Ray Dalio All Weather Portfolio To EUR Bond Hedged: Rolling Returns

Data Source: from January 1975 to January 2024 (~49 years)
Consolidated Returns as of 31 January 2024

The metrics are computed using a currency (EUR) distinct from the original asset's currency (USD).
The calculations utilize real exchange rates (USD to EUR) or, in case of hedged currency, actual interest rates differential.
Opting for ETFs that mirror the same benchmark in the destination currency (EUR) would yield comparable performances.

Holding the Ray Dalio All Weather 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 (~49 years), the longest period with a negative return lasted 45 months (from February 2020 to October 2023).

This means that every rolling period of 46 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Ray Dalio All Weather 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

RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 5.47% (updated at Jan 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.

RAY DALIO ALL WEATHER PORTFOLIO TO EUR BOND HEDGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1975 - 31 January 2024 (~49 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -16.49 01/2022
12/2022
0.83$ -0.36 0.99$ 6.92 1.06$ 16.19 1.16$ 30.73 08/1996
07/1997
1.30$ 2.54 16.05%
2Y -8.93 11/2021
10/2023
0.82$ 2.32 1.04$ 7.90 1.16$ 13.49 1.28$ 20.63 08/1995
07/1997
1.45$ -3.84 6.82%
3Y -1.79 11/2020
10/2023
0.94$ 2.94 1.09$ 7.65 1.24$ 12.65 1.42$ 18.84 04/1995
03/1998
1.67$ 0.77 1.54%
4Y 0.54 11/2019
10/2023
1.02$ 4.39 1.18$ 6.87 1.30$ 12.09 1.57$ 16.74 09/1996
08/2000
1.85$ 2.05 0.00%
5Y 3.42 10/2018
09/2023
1.18$ 5.07 1.28$ 6.49 1.36$ 10.80 1.66$ 15.94 04/1995
03/2000
2.09$ 4.99 0.00%
6Y 2.83 11/2017
10/2023
1.18$ 4.81 1.32$ 7.11 1.51$ 9.91 1.76$ 15.34 11/1994
10/2000
2.35$ 4.54 0.00%
7Y 2.80 11/2016
10/2023
1.21$ 4.94 1.40$ 7.37 1.64$ 9.49 1.88$ 12.57 07/1994
06/2001
2.29$ 4.32 0.00%
8Y 3.07 11/2000
10/2008
1.27$ 4.99 1.47$ 7.37 1.76$ 9.16 2.01$ 10.86 11/1994
10/2002
2.28$ 4.62 0.00%
9Y 3.55 09/2000
08/2009
1.36$ 5.66 1.64$ 7.65 1.94$ 8.68 2.11$ 10.55 04/1995
03/2004
2.46$ 3.60 0.00%
10Y 4.59 11/2013
10/2023
1.56$ 5.54 1.71$ 7.73 2.10$ 8.65 2.29$ 9.93 11/1994
10/2004
2.57$ 5.47 0.00%
11Y 4.15 11/2012
10/2023
1.56$ 5.86 1.87$ 7.55 2.22$ 8.54 2.46$ 10.15 01/1995
12/2005
2.89$ 5.25 0.00%
12Y 4.79 11/2011
10/2023
1.75$ 6.42 2.10$ 7.35 2.34$ 8.49 2.65$ 9.52 12/1994
11/2006
