Stocks/Bonds 20/80 To EUR 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 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 121 months (from June 2001 to June 2011).

This means that every rolling period of 122 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 20/80 To EUR 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 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.98% (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 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.60% +52.62%
Nov 1981 - Oct 1982
-19.00%
Feb 2002 - Jan 2003
29.95%
174 out of 581
Euro Inflation Adjusted +4.27% +46.29%
Jun 1982 - May 1983
-20.76%
Feb 2002 - Jan 2003
36.66%
213 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.19% +43.29%
Nov 1980 - Oct 1982
-11.79%
Feb 2002 - Jan 2004
20.04%
114 out of 569
Euro Inflation Adjusted +4.62% +35.01%
Nov 1980 - Oct 1982
-13.54%
Feb 2002 - Jan 2004
32.69%
186 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.18% +36.12%
Oct 1980 - Sep 1983
-8.22%
Mar 2002 - Feb 2005
12.39%
69 out of 557
Euro Inflation Adjusted +4.94% +31.52%
Feb 1982 - Jan 1985
-10.04%
Mar 2002 - Feb 2005
26.57%
148 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.48% +33.65%
Feb 1981 - Jan 1985
-4.91%
Dec 2000 - Nov 2004
10.09%
55 out of 545
Euro Inflation Adjusted +5.11% +28.67%
Feb 1981 - Jan 1985
-6.93%
Dec 2000 - Nov 2004
21.47%
117 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.10% +33.66%
Mar 1980 - Feb 1985
-3.71%
Jun 2001 - May 2006
8.44%
45 out of 533
Euro Inflation Adjusted +5.04% +28.39%
Mar 1980 - Feb 1985
-5.75%
Jun 2001 - May 2006
14.45%
77 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.06% +26.33%
Mar 1979 - Feb 1985
-4.39%
Apr 2002 - Mar 2008
6.33%
33 out of 521
Euro Inflation Adjusted +5.47% +21.25%
Apr 1980 - Mar 1986
-6.56%
Apr 2002 - Mar 2008
11.71%
61 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.60% +22.91%
Mar 1978 - Feb 1985
-3.94%
Jul 2001 - Jun 2008
5.89%
30 out of 509
Euro Inflation Adjusted +5.77% +17.98%
Mar 1978 - Feb 1985
-6.16%
Jul 2001 - Jun 2008
9.63%
49 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.78% +18.94%
Oct 1978 - Sep 1986
-2.15%
Jun 2001 - May 2009
5.23%
26 out of 497
Euro Inflation Adjusted +5.88% +14.88%
Oct 1978 - Sep 1986
-4.11%
Jun 2001 - May 2009
7.44%
37 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.77% +17.27%
Mar 1976 - Feb 1985
-1.28%
Nov 2000 - Oct 2009
1.03%
5 out of 485
Euro Inflation Adjusted +5.95% +14.23%
Sep 1980 - Aug 1989
-3.28%
Nov 2000 - Oct 2009
9.07%
44 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.60% +18.18%
Feb 1975 - Jan 1985
-0.03%
Jul 2001 - Jun 2011
0.21%
1 out of 473
Euro Inflation Adjusted +5.83% +13.49%
Feb 1975 - Jan 1985
-2.04%
Jul 2001 - Jun 2011
7.61%
36 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.38% +15.95%
Jan 1975 - Dec 1985
+0.83%
Sep 2000 - Aug 2011
0.00%
0 out of 461
Euro Inflation Adjusted +5.47% +12.00%
Oct 1978 - Sep 1989
-1.23%
Nov 2000 - Oct 2011
3.90%
18 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.39% +14.67%
Mar 1980 - Feb 1992
+1.62%
Mar 2002 - Feb 2014
0.00%
0 out of 449
Euro Inflation Adjusted +5.34% +11.40%
Mar 1980 - Feb 1992
-0.33%
Jul 2001 - Jun 2013
2.23%
10 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.46% +14.93%
Mar 1980 - Feb 1993
+1.76%
Nov 2000 - Oct 2013
0.00%
0 out of 437
Euro Inflation Adjusted +5.32% +11.62%
Mar 1980 - Feb 1993
-0.29%
Nov 2000 - Oct 2013
1.37%
6 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.48% +14.60%
Mar 1980 - Feb 1994
+2.54%
May 2000 - Apr 2014
0.00%
0 out of 425
Euro Inflation Adjusted +5.31% +11.29%
Mar 1980 - Feb 1994
+0.50%
May 2000 - Apr 2014
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.12% +13.86%
Dec 1978 - Nov 1993
+3.39%
Jun 2001 - May 2016
0.00%
0 out of 413
Euro Inflation Adjusted +4.93% +10.32%
Dec 1978 - Nov 1993
+1.59%
May 1999 - Apr 2014
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.90% +13.18%
Mar 1980 - Feb 1996
+2.87%
Feb 2002 - Jan 2018
0.00%
0 out of 401
Euro Inflation Adjusted +4.76% +9.98%
Mar 1980 - Feb 1996
+1.22%
Feb 2002 - Jan 2018
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.05% +13.54%
Aug 1980 - Jul 1997
+3.08%
Apr 2001 - Mar 2018
0.00%
0 out of 389
Euro Inflation Adjusted +4.78% +10.48%
Aug 1980 - Jul 1997
+1.36%
Apr 2001 - Mar 2018
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.86% +13.93%
Mar 1980 - Feb 1998
+3.28%
Nov 2000 - Oct 2018
0.00%
0 out of 377
Euro Inflation Adjusted +4.64% +10.87%
Mar 1980 - Feb 1998
+1.51%
Nov 2000 - Oct 2018
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.76% +13.52%
Mar 1980 - Feb 1999
+3.60%
Mar 2002 - Feb 2021
0.00%
0 out of 365
Euro Inflation Adjusted +4.55% +10.59%
Mar 1980 - Feb 1999
+2.03%
Mar 2002 - Feb 2021
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.87% +14.04%
Nov 1980 - Oct 2000
+3.50%
Jun 2001 - May 2021
0.00%
0 out of 353
Euro Inflation Adjusted +4.63% +11.17%
Nov 1980 - Oct 2000
+1.88%
Jun 2001 - May 2021
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 Portfolio: ETF allocation and returns page.