Consolidated Returns as of 30 June 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 (~75 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
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The annualized return of the last 10 years has been 3.35% (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 | +6.61% |
+37.33%
Feb 1979 - Jan 1980 |
-16.40%
Oct 1980 - Sep 1981 |
13.70%
121 out of 883 |
Euro Inflation Adjusted | +4.53% |
+30.90%
Feb 1979 - Jan 1980 |
-24.34%
Nov 2021 - Oct 2022 |
23.10%
204 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.65% |
+23.80%
Dec 1978 - Nov 1980 |
-9.65%
Jul 1980 - Jun 1982 |
6.89%
60 out of 871 |
Euro Inflation Adjusted | +4.47% |
+19.94%
Mar 1985 - Feb 1987 |
-14.69%
Jul 1980 - Jun 1982 |
14.70%
128 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.53% |
+22.16%
Jul 1970 - Jun 1973 |
-3.41%
Oct 2020 - Sep 2023 |
2.10%
18 out of 859 |
Euro Inflation Adjusted | +4.32% |
+15.50%
Aug 1984 - Jul 1987 |
-8.74%
Oct 2020 - Sep 2023 |
11.53%
99 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
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 847 |
Euro Inflation Adjusted | +4.37% |
+11.90%
Nov 2008 - Oct 2012 |
-4.49%
Jul 1980 - Jun 1984 |
6.38%
54 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
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 835 |
Euro Inflation Adjusted | +4.45% |
+11.34%
Jul 1982 - Jun 1987 |
-2.72%
Feb 1980 - Jan 1985 |
4.91%
41 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.00% |
+13.76%
Oct 1974 - Sep 1980 |
+1.34%
Jul 1964 - Jun 1970 |
0.00%
0 out of 823 |
Euro Inflation Adjusted | +4.48% |
+9.05%
Oct 1974 - Sep 1980 |
-1.50%
Nov 2017 - Oct 2023 |
3.52%
29 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.17% |
+13.10%
Feb 1973 - Jan 1980 |
+1.61%
Oct 2016 - Sep 2023 |
0.00%
0 out of 811 |
Euro Inflation Adjusted | +4.33% |
+7.95%
Feb 1973 - Jan 1980 |
-1.43%
Oct 2016 - Sep 2023 |
1.85%
15 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.09% |
+13.38%
Feb 1972 - Jan 1980 |
+2.04%
Mar 2015 - Feb 2023 |
0.00%
0 out of 799 |
Euro Inflation Adjusted | +4.17% |
+8.03%
Feb 1972 - Jan 1980 |
-0.51%
Mar 2015 - Feb 2023 |
0.88%
7 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
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 787 |
Euro Inflation Adjusted | +4.19% |
+8.06%
Feb 1971 - Jan 1980 |
-0.20%
Nov 2014 - Oct 2023 |
0.51%
4 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
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 775 |
Euro Inflation Adjusted | +4.36% |
+8.49%
Jul 1970 - Jun 1980 |
-0.01%
Nov 2012 - Oct 2022 |
0.13%
1 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.16% |
+12.41%
Dec 1969 - Nov 1980 |
+2.04%
Oct 2012 - Sep 2023 |
0.00%
0 out of 763 |
Euro Inflation Adjusted | +4.47% |
+7.36%
Mar 1985 - Feb 1996 |
-0.07%
Oct 2012 - Sep 2023 |
0.13%
1 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.09% |
+10.86%
Jan 1971 - Dec 1982 |
+2.49%
Nov 2011 - Oct 2023 |
0.00%
0 out of 751 |
Euro Inflation Adjusted | +4.52% |
+6.94%
Dec 1984 - Nov 1996 |
+0.35%
Nov 2011 - Oct 2023 |
0.00%
0 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
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 739 |
Euro Inflation Adjusted | +4.48% |
+6.98%
Aug 1984 - Jul 1997 |
+1.16%
Nov 2010 - Oct 2023 |
0.00%
0 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.19% |
+10.17%
Oct 1966 - Sep 1980 |
+3.85%
Jul 1956 - Jun 1970 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +4.50% |
+6.83%
Jul 1982 - Jun 1996 |
+1.57%
Jul 1956 - Jun 1970 |
0.00%
0 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
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 715 |
Euro Inflation Adjusted | +4.52% |
+6.73%
Aug 1982 - Jul 1997 |
+1.77%
Jul 1955 - Jun 1970 |
0.00%
0 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.13% |
+10.64%
Jul 1970 - Jun 1986 |
+4.28%
Nov 2007 - Oct 2023 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +4.51% |
+6.77%
Jul 1982 - Jun 1998 |
+2.13%
Nov 2007 - Oct 2023 |
0.00%
0 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
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 691 |
Euro Inflation Adjusted | +4.55% |
+6.38%
Jul 1982 - Jun 1999 |
+2.50%
Jul 1965 - Jun 1982 |
0.00%
0 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+9.95%
Jul 1970 - Jun 1988 |
+4.83%
Jul 1952 - Jun 1970 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +4.50% |
+6.20%
Jul 1982 - Jun 2000 |
+2.36%
Jul 1964 - Jun 1982 |
0.00%
0 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
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 667 |
Euro Inflation Adjusted | +4.47% |
+5.74%
Sep 1992 - Aug 2011 |
+2.48%
Jul 1963 - Jun 1982 |
0.00%
0 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.21% |
+9.32%
Jun 1970 - May 1990 |
+5.25%
Nov 2003 - Oct 2023 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +4.47% |
+5.84%
Dec 1991 - Nov 2011 |
+2.53%
Apr 1962 - Mar 1982 |
0.00%
0 out of 655 |
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To obtain comprehensive information, please consult the Harry Browne Permanent Portfolio To EUR Hedged: ETF allocation and returns page.