Stocks/Bonds 20/80 To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 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 (~49 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

STOCKS/BONDS 20/80 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 2.99% (updated at Apr 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.

STOCKS/BONDS 20/80 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.97% +35.50%
Jul 1982 - Jun 1983
-14.49%
Jan 2022 - Dec 2022
12.05%
70 out of 581
Euro Inflation Adjusted +3.86% +32.04%
Jul 1982 - Jun 1983
-21.91%
Nov 2021 - Oct 2022
24.78%
144 out of 581
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.46% +23.37%
Oct 1981 - Sep 1983
-7.42%
Nov 2021 - Oct 2023
5.98%
34 out of 569
Euro Inflation Adjusted +4.45% +19.97%
Jul 1984 - Jun 1986
-13.23%
Nov 2021 - Oct 2023
16.70%
95 out of 569
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.26% +19.56%
Jul 1982 - Jun 1985
-2.68%
Nov 2020 - Oct 2023
4.31%
24 out of 557
Euro Inflation Adjusted +4.64% +16.67%
Jul 1982 - Jun 1985
-8.02%
Nov 2020 - Oct 2023
13.82%
77 out of 557
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.17% +18.25%
Apr 1982 - Mar 1986
-0.66%
Nov 2019 - Oct 2023
0.37%
2 out of 545
Euro Inflation Adjusted +4.61% +15.95%
Jul 1982 - Jun 1986
-4.71%
Nov 2019 - Oct 2023
11.19%
61 out of 545
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.68% +16.77%
Sep 1981 - Aug 1986
+1.25%
Jan 2018 - Dec 2022
0.00%
0 out of 533
Euro Inflation Adjusted +4.70% +14.10%
Sep 1981 - Aug 1986
-2.99%
Oct 1976 - Sep 1981
9.01%
48 out of 533
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.83% +15.71%
Apr 1980 - Mar 1986
+0.96%
Nov 2017 - Oct 2023
0.00%
0 out of 521
Euro Inflation Adjusted +4.65% +12.00%
Oct 1981 - Sep 1987
-2.30%
Nov 2017 - Oct 2023
6.53%
34 out of 521
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.20% +14.24%
Apr 1980 - Mar 1987
+1.20%
Nov 2016 - Oct 2023
0.00%
0 out of 509
Euro Inflation Adjusted +5.00% +11.03%
Apr 1980 - Mar 1987
-1.80%
Nov 2016 - Oct 2023
4.13%
21 out of 509
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.25% +12.78%
May 1990 - Apr 1998
+1.52%
Nov 2015 - Oct 2023
0.00%
0 out of 497
Euro Inflation Adjusted +4.92% +10.57%
Oct 1981 - Sep 1989
-1.19%
Nov 2015 - Oct 2023
3.82%
19 out of 497
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.47% +12.33%
Jul 1984 - Jun 1993
+1.97%
Nov 2014 - Oct 2023
0.00%
0 out of 485
Euro Inflation Adjusted +4.92% +9.80%
Jul 1984 - Jun 1993
-0.46%
Nov 2014 - Oct 2023
1.44%
7 out of 485
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.60% +12.32%
Oct 1981 - Sep 1991
+2.53%
Nov 2013 - Oct 2023
0.00%
0 out of 473
Euro Inflation Adjusted +4.94% +9.66%
Oct 1981 - Sep 1991
+0.28%
Nov 2013 - Oct 2023
0.00%
0 out of 473
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.48% +12.83%
Jul 1982 - Jun 1993
+2.59%
Nov 2012 - Oct 2023
0.00%
0 out of 461
Euro Inflation Adjusted +5.05% +10.21%
Jul 1982 - Jun 1993
+0.49%
Nov 2012 - Oct 2023
0.00%
0 out of 461
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.29% +13.03%
Oct 1981 - Sep 1993
+3.09%
Nov 2011 - Oct 2023
0.00%
0 out of 449
Euro Inflation Adjusted +4.92% +10.17%
Oct 1981 - Sep 1993
+0.94%
Nov 2011 - Oct 2023
0.00%
0 out of 449
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.21% +12.28%
Apr 1980 - Mar 1993
+3.35%
Nov 2010 - Oct 2023
0.00%
0 out of 437
Euro Inflation Adjusted +4.84% +9.17%
Jul 1982 - Jun 1995
+1.13%
Nov 2010 - Oct 2023
0.00%
0 out of 437
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.48% +12.09%
Oct 1981 - Sep 1995
+3.88%
May 2010 - Apr 2024
0.00%
0 out of 425
Euro Inflation Adjusted +4.75% +9.24%
Oct 1981 - Sep 1995
+1.68%
May 2010 - Apr 2024
0.00%
0 out of 425
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.61% +12.01%
Aug 1982 - Jul 1997
+4.15%
Jan 2008 - Dec 2022
0.00%
0 out of 413
Euro Inflation Adjusted +5.00% +9.43%
Aug 1982 - Jul 1997
+2.08%
Nov 2007 - Oct 2022
0.00%
0 out of 413
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.60% +12.16%
Oct 1981 - Sep 1997
+3.85%
Nov 2007 - Oct 2023
0.00%
0 out of 401
Euro Inflation Adjusted +5.20% +9.48%
Jul 1982 - Jun 1998
+1.72%
Nov 2007 - Oct 2023
0.00%
0 out of 401
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.82% +11.88%
Oct 1981 - Sep 1998
+3.82%
Nov 2006 - Oct 2023
0.00%
0 out of 389
Euro Inflation Adjusted +5.39% +9.24%
Jul 1982 - Jun 1999
+1.66%
Nov 2006 - Oct 2023
0.00%
0 out of 389
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.72% +11.85%
Apr 1980 - Mar 1998
+3.84%
Nov 2005 - Oct 2023
0.00%
0 out of 377
Euro Inflation Adjusted +5.20% +8.94%
Apr 1982 - Mar 2000
+1.71%
Nov 2005 - Oct 2023
0.00%
0 out of 377
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.62% +11.57%
Apr 1980 - Mar 1999
+3.81%
Nov 2004 - Oct 2023
0.00%
0 out of 365
Euro Inflation Adjusted +5.20% +8.98%
Oct 1981 - Sep 2000
+1.66%
Nov 2004 - Oct 2023
0.00%
0 out of 365
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.71% +11.37%
Apr 1980 - Mar 2000
+3.84%
Nov 2003 - Oct 2023
0.00%
0 out of 353
Euro Inflation Adjusted +5.22% +8.54%
Apr 1980 - Mar 2000
+1.68%
Nov 2003 - Oct 2023
0.00%
0 out of 353
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 To EUR Bond Hedged Portfolio: ETF allocation and returns page.