Consolidated Returns as of 30 June 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 (~75 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
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The annualized return of the last 10 years has been 4.32% (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 | +8.05% |
+38.78%
Jul 1982 - Jun 1983 |
-17.65%
Jan 2022 - Dec 2022 |
15.86%
140 out of 883 |
Euro Inflation Adjusted | +5.78% |
+35.23%
Jul 1982 - Jun 1983 |
-25.27%
Nov 2021 - Oct 2022 |
24.46%
216 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.69% |
+24.32%
Jul 1984 - Jun 1986 |
-8.44%
Nov 2021 - Oct 2023 |
7.92%
69 out of 871 |
Euro Inflation Adjusted | +5.21% |
+23.08%
Jul 1984 - Jun 1986 |
-14.19%
Nov 2021 - Oct 2023 |
18.48%
161 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.64% |
+20.28%
Nov 1990 - Oct 1993 |
-3.07%
Oct 1971 - Sep 1974 |
3.61%
31 out of 859 |
Euro Inflation Adjusted | +5.07% |
+18.35%
Aug 1984 - Jul 1987 |
-8.97%
Oct 1971 - Sep 1974 |
15.02%
129 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.15% |
+18.71%
Jul 1982 - Jun 1986 |
-1.23%
Mar 2005 - Feb 2009 |
0.35%
3 out of 847 |
Euro Inflation Adjusted | +4.74% |
+16.54%
Jul 1982 - Jun 1986 |
-4.45%
Jan 1971 - Dec 1974 |
12.40%
105 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.20% |
+16.78%
Apr 1982 - Mar 1987 |
-0.07%
Mar 2004 - Feb 2009 |
0.12%
1 out of 835 |
Euro Inflation Adjusted | +5.10% |
+15.04%
Aug 1982 - Jul 1987 |
-3.24%
Sep 1969 - Aug 1974 |
12.34%
103 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
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 823 |
Euro Inflation Adjusted | +4.73% |
+12.66%
Oct 1981 - Sep 1987 |
-4.38%
Oct 1968 - Sep 1974 |
9.36%
77 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.91% |
+15.53%
Oct 1990 - Sep 1997 |
+1.44%
Oct 1967 - Sep 1974 |
0.00%
0 out of 811 |
Euro Inflation Adjusted | +4.87% |
+12.34%
Oct 1990 - Sep 1997 |
-3.04%
Oct 1967 - Sep 1974 |
7.52%
61 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
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 799 |
Euro Inflation Adjusted | +5.07% |
+11.83%
Nov 1990 - Oct 1998 |
-2.45%
Apr 1972 - Mar 1980 |
8.51%
68 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.08% |
+14.04%
Apr 1989 - Mar 1998 |
+1.87%
Mar 2000 - Feb 2009 |
0.00%
0 out of 787 |
Euro Inflation Adjusted | +5.12% |
+11.23%
Nov 1990 - Oct 1999 |
-2.33%
Oct 1972 - Sep 1981 |
7.12%
56 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
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 775 |
Euro Inflation Adjusted | +4.97% |
+10.57%
Aug 1982 - Jul 1992 |
-2.07%
Jul 1972 - Jun 1982 |
7.10%
55 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.14% |
+13.53%
Jul 1982 - Jun 1993 |
+2.88%
Mar 1998 - Feb 2009 |
0.00%
0 out of 763 |
Euro Inflation Adjusted | +4.94% |
+10.89%
Jul 1982 - Jun 1993 |
-1.60%
Apr 1971 - Mar 1982 |
4.59%
35 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
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 751 |
Euro Inflation Adjusted | +4.79% |
+10.34%
Oct 1981 - Sep 1993 |
-0.77%
Apr 1968 - Mar 1980 |
2.66%
20 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.00% |
+13.31%
Aug 1984 - Jul 1997 |
+3.48%
Oct 1968 - Sep 1981 |
0.00%
0 out of 739 |
Euro Inflation Adjusted | +4.69% |
+10.75%
Aug 1984 - Jul 1997 |
-1.37%
Oct 1968 - Sep 1981 |
2.44%
18 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+13.25%
Jul 1984 - Jun 1998 |
+3.72%
Oct 1967 - Sep 1981 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +4.58% |
+10.78%
Jul 1984 - Jun 1998 |
-1.05%
Jul 1968 - Jun 1982 |
2.20%
16 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
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 715 |
Euro Inflation Adjusted | +4.52% |
+10.68%
Aug 1982 - Jul 1997 |
-0.56%
Aug 1967 - Jul 1982 |
1.40%
10 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+13.27%
Jul 1982 - Jun 1998 |
+3.95%
Oct 1965 - Sep 1981 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +4.50% |
+10.73%
Jul 1982 - Jun 1998 |
-0.40%
Oct 1965 - Sep 1981 |
1.00%
7 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.11% |
+12.94%
Jul 1982 - Jun 1999 |
+4.11%
Oct 1964 - Sep 1981 |
0.00%
0 out of 691 |
Euro Inflation Adjusted | +4.66% |
+10.50%
Jul 1982 - Jun 1999 |
-0.22%
Oct 1964 - Sep 1981 |
1.01%
7 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.26% |
+12.54%
Apr 1982 - Mar 2000 |
+4.30%
Jul 1964 - Jun 1982 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +4.84% |
+10.02%
Jul 1982 - Jun 2000 |
-0.06%
Jul 1964 - Jun 1982 |
0.29%
2 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
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 667 |
Euro Inflation Adjusted | +4.85% |
+9.56%
Oct 1981 - Sep 2000 |
+0.34%
Jul 1963 - Jun 1982 |
0.00%
0 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.53% |
+11.89%
Apr 1980 - Mar 2000 |
+4.60%
Oct 1961 - Sep 1981 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +4.74% |
+9.04%
Apr 1980 - Mar 2000 |
+0.52%
Oct 1961 - Sep 1981 |
0.00%
0 out of 655 |
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To obtain comprehensive information, please consult the Stocks/Bonds 40/60 To EUR Hedged Portfolio: ETF allocation and returns page.