Consolidated Returns as of 30 June 2024
Holding the Stocks/Bonds 20/80 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 (~71 years), the longest period with a negative return lasted 51 months (from August 2019 to October 2023).
This means that every rolling period of 52 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 20/80 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 3.13% (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 | +5.95% |
+35.50%
Jul 1982 - Jun 1983 |
-14.49%
Jan 2022 - Dec 2022 |
13.10%
110 out of 840 |
Euro Inflation Adjusted | +3.59% |
+32.04%
Jul 1982 - Jun 1983 |
-21.91%
Nov 2021 - Oct 2022 |
26.79%
225 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.16% |
+23.37%
Oct 1981 - Sep 1983 |
-7.42%
Nov 2021 - Oct 2023 |
6.52%
54 out of 828 |
Euro Inflation Adjusted | +3.87% |
+19.97%
Jul 1984 - Jun 1986 |
-13.23%
Nov 2021 - Oct 2023 |
18.72%
155 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.14% |
+19.56%
Jul 1982 - Jun 1985 |
-2.68%
Nov 2020 - Oct 2023 |
4.04%
33 out of 816 |
Euro Inflation Adjusted | +3.87% |
+16.67%
Jul 1982 - Jun 1985 |
-8.02%
Nov 2020 - Oct 2023 |
14.58%
119 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.81% |
+18.25%
Apr 1982 - Mar 1986 |
-0.66%
Nov 2019 - Oct 2023 |
0.25%
2 out of 804 |
Euro Inflation Adjusted | +3.72% |
+15.95%
Jul 1982 - Jun 1986 |
-4.71%
Nov 2019 - Oct 2023 |
12.94%
104 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.96% |
+16.77%
Sep 1981 - Aug 1986 |
+0.95%
Jun 1965 - May 1970 |
0.00%
0 out of 792 |
Euro Inflation Adjusted | +3.66% |
+14.10%
Sep 1981 - Aug 1986 |
-2.99%
Oct 1976 - Sep 1981 |
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 | +6.12% |
+15.71%
Apr 1980 - Mar 1986 |
+0.96%
Nov 2017 - Oct 2023 |
0.00%
0 out of 780 |
Euro Inflation Adjusted | +3.79% |
+12.00%
Oct 1981 - Sep 1987 |
-3.24%
Sep 1968 - Aug 1974 |
12.56%
98 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.02% |
+14.24%
Apr 1980 - Mar 1987 |
+1.20%
Nov 2016 - Oct 2023 |
0.00%
0 out of 768 |
Euro Inflation Adjusted | +3.67% |
+11.03%
Apr 1980 - Mar 1987 |
-2.01%
Apr 1973 - Mar 1980 |
10.55%
81 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.13% |
+12.78%
May 1990 - Apr 1998 |
+1.52%
Nov 2015 - Oct 2023 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +3.79% |
+10.57%
Oct 1981 - Sep 1989 |
-2.38%
Mar 1972 - Feb 1980 |
11.38%
86 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+12.33%
Jul 1984 - Jun 1993 |
+1.97%
Nov 2014 - Oct 2023 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +3.91% |
+9.80%
Jul 1984 - Jun 1993 |
-2.55%
Apr 1971 - Mar 1980 |
7.80%
58 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.84% |
+12.32%
Oct 1981 - Sep 1991 |
+2.53%
Nov 2013 - Oct 2023 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +4.05% |
+9.66%
Oct 1981 - Sep 1991 |
-1.73%
Oct 1971 - Sep 1981 |
7.38%
54 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.89% |
+12.83%
Jul 1982 - Jun 1993 |
+2.59%
Nov 2012 - Oct 2023 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +3.83% |
+10.21%
Jul 1982 - Jun 1993 |
-1.21%
Apr 1971 - Mar 1982 |
6.11%
44 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.87% |
+13.03%
Oct 1981 - Sep 1993 |
+3.09%
Nov 2011 - Oct 2023 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +3.65% |
+10.17%
Oct 1981 - Sep 1993 |
-1.08%
Apr 1968 - Mar 1980 |
3.95%
28 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.87% |
+12.28%
Apr 1980 - Mar 1993 |
+3.34%
Apr 1967 - Mar 1980 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +3.65% |
+9.17%
Jul 1982 - Jun 1995 |
-1.16%
Oct 1968 - Sep 1981 |
4.02%
28 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.04% |
+12.09%
Oct 1981 - Sep 1995 |
+3.63%
Apr 1966 - Mar 1980 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +3.69% |
+9.24%
Oct 1981 - Sep 1995 |
-0.72%
Oct 1967 - Sep 1981 |
2.92%
20 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.10% |
+12.01%
Aug 1982 - Jul 1997 |
+3.56%
Apr 1965 - Mar 1980 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +3.57% |
+9.43%
Aug 1982 - Jul 1997 |
-0.60%
Apr 1965 - Mar 1980 |
1.79%
12 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+12.16%
Oct 1981 - Sep 1997 |
+3.74%
Apr 1964 - Mar 1980 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +3.57% |
+9.48%
Jul 1982 - Jun 1998 |
-0.44%
Oct 1965 - Sep 1981 |
1.21%
8 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.49% |
+11.88%
Oct 1981 - Sep 1998 |
+3.82%
Nov 2006 - Oct 2023 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +3.68% |
+9.24%
Jul 1982 - Jun 1999 |
-0.35%
Oct 1964 - Sep 1981 |
0.62%
4 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.75% |
+11.85%
Apr 1980 - Mar 1998 |
+3.83%
Apr 1962 - Mar 1980 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +3.67% |
+8.94%
Apr 1982 - Mar 2000 |
-0.09%
Oct 1963 - Sep 1981 |
0.31%
2 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.86% |
+11.57%
Apr 1980 - Mar 1999 |
+3.81%
Nov 2004 - Oct 2023 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +3.81% |
+8.98%
Oct 1981 - Sep 2000 |
+0.02%
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 | +6.92% |
+11.37%
Apr 1980 - Mar 2000 |
+3.84%
Nov 2003 - Oct 2023 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +3.97% |
+8.54%
Apr 1980 - Mar 2000 |
+0.16%
Oct 1961 - Sep 1981 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Stocks/Bonds 20/80 To EUR Bond Hedged Portfolio: ETF allocation and returns page.