Mebane Faber Ivy Portfolio To EUR: Rolling Returns

Data Source: from January 1970 to May 2024 (~54 years)
Consolidated Returns as of 31 May 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 (~54 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

MEBANE FABER IVY PORTFOLIO TO EUR
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 7.50% (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.

MEBANE FABER IVY PORTFOLIO TO EUR
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1970 - 31 May 2024 (~54 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.56% +55.53%
Aug 1982 - Jul 1983
-30.82%
Mar 2008 - Feb 2009
24.14%
155 out of 642
Euro Inflation Adjusted +5.51% +51.21%
Aug 1982 - Jul 1983
-31.63%
Mar 2008 - Feb 2009
31.62%
203 out of 642
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 +9.24% +38.20%
Mar 1983 - Feb 1985
-19.99%
Mar 2007 - Feb 2009
10.95%
69 out of 630
Euro Inflation Adjusted +6.59% +34.70%
Mar 1983 - Feb 1985
-21.73%
Mar 2007 - Feb 2009
22.06%
139 out of 630
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 +9.17% +37.04%
Mar 1982 - Feb 1985
-13.12%
Apr 2006 - Mar 2009
10.03%
62 out of 618
Euro Inflation Adjusted +5.97% +32.96%
Mar 1982 - Feb 1985
-14.85%
Apr 2006 - Mar 2009
16.34%
101 out of 618
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 +8.87% +30.88%
Feb 1981 - Jan 1985
-5.21%
Apr 2005 - Mar 2009
5.94%
36 out of 606
Euro Inflation Adjusted +6.08% +26.06%
Mar 1981 - Feb 1985
-7.13%
Apr 2005 - Mar 2009
11.72%
71 out of 606
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 +8.20% +31.25%
Mar 1980 - Feb 1985
-3.72%
Apr 2004 - Mar 2009
1.68%
10 out of 594
Euro Inflation Adjusted +5.54% +26.07%
Mar 1980 - Feb 1985
-5.68%
Apr 2004 - Mar 2009
8.92%
53 out of 594
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 +8.19% +27.87%
Mar 1979 - Feb 1985
-0.39%
Mar 2003 - Feb 2009
0.17%
1 out of 582
Euro Inflation Adjusted +5.42% +22.47%
Mar 1979 - Feb 1985
-2.39%
Mar 2003 - Feb 2009
3.44%
20 out of 582
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 +7.91% +26.84%
Mar 1978 - Feb 1985
-3.50%
Apr 2002 - Mar 2009
1.23%
7 out of 570
Euro Inflation Adjusted +5.81% +21.76%
Mar 1978 - Feb 1985
-5.45%
Apr 2002 - Mar 2009
4.04%
23 out of 570
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 +8.76% +22.60%
Mar 1977 - Feb 1985
-2.75%
Apr 2001 - Mar 2009
1.97%
11 out of 558
Euro Inflation Adjusted +6.08% +17.87%
Mar 1977 - Feb 1985
-4.77%
Apr 2001 - Mar 2009
3.94%
22 out of 558
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 +8.59% +20.95%
Oct 1978 - Sep 1987
-1.49%
Apr 2000 - Mar 2009
1.83%
10 out of 546
Euro Inflation Adjusted +6.11% +17.21%
Oct 1978 - Sep 1987
-3.55%
Apr 2000 - Mar 2009
3.85%
21 out of 546
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 +8.97% +21.75%
Mar 1975 - Feb 1985
+1.00%
Nov 2000 - Oct 2010
0.00%
0 out of 534
Euro Inflation Adjusted +6.30% +16.92%
Mar 1975 - Feb 1985
-1.03%
Nov 2000 - Oct 2010
2.25%
12 out of 534
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 +8.95% +19.70%
Jun 1974 - May 1985
+1.24%
Apr 1998 - Mar 2009
0.00%
0 out of 522
Euro Inflation Adjusted +6.61% +15.66%
Oct 1978 - Sep 1989
-0.85%
Oct 2000 - Sep 2011
1.15%
6 out of 522
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 +9.05% +18.43%
Jul 1973 - Jun 1985
+2.42%
Nov 2000 - Oct 2012
0.00%
0 out of 510
Euro Inflation Adjusted +6.62% +14.10%
Sep 1977 - Aug 1989
+0.25%
Nov 2000 - Oct 2012
0.00%
0 out of 510
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 +9.01% +17.50%
Oct 1974 - Sep 1987
+2.55%
Sep 2000 - Aug 2013
0.00%
0 out of 498
Euro Inflation Adjusted +6.73% +13.61%
Oct 1974 - Sep 1987
+0.48%
Sep 2000 - Aug 2013
0.00%
0 out of 498
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 +8.94% +16.93%
Feb 1975 - Jan 1989
+3.28%
Sep 2000 - Aug 2014
0.00%
0 out of 486
Euro Inflation Adjusted +6.56% +13.32%
Jun 1975 - May 1989
+1.32%
Sep 2000 - Aug 2014
0.00%
0 out of 486
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 +8.96% +16.76%
Sep 1974 - Aug 1989
+3.53%
Oct 2000 - Sep 2015
0.00%
0 out of 474
Euro Inflation Adjusted +6.66% +13.08%
Sep 1974 - Aug 1989
+1.70%
Oct 2000 - Sep 2015
0.00%
0 out of 474
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 +8.56% +15.67%
Jul 1973 - Jun 1989
+3.73%
Nov 2000 - Oct 2016
0.00%
0 out of 462
Euro Inflation Adjusted +6.11% +11.82%
Feb 1978 - Jan 1994
+1.96%
Nov 2000 - Oct 2016
0.00%
0 out of 462
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 +8.39% +14.84%
Aug 1970 - Jul 1987
+3.60%
Sep 2000 - Aug 2017
0.00%
0 out of 450
Euro Inflation Adjusted +6.03% +11.59%
Aug 1980 - Jul 1997
+1.86%
Sep 2000 - Aug 2017
0.00%
0 out of 450
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 +8.17% +14.71%
Aug 1979 - Jul 1997
+3.74%
Apr 2002 - Mar 2020
0.00%
0 out of 438
Euro Inflation Adjusted +5.77% +11.63%
Apr 1980 - Mar 1998
+1.98%
Nov 2000 - Oct 2018
0.00%
0 out of 438
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 +8.15% +14.93%
Oct 1978 - Sep 1997
+3.63%
Jun 2001 - May 2020
0.00%
0 out of 426
Euro Inflation Adjusted +5.79% +11.58%
Oct 1978 - Sep 1997
+2.01%
Jun 2001 - May 2020
0.00%
0 out of 426
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 +8.37% +14.69%
Sep 1980 - Aug 2000
+3.51%
Nov 2000 - Oct 2020
0.00%
0 out of 414
Euro Inflation Adjusted +6.12% +11.82%
Sep 1980 - Aug 2000
+1.89%
Nov 2000 - Oct 2020
0.00%
0 out of 414
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 Mebane Faber Ivy Portfolio To EUR: ETF allocation and returns page.