Ray Dalio All Weather Portfolio To EUR: 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, 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 95 months (from September 2000 to July 2008).

This means that every rolling period of 96 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio To EUR: 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
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 7.36% (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
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 -15.53 04/2002
03/2003
0.84$ -3.76 0.96$ 6.64 1.06$ 21.33 1.21$ 43.60 08/1996
07/1997
1.43$ 3.61 26.93%
2Y -8.65 06/2001
05/2003
0.83$ 0.13 1.00$ 8.53 1.17$ 16.97 1.36$ 29.12 11/1998
10/2000
1.66$ -2.20 14.24%
3Y -5.20 06/2001
05/2004
0.85$ 1.32 1.04$ 8.64 1.28$ 15.13 1.52$ 23.97 04/1995
03/1998
1.90$ 3.27 8.92%
4Y -3.74 12/2000
11/2004
0.85$ 2.39 1.09$ 8.17 1.36$ 14.82 1.73$ 23.08 09/1996
08/2000
2.29$ 2.74 4.79%
5Y -0.97 06/2001
05/2006
0.95$ 3.11 1.16$ 7.38 1.42$ 12.89 1.83$ 20.69 05/1995
04/2000
2.56$ 6.17 1.33%
6Y -0.63 04/2002
03/2008
0.96$ 3.77 1.24$ 7.42 1.53$ 12.34 2.01$ 20.05 11/1994
10/2000
2.99$ 6.53 1.38%
7Y -0.67 07/2001
06/2008
0.95$ 4.09 1.32$ 7.69 1.67$ 11.46 2.13$ 16.37 04/1995
03/2002
2.88$ 5.00 1.81%
8Y 0.01 06/2001
05/2009
1.00$ 4.47 1.41$ 8.03 1.85$ 10.67 2.25$ 13.01 04/1994
03/2002
2.66$ 5.28 0.00%
9Y 0.28 11/2000
10/2009
1.02$ 4.14 1.44$ 8.02 2.00$ 10.02 2.36$ 11.27 04/2008
03/2017
2.61$ 4.46 0.00%
10Y 2.17 11/2000
10/2010
1.23$ 4.32 1.52$ 8.08 2.17$ 9.58 2.49$ 11.00 09/2009
08/2019
2.83$ 7.36 0.00%
11Y 2.87 09/2000
08/2011
1.36$ 5.00 1.71$ 7.97 2.32$ 9.66 2.75$ 10.94 06/2009
05/2020
3.13$ 7.03 0.00%
12Y 4.21 07/2001
06/2013
1.63$ 5.06 1.80$ 7.78 2.45$ 9.26 2.89$ 10.75 11/2009
10/2021
3.40$ 6.51 0.00%
13Y 3.76 11/2000
10/2013
1.61$ 5.86 2.09$ 7.54 2.57$ 9.00 3.06$ 10.25 08/2008
07/2021
3.55$ 7.83 0.00%
14Y 4.61 05/2000
04/2014
1.88$ 6.23 2.33$ 7.61 2.79$ 8.45 3.11$ 9.92 08/2008
07/2022
3.76$ 8.26 0.00%
15Y 5.40 09/2000
08/2015
2.20$ 6.41 2.53$ 7.43 2.92$ 8.51 3.40$ 8.97 07/1995
06/2010
3.62$ 7.85 0.00%
16Y 5.42 04/2002
03/2018
2.32$ 6.25 2.63$ 7.63 3.24$ 8.35 3.60$ 9.34 08/1996
07/2012
4.17$ 7.94 0.00%
17Y 5.22 11/2000
10/2017
2.37$ 6.17 2.76$ 7.49 3.41$ 8.27 3.86$ 9.66 08/1995
07/2012
4.79$ 7.36 0.00%
18Y 5.05 11/2000
10/2018
2.42$ 6.42 3.06$ 7.58 3.72$ 8.40 4.27$ 9.43 04/1995
03/2013
5.06$ 6.85 0.00%
19Y 5.74 11/2000
10/2019
2.88$ 6.33 3.21$ 7.38 3.86$ 8.55 4.75$ 9.37 04/1996
03/2015
5.48$ 7.37 0.00%
20Y 5.73 11/2000
10/2020
3.04$ 6.59 3.58$ 7.04 3.90$ 8.76 5.35$ 10.17 04/1995
03/2015
6.94$ 7.18 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 -20.61 01/2022
12/2022
0.79$ -6.06 0.93$ 5.18 1.05$ 19.39 1.19$ 41.50 08/1996
