1985 - Feb 1987
-14.69%
Jul 1980 - Jun 1982
14.61%
127 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 +6.54% +22.16%
Jul 1970 - Jun 1973
-3.41%
Oct 2020 - Sep 2023
1.98%
17 out of 857
Euro Inflation Adjusted +4.32% +15.50%
Aug 1984 - Jul 1987
-8.74%
Oct 2020 - Sep 2023
11.32%
97 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 +7.01% +17.48%
May 1970 - Apr 1974
-0.39%
Jul 1980 - Jun 1984
0.24%
2 out of 845
Euro Inflation Adjusted +4.38% +11.90%
Nov 2008 - Oct 2012
-4.49%
Jul 1980 - Jun 1984
6.15%
52 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 +7.05% +16.41%
Jul 1970 - Jun 1975
+0.66%
Jun 1965 - May 1970
0.00%
0 out of 833
Euro Inflation Adjusted +4.45% +11.34%
Jul 1982 - Jun 1987
-2.72%
Feb 1980 - Jan 1985
4.92%
41 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 +7.02% +13.76%
Oct 1974 - Sep 1980
+1.34%
Jul 1964 - Jun 1970
0.00%
0 out of 821
Euro Inflation Adjusted +4.49% +9.05%
Oct 1974 - Sep 1980
-1.50%
Nov 2017 - Oct 2023
3.53%
29 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 +7.18% +13.10%
Feb 1973 - Jan 1980
+1.61%
Oct 2016 - Sep 2023
0.00%
0 out of 809
Euro Inflation Adjusted +4.34% +7.95%
Feb 1973 - Jan 1980
-1.43%
Oct 2016 - Sep 2023
1.85%
15 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 +7.10% +13.38%
Feb 1972 - Jan 1980
+2.04%
Mar 2015 - Feb 2023
0.00%
0 out of 797
Euro Inflation Adjusted +4.17% +8.03%
Feb 1972 - Jan 1980
-0.51%
Mar 2015 - Feb 2023
0.88%
7 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% +13.49%
Feb 1971 - Jan 1980
+2.24%
Nov 2014 - Oct 2023
0.00%
0 out of 785
Euro Inflation Adjusted +4.20% +8.06%
Feb 1971 - Jan 1980
-0.20%
Nov 2014 - Oct 2023
0.51%
4 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 +7.11% +14.02%
Jul 1970 - Jun 1980
+1.98%
Oct 2012 - Sep 2022
0.00%
0 out of 773
Euro Inflation Adjusted +4.36% +8.49%
Jul 1970 - Jun 1980
-0.01%
Nov 2012 - Oct 2022
0.13%
1 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 +7.18% +12.41%
Dec 1969 - Nov 1980
+2.04%
Oct 2012 - Sep 2023
0.00%
0 out of 761
Euro Inflation Adjusted +4.49% +7.36%
Mar 1985 - Feb 1996
-0.07%
Oct 2012 - Sep 2023
0.13%
1 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 +7.10% +10.86%
Jan 1971 - Dec 1982
+2.49%
Nov 2011 - Oct 2023
0.00%
0 out of 749
Euro Inflation Adjusted +4.52% +6.94%
Dec 1984 - Nov 1996
+0.35%
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 +7.15% +11.25%
Jul 1970 - Jun 1983
+3.38%
Nov 2010 - Oct 2023
0.00%
0 out of 737
Euro Inflation Adjusted +4.48% +6.98%
Aug 1984 - Jul 1997
+1.16%
Nov 2010 - Oct 2023
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 +7.20% +10.17%
Oct 1966 - Sep 1980
+3.85%
Jul 1956 - Jun 1970
0.00%
0 out of 725
Euro Inflation Adjusted +4.51% +6.83%
Jul 1982 - Jun 1996
+1.57%
Jul 1956 - Jun 1970
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 +7.16% +10.10%
Sep 1971 - Aug 1986
+4.06%
Jul 1955 - Jun 1970
0.00%
0 out of 713
Euro Inflation Adjusted +4.53% +6.73%
Aug 1982 - Jul 1997
+1.77%
Jul 1955 - Jun 1970
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 +7.14% +10.64%
Jul 1970 - Jun 1986
+4.28%
Nov 2007 - Oct 2023
0.00%
0 out of 701
Euro Inflation Adjusted +4.52% +6.77%
Jul 1982 - Jun 1998
+2.13%
Nov 2007 - Oct 2023
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 +7.09% +10.65%
Jul 1970 - Jun 1987
+4.72%
Nov 2006 - Oct 2023
0.00%
0 out of 689
Euro Inflation Adjusted +4.55% +6.38%
Jul 1982 - Jun 1999
+2.50%
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 +7.24% +9.95%
Jul 1970 - Jun 1988
+4.83%
Jul 1952 - Jun 1970
0.00%
0 out of 677
Euro Inflation Adjusted +4.51% +6.20%
Jul 1982 - Jun 2000
+2.36%
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 +7.22% +9.63%
Jul 1970 - Jun 1989
+5.08%
Sep 1951 - Aug 1970
0.00%
0 out of 665
Euro Inflation Adjusted +4.47% +5.74%
Sep 1992 - Aug 2011
+2.48%
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 +7.23% +9.32%
Jun 1970 - May 1990
+5.25%
Nov 2003 - Oct 2023
0.00%
0 out of 653
Euro Inflation Adjusted +4.48% +5.84%
Dec 1991 - Nov 2011
+2.53%
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 Harry Browne Permanent Portfolio To EUR Hedged: ETF allocation and returns page.