Consolidated Returns as of 30 June 2024
Holding the Harry Browne Permanent Portfolio To EUR, 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 95 months (from September 2000 to July 2008).
This means that every rolling period of 96 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Harry Browne Permanent Portfolio To EUR: 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 7.90% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+53.34%
Jun 1982 - May 1983 |
-19.11%
Nov 1989 - Oct 1990 |
21.90%
184 out of 840 |
Euro Inflation Adjusted | +4.31% |
+48.34%
Jun 1982 - May 1983 |
-22.62%
Nov 1989 - Oct 1990 |
31.67%
266 out of 840 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.65% |
+35.30%
Dec 1978 - Nov 1980 |
-9.87%
Jun 2001 - May 2003 |
10.99%
91 out of 828 |
Euro Inflation Adjusted | +3.74% |
+28.60%
Dec 1978 - Nov 1980 |
-11.58%
Jun 2001 - May 2003 |
25.24%
209 out of 828 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.74% |
+29.59%
Nov 1979 - Oct 1982 |
-6.18%
Jan 1985 - Dec 1987 |
6.13%
50 out of 816 |
Euro Inflation Adjusted | +3.97% |
+24.39%
Mar 1982 - Feb 1985 |
-8.07%
Sep 1989 - Aug 1992 |
13.60%
111 out of 816 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.79% |
+30.55%
Dec 1978 - Nov 1982 |
-4.57%
Nov 2000 - Oct 2004 |
4.48%
36 out of 804 |
Euro Inflation Adjusted | +4.44% |
+23.68%
Dec 1978 - Nov 1982 |
-6.66%
Nov 2000 - Oct 2004 |
9.45%
76 out of 804 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.82% |
+28.82%
Dec 1978 - Nov 1983 |
-1.60%
May 2000 - Apr 2005 |
2.78%
22 out of 792 |
Euro Inflation Adjusted | +4.17% |
+22.71%
Dec 1978 - Nov 1983 |
-3.77%
May 2000 - Apr 2005 |
8.46%
67 out of 792 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.68% |
+26.65%
Dec 1978 - Nov 1984 |
-1.82%
Feb 1985 - Jan 1991 |
1.03%
8 out of 780 |
Euro Inflation Adjusted | +4.13% |
+21.21%
Dec 1978 - Nov 1984 |
-3.50%
Feb 1985 - Jan 1991 |
6.67%
52 out of 780 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.83% |
+23.62%
Mar 1978 - Feb 1985 |
-0.68%
Jul 2001 - Jun 2008 |
0.65%
5 out of 768 |
Euro Inflation Adjusted | +4.19% |
+18.66%
Mar 1978 - Feb 1985 |
-2.97%
Jul 2001 - Jun 2008 |
5.47%
42 out of 768 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.99% |
+19.97%
Mar 1977 - Feb 1985 |
+0.25%
Sep 2000 - Aug 2008 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +3.96% |
+15.34%
Mar 1977 - Feb 1985 |
-2.07%
Sep 2000 - Aug 2008 |
3.17%
24 out of 756 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.22% |
+18.69%
Oct 1975 - Sep 1984 |
+0.70%
Nov 2000 - Oct 2009 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +4.59% |
+14.08%
Oct 1975 - Sep 1984 |
-1.33%
Nov 2000 - Oct 2009 |
1.08%
8 out of 744 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.10% |
+18.59%
Feb 1975 - Jan 1985 |
+2.16%
Mar 1985 - Feb 1995 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +4.51% |
+13.89%
Feb 1975 - Jan 1985 |
-0.20%
Mar 1985 - Feb 1995 |
0.41%
3 out of 732 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.19% |
+17.86%
Oct 1973 - Sep 1984 |
+3.20%
May 2000 - Apr 2011 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +4.42% |
+12.77%
Nov 1973 - Oct 1984 |
+0.78%
Jul 1959 - Jun 1970 |
0.00%
0 out of 720 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+16.87%
Mar 1973 - Feb 1985 |
+3.88%
Jul 1958 - Jun 1970 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +4.55% |
+11.78%
Mar 1973 - Feb 1985 |
+0.76%
Nov 1961 - Oct 1973 |
0.00%
0 out of 708 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.00% |
+16.62%
Mar 1972 - Feb 1985 |
+3.60%
Nov 2000 - Oct 2013 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +4.58% |
+11.39%
Mar 1972 - Feb 1985 |
+0.99%
Oct 1960 - Sep 1973 |
0.00%
0 out of 696 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.19% |
+15.59%
Mar 1971 - Feb 1985 |
+4.07%
Jul 1956 - Jun 1970 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +4.83% |
+10.37%
Mar 1971 - Feb 1985 |
+1.17%
Nov 1959 - Oct 1973 |
0.00%
0 out of 684 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.16% |
+15.48%
Jul 1970 - Jun 1985 |
+4.11%
Jul 1955 - Jun 1970 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +4.81% |
+10.32%
Jul 1970 - Jun 1985 |
+1.52%
Oct 1959 - Sep 1974 |
0.00%
0 out of 672 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+14.23%
Jun 1970 - May 1986 |
+4.55%
Jul 1954 - Jun 1970 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +4.91% |
+9.43%
Jun 1970 - May 1986 |
+1.56%
Feb 1959 - Jan 1975 |
0.00%
0 out of 660 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.19% |
+13.61%
Mar 1968 - Feb 1985 |
+4.79%
Jan 1955 - Dec 1971 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +4.88% |
+8.81%
Mar 1968 - Feb 1985 |
+1.60%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.27% |
+13.10%
Mar 1967 - Feb 1985 |
+4.66%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +4.96% |
+8.48%
Mar 1967 - Feb 1985 |
+1.71%
Dec 1960 - Nov 1978 |
0.00%
0 out of 636 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.24% |
+12.55%
Jul 1966 - Jun 1985 |
+4.55%
Mar 1985 - Feb 2004 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +5.03% |
+8.47%
Oct 1978 - Sep 1997 |
+1.83%
Dec 1959 - Nov 1978 |
0.00%
0 out of 624 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+12.04%
Mar 1965 - Feb 1985 |
+4.33%
Mar 1985 - Feb 2005 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +4.99% |
+8.25%
Dec 1978 - Nov 1998 |
+2.06%
Dec 1958 - Nov 1978 |
0.00%
0 out of 612 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Harry Browne Permanent Portfolio To EUR: ETF allocation and returns page.