Ray Dalio All Weather Portfolio To EUR Hedged: Rolling Returns

Data Source: from January 1950 to January 2024 (~74 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 Hedged, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~74 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

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

The annualized return of the last 10 years has been 3.77% (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 HEDGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1950 - 31 January 2024 (~74 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 -20.44 11/2021
10/2022
0.79$ 0.22 1.00$ 7.77 1.07$ 14.12 1.14$ 27.04 01/1995
12/1995
1.27$ 1.74 14.33%
2Y -11.64 11/2021
10/2023
0.78$ 2.75 1.05$ 6.57 1.13$ 12.33 1.26$ 18.52 12/1994
11/1996
1.40$ -5.49 6.23%
3Y -4.03 11/2020
10/2023
0.88$ 3.59 1.11$ 7.10 1.22$ 10.91 1.36$ 16.71 03/2009
02/2012
1.58$ -1.80 4.31%
4Y -0.87 11/2019
10/2023
0.96$ 4.09 1.17$ 7.37 1.32$ 9.80 1.45$ 13.89 01/1995
12/1998
1.68$ 1.03 0.64%
5Y 1.67 10/2018
09/2023
1.08$ 4.41 1.24$ 7.19 1.41$ 9.56 1.57$ 11.94 03/2009
02/2014
1.75$ 3.60 0.00%
6Y 1.18 11/2017
10/2023
1.07$ 5.08 1.34$ 7.12 1.51$ 9.06 1.68$ 11.66 03/2009
02/2015
1.93$ 2.58 0.00%
7Y 1.65 10/2016
09/2023
1.12$ 5.16 1.42$ 7.31 1.63$ 8.48 1.76$ 9.61 07/2009
06/2016
1.90$ 3.49 0.00%
8Y 2.18 11/2015
10/2023
1.18$ 5.59 1.54$ 7.48 1.78$ 8.47 1.91$ 9.29 08/2004
07/2012
2.03$ 3.81 0.00%
9Y 2.06 11/2014
10/2023
1.20$ 5.95 1.68$ 7.39 1.89$ 8.48 2.08$ 9.66 01/1995
12/2003
2.29$ 2.64 0.00%
10Y 2.78 11/2013
10/2023
1.31$ 6.38 1.85$ 7.33 2.02$ 8.69 2.30$ 9.86 08/2002
07/2012
2.56$ 3.77 0.00%
11Y 2.73 11/2012
10/2023
1.34$ 6.15 1.92$ 7.43 2.20$ 8.66 2.49$ 9.42 01/1995
12/2005
2.69$ 3.71 0.00%
12Y 3.26 11/2011
10/2023
1.46$ 6.54 2.13$ 7.50 2.38$ 8.43 2.63$ 9.27 12/1994
11/2006
2.89$ 3.82 0.00%
13Y 4.13 11/2010
10/2023
1.69$ 6.61 2.29$ 7.35 2.51$ 8.35 2.83$ 9.16 12/1994
11/2007
3.12$ 5.02 0.00%
14Y 4.87 11/2009
10/2023
1.94$ 6.49 2.41$ 7.54 2.76$ 7.96 2.92$ 8.73 01/1995
12/2008
3.22$ 5.57 0.00%
15Y 5.15 11/2007
10/2022
2.12$ 6.59 2.60$ 7.57 2.98$ 7.99 3.16$ 8.62 12/1994
11/2009
3.45$ 5.96 0.00%
16Y 4.70 11/2007
10/2023
2.08$ 6.81 2.86$ 7.44 3.15$ 8.25 3.55$ 8.70 09/1996
08/2012
3.80$ 5.29 0.00%
17Y 4.98 11/2006
10/2023
2.28$ 6.87 3.09$ 7.33 3.32$ 8.14 3.78$ 9.19 02/1995
01/2012