2.97$ 5.08 0.00%
13Y 5.58 11/2010
10/2023
2.02$ 6.53 2.27$ 7.47 2.55$ 8.15 2.76$ 9.11 11/2008
10/2021
3.10$ 6.31 0.00%
14Y 6.24 04/2000
03/2014
2.33$ 6.93 2.55$ 7.36 2.70$ 8.01 2.94$ 8.76 01/1995
12/2008
3.23$ 6.83 0.00%
15Y 6.23 09/2000
08/2015
2.47$ 6.82 2.68$ 7.32 2.88$ 8.02 3.17$ 8.55 05/1995
04/2010
3.42$ 6.82 0.00%
16Y 5.88 11/2007
10/2023
2.49$ 6.62 2.78$ 7.34 3.10$ 8.36 3.61$ 9.10 08/1996
07/2012
4.02$ 6.47 0.00%
17Y 5.78 11/2006
10/2023
2.59$ 6.40 2.87$ 7.51 3.42$ 8.26 3.85$ 9.36 02/1995
01/2012
4.57$ 6.39 0.00%
18Y 5.77 11/2005
10/2023
2.74$ 6.34 3.02$ 7.35 3.58$ 8.34 4.22$ 9.31 10/1994
09/2012
4.96$ 6.09 0.00%
19Y 5.94 11/2004
10/2023
2.99$ 6.50 3.30$ 7.19 3.73$ 8.49 4.70$ 8.77 05/1994
04/2013
4.93$ 6.40 0.00%
20Y 5.96 11/2003
10/2023
3.18$ 6.62 3.60$ 7.10 3.94$ 8.36 4.98$ 9.40 02/1995
01/2015
6.02$ 6.40 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -23.52 01/2022
12/2022
0.76$ -2.16 0.97$ 5.06 1.05$ 14.77 1.14$ 28.81 08/1996
07/1997
1.28$ -0.22 22.64%
2Y -14.64 11/2021
10/2023
0.72$ 0.18 1.00$ 5.92 1.12$ 11.51 1.24$ 18.42 08/1995
07/1997
1.40$ -9.00 13.35%
3Y -7.17 11/2020
10/2023
0.79$ 1.12 1.03$ 6.07 1.19$ 10.71 1.35$ 16.84 04/1995
03/1998
1.59$ -4.47 8.92%
4Y -3.56 11/2019
10/2023
0.86$ 2.12 1.08$ 5.34 1.23$ 10.28 1.47$ 15.02 09/1996
08/2000
1.74$ -2.17 2.88%
5Y -0.17 10/2018
09/2023
0.99$ 2.83 1.14$ 5.10 1.28$ 8.94 1.53$ 14.11 04/1995
03/2000
1.93$ 1.22 0.66%
6Y -0.50 11/2017
10/2023
0.97$ 2.67 1.17$ 5.34 1.36$ 8.33 1.61$ 13.33 11/1994
10/2000
2.11$ 1.21 0.35%
7Y -0.25 11/2016
10/2023
0.98$ 2.66 1.20$ 5.75 1.47$ 7.98 1.71$ 10.53 11/1994
10/2001
2.01$ 1.28 0.72%
8Y 0.46 11/2015
10/2023
1.03$ 2.92 1.25$ 5.80 1.56$ 7.50 1.78$ 8.83 08/2008
07/2016
1.96$ 1.72 0.00%
9Y 1.01 02/2015
01/2024
1.09$ 3.43 1.35$ 5.97 1.68$ 7.08 1.85$ 8.53 04/1995
03/2004
2.08$ 1.01 0.00%
10Y 2.30 11/2013
10/2023
1.25$ 3.42 1.39$ 5.91 1.77$ 7.02 1.97$ 7.83 11/1994
10/2004
2.12$ 3.15 0.00%
11Y 2.01 11/2012
10/2023
1.24$ 3.67 1.48$ 5.82 1.86$ 6.88 2.07$ 8.00 01/1995
12/2005
2.33$ 3.08 0.00%
12Y 2.60 11/2011
10/2023
1.36$ 4.27 1.65$ 5.50 1.90$ 6.79 2.20$ 7.70 07/2009
06/2021
2.43$ 2.91 0.00%
13Y 3.31 11/2010
10/2023
1.52$ 4.55 1.78$ 5.54 2.01$ 6.48 2.26$ 7.68 11/2008
10/2021
2.61$ 4.08 0.00%
14Y 4.13 11/2009
10/2023
1.76$ 4.98 1.97$ 5.50 2.11$ 6.13 2.30$ 6.74 08/2007
07/2021
2.49$ 4.57 0.00%
15Y 4.25 10/2008
09/2023
1.86$ 4.85 2.03$ 5.50 2.23$ 6.11 2.43$ 6.49 05/1995
04/2010
2.56$ 4.65 0.00%