07/1997
1.41$ 0.82 34.38%
2Y -12.13 11/2021
10/2023
0.77$ -3.17 0.93$ 6.82 1.14$ 15.60 1.33$ 26.78 11/1998
10/2000
1.60$ -7.45 25.22%
3Y -7.16 06/2001
05/2004
0.80$ -1.41 0.95$ 7.00 1.22$ 13.80 1.47$ 21.88 04/1995
03/1998
1.81$ -2.10 20.62%
4Y -5.77 12/2000
11/2004
0.78$ 0.06 1.00$ 6.40 1.28$ 12.90 1.62$ 21.26 09/1996
08/2000
2.16$ -1.51 14.70%
5Y -3.06 06/2001
05/2006
0.85$ 0.79 1.03$ 5.82 1.32$ 11.48 1.72$ 18.82 05/1995
04/2000
2.36$ 2.36 10.63%
6Y -2.88 04/2002
03/2008
0.83$ 1.51 1.09$ 5.71 1.39$ 10.78 1.84$ 17.97 11/1994
10/2000
2.69$ 3.14 10.38%
7Y -2.96 07/2001
06/2008
0.81$ 1.31 1.09$ 5.81 1.48$ 10.01 1.94$ 14.29 04/1995
03/2002
2.54$ 1.94 9.39%
8Y -1.99 06/2001
05/2009
0.85$ 2.06 1.17$ 6.44 1.64$ 9.09 2.00$ 11.38 08/2008
07/2016
2.36$ 2.37 9.06%
9Y -1.74 11/2000
10/2009
0.85$ 1.85 1.17$ 6.20 1.71$ 8.34 2.05$ 9.92 04/2008
03/2017
2.34$ 1.85 3.95%
10Y 0.12 11/2000
10/2010
1.01$ 2.16 1.23$ 6.22 1.82$ 7.93 2.14$ 9.52 09/2009
08/2019
2.48$ 5.00 0.00%
11Y 0.78 09/2000
08/2011
1.08$ 2.89 1.36$ 6.13 1.92$ 8.05 2.34$ 9.57 06/2009
05/2020
2.73$ 4.82 0.00%
12Y 2.10 11/2000
10/2012
1.28$ 3.00 1.42$ 5.94 1.99$ 7.57 2.40$ 9.32 08/2008
07/2020
2.91$ 4.32 0.00%
13Y 1.67 11/2000
10/2013
1.24$ 3.85 1.63$ 5.56 2.01$ 7.31 2.50$ 8.94 08/2008
07/2021
3.04$ 5.57 0.00%
14Y 2.54 05/2000
04/2014
1.41$ 4.27 1.79$ 5.77 2.19$ 6.74 2.49$ 8.12 04/2008
03/2022
2.98$ 5.98 0.00%
15Y 3.52 09/2000
08/2015
1.68$ 4.44 1.91$ 5.60 2.26$ 6.58 2.60$ 7.27 01/2007
12/2021
2.86$ 5.66 0.00%
16Y 3.71 04/2002
03/2018
1.79$ 4.31 1.96$ 5.59 2.38$ 6.53 2.75$ 7.27 08/1996
07/2012
3.07$ 5.81 0.00%
17Y 3.45 11/2000
10/2017
1.77$ 4.34 2.05$ 5.60 2.52$ 6.54 2.93$ 7.55 08/1995
07/2012
3.44$ 5.17 0.00%
18Y 3.26 11/2000
10/2018
1.78$ 4.40 2.16$ 5.73 2.72$ 6.48 3.09$ 7.29 04/1995
03/2013
3.54$ 4.68 0.00%
19Y 3.97 11/2000
10/2019
2.09$ 4.59 2.34$ 5.50 2.76$ 6.56 3.34$ 7.46 04/1996
03/2015
3.92$ 5.18 0.00%
20Y 4.07 11/2000
10/2020
2.22$ 4.66 2.48$ 5.16 2.73$ 6.93 3.82$ 8.21 04/1995
03/2015
4.84$ 5.00 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 -17.97 09/1989
08/1990
0.82$ -4.01 0.95$ 8.63 1.08$ 24.42 1.24$ 58.76 06/1982
05/1983
1.58$ 3.61 25.26%
2Y -8.65 06/2001
05/2003
0.83$ 0.42 1.00$ 9.60 1.20$ 19.10 1.41$ 38.60 02/1982
01/1984
1.92$ -2.20 13.07%
3Y -5.20 06/2001
05/2004
0.85$ 2.36 1.07$ 8.98 1.29$ 17.42 1.61$ 34.85 03/1982
02/1985
2.45$ 3.27 7.04%
4Y -3.74 12/2000
11/2004
0.85$ 3.42 1.14$ 9.01 1.41$ 16.08 1.81$ 30.34 02/1981
01/1985
2.88$ 2.74 2.77%
5Y -0.97 06/2001
05/2006
0.95$ 4.46 1.24$ 8.70 1.51$ 16.64 2.15$ 29.64 03/1980
02/1985
3.66$ 6.17 0.75%
6Y -0.63 04/2002
03/2008
0.96$ 4.82 1.32$ 9.32 1.70$ 15.30 2.34$ 25.37 03/1979
02/1985
3.88$ 6.53 0.77%
7Y -0.67 07/2001
06/2008
