Consolidated Returns as of 30 June 2024
Holding the Fulvio Marchese In Saecula Saeculorum European ETF Bond Hedged Portfolio, 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 56 months (from September 2000 to April 2005).
This means that every rolling period of 57 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Fulvio Marchese In Saecula Saeculorum European ETF Bond Hedged Portfolio: 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 7.87% (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 | +8.73% |
+54.08%
Jul 1982 - Jun 1983 |
-14.19%
Jun 1969 - May 1970 |
17.62%
148 out of 840 |
Euro Inflation Adjusted | +6.30% |
+50.14%
Jul 1982 - Jun 1983 |
-19.94%
Jan 2022 - Dec 2022 |
24.88%
209 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.34% |
+29.21%
Oct 1981 - Sep 1983 |
-6.95%
Oct 1972 - Sep 1974 |
7.97%
66 out of 828 |
Euro Inflation Adjusted | +5.97% |
+24.21%
Oct 1981 - Sep 1983 |
-12.81%
Oct 1972 - Sep 1974 |
17.27%
143 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+25.71%
Jun 1982 - May 1985 |
-4.14%
Apr 2000 - Mar 2003 |
3.68%
30 out of 816 |
Euro Inflation Adjusted | +5.46% |
+22.62%
Jul 1982 - Jun 1985 |
-7.72%
Oct 1971 - Sep 1974 |
13.73%
112 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.95% |
+21.54%
Apr 1982 - Mar 1986 |
-1.14%
Sep 2000 - Aug 2004 |
0.37%
3 out of 804 |
Euro Inflation Adjusted | +5.53% |
+18.95%
Jun 1982 - May 1986 |
-4.03%
Jan 1971 - Dec 1974 |
8.33%
67 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+20.66%
Dec 1978 - Nov 1983 |
+0.43%
Apr 2000 - Mar 2005 |
0.00%
0 out of 792 |
Euro Inflation Adjusted | +5.46% |
+16.30%
Apr 1995 - Mar 2000 |
-3.53%
Oct 1969 - Sep 1974 |
5.93%
47 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.08% |
+19.29%
Apr 1980 - Mar 1986 |
+0.71%
Oct 1968 - Sep 1974 |
0.00%
0 out of 780 |
Euro Inflation Adjusted | +5.70% |
+15.34%
Apr 1980 - Mar 1986 |
-4.25%
Oct 1968 - Sep 1974 |
3.59%
28 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.03% |
+17.58%
Mar 1978 - Feb 1985 |
+0.69%
Mar 2002 - Feb 2009 |
0.00%
0 out of 768 |
Euro Inflation Adjusted | +5.63% |
+13.40%
Apr 1980 - Mar 1987 |
-2.46%
Oct 1967 - Sep 1974 |
4.17%
32 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+16.43%
Apr 1978 - Mar 1986 |
+0.46%
Nov 2000 - Oct 2008 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +5.86% |
+13.28%
Sep 1992 - Aug 2000 |
-1.83%
Nov 2000 - Oct 2008 |
2.91%
22 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+15.83%
Oct 1974 - Sep 1983 |
+0.79%
Apr 2000 - Mar 2009 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +5.92% |
+12.47%
Jan 1991 - Dec 1999 |
-1.31%
Apr 2000 - Mar 2009 |
2.55%
19 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.28% |
+15.45%
Nov 1990 - Oct 2000 |
+2.45%
Jul 1999 - Jun 2009 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +6.01% |
+12.76%
Nov 1990 - Oct 2000 |
-0.83%
Oct 1964 - Sep 1974 |
0.96%
7 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.26% |
+14.54%
Jan 1975 - Dec 1985 |
+2.94%
Apr 1998 - Mar 2009 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +6.04% |
+10.62%
Aug 1982 - Jul 1993 |
-0.04%
Oct 1963 - Sep 1974 |
0.14%
1 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.22% |
+14.27%
Oct 1974 - Sep 1986 |
+4.11%
Aug 1997 - Jul 2009 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +5.91% |
+10.57%
Jan 1988 - Dec 1999 |
+0.79%
Jan 1963 - Dec 1974 |
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 | +8.10% |
+13.88%
Oct 1974 - Sep 1987 |
+4.09%
Oct 1961 - Sep 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +6.02% |
+10.11%
Oct 1974 - Sep 1987 |
+0.35%
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 | +8.39% |
+13.22%
Nov 1979 - Oct 1993 |
+4.71%
Oct 1960 - Sep 1974 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +6.04% |
+9.83%
Nov 1979 - Oct 1993 |
+1.02%
Oct 1960 - Sep 1974 |
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 | +8.13% |
+13.28%
Dec 1978 - Nov 1993 |
+4.78%
Oct 1959 - Sep 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +5.87% |
+10.55%
Aug 1982 - Jul 1997 |
+1.30%
Oct 1959 - Sep 1974 |
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 | +8.02% |
+13.17%
Apr 1982 - Mar 1998 |
+4.97%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +5.65% |
+10.54%
Jul 1982 - Jun 1998 |
+1.53%
Jan 1959 - Dec 1974 |
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 | +8.08% |
+13.01%
Jul 1982 - Jun 1999 |
+5.33%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +5.55% |
+10.57%
Jul 1982 - Jun 1999 |
+1.50%
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 | +8.29% |
+13.36%
Apr 1980 - Mar 1998 |
+5.42%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +5.62% |
+10.63%
Apr 1982 - Mar 2000 |
+2.03%
Nov 1961 - Oct 1979 |
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 | +8.35% |
+13.06%
Apr 1980 - Mar 1999 |
+5.53%
Jan 2000 - Dec 2018 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +5.66% |
+10.31%
Oct 1981 - Sep 2000 |
+2.09%
Apr 1961 - Mar 1980 |
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 | +8.50% |
+13.34%
Apr 1980 - Mar 2000 |
+5.70%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +5.65% |
+10.46%
Apr 1980 - Mar 2000 |
+2.39%
Jan 1959 - Dec 1978 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Fulvio Marchese In Saecula Saeculorum European ETF Bond Hedged Portfolio: ETF allocation and returns page.