Consolidated Returns as of 30 June 2024
Holding the Ray Dalio All Weather Portfolio To EUR Hedged, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~75 years), the longest period with a negative return lasted 68 months (from October 1964 to May 1970).
This means that every rolling period of 69 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio To EUR 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 3.06% (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 | +7.49% |
+39.22%
Jul 1982 - Jun 1983 |
-21.43%
Nov 2021 - Oct 2022 |
13.82%
122 out of 883 |
Euro Inflation Adjusted | +5.10% |
+37.07%
Apr 1985 - Mar 1986 |
-28.97%
Nov 2021 - Oct 2022 |
22.31%
197 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+28.41%
Jul 1984 - Jun 1986 |
-12.31%
Nov 2021 - Oct 2023 |
6.08%
53 out of 871 |
Euro Inflation Adjusted | +4.85% |
+27.13%
Jul 1984 - Jun 1986 |
-17.81%
Nov 2021 - Oct 2023 |
14.01%
122 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.22% |
+21.51%
Aug 1984 - Jul 1987 |
-5.16%
Nov 2020 - Oct 2023 |
4.31%
37 out of 859 |
Euro Inflation Adjusted | +4.83% |
+20.60%
Aug 1984 - Jul 1987 |
-10.36%
Nov 2020 - Oct 2023 |
9.20%
79 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.50% |
+19.97%
Jul 1982 - Jun 1986 |
-1.52%
Nov 2019 - Oct 2023 |
1.30%
11 out of 847 |
Euro Inflation Adjusted | +4.77% |
+17.79%
Jul 1982 - Jun 1986 |
-5.54%
Nov 2019 - Oct 2023 |
7.79%
66 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.40% |
+17.52%
Jul 1982 - Jun 1987 |
-0.83%
Jun 1965 - May 1970 |
0.48%
4 out of 835 |
Euro Inflation Adjusted | +4.83% |
+15.78%
Jul 1982 - Jun 1987 |
-3.39%
Jul 1977 - Jun 1982 |
7.31%
61 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.26% |
+15.11%
Oct 1981 - Sep 1987 |
+0.30%
Jul 1964 - Jun 1970 |
0.00%
0 out of 823 |
Euro Inflation Adjusted | +4.99% |
+12.90%
Oct 1981 - Sep 1987 |
-2.64%
Nov 2017 - Oct 2023 |
6.68%
55 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+14.15%
Aug 1982 - Jul 1989 |
+1.09%
Oct 2016 - Sep 2023 |
0.00%
0 out of 811 |
Euro Inflation Adjusted | +5.18% |
+12.33%
Aug 1982 - Jul 1989 |
-1.93%
Oct 2016 - Sep 2023 |
4.19%
34 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.64% |
+13.93%
Aug 1984 - Jul 1992 |
+1.67%
Nov 2015 - Oct 2023 |
0.00%
0 out of 799 |
Euro Inflation Adjusted | +5.24% |
+11.48%
Aug 1984 - Jul 1992 |
-1.51%
Oct 1973 - Sep 1981 |
3.50%
28 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.57% |
+14.45%
Aug 1984 - Jul 1993 |
+1.60%
Nov 2014 - Oct 2023 |
0.00%
0 out of 787 |
Euro Inflation Adjusted | +5.26% |
+11.85%
Jul 1984 - Jun 1993 |
-1.18%
Jul 1973 - Jun 1982 |
3.05%
24 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.43% |
+13.40%
Aug 1982 - Jul 1992 |
+2.35%
Nov 2013 - Oct 2023 |
0.00%
0 out of 775 |
Euro Inflation Adjusted | +5.48% |
+10.87%
Aug 1982 - Jul 1992 |
-0.78%
Jul 1972 - Jun 1982 |
0.77%
6 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.62% |
+14.00%
Jul 1982 - Jun 1993 |
+2.33%
Nov 2012 - Oct 2023 |
0.00%
0 out of 763 |
Euro Inflation Adjusted | +5.46% |
+11.35%
Jul 1982 - Jun 1993 |
+0.19%
Apr 1971 - Mar 1982 |
0.00%
0 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.62% |
+13.57%
Oct 1981 - Sep 1993 |
+2.90%
Nov 2011 - Oct 2023 |
0.00%
0 out of 751 |
Euro Inflation Adjusted | +5.40% |
+10.69%
Oct 1981 - Sep 1993 |
+0.74%
Jun 1972 - May 1984 |
0.00%
0 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.58% |
+13.44%
Aug 1984 - Jul 1997 |
+3.78%
Jun 1957 - May 1970 |
0.00%
0 out of 739 |
Euro Inflation Adjusted | +5.29% |
+10.87%
Aug 1984 - Jul 1997 |
-0.07%
Oct 1968 - Sep 1981 |
0.14%
1 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.71% |
+13.14%
Jul 1984 - Jun 1998 |
+3.73%
Jul 1956 - Jun 1970 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +5.38% |
+10.67%
Jul 1984 - Jun 1998 |
+0.02%
Jul 1968 - Jun 1982 |
0.00%
0 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.71% |
+13.15%
Aug 1982 - Jul 1997 |
+4.01%
Jul 1955 - Jun 1970 |
0.00%
0 out of 715 |
Euro Inflation Adjusted | +5.28% |
+10.55%
Aug 1982 - Jul 1997 |
+0.33%
Jul 1967 - Jun 1982 |
0.00%
0 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.58% |
+13.01%
Jul 1982 - Jun 1998 |
+4.42%
Nov 2007 - Oct 2023 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +5.31% |
+10.48%
Jul 1982 - Jun 1998 |
+0.23%
Oct 1965 - Sep 1981 |
0.00%
0 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.72% |
+12.45%
Jul 1982 - Jun 1999 |
+4.62%
Oct 1964 - Sep 1981 |
0.00%
0 out of 691 |
Euro Inflation Adjusted | +5.33% |
+10.02%
Jul 1982 - Jun 1999 |
+0.27%
Oct 1964 - Sep 1981 |
0.00%
0 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.98% |
+12.25%
Jul 1982 - Jun 2000 |
+4.70%
Jul 1964 - Jun 1982 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +5.15% |
+9.83%
Jul 1982 - Jun 2000 |
+0.32%
Jul 1964 - Jun 1982 |
0.00%
0 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.01% |
+11.88%
Oct 1981 - Sep 2000 |
+4.89%
Jul 1963 - Jun 1982 |
0.00%
0 out of 667 |
Euro Inflation Adjusted | +5.14% |
+9.31%
Oct 1981 - Sep 2000 |
+0.60%
Jul 1963 - Jun 1982 |
0.00%
0 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.86% |
+11.12%
Oct 1981 - Sep 2001 |
+4.84%
Oct 1961 - Sep 1981 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +5.25% |
+8.68%
Jul 1984 - Jun 2004 |
+0.74%
Oct 1961 - Sep 1981 |
0.00%
0 out of 655 |
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To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio To EUR Hedged: ETF allocation and returns page.