Consolidated Returns as of 30 June 2024
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 (~71 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
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The annualized return of the last 10 years has been 7.20% (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 | +7.12% |
+58.76%
Jun 1982 - May 1983 |
-17.97%
Sep 1989 - Aug 1990 |
23.10%
194 out of 840 |
Euro Inflation Adjusted | +4.29% |
+53.58%
Jun 1982 - May 1983 |
-21.29%
Jan 2022 - Dec 2022 |
30.83%
259 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.03% |
+38.60%
Feb 1982 - Jan 1984 |
-8.65%
Jun 2001 - May 2003 |
11.23%
93 out of 828 |
Euro Inflation Adjusted | +4.35% |
+34.09%
Feb 1982 - Jan 1984 |
-12.14%
Nov 2021 - Oct 2023 |
24.76%
205 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+34.85%
Mar 1982 - Feb 1985 |
-5.20%
Jun 2001 - May 2004 |
5.27%
43 out of 816 |
Euro Inflation Adjusted | +4.26% |
+30.83%
Mar 1982 - Feb 1985 |
-7.16%
Jun 2001 - May 2004 |
18.50%
151 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.20% |
+30.34%
Feb 1981 - Jan 1985 |
-3.74%
Dec 2000 - Nov 2004 |
1.87%
15 out of 804 |
Euro Inflation Adjusted | +4.70% |
+25.49%
Feb 1981 - Jan 1985 |
-5.77%
Dec 2000 - Nov 2004 |
11.82%
95 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.12% |
+29.64%
Mar 1980 - Feb 1985 |
-0.97%
Jun 2001 - May 2006 |
0.51%
4 out of 792 |
Euro Inflation Adjusted | +4.57% |
+24.52%
Mar 1980 - Feb 1985 |
-3.10%
Aug 1968 - Jul 1973 |
8.71%
69 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.10% |
+25.37%
Mar 1979 - Feb 1985 |
-0.60%
Apr 2002 - Mar 2008 |
0.51%
4 out of 780 |
Euro Inflation Adjusted | +4.73% |
+21.07%
Apr 1980 - Mar 1986 |
-3.18%
Oct 1968 - Sep 1974 |
8.72%
68 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.42% |
+23.05%
Mar 1978 - Feb 1985 |
-0.67%
Jul 2001 - Jun 2008 |
0.65%
5 out of 768 |
Euro Inflation Adjusted | +4.85% |
+18.12%
Mar 1978 - Feb 1985 |
-2.96%
Jul 2001 - Jun 2008 |
7.16%
55 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.49% |
+19.80%
Apr 1978 - Mar 1986 |
+0.01%
Jun 2001 - May 2009 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +5.16% |
+15.70%
Dec 1978 - Nov 1986 |
-1.99%
Jun 2001 - May 2009 |
6.35%
48 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.78% |
+17.64%
Feb 1975 - Jan 1984 |
+0.28%
Nov 2000 - Oct 2009 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +5.35% |
+14.14%
Sep 1980 - Aug 1989 |
-1.75%
Nov 2000 - Oct 2009 |
4.30%
32 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.00% |
+18.50%
Feb 1975 - Jan 1985 |
+2.17%
Nov 2000 - Oct 2010 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +5.30% |
+13.83%
Nov 1990 - Oct 2000 |
-1.06%
Oct 1964 - Sep 1974 |
2.87%
21 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.03% |
+17.17%
Jun 1974 - May 1985 |
+2.87%
Sep 2000 - Aug 2011 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +5.59% |
+13.05%
Oct 1978 - Sep 1989 |
-0.48%
Oct 1963 - Sep 1974 |
1.67%
12 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.15% |
+16.18%
Jul 1973 - Jun 1985 |
+3.41%
Aug 1961 - Jul 1973 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +5.90% |
+11.71%
Jun 1974 - May 1986 |
-0.13%
Feb 1963 - Jan 1975 |
0.56%
4 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.17% |
+14.94%
Jul 1973 - Jun 1986 |
+3.52%
Oct 1961 - Sep 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +6.11% |
+11.55%
Aug 1980 - Jul 1993 |
-0.26%
Jan 1962 - Dec 1974 |
0.72%
5 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.12% |
+14.74%
Nov 1979 - Oct 1993 |
+3.64%
Feb 1961 - Jan 1975 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +6.04% |
+11.31%
Nov 1979 - Oct 1993 |
-0.10%
Feb 1961 - Jan 1975 |
0.44%
3 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.20% |
+14.69%
Dec 1978 - Nov 1993 |
+3.91%
Sep 1959 - Aug 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +5.91% |
+11.12%
Dec 1978 - Nov 1993 |
+0.46%
Sep 1959 - Aug 1974 |
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 | +8.30% |
+13.77%
Feb 1978 - Jan 1994 |
+3.88%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +6.04% |
+10.63%
Feb 1982 - Jan 1998 |
+0.44%
Feb 1959 - Jan 1975 |
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 | +8.29% |
+14.00%
Aug 1980 - Jul 1997 |
+4.28%
Aug 1956 - Jul 1973 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +5.98% |
+10.93%
Aug 1980 - Jul 1997 |
+0.56%
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 | +8.28% |
+14.37%
Apr 1980 - Mar 1998 |
+4.32%
Aug 1955 - Jul 1973 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +5.86% |
+11.33%
Apr 1980 - Mar 1998 |
+0.83%
Dec 1960 - Nov 1978 |
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 | +8.47% |
+14.08%
Nov 1981 - Oct 2000 |
+4.35%
Oct 1955 - Sep 1974 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +5.91% |
+11.48%
Nov 1981 - Oct 2000 |
+0.96%
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 | +8.63% |
+14.51%
Apr 1980 - Mar 2000 |
+4.53%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +5.84% |
+11.60%
Apr 1980 - Mar 2000 |
+1.20%
Jan 1959 - Dec 1978 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Ray Dalio All Weather Portfolio To EUR: ETF allocation and returns page.