0.95$ 5.19 1.42$ 9.09 1.83$ 14.99 2.65$ 23.05 03/1978
02/1985
4.27$ 5.00 0.99%
8Y 0.01 06/2001
05/2009
1.00$ 5.55 1.54$ 9.19 2.02$ 15.07 3.07$ 19.80 04/1978
03/1986
4.24$ 5.28 0.00%
9Y 0.28 11/2000
10/2009
1.02$ 5.96 1.68$ 9.33 2.23$ 14.87 3.48$ 17.64 02/1975
01/1984
4.31$ 4.46 0.00%
10Y 2.17 11/2000
10/2010
1.23$ 6.30 1.84$ 9.36 2.44$ 13.76 3.63$ 18.50 02/1975
01/1985
5.45$ 7.36 0.00%
11Y 2.87 09/2000
08/2011
1.36$ 5.84 1.86$ 9.26 2.64$ 13.18 3.90$ 16.86 04/1975
03/1986
5.54$ 7.03 0.00%
12Y 4.21 07/2001
06/2013
1.63$ 6.49 2.12$ 9.16 2.86$ 13.00 4.33$ 15.05 01/1975
12/1986
5.37$ 6.51 0.00%
13Y 3.76 11/2000
10/2013
1.61$ 6.97 2.40$ 9.03 3.07$ 12.45 4.59$ 14.82 08/1980
07/1993
6.02$ 7.83 0.00%
14Y 4.61 05/2000
04/2014
1.88$ 6.91 2.54$ 8.94 3.31$ 12.16 4.98$ 14.74 11/1979
10/1993
6.85$ 8.26 0.00%
15Y 5.40 09/2000
08/2015
2.20$ 6.84 2.69$ 8.77 3.52$ 12.02 5.48$ 14.69 12/1978
11/1993
7.81$ 7.85 0.00%
16Y 5.42 04/2002
03/2018
2.32$ 7.03 2.96$ 8.61 3.74$ 12.25 6.35$ 13.77 02/1978
01/1994
7.88$ 7.94 0.00%
17Y 5.22 11/2000
10/2017
2.37$ 7.25 3.28$ 8.60 4.06$ 12.23 7.10$ 14.00 08/1980
07/1997
9.27$ 7.36 0.00%
18Y 5.05 11/2000
10/2018
2.42$ 7.19 3.49$ 8.38 4.25$ 12.58 8.43$ 14.37 04/1980
03/1998
11.21$ 6.85 0.00%
19Y 5.74 11/2000
10/2019
2.88$ 7.20 3.74$ 8.46 4.67$ 12.78 9.81$ 14.08 11/1981
10/2000
12.21$ 7.37 0.00%
20Y 5.73 11/2000
10/2020
3.04$ 6.95 3.83$ 8.52 5.13$ 12.66 10.84$ 14.51 04/1980
03/2000
15.01$ 7.18 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -20.83 09/1989
08/1990
0.79$ -5.85 0.94$ 5.91 1.05$ 21.52 1.21$ 53.58 06/1982
05/1983
1.53$ 0.82 30.62%
2Y -12.13 11/2021
10/2023
0.77$ -2.01 0.96$ 7.08 1.14$ 16.30 1.35$ 34.09 02/1982
01/1984
1.79$ -7.45 24.03%
3Y -7.16 06/2001
05/2004
0.80$ -0.19 0.99$ 6.70 1.21$ 14.63 1.50$ 30.83 03/1982
02/1985
2.23$ -2.10 16.79%
4Y -5.77 12/2000
11/2004
0.78$ 1.21 1.04$ 6.86 1.30$ 14.16 1.69$ 25.49 02/1981
01/1985
2.48$ -1.51 9.78%
5Y -3.06 06/2001
05/2006
0.85$ 1.93 1.10$ 6.32 1.35$ 14.18 1.94$ 24.52 03/1980
02/1985
2.99$ 2.36 6.04%
6Y -2.88 04/2002
03/2008
0.83$ 2.49 1.15$ 6.91 1.49$ 12.76 2.05$ 21.07 04/1980
03/1986
3.15$ 3.14 5.98%
7Y -2.96 07/2001
06/2008
0.81$ 2.90 1.22$ 7.20 1.62$ 11.97 2.20$ 18.12 03/1978
02/1985
3.20$ 1.94 5.14%
8Y -1.99 06/2001
05/2009
0.85$ 3.40 1.30$ 7.27 1.75$ 11.72 2.42$ 15.70 12/1978
11/1986
3.21$ 2.37 4.86%
9Y -1.74 11/2000
10/2009
0.85$ 3.61 1.37$ 7.58 1.93$ 11.62 2.68$ 14.14 09/1980
08/1989
3.28$ 1.85 2.07%
10Y 0.12 11/2000
10/2010
1.01$ 4.08 1.49$ 7.47 2.05$ 10.73 2.77$ 13.83 11/1990
10/2000
3.65$ 5.00 0.00%
11Y 0.78 09/2000
08/2011
1.08$ 3.67 1.48$ 7.20 2.14$ 10.10 2.88$ 13.05 10/1978
09/1989
3.85$ 4.82 0.00%
12Y 2.10 11/2000
10/2012
1.28$ 4.38 1.67$ 6.98 2.24$ 9.89 3.10$ 11.14 02/1975
01/1987
3.55$ 4.32 0.00%
