Stocks/Bonds 40/60 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 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 (~49 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

STOCKS/BONDS 40/60 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 6.05% (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 40/60 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 +8.24% +46.67%
Jul 1982 - Jun 1983
-14.55%
Jan 2022 - Dec 2022
16.70%
97 out of 581
Euro Inflation Adjusted +6.04% +42.93%
Jul 1982 - Jun 1983
-21.75%
Jan 2022 - Dec 2022
22.38%
130 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 +8.48% +27.94%
Oct 1981 - Sep 1983
-6.47%
Mar 2007 - Feb 2009
9.49%
54 out of 569
Euro Inflation Adjusted +6.17% +22.98%
Oct 1981 - Sep 1983
-11.44%
Nov 2021 - Oct 2023
19.16%
109 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 +8.37% +24.20%
Jul 1982 - Jun 1985
-3.67%
Mar 2006 - Feb 2009
3.95%
22 out of 557
Euro Inflation Adjusted +5.96% +21.19%
Jul 1982 - Jun 1985
-5.64%
Mar 2006 - Feb 2009
16.52%
92 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 +8.14% +20.87%
Apr 1982 - Mar 1986
-0.52%
Mar 2005 - Feb 2009
0.55%
3 out of 545
Euro Inflation Adjusted +6.47% +18.36%
Jul 1982 - Jun 1986
-2.76%
Apr 1976 - Mar 1980
10.83%
59 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 +8.03% +19.53%
Apr 1980 - Mar 1985
+0.01%
Mar 2004 - Feb 2009
0.00%
0 out of 533
Euro Inflation Adjusted +6.03% +15.47%
Aug 1982 - Jul 1987
-2.08%
Mar 2004 - Feb 2009
3.75%
20 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 +8.52% +19.13%
Apr 1980 - Mar 1986
+1.37%
Sep 2000 - Aug 2006
0.00%
0 out of 521
Euro Inflation Adjusted +6.51% +15.19%
Apr 1980 - Mar 1986
-0.84%
Sep 2000 - Aug 2006
2.50%
13 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 +8.81% +16.88%
Apr 1980 - Mar 1987
+0.14%
Mar 2002 - Feb 2009
0.00%
0 out of 509
Euro Inflation Adjusted +6.59% +13.60%
Apr 1980 - Mar 1987
-1.91%
Mar 2002 - Feb 2009
3.93%
20 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 +8.98% +15.16%
Feb 1991 - Jan 1999
+0.39%
Nov 2000 - Oct 2008
0.00%
0 out of 497
Euro Inflation Adjusted +6.80% +12.45%
Sep 1992 - Aug 2000
-1.90%
Nov 2000 - Oct 2008
3.62%
18 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 +8.73% +15.07%
Jan 1991 - Dec 1999
+0.63%
Apr 2000 - Mar 2009
0.00%
0 out of 485
Euro Inflation Adjusted +6.78% +12.33%
Jan 1991 - Dec 1999
-1.47%
Apr 2000 - Mar 2009
2.68%
13 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 +8.79% +15.15%
Nov 1990 - Oct 2000
+2.07%
Apr 1999 - Mar 2009
0.00%
0 out of 473
Euro Inflation Adjusted +6.85% +12.47%
Nov 1990 - Oct 2000
-0.05%
Apr 1999 - Mar 2009
0.21%
1 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 +8.81% +13.66%
Aug 1982 - Jul 1993
+2.61%
Apr 1998 - Mar 2009
0.00%
0 out of 461
Euro Inflation Adjusted +6.92% +11.00%
Aug 1982 - Jul 1993
+0.59%
Apr 1998 - Mar 2009
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 +8.82% +13.68%
Jan 1988 - Dec 1999
+3.78%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +6.58% +10.83%
Jan 1988 - Dec 1999
+1.58%
Nov 2000 - Oct 2012
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 +8.89% +13.68%
Apr 1980 - Mar 1993
+3.80%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +6.58% +10.41%
Apr 1980 - Mar 1993
+1.71%
Sep 2000 - Aug 2013
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 +8.60% +13.34%
Nov 1979 - Oct 1993
+4.38%
Apr 2000 - Mar 2014
0.00%
0 out of 425
Euro Inflation Adjusted +6.10% +10.11%
Jul 1984 - Jun 1998
+2.31%
Apr 2000 - Mar 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.60% +13.58%
Aug 1982 - Jul 1997
+4.71%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +6.22% +10.97%
Aug 1982 - Jul 1997
+2.84%
Sep 2000 - Aug 2015
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 +8.43% +13.55%
Apr 1982 - Mar 1998
+4.90%
Nov 2000 - Oct 2016
0.00%
0 out of 401
Euro Inflation Adjusted +6.08% +10.97%
Jul 1982 - Jun 1998
+3.11%
Apr 2000 - Mar 2016
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 +8.46% +13.40%
Jul 1982 - Jun 1999
+4.80%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +5.91% +10.95%
Jul 1982 - Jun 1999
+3.04%
Sep 2000 - Aug 2017
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 +8.26% +13.80%
Apr 1980 - Mar 1998
+4.76%
Nov 2000 - Oct 2018
0.00%
0 out of 377
Euro Inflation Adjusted +5.66% +10.84%
Apr 1982 - Mar 2000
+2.97%
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.95% +13.50%
Apr 1980 - Mar 1999
+4.87%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +5.67% +10.68%
Oct 1981 - Sep 2000
+3.08%
Jan 2000 - Dec 2018
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 +8.13% +13.62%
Apr 1980 - Mar 2000
+4.92%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +5.85% +10.73%
Apr 1980 - Mar 2000
+3.21%
Apr 2000 - Mar 2020
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 40/60 To EUR Bond Hedged Portfolio: ETF allocation and returns page.