Stocks/Bonds 40/60 To EUR 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 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

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

The annualized return of the last 10 years has been 7.99% (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 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 +7.48% +58.12%
Jun 1982 - May 1983
-23.74%
Feb 2002 - Jan 2003
24.43%
205 out of 839
Euro Inflation Adjusted +5.13% +52.96%
Jun 1982 - May 1983
-25.40%
Feb 2002 - Jan 2003
31.70%
266 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 +7.79% +40.48%
Nov 1980 - Oct 1982
-13.80%
Jun 2001 - May 2003
16.08%
133 out of 827
Euro Inflation Adjusted +5.10% +35.01%
Feb 1982 - Jan 1984
-18.34%
Jan 1973 - Dec 1974
23.94%
198 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 +7.39% +37.02%
Mar 1982 - Feb 1985
-8.07%
Jun 2001 - May 2004
11.17%
91 out of 815
Euro Inflation Adjusted +5.02% +32.94%
Mar 1982 - Feb 1985
-12.55%
Jan 1972 - Dec 1974
21.60%
176 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 +7.26% +33.26%
Feb 1981 - Jan 1985
-6.48%
Nov 2000 - Oct 2004
8.22%
66 out of 803
Euro Inflation Adjusted +4.67% +28.30%
Feb 1981 - Jan 1985
-9.75%
Feb 1971 - Jan 1975
19.30%
155 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 +7.46% +33.88%
Mar 1980 - Feb 1985
-3.73%
Jun 2001 - May 2006
6.57%
52 out of 791
Euro Inflation Adjusted +4.85% +28.60%
Mar 1980 - Feb 1985
-6.94%
Sep 1969 - Aug 1974
18.58%
147 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 +7.56% +27.91%
Mar 1979 - Feb 1985
-4.27%
Apr 2002 - Mar 2008
5.26%
41 out of 779
Euro Inflation Adjusted +5.16% +22.51%
Mar 1979 - Feb 1985
-6.64%
Dec 1968 - Nov 1974
16.69%
130 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 +7.51% +24.73%
Mar 1978 - Feb 1985
-4.07%
Jul 2001 - Jun 2008
4.43%
34 out of 767
Euro Inflation Adjusted +5.09% +19.73%
Mar 1978 - Feb 1985
-6.29%
Jul 2001 - Jun 2008
15.38%
118 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% +20.03%
Apr 1978 - Mar 1986
-3.06%
Jun 2001 - May 2009
3.58%
27 out of 755
Euro Inflation Adjusted +5.41% +16.26%
Sep 1992 - Aug 2000
-5.00%
Jun 2001 - May 2009
16.42%
124 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 +7.87% +18.63%
Feb 1975 - Jan 1984
-2.32%
Nov 2000 - Oct 2009
2.02%
15 out of 743
Euro Inflation Adjusted +5.58% +14.94%
Sep 1980 - Aug 1989
-4.29%
Nov 2000 - Oct 2009
16.55%
123 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 +7.89% +19.62%
Feb 1975 - Jan 1985
-0.40%
Nov 2000 - Oct 2010
0.41%
3 out of 731
Euro Inflation Adjusted +5.70% +15.03%
Nov 1990 - Oct 2000
-2.67%
Dec 1968 - Nov 1978
15.05%
110 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 +7.73% +17.76%
Jul 1974 - Jun 1985
+0.02%
Sep 2000 - Aug 2011
0.00%
0 out of 719
Euro Inflation Adjusted +5.56% +13.10%
Oct 1978 - Sep 1989
-2.01%
Sep 2000 - Aug 2011
10.85%
78 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 +7.83% +16.30%
Jul 1973 - Jun 1985
+1.51%
Nov 2000 - Oct 2012
0.00%
0 out of 707
Euro Inflation Adjusted +5.59% +11.86%
Mar 1980 - Feb 1992
-1.24%
Mar 1968 - Feb 1980
8.20%
58 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 +7.80% +15.33%
Mar 1980 - Feb 1993
+1.81%
Nov 2000 - Oct 2013
0.00%
0 out of 695
Euro Inflation Adjusted +5.57% +12.01%
Mar 1980 - Feb 1993
-1.26%
Jan 1962 - Dec 1974
5.61%
39 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 +7.91% +15.13%
Nov 1979 - Oct 1993
+2.60%
May 2000 - Apr 2014
0.00%
0 out of 683
Euro Inflation Adjusted +5.69% +11.71%
Mar 1980 - Feb 1994
-0.69%
Jan 1961 - Dec 1974
4.25%
29 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 +7.86% +14.77%
Dec 1978 - Nov 1993
+3.34%
Jan 1960 - Dec 1974
0.00%
0 out of 671
Euro Inflation Adjusted +5.46% +11.20%
Dec 1978 - Nov 1993
-0.47%
Mar 1965 - Feb 1980
1.49%
10 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 +7.45% +13.86%
Mar 1980 - Feb 1996
+3.38%
Jan 1959 - Dec 1974
0.00%
0 out of 659
Euro Inflation Adjusted +5.23% +10.73%
Apr 1982 - Mar 1998
-0.04%
Apr 1964 - Mar 1980
0.46%
3 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 +7.52% +14.69%
Aug 1980 - Jul 1997
+3.74%
Sep 2000 - Aug 2017
0.00%
0 out of 647
Euro Inflation Adjusted +5.13% +11.60%
Aug 1980 - Jul 1997
-0.00%
Dec 1961 - Nov 1978
0.15%
1 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 +7.49% +15.14%
Apr 1980 - Mar 1998
+3.83%
Nov 2000 - Oct 2018
0.00%
0 out of 635
Euro Inflation Adjusted +5.11% +12.08%
Apr 1980 - Mar 1998
+0.26%
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 +7.56% +14.81%
Apr 1980 - Mar 1999
+4.22%
Mar 1961 - Feb 1980
0.00%
0 out of 623
Euro Inflation Adjusted +5.01% +11.86%
Apr 1980 - Mar 1999
+0.34%
Mar 1961 - Feb 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 +7.81% +15.30%
Apr 1980 - Mar 2000
+4.30%
Nov 2000 - Oct 2020
0.00%
0 out of 611
Euro Inflation Adjusted +5.06% +12.37%
Apr 1980 - Mar 2000
+0.84%
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 Portfolio: ETF allocation and returns page.