16Y 3.70 11/2007
10/2023
1.78$ 4.81 2.11$ 5.53 2.36$ 6.27 2.64$ 7.03 08/1996
07/2012
2.96$ 4.37 0.00%
17Y 3.58 11/2006
10/2023
1.81$ 4.57 2.13$ 5.66 2.54$ 6.20 2.78$ 7.27 02/1995
01/2012
3.29$ 4.22 0.00%
18Y 3.60 11/2005
10/2023
1.89$ 4.42 2.17$ 5.62 2.67$ 6.37 3.03$ 7.13 10/1994
09/2012
3.45$ 3.94 0.00%
19Y 3.75 11/2004
10/2023
2.01$ 4.54 2.32$ 5.44 2.73$ 6.48 3.29$ 6.83 04/1996
03/2015
3.50$ 4.23 0.00%
20Y 3.76 11/2003
10/2023
2.09$ 4.74 2.52$ 5.26 2.78$ 6.49 3.51$ 7.50 02/1995
01/2015
4.24$ 4.23 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -16.49 01/2022
12/2022
0.83$ -0.29 0.99$ 7.84 1.07$ 18.45 1.18$ 47.20 07/1982
06/1983
1.47$ 2.54 15.92%
2Y -8.93 11/2021
10/2023
0.82$ 2.90 1.05$ 8.92 1.18$ 14.82 1.31$ 27.42 10/1981
09/1983
1.62$ -3.84 4.59%
3Y -1.79 11/2020
10/2023
0.94$ 4.20 1.13$ 8.37 1.27$ 14.16 1.48$ 23.39 07/1982
06/1985
1.87$ 0.77 0.90%
4Y 0.54 11/2019
10/2023
1.02$ 5.27 1.22$ 8.27 1.37$ 13.22 1.64$ 22.17 04/1982
03/1986
2.22$ 2.05 0.00%
5Y 3.42 10/2018
09/2023
1.18$ 5.62 1.31$ 8.51 1.50$ 13.40 1.87$ 18.67 10/1981
09/1986
2.35$ 4.99 0.00%
6Y 2.83 11/2017
10/2023
1.18$ 5.50 1.37$ 8.96 1.67$ 13.04 2.08$ 18.71 04/1980
03/1986
2.79$ 4.54 0.00%
7Y 2.80 11/2016
10/2023
1.21$ 5.99 1.50$ 9.14 1.84$ 12.42 2.26$ 16.38 04/1980
03/1987
2.89$ 4.32 0.00%
8Y 3.07 11/2000
10/2008
1.27$ 6.57 1.66$ 9.20 2.02$ 12.35 2.53$ 14.93 12/1978
11/1986
3.04$ 4.62 0.00%
9Y 3.55 09/2000
08/2009
1.36$ 6.55 1.76$ 8.95 2.16$ 12.34 2.84$ 13.62 03/1978
02/1987
3.15$ 3.60 0.00%
10Y 4.59 11/2013
10/2023
1.56$ 6.69 1.91$ 9.12 2.39$ 11.95 3.09$ 14.20 11/1990
10/2000
3.77$ 5.47 0.00%
11Y 4.15 11/2012
10/2023
1.56$ 6.98 2.10$ 9.26 2.64$ 11.91 3.44$ 14.07 08/1982
07/1993
4.25$ 5.25 0.00%
12Y 4.79 11/2011
10/2023
1.75$ 6.82 2.20$ 9.14 2.85$ 11.61 3.73$ 13.90 10/1981
09/1993
4.76$ 5.08 0.00%
13Y 5.58 11/2010
10/2023
2.02$ 7.04 2.42$ 9.23 3.15$ 11.47 4.10$ 13.33 04/1980
03/1993
5.08$ 6.31 0.00%
14Y 6.24 04/2000
03/2014
2.33$ 7.20 2.64$ 9.30 3.47$ 11.30 4.47$ 13.09 11/1979
10/1993
5.59$ 6.83 0.00%
15Y 6.23 09/2000
08/2015
2.47$ 7.17 2.82$ 9.10 3.69$ 11.53 5.13$ 13.37 08/1982
07/1997
6.56$ 6.82 0.00%
16Y 5.88 11/2007
10/2023
2.49$ 7.03 2.96$ 9.05 3.99$ 11.42 5.64$ 13.23 10/1981
09/1997
7.29$ 6.47 0.00%
17Y 5.78 11/2006
10/2023
2.59$ 7.24 3.28$ 9.12 4.41$ 11.49 6.35$ 12.87 07/1982
06/1999
7.82$ 6.39 0.00%
18Y 5.77 11/2005
10/2023
2.74$ 7.15 3.46$ 9.05 4.75$ 11.51 7.10$ 13.10 04/1980
03/1998
9.16$ 6.09 0.00%
