Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024

This asset allocation page contains ETF(s) that are not available in our database in the destination currency (EUR).
We retained the original tickers and calculated returns using historical exchange rates or interest rate differentials in case currency hedging.

It's on you to opt for ETFs that mirror the same benchmark in the destination currency (EUR). The actual returns would be comparable, but they can fluctuate due to variations in sampling methodologies, annual fees, and the specific timing of exchange rate we use for month-end calculations. It is possible that you do not have access to ETFs in currency (hedged or not) that are similar to the original ones.

Holding the Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~49 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 To EUR 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 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 7.62% (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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.08% +54.08%
Jul 1982 - Jun 1983
-13.20%
Apr 2002 - Mar 2003
16.70%
97 out of 581
Euro Inflation Adjusted +7.01% +50.14%
Jul 1982 - Jun 1983
-20.04%
Jan 2022 - Dec 2022
23.24%
135 out of 581
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 +9.07% +29.21%
Oct 1981 - Sep 1983
-6.81%
Sep 2000 - Aug 2002
8.08%
46 out of 569
Euro Inflation Adjusted +6.75% +24.21%
Oct 1981 - Sep 1983
-9.56%
Nov 2021 - Oct 2023
16.17%
92 out of 569
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 +9.02% +25.71%
Jun 1982 - May 1985
-4.14%
Apr 2000 - Mar 2003
4.31%
24 out of 557
Euro Inflation Adjusted +6.54% +22.62%
Jul 1982 - Jun 1985
-6.35%
Apr 2000 - Mar 2003
12.39%
69 out of 557
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 +9.04% +21.54%
Apr 1982 - Mar 1986
-1.14%
Sep 2000 - Aug 2004
0.55%
3 out of 545
Euro Inflation Adjusted +6.77% +18.95%
Jun 1982 - May 1986
-3.28%
Sep 2000 - Aug 2004
6.79%
37 out of 545
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 +8.65% +20.66%
Dec 1978 - Nov 1983
+0.43%
Apr 2000 - Mar 2005
0.00%
0 out of 533
Euro Inflation Adjusted +6.73% +16.30%
Apr 1995 - Mar 2000
-1.72%
Apr 2000 - Mar 2005
3.19%
17 out of 533
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 +8.87% +19.29%
Apr 1980 - Mar 1986
+1.39%
Sep 2000 - Aug 2006
0.00%
0 out of 521
Euro Inflation Adjusted +6.75% +15.34%
Apr 1980 - Mar 1986
-0.81%
Sep 2000 - Aug 2006
0.96%
5 out of 521
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 +8.91% +17.58%
Mar 1978 - Feb 1985
+0.68%
Mar 2002 - Feb 2009
0.00%
0 out of 509
Euro Inflation Adjusted +6.98% +13.40%
Apr 1980 - Mar 1987
-1.39%
Mar 2002 - Feb 2009
2.36%
12 out of 509
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 +8.89% +16.43%
Apr 1978 - Mar 1986
+0.45%
Nov 2000 - Oct 2008
0.00%
0 out of 497
Euro Inflation Adjusted +7.22% +13.28%
Sep 1992 - Aug 2000
-1.84%
Nov 2000 - Oct 2008
3.22%
16 out of 497
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 +8.91% +15.30%
Jan 1975 - Dec 1983
+0.80%
Apr 2000 - Mar 2009
0.00%
0 out of 485
Euro Inflation Adjusted +7.24% +12.47%
Jan 1991 - Dec 1999
-1.31%
Apr 2000 - Mar 2009
2.47%
12 out of 485
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 +9.06% +15.45%
Nov 1990 - Oct 2000
+2.45%
Jul 1999 - Jun 2009
0.00%
0 out of 473
Euro Inflation Adjusted +6.97% +12.76%
Nov 1990 - Oct 2000
+0.30%
Jul 1999 - Jun 2009
0.00%
0 out of 473
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 +9.13% +14.54%
Jan 1975 - Dec 1985
+2.94%
Apr 1998 - Mar 2009
0.00%
0 out of 461
Euro Inflation Adjusted +6.89% +10.62%
Aug 1982 - Jul 1993
+0.91%
Apr 1998 - Mar 2009
0.00%
0 out of 461
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 +9.24% +13.68%
Jan 1975 - Dec 1986
+4.12%
Aug 1997 - Jul 2009
0.00%
0 out of 449
Euro Inflation Adjusted +6.88% +10.57%
Jan 1988 - Dec 1999
+2.17%
Aug 1997 - Jul 2009
0.00%
0 out of 449
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 +9.13% +13.02%
Apr 1980 - Mar 1993
+4.39%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +6.78% +10.04%
Dec 1987 - Nov 2000
+2.29%
Sep 2000 - Aug 2013
0.00%
0 out of 437
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 +8.96% +13.22%
Nov 1979 - Oct 1993
+4.97%
Apr 2000 - Mar 2014
0.00%
0 out of 425
Euro Inflation Adjusted +6.71% +9.83%
Nov 1979 - Oct 1993
+2.89%
Apr 2000 - Mar 2014
0.00%
0 out of 425
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 +8.78% +13.28%
Dec 1978 - Nov 1993
+5.31%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +6.54% +10.55%
Aug 1982 - Jul 1997
+3.43%
Sep 2000 - Aug 2015
0.00%
0 out of 413
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 +8.50% +13.17%
Apr 1982 - Mar 1998
+5.59%
Apr 2000 - Mar 2016
0.00%
0 out of 401
Euro Inflation Adjusted +6.27% +10.54%
Jul 1982 - Jun 1998
+3.76%
Apr 2000 - Mar 2016
0.00%
0 out of 401
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 +8.36% +13.01%
Jul 1982 - Jun 1999
+5.43%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +6.22% +10.57%
Jul 1982 - Jun 1999
+3.66%
Sep 2000 - Aug 2017
0.00%
0 out of 389
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 +8.34% +13.36%
Apr 1980 - Mar 1998
+5.43%
Nov 2000 - Oct 2018
0.00%
0 out of 377
Euro Inflation Adjusted +6.08% +10.63%
Apr 1982 - Mar 2000
+3.63%
Nov 2000 - Oct 2018
0.00%
0 out of 377
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 +8.27% +13.06%
Apr 1980 - Mar 1999
+5.53%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +6.13% +10.31%
Oct 1981 - Sep 2000
+3.73%
Jan 2000 - Dec 2018
0.00%
0 out of 365
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 +8.36% +13.34%
Apr 1980 - Mar 2000
+5.61%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.07% +10.46%
Apr 1980 - Mar 2000
+3.89%
Apr 2000 - Mar 2020
0.00%
0 out of 353
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 To EUR Bond Hedged Portfolio: ETF allocation and returns page.