Consolidated Returns as of 30 June 2024
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 (~71 years), the longest period with a negative return lasted 62 months (from May 1965 to June 1970).
This means that every rolling period of 63 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
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The annualized return of the last 10 years has been 5.37% (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 | +7.26% |
+47.20%
Jul 1982 - Jun 1983 |
-16.88%
Jan 2022 - Dec 2022 |
15.36%
129 out of 840 |
Euro Inflation Adjusted | +4.72% |
+43.44%
Jul 1982 - Jun 1983 |
-23.88%
Jan 2022 - Dec 2022 |
25.00%
210 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.51% |
+27.42%
Oct 1981 - Sep 1983 |
-8.77%
Nov 2021 - Oct 2023 |
5.43%
45 out of 828 |
Euro Inflation Adjusted | +4.71% |
+23.73%
Jun 1984 - May 1986 |
-14.49%
Nov 2021 - Oct 2023 |
13.53%
112 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.49% |
+23.39%
Jul 1982 - Jun 1985 |
-2.12%
Jun 1967 - May 1970 |
1.59%
13 out of 816 |
Euro Inflation Adjusted | +4.81% |
+20.41%
Jul 1982 - Jun 1985 |
-7.42%
Nov 2020 - Oct 2023 |
9.56%
78 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.31% |
+22.17%
Apr 1982 - Mar 1986 |
-0.45%
Jun 1966 - May 1970 |
0.50%
4 out of 804 |
Euro Inflation Adjusted | +4.73% |
+19.92%
Jul 1982 - Jun 1986 |
-3.55%
Nov 2019 - Oct 2023 |
4.35%
35 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+18.67%
Oct 1981 - Sep 1986 |
-0.20%
Jun 1965 - May 1970 |
0.13%
1 out of 792 |
Euro Inflation Adjusted | +4.78% |
+16.16%
Mar 1982 - Feb 1987 |
-2.65%
Jun 1965 - May 1970 |
3.41%
27 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+18.71%
Apr 1980 - Mar 1986 |
+0.80%
Jul 1964 - Jun 1970 |
0.00%
0 out of 780 |
Euro Inflation Adjusted | +4.96% |
+14.79%
Apr 1980 - Mar 1986 |
-1.92%
Oct 1968 - Sep 1974 |
2.95%
23 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.77% |
+16.38%
Apr 1980 - Mar 1987 |
+1.63%
Jun 1963 - May 1970 |
0.00%
0 out of 768 |
Euro Inflation Adjusted | +5.32% |
+13.48%
Jul 1982 - Jun 1989 |
-0.98%
Oct 1967 - Sep 1974 |
2.08%
16 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.78% |
+14.93%
Dec 1978 - Nov 1986 |
+2.44%
May 1962 - Apr 1970 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +5.53% |
+12.46%
Oct 1981 - Sep 1989 |
-0.11%
May 1962 - Apr 1970 |
0.26%
2 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.88% |
+13.62%
Mar 1978 - Feb 1987 |
+2.14%
Jun 1961 - May 1970 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +5.64% |
+11.16%
Jul 1982 - Jun 1991 |
-0.61%
Oct 1965 - Sep 1974 |
0.67%
5 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.95% |
+14.20%
Nov 1990 - Oct 2000 |
+3.04%
Jul 1960 - Jun 1970 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +5.82% |
+11.53%
Nov 1990 - Oct 2000 |
-0.46%
Oct 1964 - Sep 1974 |
0.27%
2 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.93% |
+14.07%
Aug 1982 - Jul 1993 |
+3.10%
Jun 1959 - May 1970 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +5.80% |
+11.40%
Aug 1982 - Jul 1993 |
+0.08%
Oct 1963 - Sep 1974 |
0.00%
0 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.93% |
+13.90%
Oct 1981 - Sep 1993 |
+3.63%
Jul 1958 - Jun 1970 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +5.56% |
+11.01%
Oct 1981 - Sep 1993 |
+0.63%
Oct 1962 - Sep 1974 |
0.00%
0 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.92% |
+13.33%
Apr 1980 - Mar 1993 |
+3.98%
Jun 1957 - May 1970 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +5.71% |
+10.06%
Apr 1980 - Mar 1993 |
+0.35%
Oct 1961 - Sep 1974 |
0.00%
0 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.82% |
+13.09%
Nov 1979 - Oct 1993 |
+3.84%
Jul 1956 - Jun 1970 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +5.63% |
+10.22%
Feb 1982 - Jan 1996 |
+0.74%
Oct 1960 - Sep 1974 |
0.00%
0 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.99% |
+13.37%
Aug 1982 - Jul 1997 |
+4.03%
Jul 1955 - Jun 1970 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +5.71% |
+10.76%
Aug 1982 - Jul 1997 |
+0.90%
Apr 1965 - Mar 1980 |
0.00%
0 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+13.23%
Oct 1981 - Sep 1997 |
+4.58%
Jun 1954 - May 1970 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +5.79% |
+10.64%
Jul 1982 - Jun 1998 |
+1.08%
Apr 1964 - Mar 1980 |
0.00%
0 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.30% |
+12.87%
Jul 1982 - Jun 1999 |
+5.02%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +5.88% |
+10.43%
Jul 1982 - Jun 1999 |
+1.20%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.52% |
+13.10%
Apr 1980 - Mar 1998 |
+4.93%
Sep 1956 - Aug 1974 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +5.87% |
+10.58%
Jul 1982 - Jun 2000 |
+1.18%
Apr 1962 - Mar 1980 |
0.00%
0 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.67% |
+13.09%
Oct 1981 - Sep 2000 |
+4.84%
Oct 1955 - Sep 1974 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +5.92% |
+10.49%
Oct 1981 - Sep 2000 |
+1.19%
Apr 1961 - Mar 1980 |
0.00%
0 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.71% |
+12.96%
Apr 1980 - Mar 2000 |
+5.12%
Oct 1954 - Sep 1974 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +5.87% |
+10.09%
Apr 1980 - Mar 2000 |
+1.51%
Oct 1961 - Sep 1981 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio To EUR Bond Hedged: ETF allocation and returns page.