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

Data Source: from January 1950 to May 2024 (~74 years)
Consolidated Returns as of 31 May 2024

Holding the Stocks/Bonds 20/80 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 (~74 years), the longest period with a negative return lasted 71 months (from December 2017 to October 2023).

This means that every rolling period of 72 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 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

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

The annualized return of the last 10 years has been 2.07% (updated at May 31, 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 HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1950 - 31 May 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.08% +31.58%
Jul 1982 - Jun 1983
-16.95%
Nov 2021 - Oct 2022
11.90%
105 out of 882
Euro Inflation Adjusted +3.88% +28.21%
Jul 1982 - Jun 1983
-24.92%
Nov 2021 - Oct 2022
25.62%
226 out of 882
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 +6.05% +22.97%
Jul 1984 - Jun 1986
-8.89%
Nov 2021 - Oct 2023
6.90%
60 out of 870
Euro Inflation Adjusted +3.92% +21.74%
Jul 1984 - Jun 1986
-14.61%
Nov 2021 - Oct 2023
17.47%
152 out of 870
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 +6.14% +18.66%
Oct 1990 - Sep 1993
-3.90%
Nov 2020 - Oct 2023
3.85%
33 out of 858
Euro Inflation Adjusted +3.91% +16.25%
Jul 1984 - Jun 1987
-9.18%
Nov 2020 - Oct 2023
13.99%
120 out of 858
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 +6.01% +17.11%
Jul 1982 - Jun 1986
-1.49%
Nov 2019 - Oct 2023
1.18%
10 out of 846
Euro Inflation Adjusted +3.67% +14.98%
Jul 1982 - Jun 1986
-5.79%
Oct 1977 - Sep 1981
12.29%
104 out of 846
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 +5.99% +16.02%
Sep 1981 - Aug 1986
-0.17%
Oct 1976 - Sep 1981
0.12%
1 out of 834
Euro Inflation Adjusted +3.58% +13.37%
Sep 1981 - Aug 1986
-4.57%
Oct 1976 - Sep 1981
13.67%
114 out of 834
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 +5.98% +13.84%
Sep 1981 - Aug 1987
+0.07%
Nov 2017 - Oct 2023
0.00%
0 out of 822
Euro Inflation Adjusted +3.67% +11.54%
Sep 1981 - Aug 1987
-3.17%
Nov 2017 - Oct 2023
13.14%
108 out of 822
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 +5.99% +13.17%
Oct 1990 - Sep 1997
+0.61%
Nov 2016 - Oct 2023
0.00%
0 out of 810
Euro Inflation Adjusted +3.70% +10.25%
Aug 1982 - Jul 1989
-2.46%
Apr 1973 - Mar 1980
12.96%
105 out of 810
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 +6.03% +12.67%
May 1990 - Apr 1998
+0.97%
Nov 2015 - Oct 2023
0.00%
0 out of 798
Euro Inflation Adjusted +3.65% +9.90%
Jul 1984 - Jun 1992
-2.79%
Oct 1973 - Sep 1981
11.53%
92 out of 798
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 +5.94% +12.99%
Jul 1984 - Jun 1993
+1.09%
Nov 2014 - Oct 2023
0.00%
0 out of 786
Euro Inflation Adjusted +3.75% +10.45%
Jul 1984 - Jun 1993
-2.81%
Oct 1972 - Sep 1981
8.40%
66 out of 786
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 +5.86% +12.14%
Jul 1982 - Jun 1992
+1.59%
Nov 2013 - Oct 2023
0.00%
0 out of 774
Euro Inflation Adjusted +3.79% +9.64%
Jul 1982 - Jun 1992
-2.56%
Oct 1971 - Sep 1981
7.11%
55 out of 774
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 +5.83% +12.72%
Jul 1982 - Jun 1993
+1.85%
Nov 2012 - Oct 2023
0.00%
0 out of 762
Euro Inflation Adjusted +3.74% +10.11%
Jul 1982 - Jun 1993
-1.98%
Apr 1971 - Mar 1982
6.30%
48 out of 762
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 +5.84% +12.78%
Oct 1981 - Sep 1993
+2.30%
Nov 2011 - Oct 2023
0.00%
0 out of 750
Euro Inflation Adjusted +3.66% +9.93%
Oct 1981 - Sep 1993
-1.11%
Apr 1968 - Mar 1980
5.47%
41 out of 750
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 +5.84% +12.05%
Jul 1982 - Jun 1995
+2.61%
Nov 2010 - Oct 2023
0.00%
0 out of 738
Euro Inflation Adjusted +3.72% +9.39%
Jul 1982 - Jun 1995
-1.75%
Oct 1968 - Sep 1981
4.61%
34 out of 738
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 +5.93% +12.10%
Oct 1981 - Sep 1995
+3.17%
Nov 2009 - Oct 2023
0.00%
0 out of 726
Euro Inflation Adjusted +3.68% +9.40%
Jul 1984 - Jun 1998
-1.33%
Oct 1967 - Sep 1981
3.58%
26 out of 726
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 +6.10% +11.79%
Aug 1982 - Jul 1997
+3.47%
Nov 2007 - Oct 2022
0.00%
0 out of 714
Euro Inflation Adjusted +3.63% +9.22%
Aug 1982 - Jul 1997
-0.82%
Apr 1967 - Mar 1982
3.50%
25 out of 714
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 +6.18% +11.88%
Oct 1981 - Sep 1997
+3.25%
Nov 2007 - Oct 2023
0.00%
0 out of 702
Euro Inflation Adjusted +3.52% +9.30%
Jul 1982 - Jun 1998
-0.96%
Oct 1965 - Sep 1981
3.28%
23 out of 702
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 +6.25% +11.67%
Oct 1981 - Sep 1998
+3.38%
Nov 2006 - Oct 2023
0.00%
0 out of 690
Euro Inflation Adjusted +3.54% +9.03%
Oct 1981 - Sep 1998
-0.85%
Oct 1964 - Sep 1981
2.75%
19 out of 690
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 +6.37% +11.15%
Oct 1981 - Sep 1999
+3.47%
Nov 2005 - Oct 2023
0.00%
0 out of 678
Euro Inflation Adjusted +3.67% +8.60%
Oct 1981 - Sep 1999
-0.56%
Oct 1963 - Sep 1981
2.21%
15 out of 678
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 +6.43% +10.92%
Oct 1981 - Sep 2000
+3.37%
Nov 2004 - Oct 2023
0.00%
0 out of 666
Euro Inflation Adjusted +3.75% +8.36%
Oct 1981 - Sep 2000
-0.25%
Oct 1962 - Sep 1981
1.05%
7 out of 666
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 +6.40% +10.53%
Oct 1981 - Sep 2001
+3.54%
Nov 2003 - Oct 2023
0.00%
0 out of 654
Euro Inflation Adjusted +3.76% +8.00%
Oct 1981 - Sep 2001
-0.24%
Oct 1961 - Sep 1981
0.61%
4 out of 654
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 Hedged Portfolio: ETF allocation and returns page.