4.45$ 5.61 0.00%
18Y 5.12 11/2005
10/2023
2.45$ 6.53 3.12$ 7.35 3.58$ 8.13 4.08$ 9.17 12/1994
11/2012
4.85$ 5.48 0.00%
19Y 5.12 11/2004
10/2023
2.58$ 6.50 3.30$ 7.34 3.83$ 8.10 4.38$ 8.82 05/1994
04/2013
4.98$ 5.59 0.00%
20Y 5.44 11/2003
10/2023
2.88$ 6.47 3.50$ 7.16 3.98$ 7.99 4.64$ 8.93 02/1995
01/2015
5.53$ 5.74 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 -28.08 11/2021
10/2022
0.71$ -1.72 0.98$ 5.49 1.05$ 12.31 1.12$ 23.95 01/1995
12/1995
1.23$ -1.00 19.77%
2Y -17.18 11/2021
10/2023
0.68$ 0.71 1.01$ 5.06 1.10$ 10.41 1.21$ 15.92 12/1994
11/1996
1.34$ -10.56 10.98%
3Y -9.30 11/2020
10/2023
0.74$ 2.00 1.06$ 5.32 1.16$ 8.83 1.28$ 14.42 03/2009
02/2012
1.49$ -6.90 6.15%
4Y -4.91 11/2019
10/2023
0.81$ 2.29 1.09$ 5.28 1.22$ 7.90 1.35$ 12.03 02/1995
01/1999
1.57$ -3.15 4.79%
5Y -1.86 10/2018
09/2023
0.91$ 3.19 1.16$ 5.27 1.29$ 7.53 1.43$ 10.05 03/2009
02/2014
1.61$ -0.12 5.32%
6Y -2.09 11/2017
10/2023
0.88$ 3.78 1.24$ 5.18 1.35$ 6.98 1.49$ 10.14 03/2009
02/2015
1.78$ -0.69 4.15%
7Y -1.39 10/2016
09/2023
0.90$ 4.02 1.31$ 5.40 1.44$ 6.63 1.56$ 8.24 11/2008
10/2015
1.74$ 0.47 1.81%
8Y -0.54 11/2015
10/2023
0.95$ 4.26 1.39$ 5.69 1.55$ 6.55 1.66$ 7.85 11/2008
10/2016
1.83$ 0.93 0.75%
9Y -0.37 11/2014
10/2023
0.96$ 4.47 1.48$ 5.60 1.63$ 6.58 1.77$ 7.65 02/1995
01/2004
1.94$ 0.07 0.40%
10Y 0.53 11/2013
10/2023
1.05$ 4.47 1.54$ 5.67 1.73$ 6.63 1.90$ 7.64 08/2002
07/2012
2.08$ 1.49 0.00%
11Y 0.61 11/2012
10/2023
1.06$ 4.41 1.60$ 5.73 1.84$ 6.62 2.02$ 7.30 02/1995
01/2006
2.17$ 1.56 0.00%
12Y 1.11 11/2011
10/2023
1.14$ 4.64 1.72$ 5.63 1.93$ 6.50 2.12$ 7.21 02/2003
01/2015
2.30$ 1.69 0.00%
13Y 1.89 11/2010
10/2023
1.27$ 4.87 1.85$ 5.54 2.01$ 6.33 2.22$ 7.15 02/2002
01/2015
2.45$ 2.81 0.00%
14Y 2.63 11/2009
10/2023
1.43$ 4.86 1.94$ 5.63 2.15$ 6.05 2.27$ 6.86 08/2002
07/2016
2.53$ 3.35 0.00%
15Y 3.05 11/2007
10/2022
1.56$ 4.88 2.04$ 5.68 2.29$ 6.06 2.41$ 6.55 12/1994
11/2009
2.58$ 3.81 0.00%
16Y 2.55 11/2007
10/2023
1.49$ 5.08 2.20$ 5.59 2.38$ 6.16 2.60$ 6.62 12/1994
11/2010
2.78$ 3.21 0.00%
17Y 2.80 11/2006
10/2023
1.59$ 5.01 2.29$ 5.58 2.51$ 6.12 2.74$ 7.10 02/1995
01/2012
3.21$ 3.46 0.00%
18Y 2.96 10/2005
09/2023
1.68$ 4.67 2.27$ 5.58 2.65$ 6.25 2.97$ 7.01 12/1994
11/2012
3.38$ 3.34 0.00%
19Y 2.95 11/2004
10/2023
1.73$ 4.61 2.35$ 5.57 2.80$ 6.25 3.16$ 6.67 05/1994
04/2013