13Y 1.67 11/2000
10/2013
1.24$ 4.87 1.85$ 6.85 2.36$ 9.29 3.17$ 11.55 08/1980
07/1993
4.14$ 5.57 0.00%
14Y 2.54 05/2000
04/2014
1.41$ 4.84 1.93$ 6.81 2.51$ 9.14 3.40$ 11.31 11/1979
10/1993
4.48$ 5.98 0.00%
15Y 3.52 09/2000
08/2015
1.68$ 4.87 2.04$ 6.73 2.65$ 8.89 3.58$ 11.12 12/1978
11/1993
4.86$ 5.66 0.00%
16Y 3.71 04/2002
03/2018
1.79$ 4.97 2.17$ 6.53 2.74$ 9.12 4.04$ 10.63 02/1982
01/1998
5.03$ 5.81 0.00%
17Y 3.45 11/2000
10/2017
1.77$ 5.17 2.35$ 6.38 2.86$ 9.08 4.38$ 10.93 08/1980
07/1997
5.83$ 5.17 0.00%
18Y 3.26 11/2000
10/2018
1.78$ 5.15 2.46$ 6.18 2.94$ 9.29 4.94$ 11.33 04/1980
03/1998
6.89$ 4.68 0.00%
19Y 3.97 11/2000
10/2019
2.09$ 5.02 2.53$ 6.19 3.13$ 9.52 5.62$ 11.48 11/1981
10/2000
7.88$ 5.18 0.00%
20Y 4.07 11/2000
10/2020
2.22$ 4.99 2.64$ 6.28 3.38$ 9.74 6.41$ 11.60 04/1980
03/2000
8.97$ 5.00 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 +8.63% +58.76%
Jun 1982 - May 1983
-17.97%
Sep 1989 - Aug 1990
25.26%
146 out of 578
Euro Inflation Adjusted +5.91% +53.58%
Jun 1982 - May 1983
-20.83%
Sep 1989 - Aug 1990
30.62%
177 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 +9.60% +38.60%
Feb 1982 - Jan 1984
-8.65%
Jun 2001 - May 2003
13.07%
74 out of 566
Euro Inflation Adjusted +7.08% +34.09%
Feb 1982 - Jan 1984
-12.13%
Nov 2021 - Oct 2023
24.03%
136 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 +8.98% +34.85%
Mar 1982 - Feb 1985
-5.20%
Jun 2001 - May 2004
7.04%
39 out of 554
Euro Inflation Adjusted +6.70% +30.83%
Mar 1982 - Feb 1985
-7.16%
Jun 2001 - May 2004
16.79%
93 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 +9.01% +30.34%
Feb 1981 - Jan 1985
-3.74%
Dec 2000 - Nov 2004
2.77%
15 out of 542
Euro Inflation Adjusted +6.86% +25.49%
Feb 1981 - Jan 1985
-5.77%
Dec 2000 - Nov 2004
9.78%
53 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 +8.70% +29.64%
Mar 1980 - Feb 1985
-0.97%
Jun 2001 - May 2006
0.75%
4 out of 530
Euro Inflation Adjusted +6.32% +24.52%
Mar 1980 - Feb 1985
-3.06%
Jun 2001 - May 2006
6.04%
32 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 +9.32% +25.37%
Mar 1979 - Feb 1985
-0.63%
Apr 2002 - Mar 2008
0.77%
4 out of 518
Euro Inflation Adjusted +6.91% +21.07%
Apr 1980 - Mar 1986
-2.88%
Apr 2002 - Mar 2008
5.98%
31 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 +9.09% +23.05%
Mar 1978 - Feb 1985
-0.67%
Jul 2001 - Jun 2008
0.99%
5 out of 506
Euro Inflation Adjusted +7.20% +18.12%
Mar 1978 - Feb 1985
-2.96%
Jul 2001 - Jun 2008
5.14%
26 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 +9.19% +19.80%
Apr 1978 - Mar 1986
+0.01%
Jun 2001 - May 2009
0.00%
0 out of 494
Euro Inflation Adjusted +7.27% +15.70%
Dec 1978 - Nov 1986
-1.99%
Jun 2001 - May 2009
4.86%
