Consolidated Returns as of 30 June 2024
Holding the Stocks/Bonds 40/60 To EUR 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 130 months (from November 2000 to August 2011).
This means that every rolling period of 131 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 40/60 To EUR 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 8.39% (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 | +7.48% |
+58.12%
Jun 1982 - May 1983 |
-23.74%
Feb 2002 - Jan 2003 |
24.40%
205 out of 840 |
Euro Inflation Adjusted | +5.13% |
+52.96%
Jun 1982 - May 1983 |
-25.40%
Feb 2002 - Jan 2003 |
31.67%
266 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.79% |
+40.48%
Nov 1980 - Oct 1982 |
-13.80%
Jun 2001 - May 2003 |
16.06%
133 out of 828 |
Euro Inflation Adjusted | +5.09% |
+35.01%
Feb 1982 - Jan 1984 |
-18.34%
Jan 1973 - Dec 1974 |
23.91%
198 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.39% |
+37.02%
Mar 1982 - Feb 1985 |
-8.07%
Jun 2001 - May 2004 |
11.15%
91 out of 816 |
Euro Inflation Adjusted | +5.02% |
+32.94%
Mar 1982 - Feb 1985 |
-12.55%
Jan 1972 - Dec 1974 |
21.69%
177 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+33.26%
Feb 1981 - Jan 1985 |
-6.48%
Nov 2000 - Oct 2004 |
8.21%
66 out of 804 |
Euro Inflation Adjusted | +4.67% |
+28.30%
Feb 1981 - Jan 1985 |
-9.75%
Feb 1971 - Jan 1975 |
19.28%
155 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.46% |
+33.88%
Mar 1980 - Feb 1985 |
-3.73%
Jun 2001 - May 2006 |
6.57%
52 out of 792 |
Euro Inflation Adjusted | +4.84% |
+28.60%
Mar 1980 - Feb 1985 |
-6.94%
Sep 1969 - Aug 1974 |
18.56%
147 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.56% |
+27.91%
Mar 1979 - Feb 1985 |
-4.27%
Apr 2002 - Mar 2008 |
5.26%
41 out of 780 |
Euro Inflation Adjusted | +5.08% |
+22.51%
Mar 1979 - Feb 1985 |
-6.64%
Dec 1968 - Nov 1974 |
16.67%
130 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.50% |
+24.73%
Mar 1978 - Feb 1985 |
-4.07%
Jul 2001 - Jun 2008 |
4.43%
34 out of 768 |
Euro Inflation Adjusted | +5.04% |
+19.73%
Mar 1978 - Feb 1985 |
-6.29%
Jul 2001 - Jun 2008 |
15.36%
118 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.72% |
+20.03%
Apr 1978 - Mar 1986 |
-3.06%
Jun 2001 - May 2009 |
3.57%
27 out of 756 |
Euro Inflation Adjusted | +5.37% |
+16.26%
Sep 1992 - Aug 2000 |
-5.00%
Jun 2001 - May 2009 |
16.40%
124 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.86% |
+18.63%
Feb 1975 - Jan 1984 |
-2.32%
Nov 2000 - Oct 2009 |
2.02%
15 out of 744 |
Euro Inflation Adjusted | +5.58% |
+14.94%
Sep 1980 - Aug 1989 |
-4.29%
Nov 2000 - Oct 2009 |
16.53%
123 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.89% |
+19.62%
Feb 1975 - Jan 1985 |
-0.40%
Nov 2000 - Oct 2010 |
0.41%
3 out of 732 |
Euro Inflation Adjusted | +5.70% |
+15.03%
Nov 1990 - Oct 2000 |
-2.67%
Dec 1968 - Nov 1978 |
15.03%
110 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+17.76%
Jul 1974 - Jun 1985 |
+0.02%
Sep 2000 - Aug 2011 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +5.56% |
+13.10%
Oct 1978 - Sep 1989 |
-2.01%
Sep 2000 - Aug 2011 |
10.83%
78 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.83% |
+16.30%
Jul 1973 - Jun 1985 |
+1.51%
Nov 2000 - Oct 2012 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +5.59% |
+11.86%
Mar 1980 - Feb 1992 |
-1.24%
Mar 1968 - Feb 1980 |
8.19%
58 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.80% |
+15.33%
Mar 1980 - Feb 1993 |
+1.81%
Nov 2000 - Oct 2013 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +5.57% |
+12.01%
Mar 1980 - Feb 1993 |
-1.26%
Jan 1962 - Dec 1974 |
5.60%
39 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.91% |
+15.13%
Nov 1979 - Oct 1993 |
+2.60%
May 2000 - Apr 2014 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +5.69% |
+11.71%
Mar 1980 - Feb 1994 |
-0.69%
Jan 1961 - Dec 1974 |
4.24%
29 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.86% |
+14.77%
Dec 1978 - Nov 1993 |
+3.34%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +5.46% |
+11.20%
Dec 1978 - Nov 1993 |
-0.47%
Mar 1965 - Feb 1980 |
1.49%
10 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.45% |
+13.86%
Mar 1980 - Feb 1996 |
+3.38%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +5.23% |
+10.73%
Apr 1982 - Mar 1998 |
-0.04%
Apr 1964 - Mar 1980 |
0.45%
3 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.52% |
+14.69%
Aug 1980 - Jul 1997 |
+3.74%
Sep 2000 - Aug 2017 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +5.13% |
+11.60%
Aug 1980 - Jul 1997 |
-0.00%
Dec 1961 - Nov 1978 |
0.15%
1 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.48% |
+15.14%
Apr 1980 - Mar 1998 |
+3.83%
Nov 2000 - Oct 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +5.11% |
+12.08%
Apr 1980 - Mar 1998 |
+0.26%
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 | +7.53% |
+14.81%
Apr 1980 - Mar 1999 |
+4.22%
Mar 1961 - Feb 1980 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +5.00% |
+11.86%
Apr 1980 - Mar 1999 |
+0.34%
Mar 1961 - Feb 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 | +7.81% |
+15.30%
Apr 1980 - Mar 2000 |
+4.30%
Nov 2000 - Oct 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +5.06% |
+12.37%
Apr 1980 - Mar 2000 |
+0.84%
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 Portfolio: ETF allocation and returns page.