3.40$ 3.43 0.00%
20Y 3.25 11/2003
10/2023
1.89$ 4.54 2.43$ 5.45 2.89$ 6.11 3.27$ 7.04 02/1995
01/2015
3.90$ 3.58 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 -20.44 11/2021
10/2022
0.79$ 0.33 1.00$ 7.59 1.07$ 15.02 1.15$ 39.22 07/1982
06/1983
1.39$ 1.74 13.90%
2Y -11.64 11/2021
10/2023
0.78$ 3.12 1.06$ 7.10 1.14$ 12.95 1.27$ 28.41 07/1984
06/1986
1.64$ -5.49 5.66%
3Y -4.03 11/2020
10/2023
0.88$ 3.85 1.11$ 7.22 1.23$ 12.08 1.40$ 21.51 08/1984
07/1987
1.79$ -1.80 3.40%
4Y -1.24 06/1966
05/1970
0.95$ 4.28 1.18$ 7.54 1.33$ 11.90 1.56$ 19.97 07/1982
06/1986
2.07$ 1.03 0.83%
5Y -0.83 06/1965
05/1970
0.95$ 4.67 1.25$ 7.42 1.43$ 11.07 1.69$ 17.52 07/1982
06/1987
2.24$ 3.60 0.48%
6Y 0.30 07/1964
06/1970
1.01$ 5.00 1.34$ 7.30 1.52$ 11.13 1.88$ 15.11 10/1981
09/1987
2.32$ 2.58 0.00%
7Y 1.20 06/1963
05/1970
1.08$ 5.16 1.42$ 7.48 1.65$ 10.67 2.03$ 14.15 08/1982
07/1989
2.52$ 3.49 0.00%
8Y 2.11 05/1962
04/1970
1.18$ 5.44 1.52$ 7.66 1.80$ 10.35 2.19$ 13.93 08/1984
07/1992
2.83$ 3.81 0.00%
9Y 1.93 06/1961
05/1970
1.18$ 5.56 1.62$ 7.60 1.93$ 10.58 2.47$ 14.45 08/1984
07/1993
3.36$ 2.64 0.00%
10Y 2.78 11/2013
10/2023
1.31$ 5.73 1.74$ 7.48 2.05$ 10.45 2.70$ 13.40 08/1982
07/1992
3.51$ 3.77 0.00%
11Y 2.73 11/2012
10/2023
1.34$ 5.72 1.84$ 7.64 2.24$ 10.51 3.00$ 14.00 07/1982
06/1993
4.22$ 3.71 0.00%
12Y 3.26 11/2011
10/2023
1.46$ 5.79 1.96$ 7.66 2.42$ 10.10 3.17$ 13.57 10/1981
09/1993
4.60$ 3.82 0.00%
13Y 3.78 06/1957
05/1970
1.62$ 5.84 2.09$ 7.63 2.59$ 10.23 3.54$ 13.44 08/1984
07/1997
5.14$ 5.02 0.00%
14Y 3.73 07/1956
06/1970
1.67$ 5.85 2.21$ 7.72 2.83$ 10.09 3.84$ 13.14 07/1984
06/1998
5.62$ 5.57 0.00%
15Y 4.01 07/1955
06/1970
1.80$ 5.89 2.35$ 7.73 3.05$ 10.13 4.24$ 13.15 08/1982
07/1997
6.37$ 5.96 0.00%
16Y 4.61 10/1965
09/1981
2.05$ 5.90 2.50$ 7.60 3.22$ 10.06 4.63$ 13.01 07/1982
06/1998
7.07$ 5.29 0.00%
17Y 4.62 10/1964
09/1981
2.15$ 5.88 2.64$ 7.73 3.54$ 10.01 5.06$ 12.45 07/1982
06/1999
7.34$ 5.61 0.00%
18Y 4.70 07/1964
06/1982
2.28$ 6.05 2.88$ 7.99 3.98$ 10.01 5.56$ 12.25 07/1982
06/2000
8.00$ 5.48 0.00%
19Y 4.89 07/1963
06/1982
2.47$ 6.03 3.04$ 8.03 4.33$ 9.98 6.09$ 11.88 10/1981
09/2000
8.44$ 5.59 0.00%
20Y 4.84 10/1961
09/1981
2.57$ 6.13 3.28$ 7.93 4.60$ 9.99 6.71$ 11.12 10/1981
09/2001
8.24$ 5.74 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 -28.08 11/2021
10/2022
