Consolidated Returns as of 30 June 2024
Holding the Roger Gibson Talmud 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 122 months (from November 1964 to December 1974).
This means that every rolling period of 123 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Roger Gibson Talmud 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 8.83% (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 | +8.33% |
+65.18%
Jun 1982 - May 1983 |
-25.64%
Nov 1989 - Oct 1990 |
26.07%
219 out of 840 |
Euro Inflation Adjusted | +5.76% |
+60.07%
Jul 1982 - Jun 1983 |
-28.87%
Nov 1989 - Oct 1990 |
31.67%
266 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.93% |
+43.22%
Feb 1982 - Jan 1984 |
-20.89%
Apr 2007 - Mar 2009 |
15.94%
132 out of 828 |
Euro Inflation Adjusted | +5.57% |
+38.56%
Feb 1982 - Jan 1984 |
-23.56%
Jan 1973 - Dec 1974 |
23.67%
196 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.71% |
+41.36%
Mar 1982 - Feb 1985 |
-13.61%
Apr 2006 - Mar 2009 |
12.62%
103 out of 816 |
Euro Inflation Adjusted | +5.14% |
+37.15%
Mar 1982 - Feb 1985 |
-16.12%
Jan 1972 - Dec 1974 |
19.12%
156 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.77% |
+35.58%
Oct 1980 - Sep 1984 |
-7.34%
Jan 1971 - Dec 1974 |
8.21%
66 out of 804 |
Euro Inflation Adjusted | +5.31% |
+30.39%
Mar 1981 - Feb 1985 |
-12.87%
Jan 1971 - Dec 1974 |
16.29%
131 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.11% |
+35.99%
Mar 1980 - Feb 1985 |
-4.22%
Jan 1970 - Dec 1974 |
5.43%
43 out of 792 |
Euro Inflation Adjusted | +4.76% |
+30.62%
Mar 1980 - Feb 1985 |
-9.55%
Jan 1970 - Dec 1974 |
14.14%
112 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.16% |
+32.02%
Mar 1979 - Feb 1985 |
-3.78%
Dec 1968 - Nov 1974 |
3.46%
27 out of 780 |
Euro Inflation Adjusted | +4.81% |
+26.44%
Mar 1979 - Feb 1985 |
-8.58%
Dec 1968 - Nov 1974 |
13.33%
104 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.22% |
+28.84%
Mar 1978 - Feb 1985 |
-4.72%
Apr 2002 - Mar 2009 |
3.13%
24 out of 768 |
Euro Inflation Adjusted | +4.89% |
+23.67%
Mar 1978 - Feb 1985 |
-6.66%
Apr 2002 - Mar 2009 |
13.15%
101 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.22% |
+23.88%
Mar 1977 - Feb 1985 |
-2.92%
Apr 2001 - Mar 2009 |
2.25%
17 out of 756 |
Euro Inflation Adjusted | +5.07% |
+19.09%
Mar 1977 - Feb 1985 |
-4.94%
Apr 2001 - Mar 2009 |
13.36%
101 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.79% |
+23.34%
Jan 1975 - Dec 1983 |
-1.40%
Apr 2000 - Mar 2009 |
1.88%
14 out of 744 |
Euro Inflation Adjusted | +5.32% |
+18.26%
Oct 1975 - Sep 1984 |
-4.54%
Jan 1966 - Dec 1974 |
12.90%
96 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+24.08%
Mar 1975 - Feb 1985 |
+0.01%
Jan 1965 - Dec 1974 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +6.14% |
+19.16%
Mar 1975 - Feb 1985 |
-3.92%
Jan 1965 - Dec 1974 |
10.38%
76 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.27% |
+21.54%
Jan 1975 - Dec 1985 |
+0.64%
Jan 1964 - Dec 1974 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +6.17% |
+16.93%
Jan 1975 - Dec 1985 |
-3.16%
Jan 1964 - Dec 1974 |
7.64%
55 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.73% |
+19.26%
Dec 1974 - Nov 1986 |
+1.26%
Jan 1963 - Dec 1974 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +6.33% |
+15.20%
Dec 1974 - Nov 1986 |
-2.53%
Jan 1963 - Dec 1974 |
5.79%
41 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.71% |
+17.93%
Oct 1974 - Sep 1987 |
+1.07%
Jan 1962 - Dec 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +6.50% |
+14.02%
Oct 1974 - Sep 1987 |
-2.63%
Jan 1962 - Dec 1974 |
4.60%
32 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.39% |
+16.75%
Jun 1975 - May 1989 |
+1.56%
Jan 1961 - Dec 1974 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +6.22% |
+13.21%
Jun 1975 - May 1989 |
-2.09%
Jan 1961 - Dec 1974 |
3.80%
26 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.50% |
+16.90%
Sep 1974 - Aug 1989 |
+1.78%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +6.25% |
+13.21%
Sep 1974 - Aug 1989 |
-1.68%
Jan 1960 - Dec 1974 |
3.13%
21 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.45% |
+15.28%
Feb 1978 - Jan 1994 |
+1.89%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +6.30% |
+11.78%
Feb 1978 - Jan 1994 |
-1.45%
Jan 1959 - Dec 1974 |
2.73%
18 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.51% |
+15.46%
Aug 1980 - Jul 1997 |
+2.83%
Jan 1958 - Dec 1974 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +6.23% |
+12.35%
Aug 1980 - Jul 1997 |
-0.39%
Jan 1958 - Dec 1974 |
0.93%
6 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.66% |
+15.97%
Apr 1980 - Mar 1998 |
+3.00%
Jan 1957 - Dec 1974 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +6.27% |
+12.88%
Apr 1980 - Mar 1998 |
-0.17%
Jan 1957 - Dec 1974 |
0.16%
1 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+15.77%
Oct 1978 - Sep 1997 |
+2.97%
Jan 1956 - Dec 1974 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +6.16% |
+12.39%
Oct 1978 - Sep 1997 |
-0.14%
Jan 1956 - Dec 1974 |
0.32%
2 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+15.48%
Apr 1980 - Mar 2000 |
+3.27%
Jan 1955 - Dec 1974 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +6.24% |
+12.55%
Apr 1980 - Mar 2000 |
+0.17%
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: ETF allocation and returns page.