Consolidated Returns as of 30 June 2024
Holding the Mebane Faber Ivy Portfolio To EUR, 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 113 months (from September 2000 to January 2010).
This means that every rolling period of 114 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Mebane Faber Ivy 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
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The annualized return of the last 10 years has been 7.76% (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 | +8.58% |
+55.53%
Aug 1982 - Jul 1983 |
-30.82%
Mar 2008 - Feb 2009 |
24.11%
155 out of 643 |
Euro Inflation Adjusted | +5.70% |
+51.21%
Aug 1982 - Jul 1983 |
-31.63%
Mar 2008 - Feb 2009 |
31.57%
203 out of 643 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.24% |
+38.20%
Mar 1983 - Feb 1985 |
-19.99%
Mar 2007 - Feb 2009 |
10.94%
69 out of 631 |
Euro Inflation Adjusted | +6.59% |
+34.70%
Mar 1983 - Feb 1985 |
-21.73%
Mar 2007 - Feb 2009 |
22.03%
139 out of 631 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.17% |
+37.04%
Mar 1982 - Feb 1985 |
-13.12%
Apr 2006 - Mar 2009 |
10.02%
62 out of 619 |
Euro Inflation Adjusted | +5.97% |
+32.96%
Mar 1982 - Feb 1985 |
-14.85%
Apr 2006 - Mar 2009 |
16.32%
101 out of 619 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.88% |
+30.88%
Feb 1981 - Jan 1985 |
-5.21%
Apr 2005 - Mar 2009 |
5.93%
36 out of 607 |
Euro Inflation Adjusted | +6.10% |
+26.06%
Mar 1981 - Feb 1985 |
-7.13%
Apr 2005 - Mar 2009 |
11.70%
71 out of 607 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.20% |
+31.25%
Mar 1980 - Feb 1985 |
-3.72%
Apr 2004 - Mar 2009 |
1.68%
10 out of 595 |
Euro Inflation Adjusted | +5.54% |
+26.07%
Mar 1980 - Feb 1985 |
-5.68%
Apr 2004 - Mar 2009 |
8.91%
53 out of 595 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.19% |
+27.87%
Mar 1979 - Feb 1985 |
-0.39%
Mar 2003 - Feb 2009 |
0.17%
1 out of 583 |
Euro Inflation Adjusted | +5.42% |
+22.47%
Mar 1979 - Feb 1985 |
-2.39%
Mar 2003 - Feb 2009 |
3.43%
20 out of 583 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+26.84%
Mar 1978 - Feb 1985 |
-3.50%
Apr 2002 - Mar 2009 |
1.23%
7 out of 571 |
Euro Inflation Adjusted | +5.81% |
+21.76%
Mar 1978 - Feb 1985 |
-5.45%
Apr 2002 - Mar 2009 |
4.03%
23 out of 571 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.76% |
+22.60%
Mar 1977 - Feb 1985 |
-2.75%
Apr 2001 - Mar 2009 |
1.97%
11 out of 559 |
Euro Inflation Adjusted | +6.08% |
+17.87%
Mar 1977 - Feb 1985 |
-4.77%
Apr 2001 - Mar 2009 |
3.94%
22 out of 559 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.59% |
+20.95%
Oct 1978 - Sep 1987 |
-1.49%
Apr 2000 - Mar 2009 |
1.83%
10 out of 547 |
Euro Inflation Adjusted | +6.11% |
+17.21%
Oct 1978 - Sep 1987 |
-3.55%
Apr 2000 - Mar 2009 |
3.84%
21 out of 547 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.97% |
+21.75%
Mar 1975 - Feb 1985 |
+1.00%
Nov 2000 - Oct 2010 |
0.00%
0 out of 535 |
Euro Inflation Adjusted | +6.30% |
+16.92%
Mar 1975 - Feb 1985 |
-1.03%
Nov 2000 - Oct 2010 |
2.24%
12 out of 535 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+19.70%
Jun 1974 - May 1985 |
+1.24%
Apr 1998 - Mar 2009 |
0.00%
0 out of 523 |
Euro Inflation Adjusted | +6.61% |
+15.66%
Oct 1978 - Sep 1989 |
-0.85%
Oct 2000 - Sep 2011 |
1.15%
6 out of 523 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.05% |
+18.43%
Jul 1973 - Jun 1985 |
+2.42%
Nov 2000 - Oct 2012 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +6.62% |
+14.10%
Sep 1977 - Aug 1989 |
+0.25%
Nov 2000 - Oct 2012 |
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 | +9.01% |
+17.50%
Oct 1974 - Sep 1987 |
+2.55%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
Euro Inflation Adjusted | +6.73% |
+13.61%
Oct 1974 - Sep 1987 |
+0.48%
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 | +8.94% |
+16.93%
Feb 1975 - Jan 1989 |
+3.28%
Sep 2000 - Aug 2014 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +6.56% |
+13.32%
Jun 1975 - May 1989 |
+1.32%
Sep 2000 - Aug 2014 |
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 | +8.99% |
+16.76%
Sep 1974 - Aug 1989 |
+3.53%
Oct 2000 - Sep 2015 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +6.67% |
+13.08%
Sep 1974 - Aug 1989 |
+1.70%
Oct 2000 - Sep 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 | +8.56% |
+15.67%
Jul 1973 - Jun 1989 |
+3.73%
Nov 2000 - Oct 2016 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +6.11% |
+11.82%
Feb 1978 - Jan 1994 |
+1.96%
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 | +8.39% |
+14.84%
Aug 1970 - Jul 1987 |
+3.60%
Sep 2000 - Aug 2017 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +6.03% |
+11.59%
Aug 1980 - Jul 1997 |
+1.86%
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 | +8.17% |
+14.71%
Aug 1979 - Jul 1997 |
+3.74%
Apr 2002 - Mar 2020 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +5.77% |
+11.63%
Apr 1980 - Mar 1998 |
+1.98%
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 | +8.15% |
+14.93%
Oct 1978 - Sep 1997 |
+3.63%
Jun 2001 - May 2020 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +5.79% |
+11.58%
Oct 1978 - Sep 1997 |
+2.01%
Jun 2001 - May 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 | +8.37% |
+14.69%
Sep 1980 - Aug 2000 |
+3.51%
Nov 2000 - Oct 2020 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +6.12% |
+11.82%
Sep 1980 - Aug 2000 |
+1.89%
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: ETF allocation and returns page.