0.71$ -2.05 0.97$ 5.15 1.05$ 12.66 1.12$ 37.07 04/1985
03/1986
1.37$ -1.00 22.10%
2Y -17.18 11/2021
10/2023
0.68$ 0.36 1.00$ 4.89 1.10$ 10.40 1.21$ 27.13 07/1984
06/1986
1.61$ -10.56 13.28%
3Y -9.30 11/2020
10/2023
0.74$ 1.01 1.03$ 4.89 1.15$ 9.49 1.31$ 20.60 08/1984
07/1987
1.75$ -6.90 8.55%
4Y -4.91 11/2019
10/2023
0.81$ 1.52 1.06$ 4.84 1.20$ 9.21 1.42$ 17.79 07/1982
06/1986
1.92$ -3.15 7.01%
5Y -3.39 07/1977
06/1982
0.84$ 1.68 1.08$ 4.93 1.27$ 8.92 1.53$ 15.78 07/1982
06/1987
2.08$ -0.12 6.63%
6Y -2.32 07/1976
06/1982
0.86$ 1.69 1.10$ 5.00 1.34$ 8.51 1.63$ 12.90 10/1981
09/1987
2.07$ -0.69 5.50%
7Y -1.62 07/1975
06/1982
0.89$ 1.68 1.12$ 5.22 1.42$ 8.05 1.71$ 12.33 08/1982
07/1989
2.25$ 0.47 2.85%
8Y -1.51 10/1973
09/1981
0.88$ 1.69 1.14$ 5.28 1.50$ 7.82 1.82$ 11.48 08/1984
07/1992
2.38$ 0.93 2.02%
9Y -1.18 07/1973
06/1982
0.89$ 1.87 1.18$ 5.36 1.60$ 7.73 1.95$ 11.85 07/1984
06/1993
2.74$ 0.07 2.30%
10Y -0.78 07/1972
06/1982
0.92$ 1.88 1.20$ 5.52 1.71$ 7.76 2.11$ 10.87 08/1982
07/1992
2.80$ 1.49 0.78%
11Y 0.19 04/1971
03/1982
1.02$ 1.92 1.23$ 5.49 1.79$ 7.70 2.26$ 11.35 07/1982
06/1993
3.26$ 1.56 0.00%
12Y 0.74 06/1972
05/1984
1.09$ 1.94 1.25$ 5.44 1.88$ 7.41 2.35$ 10.69 10/1981
09/1993
3.38$ 1.69 0.00%
13Y -0.07 10/1968
09/1981
0.99$ 2.11 1.31$ 5.34 1.96$ 7.50 2.56$ 10.87 08/1984
07/1997
3.82$ 2.81 0.14%
14Y 0.02 07/1968
06/1982
1.00$ 2.25 1.36$ 5.40 2.08$ 7.30 2.68$ 10.67 07/1984
06/1998
4.13$ 3.35 0.00%
15Y 0.33 07/1967
06/1982
1.05$ 2.10 1.36$ 5.35 2.18$ 7.21 2.84$ 10.55 08/1982
07/1997
4.50$ 3.81 0.00%
16Y 0.23 10/1965
09/1981
1.03$ 2.21 1.41$ 5.39 2.31$ 7.25 3.06$ 10.48 07/1982
06/1998
4.92$ 3.21 0.00%
17Y 0.27 10/1964
09/1981
1.04$ 2.37 1.48$ 5.39 2.44$ 7.26 3.29$ 10.02 07/1982
06/1999
5.06$ 3.46 0.00%
18Y 0.32 07/1964
06/1982
1.06$ 2.48 1.55$ 5.26 2.51$ 7.15 3.46$ 9.83 07/1982
06/2000
5.40$ 3.34 0.00%
19Y 0.60 07/1963
06/1982
1.12$ 2.52 1.60$ 5.21 2.62$ 7.12 3.69$ 9.31 10/1981
09/2000
5.42$ 3.43 0.00%
20Y 0.74 10/1961
09/1981
1.15$ 2.67 1.69$ 5.30 2.80$ 7.13 3.96$ 8.68 07/1984
06/2004
5.28$ 3.58 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 +7.59% +39.22%
Jul 1982 - Jun 1983
-20.44%
Nov 2021 - Oct 2022
13.90%
122 out of 878
Euro Inflation Adjusted +5.15% +37.07%
Apr 1985 - Mar 1986
-28.08%
Nov 2021 - Oct 2022
22.10%
194 out of 878
