Pinwheel To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1976 to April 2024 (~48 years)
Consolidated Returns as of 30 April 2024

Holding the Pinwheel 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 (~48 years), the longest period with a negative return lasted 93 months (from June 2001 to February 2009).

This means that every rolling period of 94 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Pinwheel 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

PINWHEEL 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 7.39% (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.

PINWHEEL 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 1976 - 30 April 2024 (~48 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.34% +49.09%
Aug 1982 - Jul 1983
-24.02%
Mar 2008 - Feb 2009
19.33%
110 out of 569
Euro Inflation Adjusted +6.97% +44.95%
Aug 1982 - Jul 1983
-24.90%
Mar 2008 - Feb 2009
24.78%
141 out of 569
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.28% +27.51%
Mar 2009 - Feb 2011
-14.91%
Mar 2007 - Feb 2009
10.95%
61 out of 557
Euro Inflation Adjusted +7.02% +25.46%
Mar 2009 - Feb 2011
-16.76%
Mar 2007 - Feb 2009
16.88%
94 out of 557
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.66% +26.53%
Jul 1982 - Jun 1985
-8.59%
Apr 2006 - Mar 2009
7.16%
39 out of 545
Euro Inflation Adjusted +7.11% +23.47%
Jul 1982 - Jun 1985
-10.40%
Apr 2006 - Mar 2009
10.83%
59 out of 545
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.78% +21.88%
Jun 1982 - May 1986
-0.84%
Mar 2005 - Feb 2009
0.94%
5 out of 533
Euro Inflation Adjusted +7.09% +19.34%
Jun 1982 - May 1986
-2.93%
Mar 2005 - Feb 2009
7.69%
41 out of 533
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.22% +21.42%
Dec 1978 - Nov 1983
+0.27%
Apr 2004 - Mar 2009
0.00%
0 out of 521
Euro Inflation Adjusted +6.54% +16.21%
Apr 1980 - Mar 1985
-1.78%
Apr 2004 - Mar 2009
1.34%
7 out of 521
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.16% +20.68%
Mar 1979 - Feb 1985
+3.13%
Feb 1985 - Jan 1991
0.00%
0 out of 509
Euro Inflation Adjusted +6.37% +15.59%
Mar 1979 - Feb 1985
+1.36%
Feb 1985 - Jan 1991
0.00%
0 out of 509
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.32% +19.49%
Mar 1978 - Feb 1985
-0.13%
Apr 2002 - Mar 2009
0.20%
1 out of 497
Euro Inflation Adjusted +6.45% +14.70%
Mar 1978 - Feb 1985
-2.16%
Apr 2002 - Mar 2009
1.41%
7 out of 497
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.28% +17.65%
Apr 1978 - Mar 1986
+0.83%
Mar 2001 - Feb 2009
0.00%
0 out of 485
Euro Inflation Adjusted +6.36% +13.49%
Apr 1978 - Mar 1986
-1.29%
Mar 2001 - Feb 2009
1.86%
9 out of 485
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.34% +16.22%
Jun 1976 - May 1985
+0.93%
Apr 2000 - Mar 2009
0.00%
0 out of 473
Euro Inflation Adjusted +6.38% +12.36%
Mar 1978 - Feb 1987
-1.18%
Apr 2000 - Mar 2009
1.06%
5 out of 473
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.65% +15.52%
Jun 1976 - May 1986
+3.28%
Apr 1999 - Mar 2009
0.00%
0 out of 461
Euro Inflation Adjusted +6.62% +11.73%
Nov 1990 - Oct 2000
+1.14%
Apr 1999 - Mar 2009
0.00%
0 out of 461
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.54% +14.34%
Jan 1976 - Dec 1986
+2.60%
Apr 1998 - Mar 2009
0.00%
0 out of 449
Euro Inflation Adjusted +6.56% +11.00%
Dec 1978 - Nov 1989
+0.58%
Apr 1998 - Mar 2009
0.00%
0 out of 449
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.74% +13.50%
Sep 1977 - Aug 1989
+3.84%
Mar 1997 - Feb 2009
0.00%
0 out of 437
Euro Inflation Adjusted +6.42% +10.51%
Feb 1982 - Jan 1994
+1.89%
Mar 1997 - Feb 2009
0.00%
0 out of 437
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.57% +13.38%
Sep 1976 - Aug 1989
+4.98%
Sep 2000 - Aug 2013
0.00%
0 out of 425
Euro Inflation Adjusted +6.44% +10.08%
Sep 1976 - Aug 1989
+2.86%
Sep 2000 - Aug 2013
0.00%
0 out of 425
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.61% +13.61%
Nov 1979 - Oct 1993
+5.17%
Apr 2006 - Mar 2020
0.00%
0 out of 413
Euro Inflation Adjusted +6.30% +10.21%
Nov 1979 - Oct 1993
+3.31%
May 2000 - Apr 2014
0.00%
0 out of 413
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.46% +14.13%
Jan 1979 - Dec 1993
+4.55%
Mar 1994 - Feb 2009
0.00%
0 out of 401
Euro Inflation Adjusted +6.19% +10.59%
Jan 1979 - Dec 1993
+2.51%
Mar 1994 - Feb 2009
0.00%
0 out of 401
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.20% +13.80%
Feb 1978 - Jan 1994
+5.60%
Apr 1993 - Mar 2009
0.00%
0 out of 389
Euro Inflation Adjusted +6.08% +10.34%
Feb 1978 - Jan 1994
+3.48%
Apr 1993 - Mar 2009
0.00%
0 out of 389
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.08% +13.09%
Feb 1977 - Jan 1994
+5.79%
Sep 2000 - Aug 2017
0.00%
0 out of 377
Euro Inflation Adjusted +5.97% +9.65%
Feb 1977 - Jan 1994
+3.73%
Nov 2006 - Oct 2023
0.00%
0 out of 377
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.08% +13.15%
Jan 1976 - Dec 1993
+5.51%
Apr 2002 - Mar 2020
0.00%
0 out of 365
Euro Inflation Adjusted +5.95% +9.90%
Aug 1982 - Jul 2000
+3.88%
Apr 2002 - Mar 2020
0.00%
0 out of 365
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.16% +12.84%
Oct 1978 - Sep 1997
+5.70%
Jun 2001 - May 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.00% +9.59%
Apr 1979 - Mar 1998
+4.01%
Jan 2000 - Dec 2018
0.00%
0 out of 353
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.30% +12.74%
Apr 1978 - Mar 1998
+5.44%
Apr 2000 - Mar 2020
0.00%
0 out of 341
Euro Inflation Adjusted +6.03% +9.67%
Apr 1980 - Mar 2000
+3.72%
Apr 2000 - Mar 2020
0.00%
0 out of 341
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 Pinwheel To EUR Bond Hedged Portfolio: ETF allocation and returns page.