Consolidated Returns as of 30 June 2024
Holding the Aim Ways Shield Strategy To EUR Bond 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 103 months (from September 2000 to March 2009).
This means that every rolling period of 104 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Aim Ways Shield Strategy To EUR Bond 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 9.45% (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 | +8.78% |
+39.43%
Aug 1996 - Jul 1997 |
-16.46%
Sep 2000 - Aug 2001 |
20.30%
94 out of 463 |
Euro Inflation Adjusted | +6.43% |
+37.39%
Aug 1996 - Jul 1997 |
-19.67%
Jan 2022 - Dec 2022 |
24.62%
114 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.06% |
+32.38%
Sep 1998 - Aug 2000 |
-12.03%
Sep 2000 - Aug 2002 |
8.87%
40 out of 451 |
Euro Inflation Adjusted | +5.89% |
+30.33%
Sep 1998 - Aug 2000 |
-13.96%
Sep 2000 - Aug 2002 |
18.85%
85 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.48% |
+25.37%
Apr 1997 - Mar 2000 |
-7.40%
Apr 2000 - Mar 2003 |
6.61%
29 out of 439 |
Euro Inflation Adjusted | +6.12% |
+23.72%
Apr 1997 - Mar 2000 |
-9.54%
Apr 2000 - Mar 2003 |
12.53%
55 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.98% |
+23.77%
Sep 1996 - Aug 2000 |
-3.66%
Sep 2000 - Aug 2004 |
3.51%
15 out of 427 |
Euro Inflation Adjusted | +6.79% |
+21.95%
Sep 1996 - Aug 2000 |
-5.75%
Sep 2000 - Aug 2004 |
6.79%
29 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.83% |
+22.45%
Apr 1995 - Mar 2000 |
-1.89%
Apr 2000 - Mar 2005 |
2.17%
9 out of 415 |
Euro Inflation Adjusted | +6.89% |
+20.51%
Apr 1995 - Mar 2000 |
-4.00%
Apr 2000 - Mar 2005 |
3.86%
16 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.62% |
+19.32%
Nov 1994 - Oct 2000 |
-0.10%
Sep 2000 - Aug 2006 |
0.25%
1 out of 403 |
Euro Inflation Adjusted | +6.29% |
+17.25%
Nov 1994 - Oct 2000 |
-2.27%
Sep 2000 - Aug 2006 |
2.98%
12 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.68% |
+17.15%
May 1993 - Apr 2000 |
+0.75%
Sep 2000 - Aug 2007 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +6.51% |
+14.95%
May 1993 - Apr 2000 |
-1.37%
Sep 2000 - Aug 2007 |
4.86%
19 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.83% |
+18.42%
Sep 1992 - Aug 2000 |
-0.16%
Nov 2000 - Oct 2008 |
0.26%
1 out of 379 |
Euro Inflation Adjusted | +6.90% |
+16.00%
Sep 1992 - Aug 2000 |
-2.44%
Nov 2000 - Oct 2008 |
4.49%
17 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.83% |
+17.35%
Jan 1991 - Dec 1999 |
+0.29%
Apr 2000 - Mar 2009 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +6.90% |
+14.55%
Jan 1991 - Dec 1999 |
-1.80%
Apr 2000 - Mar 2009 |
3.54%
13 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.96% |
+17.29%
Nov 1990 - Oct 2000 |
+2.75%
Mar 2000 - Feb 2010 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +7.02% |
+14.55%
Nov 1990 - Oct 2000 |
+0.69%
Jan 2000 - Dec 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 | +8.78% |
+14.81%
Mar 1989 - Feb 2000 |
+3.18%
Sep 2000 - Aug 2011 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +6.89% |
+11.95%
Mar 1989 - Feb 2000 |
+1.08%
Sep 2000 - Aug 2011 |
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 | +8.83% |
+14.53%
Apr 1988 - Mar 2000 |
+4.39%
Apr 2000 - Mar 2012 |
0.00%
0 out of 331 |
Euro Inflation Adjusted | +6.81% |
+11.66%
Apr 1988 - Mar 2000 |
+2.17%
Apr 2000 - Mar 2012 |
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 | +8.71% |
+13.71%
Nov 1987 - Oct 2000 |
+4.06%
Sep 2000 - Aug 2013 |
0.00%
0 out of 319 |
Euro Inflation Adjusted | +6.80% |
+10.90%
Nov 1987 - Oct 2000 |
+1.96%
Sep 2000 - Aug 2013 |
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 | +8.72% |
+12.50%
Sep 1986 - Aug 2000 |
+4.51%
Apr 2000 - Mar 2014 |
0.00%
0 out of 307 |
Euro Inflation Adjusted | +6.79% |
+10.00%
Mar 1986 - Feb 2000 |
+2.44%
Apr 2000 - Mar 2014 |
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 | +8.60% |
+12.29%
Oct 1985 - Sep 2000 |
+5.05%
Sep 2000 - Aug 2015 |
0.00%
0 out of 295 |
Euro Inflation Adjusted | +6.55% |
+9.86%
Oct 1985 - Sep 2000 |
+3.18%
Sep 2000 - Aug 2015 |
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 | +8.62% |
+10.90%
Jan 1985 - Dec 2000 |
+5.39%
Apr 2000 - Mar 2016 |
0.00%
0 out of 283 |
Euro Inflation Adjusted | +6.47% |
+8.53%
Jan 1985 - Dec 2000 |
+3.57%
Apr 2000 - Mar 2016 |
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 | +8.48% |
+10.58%
Nov 1990 - Oct 2007 |
+5.33%
Sep 2000 - Aug 2017 |
0.00%
0 out of 271 |
Euro Inflation Adjusted | +6.32% |
+8.08%
Nov 1990 - Oct 2007 |
+3.57%
Sep 2000 - Aug 2017 |
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 | +8.52% |
+10.15%
Dec 1987 - Nov 2005 |
+5.33%
Apr 2000 - Mar 2018 |
0.00%
0 out of 259 |
Euro Inflation Adjusted | +6.27% |
+7.51%
Dec 1987 - Nov 2005 |
+3.54%
Apr 2000 - Mar 2018 |
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 | +8.62% |
+9.82%
Dec 1987 - Nov 2006 |
+5.53%
Jan 2000 - Dec 2018 |
0.00%
0 out of 247 |
Euro Inflation Adjusted | +6.35% |
+7.23%
Dec 1987 - Nov 2006 |
+3.73%
Jan 2000 - Dec 2018 |
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 | +8.35% |
+10.19%
Nov 1990 - Oct 2010 |
+5.80%
Apr 2000 - Mar 2020 |
0.00%
0 out of 235 |
Euro Inflation Adjusted | +6.12% |
+7.80%
Nov 1990 - Oct 2010 |
+4.08%
Apr 2000 - Mar 2020 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the Aim Ways Shield Strategy To EUR Bond Hedged Portfolio: ETF allocation and returns page.