Fulvio Marchese In Saecula Saeculorum European ETF Bond Hedged Portfolio: Rolling Returns

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

FULVIO MARCHESE IN SAECULA SAECULORUM EUROPEAN ETF BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 7.61% (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.

FULVIO MARCHESE IN SAECULA SAECULORUM EUROPEAN ETF BOND HEDGED PORTFOLIO
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 +8.73% +54.08%
Jul 1982 - Jun 1983
-14.19%
Jun 1969 - May 1970
17.64%
148 out of 839
Euro Inflation Adjusted +6.30% +50.14%
Jul 1982 - Jun 1983
-19.94%
Jan 2022 - Dec 2022
24.91%
209 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 +8.34% +29.21%
Oct 1981 - Sep 1983
-6.95%
Oct 1972 - Sep 1974
7.98%
66 out of 827
Euro Inflation Adjusted +5.99% +24.21%
Oct 1981 - Sep 1983
-12.81%
Oct 1972 - Sep 1974
17.29%
143 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 +8.22% +25.71%
Jun 1982 - May 1985
-4.14%
Apr 2000 - Mar 2003
3.68%
30 out of 815
Euro Inflation Adjusted +5.47% +22.62%
Jul 1982 - Jun 1985
-7.72%
Oct 1971 - Sep 1974
13.62%
111 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 +7.96% +21.54%
Apr 1982 - Mar 1986
-1.14%
Sep 2000 - Aug 2004
0.37%
3 out of 803
Euro Inflation Adjusted +5.54% +18.95%
Jun 1982 - May 1986
-4.03%
Jan 1971 - Dec 1974
8.34%
67 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 +7.94% +20.66%
Dec 1978 - Nov 1983
+0.43%
Apr 2000 - Mar 2005
0.00%
0 out of 791
Euro Inflation Adjusted +5.48% +16.30%
Apr 1995 - Mar 2000
-3.53%
Oct 1969 - Sep 1974
5.94%
47 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 +8.08% +19.29%
Apr 1980 - Mar 1986
+0.71%
Oct 1968 - Sep 1974
0.00%
0 out of 779
Euro Inflation Adjusted +5.74% +15.34%
Apr 1980 - Mar 1986
-4.25%
Oct 1968 - Sep 1974
3.59%
28 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 +8.04% +17.58%
Mar 1978 - Feb 1985
+0.69%
Mar 2002 - Feb 2009
0.00%
0 out of 767
Euro Inflation Adjusted +5.63% +13.40%
Apr 1980 - Mar 1987
-2.46%
Oct 1967 - Sep 1974
4.17%
32 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 +8.18% +16.43%
Apr 1978 - Mar 1986
+0.46%
Nov 2000 - Oct 2008
0.00%
0 out of 755
Euro Inflation Adjusted +5.86% +13.28%
Sep 1992 - Aug 2000
-1.83%
Nov 2000 - Oct 2008
2.91%
22 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 +8.25% +15.83%
Oct 1974 - Sep 1983
+0.79%
Apr 2000 - Mar 2009
0.00%
0 out of 743
Euro Inflation Adjusted +5.94% +12.47%
Jan 1991 - Dec 1999
-1.31%
Apr 2000 - Mar 2009
2.56%
19 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 +8.29% +15.45%
Nov 1990 - Oct 2000
+2.45%
Jul 1999 - Jun 2009
0.00%
0 out of 731
Euro Inflation Adjusted +6.01% +12.76%
Nov 1990 - Oct 2000
-0.83%
Oct 1964 - Sep 1974
0.96%
7 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 +8.26% +14.54%
Jan 1975 - Dec 1985
+2.94%
Apr 1998 - Mar 2009
0.00%
0 out of 719
Euro Inflation Adjusted +6.05% +10.62%
Aug 1982 - Jul 1993
-0.04%
Oct 1963 - Sep 1974
0.14%
1 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 +8.23% +14.27%
Oct 1974 - Sep 1986
+4.11%
Aug 1997 - Jul 2009
0.00%
0 out of 707
Euro Inflation Adjusted +5.91% +10.57%
Jan 1988 - Dec 1999
+0.79%
Jan 1963 - Dec 1974
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 +8.10% +13.88%
Oct 1974 - Sep 1987
+4.09%
Oct 1961 - Sep 1974
0.00%
0 out of 695
Euro Inflation Adjusted +6.02% +10.11%
Oct 1974 - Sep 1987
+0.35%
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 +8.39% +13.22%
Nov 1979 - Oct 1993
+4.71%
Oct 1960 - Sep 1974
0.00%
0 out of 683
Euro Inflation Adjusted +6.04% +9.83%
Nov 1979 - Oct 1993
+1.02%
Oct 1960 - Sep 1974
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 +8.13% +13.28%
Dec 1978 - Nov 1993
+4.78%
Oct 1959 - Sep 1974
0.00%
0 out of 671
Euro Inflation Adjusted +5.87% +10.55%
Aug 1982 - Jul 1997
+1.30%
Oct 1959 - Sep 1974
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 +8.02% +13.17%
Apr 1982 - Mar 1998
+4.97%
Jan 1959 - Dec 1974
0.00%
0 out of 659
Euro Inflation Adjusted +5.65% +10.54%
Jul 1982 - Jun 1998
+1.53%
Jan 1959 - Dec 1974
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 +8.10% +13.01%
Jul 1982 - Jun 1999
+5.33%
Dec 1961 - Nov 1978
0.00%
0 out of 647
Euro Inflation Adjusted +5.55% +10.57%
Jul 1982 - Jun 1999
+1.50%
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 +8.29% +13.36%
Apr 1980 - Mar 1998
+5.42%
Nov 2000 - Oct 2018
0.00%
0 out of 635
Euro Inflation Adjusted +5.63% +10.63%
Apr 1982 - Mar 2000
+2.03%
Nov 1961 - Oct 1979
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 +8.36% +13.06%
Apr 1980 - Mar 1999
+5.53%
Jan 2000 - Dec 2018
0.00%
0 out of 623
Euro Inflation Adjusted +5.67% +10.31%
Oct 1981 - Sep 2000
+2.09%
Apr 1961 - Mar 1980
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 +8.50% +13.34%
Apr 1980 - Mar 2000
+5.70%
Apr 2000 - Mar 2020
0.00%
0 out of 611
Euro Inflation Adjusted +5.65% +10.46%
Apr 1980 - Mar 2000
+2.39%
Jan 1959 - Dec 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 Fulvio Marchese In Saecula Saeculorum European ETF Bond Hedged Portfolio: ETF allocation and returns page.