Consolidated Returns as of 30 June 2024
Holding the Roger Gibson Talmud 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 108 months (from April 2000 to March 2009).
This means that every rolling period of 109 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Roger Gibson Talmud 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 7.72% (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 | +8.51% |
+59.13%
Jul 1982 - Jun 1983 |
-27.69%
Mar 2008 - Feb 2009 |
21.90%
184 out of 840 |
Euro Inflation Adjusted | +6.20% |
+55.06%
Jul 1982 - Jun 1983 |
-28.53%
Mar 2008 - Feb 2009 |
27.62%
232 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.28% |
+35.39%
Feb 1982 - Jan 1984 |
-21.13%
Mar 2007 - Feb 2009 |
13.04%
108 out of 828 |
Euro Inflation Adjusted | +5.99% |
+30.99%
Feb 1982 - Jan 1984 |
-22.84%
Mar 2007 - Feb 2009 |
19.57%
162 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.04% |
+33.71%
Mar 1982 - Feb 1985 |
-13.00%
Apr 2006 - Mar 2009 |
8.58%
70 out of 816 |
Euro Inflation Adjusted | +5.45% |
+29.85%
Jul 1982 - Jun 1985 |
-14.73%
Apr 2006 - Mar 2009 |
16.05%
131 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+27.44%
Mar 1981 - Feb 1985 |
-5.38%
Jan 1971 - Dec 1974 |
4.23%
34 out of 804 |
Euro Inflation Adjusted | +5.57% |
+22.80%
Mar 1981 - Feb 1985 |
-11.03%
Jan 1971 - Dec 1974 |
12.56%
101 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.30% |
+28.21%
Apr 1980 - Mar 1985 |
-3.74%
Apr 2004 - Mar 2009 |
2.40%
19 out of 792 |
Euro Inflation Adjusted | +5.01% |
+23.16%
Apr 1980 - Mar 1985 |
-7.90%
Dec 1969 - Nov 1974 |
10.10%
80 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+25.57%
Mar 1979 - Feb 1985 |
-2.67%
Dec 1968 - Nov 1974 |
1.41%
11 out of 780 |
Euro Inflation Adjusted | +5.10% |
+20.55%
Apr 1980 - Mar 1986 |
-7.53%
Dec 1968 - Nov 1974 |
10.38%
81 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.69% |
+23.21%
Mar 1978 - Feb 1985 |
-2.83%
Apr 2002 - Mar 2009 |
1.69%
13 out of 768 |
Euro Inflation Adjusted | +5.36% |
+18.27%
Mar 1978 - Feb 1985 |
-5.66%
Jan 1968 - Dec 1974 |
9.24%
71 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.85% |
+20.36%
Nov 1978 - Oct 1986 |
-1.23%
Apr 2001 - Mar 2009 |
0.53%
4 out of 756 |
Euro Inflation Adjusted | +5.52% |
+16.32%
Nov 1978 - Oct 1986 |
-3.88%
Jan 1967 - Dec 1974 |
10.58%
80 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.02% |
+20.10%
Jan 1975 - Dec 1983 |
-0.27%
Apr 2000 - Mar 2009 |
0.13%
1 out of 744 |
Euro Inflation Adjusted | +5.64% |
+15.01%
Jan 1975 - Dec 1983 |
-3.83%
Jan 1966 - Dec 1974 |
9.95%
74 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.21% |
+20.35%
Jan 1975 - Dec 1984 |
+0.68%
Jan 1965 - Dec 1974 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +5.85% |
+15.52%
Jan 1975 - Dec 1984 |
-3.27%
Jan 1965 - Dec 1974 |
6.28%
46 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.37% |
+19.02%
Jan 1975 - Dec 1985 |
+1.27%
Jan 1964 - Dec 1974 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +6.10% |
+14.50%
Jan 1975 - Dec 1985 |
-2.56%
Jan 1964 - Dec 1974 |
4.86%
35 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.60% |
+17.67%
Sep 1974 - Aug 1986 |
+1.85%
Jan 1963 - Dec 1974 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +6.39% |
+13.61%
Dec 1974 - Nov 1986 |
-1.96%
Jan 1963 - Dec 1974 |
3.39%
24 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.50% |
+16.72%
Oct 1974 - Sep 1987 |
+1.64%
Jan 1962 - Dec 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +6.30% |
+12.85%
Oct 1974 - Sep 1987 |
-2.08%
Jan 1962 - Dec 1974 |
2.59%
18 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.45% |
+15.57%
Oct 1974 - Sep 1988 |
+2.17%
Jan 1961 - Dec 1974 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +6.20% |
+11.96%
Nov 1979 - Oct 1993 |
-1.50%
Jan 1961 - Dec 1974 |
2.63%
18 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.09% |
+15.68%
Sep 1974 - Aug 1989 |
+2.39%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +6.04% |
+12.03%
Sep 1974 - Aug 1989 |
-1.09%
Jan 1960 - Dec 1974 |
2.08%
14 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.38% |
+14.53%
Feb 1978 - Jan 1994 |
+2.48%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +6.18% |
+11.76%
Apr 1982 - Mar 1998 |
-0.88%
Jan 1959 - Dec 1974 |
1.36%
9 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.57% |
+14.76%
Aug 1980 - Jul 1997 |
+3.35%
Jan 1958 - Dec 1974 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +6.11% |
+11.67%
Aug 1980 - Jul 1997 |
+0.12%
Jan 1958 - Dec 1974 |
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 | +8.88% |
+15.40%
Apr 1980 - Mar 1998 |
+3.43%
Jan 1957 - Dec 1974 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +6.30% |
+12.32%
Apr 1980 - Mar 1998 |
+0.24%
Jan 1957 - Dec 1974 |
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 | +9.06% |
+15.02%
Jan 1979 - Dec 1997 |
+3.42%
Jan 1956 - Dec 1974 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +6.27% |
+11.69%
Jan 1979 - Dec 1997 |
+0.31%
Jan 1956 - Dec 1974 |
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 | +9.24% |
+14.72%
Apr 1980 - Mar 2000 |
+3.73%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +6.22% |
+11.80%
Apr 1980 - Mar 2000 |
+0.61%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Roger Gibson Talmud Portfolio To EUR Bond Hedged: ETF allocation and returns page.