19Y 5.94 11/2004
10/2023
2.99$ 7.03 3.63$ 8.90 5.05$ 11.64 8.10$ 13.09 10/1981
09/2000
10.35$ 6.40 0.00%
20Y 5.96 11/2003
10/2023
3.18$ 6.95 3.83$ 9.01 5.61$ 11.67 9.09$ 12.96 04/1980
03/2000
11.44$ 6.40 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -23.52 01/2022
12/2022
0.76$ -2.44 0.97$ 5.37 1.05$ 15.71 1.15$ 43.44 07/1982
06/1983
1.43$ -0.22 23.53%
2Y -14.64 11/2021
10/2023
0.72$ 0.55 1.01$ 6.26 1.12$ 12.58 1.26$ 23.73 06/1984
05/1986
1.53$ -9.00 10.25%
3Y -7.17 11/2020
10/2023
0.79$ 1.78 1.05$ 6.26 1.19$ 11.84 1.39$ 20.41 07/1982
06/1985
1.74$ -4.47 5.42%
4Y -3.56 11/2019
10/2023
0.86$ 2.55 1.10$ 6.47 1.28$ 10.47 1.48$ 19.92 07/1982
06/1986
2.06$ -2.17 1.85%
5Y -0.17 10/2018
09/2023
0.99$ 3.14 1.16$ 6.21 1.35$ 10.22 1.62$ 16.16 03/1982
02/1987
2.11$ 1.22 0.38%
6Y -0.50 11/2017
10/2023
0.97$ 3.43 1.22$ 6.69 1.47$ 10.07 1.77$ 14.79 04/1980
03/1986
2.28$ 1.21 0.19%
7Y -0.25 11/2016
10/2023
0.98$ 3.94 1.31$ 6.63 1.56$ 9.86 1.93$ 13.48 07/1982
06/1989
2.42$ 1.28 0.40%
8Y 0.46 11/2015
10/2023
1.03$ 4.64 1.43$ 7.06 1.72$ 9.59 2.08$ 12.46 10/1981
09/1989
2.55$ 1.72 0.00%
9Y 1.01 02/2015
01/2024
1.09$ 4.54 1.49$ 6.93 1.82$ 9.39 2.24$ 11.16 07/1982
06/1991
2.59$ 1.01 0.00%
10Y 2.30 11/2013
10/2023
1.25$ 4.57 1.56$ 7.07 1.97$ 8.98 2.36$ 11.53 11/1990
10/2000
2.97$ 3.15 0.00%
11Y 2.01 11/2012
10/2023
1.24$ 4.86 1.68$ 7.19 2.14$ 8.82 2.53$ 11.40 08/1982
07/1993
3.27$ 3.08 0.00%
12Y 2.60 11/2011
10/2023
1.36$ 4.77 1.74$ 7.15 2.29$ 8.56 2.67$ 11.01 10/1981
09/1993
3.50$ 2.91 0.00%
13Y 3.31 11/2010
10/2023
1.52$ 5.06 1.90$ 6.97 2.40$ 8.65 2.94$ 10.06 04/1980
03/1993
3.47$ 4.08 0.00%
14Y 4.13 11/2009
10/2023
1.76$ 5.26 2.04$ 6.66 2.46$ 8.58 3.16$ 10.22 02/1982
01/1996
3.90$ 4.57 0.00%
15Y 4.25 10/2008
09/2023
1.86$ 5.24 2.15$ 6.62 2.61$ 8.69 3.48$ 10.76 08/1982
07/1997
4.63$ 4.65 0.00%
16Y 3.70 11/2007
10/2023
1.78$ 5.12 2.22$ 6.67 2.81$ 8.61 3.74$ 10.64 07/1982
06/1998
5.03$ 4.37 0.00%
17Y 3.58 11/2006
10/2023
1.81$ 5.40 2.44$ 6.68 3.00$ 8.75 4.16$ 10.43 07/1982
06/1999
5.40$ 4.22 0.00%
18Y 3.60 11/2005
10/2023
1.89$ 5.33 2.54$ 6.62 3.17$ 8.61 4.42$ 10.58 07/1982
06/2000
6.10$ 3.94 0.00%
19Y 3.75 11/2004
10/2023
2.01$ 5.28 2.65$ 6.61 3.37$ 8.52 4.72$ 10.49 10/1981
09/2000
6.65$ 4.23 0.00%
20Y 3.76 11/2003
10/2023
2.09$ 5.17 2.74$ 6.70 3.65$ 8.69 5.29$ 10.09 04/1980
03/2000
6.84$ 4.23 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.84% +47.20%
Jul 1982 - Jun 1983
-16.49%
