Stocks/Bonds 40/60 To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 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

STOCKS/BONDS 40/60 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 5.96% (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 40/60 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1953 - 31 May 2024 (~71 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.11% +46.67%
Jul 1982 - Jun 1983
-14.55%
Jan 2022 - Dec 2022
17.76%
149 out of 839
Euro Inflation Adjusted +5.69% +42.93%
Jul 1982 - Jun 1983
-21.75%
Jan 2022 - Dec 2022
24.08%
202 out of 839
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 +8.04% +27.94%
Oct 1981 - Sep 1983
-9.10%
Jan 1973 - Dec 1974
9.55%
79 out of 827
Euro Inflation Adjusted +5.28% +22.98%
Oct 1981 - Sep 1983
-14.90%
Jan 1973 - Dec 1974
20.07%
166 out of 827
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 +7.70% +24.20%
Jul 1982 - Jun 1985
-4.33%
Oct 1971 - Sep 1974
4.91%
40 out of 815
Euro Inflation Adjusted +4.97% +21.19%
Jul 1982 - Jun 1985
-10.16%
Oct 1971 - Sep 1974
16.56%
135 out of 815
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 +7.24% +20.87%
Apr 1982 - Mar 1986
-0.52%
Mar 2005 - Feb 2009
0.87%
7 out of 803
Euro Inflation Adjusted +5.02% +18.36%
Jul 1982 - Jun 1986
-6.36%
Jan 1971 - Dec 1974
13.82%
111 out of 803
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 +7.32% +19.53%
Apr 1980 - Mar 1985
+0.01%
Mar 2004 - Feb 2009
0.00%
0 out of 791
Euro Inflation Adjusted +5.20% +15.47%
Aug 1982 - Jul 1987
-4.67%
Sep 1969 - Aug 1974
10.37%
82 out of 791
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 +7.54% +19.13%
Apr 1980 - Mar 1986
-0.33%
Oct 1968 - Sep 1974
0.26%
2 out of 779
Euro Inflation Adjusted +5.46% +15.19%
Apr 1980 - Mar 1986
-5.23%
Oct 1968 - Sep 1974
9.50%
74 out of 779
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 +7.59% +16.88%
Apr 1980 - Mar 1987
+0.14%
Mar 2002 - Feb 2009
0.00%
0 out of 767
Euro Inflation Adjusted +5.59% +13.60%
Apr 1980 - Mar 1987
-3.56%
Oct 1967 - Sep 1974
10.17%
78 out of 767
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 +7.73% +15.16%
Feb 1991 - Jan 1999
+0.39%
Nov 2000 - Oct 2008
0.00%
0 out of 755
Euro Inflation Adjusted +5.87% +12.45%
Sep 1992 - Aug 2000
-2.03%
Apr 1972 - Mar 1980
10.99%
83 out of 755
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 +7.76% +15.07%
Jan 1991 - Dec 1999
+0.63%
Apr 2000 - Mar 2009
0.00%
0 out of 743
Euro Inflation Adjusted +5.76% +12.33%
Jan 1991 - Dec 1999
-2.22%
Apr 1971 - Mar 1980
8.08%
60 out of 743
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 +7.72% +15.15%
Nov 1990 - Oct 2000
+2.07%
Apr 1999 - Mar 2009
0.00%
0 out of 731
Euro Inflation Adjusted +5.52% +12.47%
Nov 1990 - Oct 2000
-1.66%
Oct 1964 - Sep 1974
6.02%
44 out of 731
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 +7.65% +13.66%
Aug 1982 - Jul 1993
+2.61%
Apr 1998 - Mar 2009
0.00%
0 out of 719
Euro Inflation Adjusted +5.28% +11.00%
Aug 1982 - Jul 1993
-1.13%
Apr 1969 - Mar 1980
4.59%
33 out of 719
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 +7.54% +13.68%
Jan 1988 - Dec 1999
+3.74%
Jan 1963 - Dec 1974
0.00%
0 out of 707
Euro Inflation Adjusted +5.15% +10.83%
Jan 1988 - Dec 1999
-0.76%
Apr 1968 - Mar 1980
1.98%
14 out of 707
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 +7.48% +13.68%
Apr 1980 - Mar 1993
+3.44%
Oct 1961 - Sep 1974
0.00%
0 out of 695
Euro Inflation Adjusted +4.93% +10.41%
Apr 1980 - Mar 1993
-0.53%
Apr 1967 - Mar 1980
1.29%
9 out of 695
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 +7.32% +13.34%
Nov 1979 - Oct 1993
+4.05%
Apr 1966 - Mar 1980
0.00%
0 out of 683
Euro Inflation Adjusted +4.86% +10.11%
Jul 1984 - Jun 1998
-0.15%
Apr 1966 - Mar 1980
0.29%
2 out of 683
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 +7.18% +13.58%
Aug 1982 - Jul 1997
+4.05%
Apr 1965 - Mar 1980
0.00%
0 out of 671
Euro Inflation Adjusted +4.71% +10.97%
Aug 1982 - Jul 1997
-0.13%
Apr 1965 - Mar 1980
0.15%
1 out of 671
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 +7.21% +13.55%
Apr 1982 - Mar 1998
+4.30%
Apr 1964 - Mar 1980
0.00%
0 out of 659
Euro Inflation Adjusted +4.68% +10.97%
Jul 1982 - Jun 1998
+0.23%
Apr 1964 - Mar 1980
0.00%
0 out of 659
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 +7.36% +13.40%
Jul 1982 - Jun 1999
+4.59%
Dec 1961 - Nov 1978
0.00%
0 out of 647
Euro Inflation Adjusted +4.79% +10.95%
Jul 1982 - Jun 1999
+0.65%
Apr 1963 - Mar 1980
0.00%
0 out of 647
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 +7.59% +13.80%
Apr 1980 - Mar 1998
+4.47%
Apr 1962 - Mar 1980
0.00%
0 out of 635
Euro Inflation Adjusted +4.84% +10.84%
Apr 1982 - Mar 2000
+0.54%
Apr 1962 - Mar 1980
0.00%
0 out of 635
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 +7.68% +13.50%
Apr 1980 - Mar 1999
+4.59%
Apr 1961 - Mar 1980
0.00%
0 out of 623
Euro Inflation Adjusted +4.94% +10.68%
Oct 1981 - Sep 2000
+0.67%
Apr 1961 - Mar 1980
0.00%
0 out of 623
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 +7.78% +13.62%
Apr 1980 - Mar 2000
+4.92%
Apr 2000 - Mar 2020
0.00%
0 out of 611
Euro Inflation Adjusted +4.93% +10.73%
Apr 1980 - Mar 2000
+1.25%
Apr 1960 - Mar 1980
0.00%
0 out of 611
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.