Consolidated Returns as of 30 June 2024
Holding the Stocks/Bonds 40/60 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 102 months (from September 2000 to February 2009).
This means that every rolling period of 103 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 40/60 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 6.22% (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 | +8.11% |
+46.67%
Jul 1982 - Jun 1983 |
-14.55%
Jan 2022 - Dec 2022 |
17.74%
149 out of 840 |
Euro Inflation Adjusted | +5.69% |
+42.93%
Jul 1982 - Jun 1983 |
-21.75%
Jan 2022 - Dec 2022 |
24.05%
202 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.02% |
+27.94%
Oct 1981 - Sep 1983 |
-9.10%
Jan 1973 - Dec 1974 |
9.54%
79 out of 828 |
Euro Inflation Adjusted | +5.28% |
+22.98%
Oct 1981 - Sep 1983 |
-14.90%
Jan 1973 - Dec 1974 |
20.05%
166 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.68% |
+24.20%
Jul 1982 - Jun 1985 |
-4.33%
Oct 1971 - Sep 1974 |
4.90%
40 out of 816 |
Euro Inflation Adjusted | +4.96% |
+21.19%
Jul 1982 - Jun 1985 |
-10.16%
Oct 1971 - Sep 1974 |
16.67%
136 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.20% |
+20.87%
Apr 1982 - Mar 1986 |
-0.52%
Mar 2005 - Feb 2009 |
0.87%
7 out of 804 |
Euro Inflation Adjusted | +5.02% |
+18.36%
Jul 1982 - Jun 1986 |
-6.36%
Jan 1971 - Dec 1974 |
13.81%
111 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.32% |
+19.53%
Apr 1980 - Mar 1985 |
+0.01%
Mar 2004 - Feb 2009 |
0.00%
0 out of 792 |
Euro Inflation Adjusted | +5.18% |
+15.47%
Aug 1982 - Jul 1987 |
-4.67%
Sep 1969 - Aug 1974 |
10.35%
82 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.53% |
+19.13%
Apr 1980 - Mar 1986 |
-0.33%
Oct 1968 - Sep 1974 |
0.26%
2 out of 780 |
Euro Inflation Adjusted | +5.43% |
+15.19%
Apr 1980 - Mar 1986 |
-5.23%
Oct 1968 - Sep 1974 |
9.49%
74 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.58% |
+16.88%
Apr 1980 - Mar 1987 |
+0.14%
Mar 2002 - Feb 2009 |
0.00%
0 out of 768 |
Euro Inflation Adjusted | +5.57% |
+13.60%
Apr 1980 - Mar 1987 |
-3.56%
Oct 1967 - Sep 1974 |
10.16%
78 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+15.16%
Feb 1991 - Jan 1999 |
+0.39%
Nov 2000 - Oct 2008 |
0.00%
0 out of 756 |
Euro Inflation Adjusted | +5.87% |
+12.45%
Sep 1992 - Aug 2000 |
-2.03%
Apr 1972 - Mar 1980 |
10.98%
83 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.74% |
+15.07%
Jan 1991 - Dec 1999 |
+0.63%
Apr 2000 - Mar 2009 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +5.75% |
+12.33%
Jan 1991 - Dec 1999 |
-2.22%
Apr 1971 - Mar 1980 |
8.06%
60 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.68% |
+15.15%
Nov 1990 - Oct 2000 |
+2.07%
Apr 1999 - Mar 2009 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +5.52% |
+12.47%
Nov 1990 - Oct 2000 |
-1.66%
Oct 1964 - Sep 1974 |
6.01%
44 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.62% |
+13.66%
Aug 1982 - Jul 1993 |
+2.61%
Apr 1998 - Mar 2009 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +5.28% |
+11.00%
Aug 1982 - Jul 1993 |
-1.13%
Apr 1969 - Mar 1980 |
4.58%
33 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.52% |
+13.68%
Jan 1988 - Dec 1999 |
+3.74%
Jan 1963 - Dec 1974 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +5.15% |
+10.83%
Jan 1988 - Dec 1999 |
-0.76%
Apr 1968 - Mar 1980 |
1.98%
14 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+13.68%
Apr 1980 - Mar 1993 |
+3.44%
Oct 1961 - Sep 1974 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +4.91% |
+10.41%
Apr 1980 - Mar 1993 |
-0.53%
Apr 1967 - Mar 1980 |
1.29%
9 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.31% |
+13.34%
Nov 1979 - Oct 1993 |
+4.05%
Apr 1966 - Mar 1980 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +4.84% |
+10.11%
Jul 1984 - Jun 1998 |
-0.15%
Apr 1966 - Mar 1980 |
0.29%
2 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.18% |
+13.58%
Aug 1982 - Jul 1997 |
+4.05%
Apr 1965 - Mar 1980 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +4.71% |
+10.97%
Aug 1982 - Jul 1997 |
-0.13%
Apr 1965 - Mar 1980 |
0.15%
1 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.21% |
+13.55%
Apr 1982 - Mar 1998 |
+4.30%
Apr 1964 - Mar 1980 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +4.68% |
+10.97%
Jul 1982 - Jun 1998 |
+0.23%
Apr 1964 - Mar 1980 |
0.00%
0 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+13.40%
Jul 1982 - Jun 1999 |
+4.59%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +4.78% |
+10.95%
Jul 1982 - Jun 1999 |
+0.65%
Apr 1963 - Mar 1980 |
0.00%
0 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.59% |
+13.80%
Apr 1980 - Mar 1998 |
+4.47%
Apr 1962 - Mar 1980 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +4.84% |
+10.84%
Apr 1982 - Mar 2000 |
+0.54%
Apr 1962 - Mar 1980 |
0.00%
0 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.66% |
+13.50%
Apr 1980 - Mar 1999 |
+4.59%
Apr 1961 - Mar 1980 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +4.93% |
+10.68%
Oct 1981 - Sep 2000 |
+0.67%
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 | +7.78% |
+13.62%
Apr 1980 - Mar 2000 |
+4.92%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +4.91% |
+10.73%
Apr 1980 - Mar 2000 |
+1.25%
Apr 1960 - Mar 1980 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Stocks/Bonds 40/60 To EUR Bond Hedged Portfolio: ETF allocation and returns page.