24 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 +9.33% +17.64%
Feb 1975 - Jan 1984
+0.28%
Nov 2000 - Oct 2009
0.00%
0 out of 482
Euro Inflation Adjusted +7.58% +14.14%
Sep 1980 - Aug 1989
-1.74%
Nov 2000 - Oct 2009
2.07%
10 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 +9.36% +18.50%
Feb 1975 - Jan 1985
+2.17%
Nov 2000 - Oct 2010
0.00%
0 out of 470
Euro Inflation Adjusted +7.47% +13.83%
Nov 1990 - Oct 2000
+0.12%
Nov 2000 - Oct 2010
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% +16.86%
Apr 1975 - Mar 1986
+2.87%
Sep 2000 - Aug 2011
0.00%
0 out of 458
Euro Inflation Adjusted +7.20% +13.05%
Oct 1978 - Sep 1989
+0.78%
Sep 2000 - Aug 2011
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 +9.16% +15.05%
Jan 1975 - Dec 1986
+4.21%
Jul 2001 - Jun 2013
0.00%
0 out of 446
Euro Inflation Adjusted +6.98% +11.14%
Feb 1975 - Jan 1987
+2.10%
Nov 2000 - Oct 2012
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 +9.03% +14.82%
Aug 1980 - Jul 1993
+3.76%
Nov 2000 - Oct 2013
0.00%
0 out of 434
Euro Inflation Adjusted +6.85% +11.55%
Aug 1980 - Jul 1993
+1.67%
Nov 2000 - Oct 2013
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 +8.94% +14.74%
Nov 1979 - Oct 1993
+4.61%
May 2000 - Apr 2014
0.00%
0 out of 422
Euro Inflation Adjusted +6.81% +11.31%
Nov 1979 - Oct 1993
+2.54%
May 2000 - Apr 2014
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 +8.77% +14.69%
Dec 1978 - Nov 1993
+5.40%
Sep 2000 - Aug 2015
0.00%
0 out of 410
Euro Inflation Adjusted +6.73% +11.12%
Dec 1978 - Nov 1993
+3.52%
Sep 2000 - Aug 2015
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 +8.61% +13.77%
Feb 1978 - Jan 1994
+5.42%
Apr 2002 - Mar 2018
0.00%
0 out of 398
Euro Inflation Adjusted +6.53% +10.63%
Feb 1982 - Jan 1998
+3.71%
Apr 2002 - Mar 2018
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 +8.60% +14.00%
Aug 1980 - Jul 1997
+5.22%
Nov 2000 - Oct 2017
0.00%
0 out of 386
Euro Inflation Adjusted +6.38% +10.93%
Aug 1980 - Jul 1997
+3.45%
Nov 2000 - Oct 2017
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 +8.38% +14.37%
Apr 1980 - Mar 1998
+5.05%
Nov 2000 - Oct 2018
0.00%
0 out of 374
Euro Inflation Adjusted +6.18% +11.33%
Apr 1980 - Mar 1998
+3.26%
Nov 2000 - Oct 2018
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 +8.46% +14.08%
Nov 1981 - Oct 2000
+5.74%
Nov 2000 - Oct 2019
0.00%
0 out of 362
Euro Inflation Adjusted +6.19% +11.48%
Nov 1981 - Oct 2000
+3.97%
Nov 2000 - Oct 2019
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 +8.52% +14.51%
Apr 1980 - Mar 2000
+5.73%
Nov 2000 - Oct 2020
0.00%
0 out of 350
Euro Inflation Adjusted +6.28% +11.60%
Apr 1980 - Mar 2000
+4.07%
Nov 2000 - Oct 2020
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: ETF allocation and returns page.