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 +7.10% +28.41%
Jul 1984 - Jun 1986
-11.64%
Nov 2021 - Oct 2023
5.66%
49 out of 866
Euro Inflation Adjusted +4.89% +27.13%
Jul 1984 - Jun 1986
-17.18%
Nov 2021 - Oct 2023
13.28%
115 out of 866
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 +7.22% +21.51%
Aug 1984 - Jul 1987
-4.03%
Nov 2020 - Oct 2023
3.40%
29 out of 854
Euro Inflation Adjusted +4.89% +20.60%
Aug 1984 - Jul 1987
-9.30%
Nov 2020 - Oct 2023
8.55%
73 out of 854
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 +7.54% +19.97%
Jul 1982 - Jun 1986
-1.24%
Jun 1966 - May 1970
0.83%
7 out of 842
Euro Inflation Adjusted +4.84% +17.79%
Jul 1982 - Jun 1986
-4.91%
Nov 2019 - Oct 2023
7.01%
59 out of 842
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 +7.42% +17.52%
Jul 1982 - Jun 1987
-0.83%
Jun 1965 - May 1970
0.48%
4 out of 830
Euro Inflation Adjusted +4.93% +15.78%
Jul 1982 - Jun 1987
-3.39%
Jul 1977 - Jun 1982
6.63%
55 out of 830
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 +7.30% +15.11%
Oct 1981 - Sep 1987
+0.30%
Jul 1964 - Jun 1970
0.00%
0 out of 818
Euro Inflation Adjusted +5.00% +12.90%
Oct 1981 - Sep 1987
-2.32%
Jul 1976 - Jun 1982
5.50%
45 out of 818
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 +7.48% +14.15%
Aug 1982 - Jul 1989
+1.20%
Jun 1963 - May 1970
0.00%
0 out of 806
Euro Inflation Adjusted +5.22% +12.33%
Aug 1982 - Jul 1989
-1.62%
Jul 1975 - Jun 1982
2.85%
23 out of 806
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 +7.66% +13.93%
Aug 1984 - Jul 1992
+2.11%
May 1962 - Apr 1970
0.00%
0 out of 794
Euro Inflation Adjusted +5.28% +11.48%
Aug 1984 - Jul 1992
-1.51%
Oct 1973 - Sep 1981
2.02%
16 out of 794
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 +7.60% +14.45%
Aug 1984 - Jul 1993
+1.93%
Jun 1961 - May 1970
0.00%
0 out of 782
Euro Inflation Adjusted +5.36% +11.85%
Jul 1984 - Jun 1993
-1.18%
Jul 1973 - Jun 1982
2.30%
18 out of 782
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 +7.48% +13.40%
Aug 1982 - Jul 1992
+2.78%
Nov 2013 - Oct 2023
0.00%
0 out of 770
Euro Inflation Adjusted +5.52% +10.87%
Aug 1982 - Jul 1992
-0.78%
Jul 1972 - Jun 1982
0.78%
6 out of 770
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 +7.64% +14.00%
Jul 1982 - Jun 1993
+2.73%
Nov 2012 - Oct 2023
0.00%
0 out of 758
Euro Inflation Adjusted +5.49% +11.35%
