Consolidated Returns as of 30 June 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 (~71 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
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The annualized return of the last 10 years has been 6.02% (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 | +6.09% |
+52.62%
Nov 1981 - Oct 1982 |
-19.00%
Feb 2002 - Jan 2003 |
26.31%
221 out of 840 |
Euro Inflation Adjusted | +3.70% |
+46.29%
Jun 1982 - May 1983 |
-23.14%
Aug 1972 - Jul 1973 |
36.55%
307 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+43.29%
Nov 1980 - Oct 1982 |
-11.79%
Feb 2002 - Jan 2004 |
17.87%
148 out of 828 |
Euro Inflation Adjusted | +3.43% |
+35.01%
Nov 1980 - Oct 1982 |
-13.54%
Feb 2002 - Jan 2004 |
29.35%
243 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.79% |
+36.12%
Oct 1980 - Sep 1983 |
-8.22%
Mar 2002 - Feb 2005 |
11.03%
90 out of 816 |
Euro Inflation Adjusted | +3.54% |
+31.52%
Feb 1982 - Jan 1985 |
-10.19%
Apr 1971 - Mar 1974 |
25.37%
207 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.83% |
+33.65%
Feb 1981 - Jan 1985 |
-4.91%
Dec 2000 - Nov 2004 |
8.21%
66 out of 804 |
Euro Inflation Adjusted | +3.48% |
+28.67%
Feb 1981 - Jan 1985 |
-8.59%
Feb 1971 - Jan 1975 |
22.26%
179 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.90% |
+33.66%
Mar 1980 - Feb 1985 |
-3.71%
Jun 2001 - May 2006 |
6.44%
51 out of 792 |
Euro Inflation Adjusted | +3.46% |
+28.39%
Mar 1980 - Feb 1985 |
-6.17%
Aug 1968 - Jul 1973 |
18.43%
146 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.11% |
+26.33%
Mar 1979 - Feb 1985 |
-4.39%
Apr 2002 - Mar 2008 |
4.62%
36 out of 780 |
Euro Inflation Adjusted | +3.76% |
+21.25%
Apr 1980 - Mar 1986 |
-6.56%
Apr 2002 - Mar 2008 |
16.92%
132 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.18% |
+22.91%
Mar 1978 - Feb 1985 |
-3.94%
Jul 2001 - Jun 2008 |
3.91%
30 out of 768 |
Euro Inflation Adjusted | +3.90% |
+17.98%
Mar 1978 - Feb 1985 |
-6.16%
Jul 2001 - Jun 2008 |
16.54%
127 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+18.94%
Oct 1978 - Sep 1986 |
-2.15%
Jun 2001 - May 2009 |
3.44%
26 out of 756 |
Euro Inflation Adjusted | +3.96% |
+14.88%
Oct 1978 - Sep 1986 |
-4.11%
Jun 2001 - May 2009 |
17.46%
132 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.25% |
+17.27%
Mar 1976 - Feb 1985 |
-1.28%
Nov 2000 - Oct 2009 |
0.67%
5 out of 744 |
Euro Inflation Adjusted | +3.97% |
+14.23%
Sep 1980 - Aug 1989 |
-3.35%
Apr 1971 - Mar 1980 |
17.34%
129 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.43% |
+18.18%
Feb 1975 - Jan 1985 |
-0.03%
Jul 2001 - Jun 2011 |
0.14%
1 out of 732 |
Euro Inflation Adjusted | +4.06% |
+13.49%
Feb 1975 - Jan 1985 |
-2.57%
Oct 1968 - Sep 1978 |
15.16%
111 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.39% |
+16.78%
Jun 1974 - May 1985 |
+0.83%
Sep 2000 - Aug 2011 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +4.30% |
+12.10%
Jun 1974 - May 1985 |
-2.07%
Mar 1969 - Feb 1980 |
11.67%
84 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.42% |
+15.70%
Jul 1973 - Jun 1985 |
+1.62%
Mar 2002 - Feb 2014 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +4.23% |
+11.40%
Mar 1980 - Feb 1992 |
-1.87%
Mar 1968 - Feb 1980 |
11.02%
78 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.35% |
+14.93%
Mar 1980 - Feb 1993 |
+1.76%
Nov 2000 - Oct 2013 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +4.20% |
+11.62%
Mar 1980 - Feb 1993 |
-1.30%
Mar 1967 - Feb 1980 |
9.34%
65 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.36% |
+14.60%
Mar 1980 - Feb 1994 |
+2.54%
May 2000 - Apr 2014 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +4.30% |
+11.29%
Mar 1980 - Feb 1994 |
-1.02%
Oct 1964 - Sep 1978 |
7.31%
50 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.45% |
+13.86%
Dec 1978 - Nov 1993 |
+3.04%
Mar 1965 - Feb 1980 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +4.31% |
+10.32%
Dec 1978 - Nov 1993 |
-1.11%
Mar 1965 - Feb 1980 |
5.51%
37 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.45% |
+13.18%
Mar 1980 - Feb 1996 |
+2.87%
Feb 2002 - Jan 2018 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +4.27% |
+9.98%
Mar 1980 - Feb 1996 |
-0.76%
Mar 1964 - Feb 1980 |
3.48%
23 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.58% |
+13.54%
Aug 1980 - Jul 1997 |
+3.08%
Apr 2001 - Mar 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +4.19% |
+10.48%
Aug 1980 - Jul 1997 |
-0.48%
Mar 1963 - Feb 1980 |
2.01%
13 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.76% |
+13.93%
Mar 1980 - Feb 1998 |
+3.28%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +4.29% |
+10.87%
Mar 1980 - Feb 1998 |
-0.51%
Mar 1962 - Feb 1980 |
1.42%
9 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.82% |
+13.52%
Mar 1980 - Feb 1999 |
+3.33%
Mar 1961 - Feb 1980 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +4.37% |
+10.59%
Mar 1980 - Feb 1999 |
-0.52%
Mar 1961 - Feb 1980 |
0.48%
3 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.02% |
+14.04%
Nov 1980 - Oct 2000 |
+3.50%
Jun 2001 - May 2021 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +4.38% |
+11.17%
Nov 1980 - Oct 2000 |
+0.00%
Mar 1960 - Feb 1980 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Stocks/Bonds 20/80 To EUR Portfolio: ETF allocation and returns page.