Jan 2022 - Dec 2022
15.92%
92 out of 578
Euro Inflation Adjusted +5.37% +43.44%
Jul 1982 - Jun 1983
-23.52%
Jan 2022 - Dec 2022
23.53%
136 out of 578
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 +8.92% +27.42%
Oct 1981 - Sep 1983
-8.93%
Nov 2021 - Oct 2023
4.59%
26 out of 566
Euro Inflation Adjusted +6.26% +23.73%
Jun 1984 - May 1986
-14.64%
Nov 2021 - Oct 2023
10.25%
58 out of 566
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 +8.37% +23.39%
Jul 1982 - Jun 1985
-1.79%
Nov 2020 - Oct 2023
0.90%
5 out of 554
Euro Inflation Adjusted +6.26% +20.41%
Jul 1982 - Jun 1985
-7.17%
Nov 2020 - Oct 2023
5.42%
30 out of 554
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 +8.27% +22.17%
Apr 1982 - Mar 1986
+0.54%
Nov 2019 - Oct 2023
0.00%
0 out of 542
Euro Inflation Adjusted +6.47% +19.92%
Jul 1982 - Jun 1986
-3.56%
Nov 2019 - Oct 2023
1.85%
10 out of 542
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 +8.51% +18.67%
Oct 1981 - Sep 1986
+3.42%
Oct 2018 - Sep 2023
0.00%
0 out of 530
Euro Inflation Adjusted +6.21% +16.16%
Mar 1982 - Feb 1987
-0.17%
Oct 2018 - Sep 2023
0.38%
2 out of 530
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 +8.96% +18.71%
Apr 1980 - Mar 1986
+2.83%
Nov 2017 - Oct 2023
0.00%
0 out of 518
Euro Inflation Adjusted +6.69% +14.79%
Apr 1980 - Mar 1986
-0.50%
Nov 2017 - Oct 2023
0.19%
1 out of 518
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 +9.14% +16.38%
Apr 1980 - Mar 1987
+2.80%
Nov 2016 - Oct 2023
0.00%
0 out of 506
Euro Inflation Adjusted +6.63% +13.48%
Jul 1982 - Jun 1989
-0.25%
Nov 2016 - Oct 2023
0.40%
2 out of 506
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 +9.20% +14.93%
Dec 1978 - Nov 1986
+3.07%
Nov 2000 - Oct 2008
0.00%
0 out of 494
Euro Inflation Adjusted +7.06% +12.46%
Oct 1981 - Sep 1989
+0.46%
Nov 2015 - Oct 2023
0.00%
0 out of 494
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 +8.95% +13.62%
Mar 1978 - Feb 1987
+3.55%
Sep 2000 - Aug 2009
0.00%
0 out of 482
Euro Inflation Adjusted +6.93% +11.16%
Jul 1982 - Jun 1991
+1.01%
Feb 2015 - Jan 2024
0.00%
0 out of 482
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 +9.12% +14.20%
Nov 1990 - Oct 2000
+4.59%
Nov 2013 - Oct 2023
0.00%
0 out of 470
Euro Inflation Adjusted +7.07% +11.53%
Nov 1990 - Oct 2000
+2.30%
Nov 2013 - Oct 2023
0.00%
0 out of 470
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 +9.26% +14.07%
Aug 1982 - Jul 1993
+4.15%
Nov 2012 - Oct 2023
