Consolidated Returns as of 30 June 2024
Holding the Scott Burns Couch Potato To EUR Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 64 months (from November 2003 to February 2009).
This means that every rolling period of 65 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Scott Burns Couch Potato To EUR Hedged Portfolio: 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 5.46% (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 | +9.03% |
+34.80%
Apr 1985 - Mar 1986 |
-23.97%
Mar 2008 - Feb 2009 |
17.06%
79 out of 463 |
Euro Inflation Adjusted | +7.27% |
+34.65%
Apr 1985 - Mar 1986 |
-25.05%
Jan 2022 - Dec 2022 |
22.46%
104 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.65% |
+24.14%
Mar 2009 - Feb 2011 |
-10.85%
Mar 2007 - Feb 2009 |
10.64%
48 out of 451 |
Euro Inflation Adjusted | +6.47% |
+23.12%
Apr 1985 - Mar 1987 |
-13.67%
Nov 2021 - Oct 2023 |
15.08%
68 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.08% |
+23.57%
Nov 1990 - Oct 1993 |
-5.87%
Mar 2006 - Feb 2009 |
2.73%
12 out of 439 |
Euro Inflation Adjusted | +6.43% |
+19.37%
Nov 1990 - Oct 1993 |
-7.80%
Mar 2006 - Feb 2009 |
13.44%
59 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.82% |
+18.48%
Jan 1995 - Dec 1998 |
-3.29%
Mar 2005 - Feb 2009 |
1.64%
7 out of 427 |
Euro Inflation Adjusted | +5.97% |
+16.54%
Feb 1995 - Jan 1999 |
-5.33%
Mar 2005 - Feb 2009 |
4.45%
19 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.74% |
+18.10%
Oct 1990 - Sep 1995 |
-1.47%
Mar 2004 - Feb 2009 |
0.48%
2 out of 415 |
Euro Inflation Adjusted | +6.16% |
+14.40%
Nov 1990 - Oct 1995 |
-3.53%
Mar 2004 - Feb 2009 |
2.17%
9 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.44% |
+16.98%
Dec 1990 - Nov 1996 |
+2.49%
Mar 2003 - Feb 2009 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +6.02% |
+13.61%
Apr 1992 - Mar 1998 |
+0.18%
Nov 2017 - Oct 2023 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+17.63%
Oct 1990 - Sep 1997 |
+2.06%
Mar 2002 - Feb 2009 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +5.91% |
+14.38%
Oct 1990 - Sep 1997 |
-0.04%
Mar 2002 - Feb 2009 |
0.26%
1 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.52% |
+16.66%
Nov 1990 - Oct 1998 |
+1.78%
Mar 2001 - Feb 2009 |
0.00%
0 out of 379 |
Euro Inflation Adjusted | +6.19% |
+13.79%
Nov 1990 - Oct 1998 |
-0.36%
Mar 2001 - Feb 2009 |
0.53%
2 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.61% |
+15.77%
Nov 1990 - Oct 1999 |
+1.54%
Mar 2000 - Feb 2009 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +6.05% |
+13.06%
Nov 1990 - Oct 1999 |
-0.57%
Mar 2000 - Feb 2009 |
0.54%
2 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.92% |
+15.14%
Jan 1989 - Dec 1998 |
+2.23%
Mar 1999 - Feb 2009 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +6.11% |
+12.29%
Sep 1990 - Aug 2000 |
+0.12%
Mar 1999 - Feb 2009 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.08% |
+14.66%
Dec 1987 - Nov 1998 |
+2.81%
Mar 1998 - Feb 2009 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +6.13% |
+11.69%
Dec 1987 - Nov 1998 |
+0.82%
Mar 1998 - Feb 2009 |
0.00%
0 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.79% |
+14.08%
Oct 1985 - Sep 1997 |
+4.34%
Mar 1997 - Feb 2009 |
0.00%
0 out of 331 |
Euro Inflation Adjusted | +5.82% |
+11.44%
Oct 1985 - Sep 1997 |
+2.38%
Mar 1997 - Feb 2009 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.37% |
+14.23%
May 1985 - Apr 1998 |
+4.93%
Mar 1996 - Feb 2009 |
0.00%
0 out of 319 |
Euro Inflation Adjusted | +5.54% |
+11.75%
Apr 1985 - Mar 1998 |
+2.98%
Mar 1996 - Feb 2009 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.18% |
+14.16%
Jan 1985 - Dec 1998 |
+5.48%
Jan 2005 - Dec 2018 |
0.00%
0 out of 307 |
Euro Inflation Adjusted | +5.41% |
+11.71%
Jan 1985 - Dec 1998 |
+3.63%
Jan 1999 - Dec 2012 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.33% |
+13.66%
Jan 1985 - Dec 1999 |
+5.51%
Oct 2007 - Sep 2022 |
0.00%
0 out of 295 |
Euro Inflation Adjusted | +5.40% |
+11.26%
Jan 1985 - Dec 1999 |
+3.47%
Oct 2007 - Sep 2022 |
0.00%
0 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.25% |
+12.84%
Jan 1985 - Dec 2000 |
+5.33%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
Euro Inflation Adjusted | +5.34% |
+10.43%
Jan 1985 - Dec 2000 |
+3.17%
Nov 2007 - Oct 2023 |
0.00%
0 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.58% |
+11.94%
Jan 1985 - Dec 2001 |
+5.54%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
Euro Inflation Adjusted | +5.55% |
+9.56%
Jan 1985 - Dec 2001 |
+3.34%
Nov 2006 - Oct 2023 |
0.00%
0 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.80% |
+11.26%
Nov 1985 - Oct 2003 |
+5.54%
Jan 2005 - Dec 2022 |
0.00%
0 out of 259 |
Euro Inflation Adjusted | +5.87% |
+8.87%
Nov 1985 - Oct 2003 |
+3.44%
Jan 2005 - Dec 2022 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.03% |
+11.67%
Jan 1985 - Dec 2003 |
+5.55%
Jan 2000 - Dec 2018 |
0.00%
0 out of 247 |
Euro Inflation Adjusted | +5.97% |
+9.31%
Mar 1985 - Feb 2004 |
+3.41%
Nov 2004 - Oct 2023 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.23% |
+11.63%
Jan 1985 - Dec 2004 |
+5.38%
Apr 2000 - Mar 2020 |
0.00%
0 out of 235 |
Euro Inflation Adjusted | +6.10% |
+9.25%
Jan 1985 - Dec 2004 |
+3.59%
Nov 2003 - Oct 2023 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the Scott Burns Couch Potato To EUR Hedged Portfolio: ETF allocation and returns page.