Jul 1982 - Jun 1993
+0.19%
Apr 1971 - Mar 1982
0.00%
0 out of 758
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 +7.66% +13.57%
Oct 1981 - Sep 1993
+3.26%
Nov 2011 - Oct 2023
0.00%
0 out of 746
Euro Inflation Adjusted +5.44% +10.69%
Oct 1981 - Sep 1993
+0.74%
Jun 1972 - May 1984
0.00%
0 out of 746
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 +7.63% +13.44%
Aug 1984 - Jul 1997
+3.78%
Jun 1957 - May 1970
0.00%
0 out of 734
Euro Inflation Adjusted +5.34% +10.87%
Aug 1984 - Jul 1997
-0.07%
Oct 1968 - Sep 1981
0.14%
1 out of 734
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 +7.72% +13.14%
Jul 1984 - Jun 1998
+3.73%
Jul 1956 - Jun 1970
0.00%
0 out of 722
Euro Inflation Adjusted +5.40% +10.67%
Jul 1984 - Jun 1998
+0.02%
Jul 1968 - Jun 1982
0.00%
0 out of 722
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 +7.73% +13.15%
Aug 1982 - Jul 1997
+4.01%
Jul 1955 - Jun 1970
0.00%
0 out of 710
Euro Inflation Adjusted +5.35% +10.55%
Aug 1982 - Jul 1997
+0.33%
Jul 1967 - Jun 1982
0.00%
0 out of 710
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 +7.60% +13.01%
Jul 1982 - Jun 1998
+4.61%
Oct 1965 - Sep 1981
0.00%
0 out of 698
Euro Inflation Adjusted +5.39% +10.48%
Jul 1982 - Jun 1998
+0.23%
Oct 1965 - Sep 1981
0.00%
0 out of 698
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 +7.73% +12.45%
Jul 1982 - Jun 1999
+4.62%
Oct 1964 - Sep 1981
0.00%
0 out of 686
Euro Inflation Adjusted +5.39% +10.02%
Jul 1982 - Jun 1999
+0.27%
Oct 1964 - Sep 1981
0.00%
0 out of 686
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 +7.99% +12.25%
Jul 1982 - Jun 2000
+4.70%
Jul 1964 - Jun 1982
0.00%
0 out of 674
Euro Inflation Adjusted +5.26% +9.83%
Jul 1982 - Jun 2000
+0.32%
Jul 1964 - Jun 1982
0.00%
0 out of 674
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 +8.03% +11.88%
Oct 1981 - Sep 2000
+4.89%
Jul 1963 - Jun 1982
0.00%
0 out of 662
Euro Inflation Adjusted +5.21% +9.31%
Oct 1981 - Sep 2000
+0.60%
Jul 1963 - Jun 1982
0.00%
0 out of 662
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 +7.93% +11.12%
Oct 1981 - Sep 2001
+4.84%
Oct 1961 - Sep 1981
0.00%
0 out of 650
Euro Inflation Adjusted +5.30% +8.68%
Jul 1984 - Jun 2004
+0.74%
Oct 1961 - Sep 1981
0.00%
0 out of 650
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 Hedged: ETF allocation and returns page.