0.00%
0 out of 458
Euro Inflation Adjusted +7.19% +11.40%
Aug 1982 - Jul 1993
+2.01%
Nov 2012 - Oct 2023
0.00%
0 out of 458
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 +9.14% +13.90%
Oct 1981 - Sep 1993
+4.79%
Nov 2011 - Oct 2023
0.00%
0 out of 446
Euro Inflation Adjusted +7.15% +11.01%
Oct 1981 - Sep 1993
+2.60%
Nov 2011 - Oct 2023
0.00%
0 out of 446
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 +9.23% +13.33%
Apr 1980 - Mar 1993
+5.58%
Nov 2010 - Oct 2023
0.00%
0 out of 434
Euro Inflation Adjusted +6.97% +10.06%
Apr 1980 - Mar 1993
+3.31%
Nov 2010 - Oct 2023
0.00%
0 out of 434
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 +9.30% +13.09%
Nov 1979 - Oct 1993
+6.24%
Apr 2000 - Mar 2014
0.00%
0 out of 422
Euro Inflation Adjusted +6.66% +10.22%
Feb 1982 - Jan 1996
+4.13%
Nov 2009 - Oct 2023
0.00%
0 out of 422
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 +9.10% +13.37%
Aug 1982 - Jul 1997
+6.23%
Sep 2000 - Aug 2015
0.00%
0 out of 410
Euro Inflation Adjusted +6.62% +10.76%
Aug 1982 - Jul 1997
+4.25%
Oct 2008 - Sep 2023
0.00%
0 out of 410
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 +9.05% +13.23%
Oct 1981 - Sep 1997
+5.88%
Nov 2007 - Oct 2023
0.00%
0 out of 398
Euro Inflation Adjusted +6.67% +10.64%
Jul 1982 - Jun 1998
+3.70%
Nov 2007 - Oct 2023
0.00%
0 out of 398
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 +9.12% +12.87%
Jul 1982 - Jun 1999
+5.78%
Nov 2006 - Oct 2023
0.00%
0 out of 386
Euro Inflation Adjusted +6.68% +10.43%
Jul 1982 - Jun 1999
+3.58%
Nov 2006 - Oct 2023
0.00%
0 out of 386
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 +9.05% +13.10%
Apr 1980 - Mar 1998
+5.77%
Nov 2005 - Oct 2023
0.00%
0 out of 374
Euro Inflation Adjusted +6.62% +10.58%
Jul 1982 - Jun 2000
+3.60%
Nov 2005 - Oct 2023
0.00%
0 out of 374
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 +8.90% +13.09%
Oct 1981 - Sep 2000
+5.94%
Nov 2004 - Oct 2023
0.00%
0 out of 362
Euro Inflation Adjusted +6.61% +10.49%
Oct 1981 - Sep 2000
+3.75%
Nov 2004 - Oct 2023
0.00%
0 out of 362
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 +9.01% +12.96%
Apr 1980 - Mar 2000
+5.96%
Nov 2003 - Oct 2023
0.00%
0 out of 350
Euro Inflation Adjusted +6.70% +10.09%
Apr 1980 - Mar 2000
+3.76%
Nov 2003 - Oct 2023
0.00%
0 out of 350
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 Ray Dalio All Weather Portfolio To EUR Bond Hedged: ETF allocation and returns page.