Consolidated Returns as of 30 June 2024
Holding the Mebane Faber Ivy Portfolio To EUR Bond Hedged, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~55 years), the longest period with a negative return lasted 110 months (from January 2000 to February 2009).
This means that every rolling period of 111 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Mebane Faber Ivy Portfolio To EUR Bond 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 7.07% (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 | +8.69% |
+51.66%
Aug 1982 - Jul 1983 |
-33.39%
Mar 2008 - Feb 2009 |
21.46%
138 out of 643 |
Euro Inflation Adjusted | +6.07% |
+47.45%
Aug 1982 - Jul 1983 |
-34.17%
Mar 2008 - Feb 2009 |
28.93%
186 out of 643 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.88% |
+33.25%
Feb 1982 - Jan 1984 |
-20.46%
Mar 2007 - Feb 2009 |
9.35%
59 out of 631 |
Euro Inflation Adjusted | +6.42% |
+30.08%
Sep 1998 - Aug 2000 |
-22.18%
Mar 2007 - Feb 2009 |
18.86%
119 out of 631 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+32.46%
Mar 1982 - Feb 1985 |
-12.94%
Mar 2006 - Feb 2009 |
7.27%
45 out of 619 |
Euro Inflation Adjusted | +6.01% |
+28.52%
Mar 1982 - Feb 1985 |
-14.72%
Mar 2006 - Feb 2009 |
13.09%
81 out of 619 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+26.08%
Mar 1981 - Feb 1985 |
-5.27%
Apr 2005 - Mar 2009 |
4.28%
26 out of 607 |
Euro Inflation Adjusted | +6.21% |
+21.55%
Jun 1982 - May 1986 |
-7.19%
Apr 2005 - Mar 2009 |
9.88%
60 out of 607 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.31% |
+26.82%
Apr 1980 - Mar 1985 |
-3.59%
Apr 2004 - Mar 2009 |
1.34%
8 out of 595 |
Euro Inflation Adjusted | +5.71% |
+21.83%
Apr 1980 - Mar 1985 |
-5.56%
Apr 2004 - Mar 2009 |
6.55%
39 out of 595 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+23.99%
Mar 1979 - Feb 1985 |
-0.05%
Mar 2003 - Feb 2009 |
0.17%
1 out of 583 |
Euro Inflation Adjusted | +5.62% |
+18.80%
Apr 1980 - Mar 1986 |
-2.06%
Mar 2003 - Feb 2009 |
1.72%
10 out of 583 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+23.41%
Mar 1978 - Feb 1985 |
-2.38%
Apr 2002 - Mar 2009 |
0.88%
5 out of 571 |
Euro Inflation Adjusted | +5.61% |
+18.46%
Mar 1978 - Feb 1985 |
-4.37%
Apr 2002 - Mar 2009 |
1.58%
9 out of 571 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.98% |
+19.94%
Mar 1977 - Feb 1985 |
-1.78%
Apr 2001 - Mar 2009 |
1.61%
9 out of 559 |
Euro Inflation Adjusted | +6.10% |
+16.11%
Aug 1979 - Jul 1987 |
-3.82%
Apr 2001 - Mar 2009 |
2.68%
15 out of 559 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.85% |
+19.39%
Oct 1978 - Sep 1987 |
-0.85%
Apr 2000 - Mar 2009 |
0.91%
5 out of 547 |
Euro Inflation Adjusted | +5.99% |
+15.70%
Oct 1978 - Sep 1987 |
-2.93%
Apr 2000 - Mar 2009 |
2.74%
15 out of 547 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.00% |
+19.33%
Mar 1975 - Feb 1985 |
+1.77%
Sep 2000 - Aug 2010 |
0.00%
0 out of 535 |
Euro Inflation Adjusted | +6.27% |
+14.60%
Mar 1975 - Feb 1985 |
-0.26%
Sep 2000 - Aug 2010 |
0.75%
4 out of 535 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.17% |
+17.79%
Jun 1974 - May 1985 |
+1.56%
Apr 1998 - Mar 2009 |
0.00%
0 out of 523 |
Euro Inflation Adjusted | +6.52% |
+14.34%
Oct 1978 - Sep 1989 |
-0.44%
Apr 1998 - Mar 2009 |
0.57%
3 out of 523 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.20% |
+16.75%
Feb 1975 - Jan 1987 |
+2.82%
Mar 1997 - Feb 2009 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +6.71% |
+13.16%
Sep 1977 - Aug 1989 |
+0.89%
Mar 1997 - Feb 2009 |
0.00%
0 out of 511 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.27% |
+16.68%
Oct 1974 - Sep 1987 |
+3.14%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
Euro Inflation Adjusted | +6.95% |
+12.82%
Oct 1974 - Sep 1987 |
+1.06%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.10% |
+15.97%
Feb 1975 - Jan 1989 |
+3.27%
Apr 2006 - Mar 2020 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +6.69% |
+12.36%
Feb 1975 - Jan 1989 |
+1.81%
Apr 2006 - Mar 2020 |
0.00%
0 out of 487 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.24% |
+15.93%
Sep 1974 - Aug 1989 |
+3.83%
Oct 2000 - Sep 2015 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +6.70% |
+12.27%
Sep 1974 - Aug 1989 |
+1.98%
Sep 2000 - Aug 2015 |
0.00%
0 out of 475 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.82% |
+14.80%
Feb 1978 - Jan 1994 |
+4.03%
Nov 2000 - Oct 2016 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +6.35% |
+11.31%
Feb 1978 - Jan 1994 |
+2.26%
Nov 2000 - Oct 2016 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.72% |
+14.45%
Aug 1970 - Jul 1987 |
+3.92%
Sep 2000 - Aug 2017 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +6.24% |
+11.12%
Aug 1980 - Jul 1997 |
+2.18%
Sep 2000 - Aug 2017 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.56% |
+14.27%
Apr 1980 - Mar 1998 |
+3.92%
Apr 2002 - Mar 2020 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +6.07% |
+11.23%
Apr 1980 - Mar 1998 |
+2.25%
Nov 2000 - Oct 2018 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.59% |
+14.37%
Oct 1978 - Sep 1997 |
+3.85%
Apr 2001 - Mar 2020 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +6.20% |
+11.04%
Oct 1978 - Sep 1997 |
+2.19%
Apr 2001 - Mar 2020 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.70% |
+14.16%
Apr 1980 - Mar 2000 |
+3.76%
Nov 2000 - Oct 2020 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +6.30% |
+11.26%
Apr 1980 - Mar 2000 |
+2.13%
Nov 2000 - Oct 2020 |
0.00%
0 out of 415 |
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To obtain comprehensive information, please consult the Mebane Faber Ivy Portfolio To EUR Bond Hedged: ETF allocation and returns page.