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

Data Source: from January 1950 to April 2024 (~74 years)
Consolidated Returns as of 30 April 2024

Holding the Stocks/Bonds 40/60 To EUR Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~74 years), the longest period with a negative return lasted 60 months (from March 2004 to February 2009).

This means that every rolling period of 61 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 40/60 To EUR 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 HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 4.11% (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 HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.03% +38.78%
Jul 1982 - Jun 1983
-17.65%
Jan 2022 - Dec 2022
15.89%
140 out of 881
Euro Inflation Adjusted +5.77% +35.23%
Jul 1982 - Jun 1983
-25.27%
Nov 2021 - Oct 2022
24.52%
216 out of 881
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 +7.71% +24.32%
Jul 1984 - Jun 1986
-8.44%
Nov 2021 - Oct 2023
7.94%
69 out of 869
Euro Inflation Adjusted +5.21% +23.08%
Jul 1984 - Jun 1986
-14.19%
Nov 2021 - Oct 2023
18.41%
160 out of 869
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 +7.70% +20.28%
Nov 1990 - Oct 1993
-3.07%
Oct 1971 - Sep 1974
3.50%
30 out of 857
Euro Inflation Adjusted +5.09% +18.35%
Aug 1984 - Jul 1987
-8.97%
Oct 1971 - Sep 1974
14.82%
127 out of 857
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 +7.15% +18.71%
Jul 1982 - Jun 1986
-1.23%
Mar 2005 - Feb 2009
0.36%
3 out of 845
Euro Inflation Adjusted +4.75% +16.54%
Jul 1982 - Jun 1986
-4.45%
Jan 1971 - Dec 1974
12.19%
103 out of 845
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 +7.22% +16.78%
Apr 1982 - Mar 1987
-0.07%
Mar 2004 - Feb 2009
0.12%
1 out of 833
Euro Inflation Adjusted +5.12% +15.04%
Aug 1982 - Jul 1987
-3.24%
Sep 1969 - Aug 1974
12.36%
103 out of 833
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 +7.04% +15.11%
Dec 1990 - Nov 1996
+0.57%
Oct 1968 - Sep 1974
0.00%
0 out of 821
Euro Inflation Adjusted +4.73% +12.66%
Oct 1981 - Sep 1987
-4.38%
Oct 1968 - Sep 1974
9.38%
77 out of 821
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 +6.92% +15.53%
Oct 1990 - Sep 1997
+1.44%
Oct 1967 - Sep 1974
0.00%
0 out of 809
Euro Inflation Adjusted +4.89% +12.34%
Oct 1990 - Sep 1997
-3.04%
Oct 1967 - Sep 1974
7.54%
61 out of 809
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 +7.18% +14.66%
May 1990 - Apr 1998
+2.13%
Mar 2001 - Feb 2009
0.00%
0 out of 797
Euro Inflation Adjusted +5.08% +11.83%
Nov 1990 - Oct 1998
-2.45%
Apr 1972 - Mar 1980
8.53%
68 out of 797
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 +7.09% +14.04%
Apr 1989 - Mar 1998
+1.87%
Mar 2000 - Feb 2009
0.00%
0 out of 785
Euro Inflation Adjusted +5.13% +11.23%
Nov 1990 - Oct 1999
-2.33%
Oct 1972 - Sep 1981
7.13%
56 out of 785
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 +7.07% +13.55%
Jan 1989 - Dec 1998
+2.36%
Mar 1999 - Feb 2009
0.00%
0 out of 773
Euro Inflation Adjusted +4.97% +10.57%
Aug 1982 - Jul 1992
-2.07%
Jul 1972 - Jun 1982
7.12%
55 out of 773
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 +7.15% +13.53%
Jul 1982 - Jun 1993
+2.88%
Mar 1998 - Feb 2009
0.00%
0 out of 761
Euro Inflation Adjusted +4.95% +10.89%
Jul 1982 - Jun 1993
-1.60%
Apr 1971 - Mar 1982
4.60%
35 out of 761
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 +7.20% +13.20%
Oct 1981 - Sep 1993
+3.78%
Apr 1968 - Mar 1980
0.00%
0 out of 749
Euro Inflation Adjusted +4.79% +10.34%
Oct 1981 - Sep 1993
-0.77%
Apr 1968 - Mar 1980
2.67%
20 out of 749
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 +7.01% +13.31%
Aug 1984 - Jul 1997
+3.48%
Oct 1968 - Sep 1981
0.00%
0 out of 737
Euro Inflation Adjusted +4.69% +10.75%
Aug 1984 - Jul 1997
-1.37%
Oct 1968 - Sep 1981
2.44%
18 out of 737
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 +6.86% +13.25%
Jul 1984 - Jun 1998
+3.72%
Oct 1967 - Sep 1981
0.00%
0 out of 725
Euro Inflation Adjusted +4.59% +10.78%
Jul 1984 - Jun 1998
-1.05%
Jul 1968 - Jun 1982
2.21%
16 out of 725
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 +7.03% +13.28%
Aug 1982 - Jul 1997
+3.99%
Apr 1965 - Mar 1980
0.00%
0 out of 713
Euro Inflation Adjusted +4.54% +10.68%
Aug 1982 - Jul 1997
-0.56%
Aug 1967 - Jul 1982
1.40%
10 out of 713
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 +6.98% +13.27%
Jul 1982 - Jun 1998
+3.95%
Oct 1965 - Sep 1981
0.00%
0 out of 701
Euro Inflation Adjusted +4.51% +10.73%
Jul 1982 - Jun 1998
-0.40%
Oct 1965 - Sep 1981
1.00%
7 out of 701
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 +7.12% +12.94%
Jul 1982 - Jun 1999
+4.11%
Oct 1964 - Sep 1981
0.00%
0 out of 689
Euro Inflation Adjusted +4.66% +10.50%
Jul 1982 - Jun 1999
-0.22%
Oct 1964 - Sep 1981
1.02%
7 out of 689
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 +7.27% +12.54%
Apr 1982 - Mar 2000
+4.30%
Jul 1964 - Jun 1982
0.00%
0 out of 677
Euro Inflation Adjusted +4.84% +10.02%
Jul 1982 - Jun 2000
-0.06%
Jul 1964 - Jun 1982
0.30%
2 out of 677
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 +7.34% +12.14%
Oct 1981 - Sep 2000
+4.61%
Jul 1963 - Jun 1982
0.00%
0 out of 665
Euro Inflation Adjusted +4.85% +9.56%
Oct 1981 - Sep 2000
+0.34%
Jul 1963 - Jun 1982
0.00%
0 out of 665
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 +7.54% +11.89%
Apr 1980 - Mar 2000
+4.60%
Oct 1961 - Sep 1981
0.00%
0 out of 653
Euro Inflation Adjusted +4.76% +9.04%
Apr 1980 - Mar 2000
+0.52%
Oct 1961 - Sep 1981
0.00%
0 out of 653
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 Hedged Portfolio: ETF allocation and returns page.