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

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 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 (~49 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 April 2024

The annualized return of the last 10 years has been 8.30% (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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.79% +58.12%
Jun 1982 - May 1983
-23.74%
Feb 2002 - Jan 2003
25.30%
147 out of 581
Euro Inflation Adjusted +5.49% +52.96%
Jun 1982 - May 1983
-25.40%
Feb 2002 - Jan 2003
31.50%
183 out of 581
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 +8.86% +40.48%
Nov 1980 - Oct 1982
-13.80%
Jun 2001 - May 2003
17.40%
99 out of 569
Euro Inflation Adjusted +6.80% +35.01%
Feb 1982 - Jan 1984
-15.43%
Jun 2001 - May 2003
26.01%
148 out of 569
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 +8.28% +37.02%
Mar 1982 - Feb 1985
-8.07%
Jun 2001 - May 2004
12.57%
70 out of 557
Euro Inflation Adjusted +6.11% +32.94%
Mar 1982 - Feb 1985
-9.97%
Jun 2001 - May 2004
21.72%
121 out of 557
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 +8.93% +33.26%
Feb 1981 - Jan 1985
-6.48%
Nov 2000 - Oct 2004
8.99%
49 out of 545
Euro Inflation Adjusted +6.49% +28.30%
Feb 1981 - Jan 1985
-8.52%
Nov 2000 - Oct 2004
17.80%
97 out of 545
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 +8.40% +33.88%
Mar 1980 - Feb 1985
-3.73%
Jun 2001 - May 2006
6.75%
36 out of 533
Euro Inflation Adjusted +5.96% +28.60%
Mar 1980 - Feb 1985
-5.76%
Jun 2001 - May 2006
15.20%
81 out of 533
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 +9.04% +27.91%
Mar 1979 - Feb 1985
-4.27%
Apr 2002 - Mar 2008
5.95%
31 out of 521
Euro Inflation Adjusted +6.97% +22.51%
Mar 1979 - Feb 1985
-6.44%
Apr 2002 - Mar 2008
11.52%
60 out of 521
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 +9.10% +24.73%
Mar 1978 - Feb 1985
-4.07%
Jul 2001 - Jun 2008
6.09%
31 out of 509
Euro Inflation Adjusted +7.39% +19.73%
Mar 1978 - Feb 1985
-6.29%
Jul 2001 - Jun 2008
8.06%
41 out of 509
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 +9.01% +20.03%
Apr 1978 - Mar 1986
-3.06%
Jun 2001 - May 2009
5.43%
27 out of 497
Euro Inflation Adjusted +7.48% +16.26%
Sep 1992 - Aug 2000
-5.00%
Jun 2001 - May 2009
6.84%
34 out of 497
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 +9.19% +18.63%
Feb 1975 - Jan 1984
-2.32%
Nov 2000 - Oct 2009
3.09%
15 out of 485
Euro Inflation Adjusted +7.30% +14.94%
Sep 1980 - Aug 1989
-4.29%
Nov 2000 - Oct 2009
8.87%
43 out of 485
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 +8.87% +19.62%
Feb 1975 - Jan 1985
-0.40%
Nov 2000 - Oct 2010
0.63%
3 out of 473
Euro Inflation Adjusted +6.88% +15.03%
Nov 1990 - Oct 2000
-2.39%
Nov 2000 - Oct 2010
9.73%
46 out of 473
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 +9.00% +17.52%
Jan 1975 - Dec 1985
+0.02%
Sep 2000 - Aug 2011
0.00%
0 out of 461
Euro Inflation Adjusted +6.83% +13.10%
Oct 1978 - Sep 1989
-2.01%
Sep 2000 - Aug 2011
4.99%
23 out of 461
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 +8.69% +15.48%
Jan 1975 - Dec 1986
+1.51%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +6.48% +11.86%
Mar 1980 - Feb 1992
-0.64%
Nov 2000 - Oct 2012
2.00%
9 out of 449
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 +8.68% +15.33%
Mar 1980 - Feb 1993
+1.81%
Nov 2000 - Oct 2013
0.00%
0 out of 437
Euro Inflation Adjusted +6.45% +12.01%
Mar 1980 - Feb 1993
-0.24%
Nov 2000 - Oct 2013
0.69%
3 out of 437
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 +8.76% +15.13%
Nov 1979 - Oct 1993
+2.60%
May 2000 - Apr 2014
0.00%
0 out of 425
Euro Inflation Adjusted +6.50% +11.71%
Mar 1980 - Feb 1994
+0.56%
May 2000 - Apr 2014
0.00%
0 out of 425
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 +8.29% +14.77%
Dec 1978 - Nov 1993
+3.72%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +6.16% +11.20%
Dec 1978 - Nov 1993
+1.80%
May 1999 - Apr 2014
0.00%
0 out of 413
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 +7.87% +13.86%
Mar 1980 - Feb 1996
+3.85%
Nov 2000 - Oct 2016
0.00%
0 out of 401
Euro Inflation Adjusted +5.73% +10.73%
Apr 1982 - Mar 1998
+2.09%
Nov 2000 - Oct 2016
0.00%
0 out of 401
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 +7.69% +14.69%
Aug 1980 - Jul 1997
+3.74%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +5.66% +11.60%
Aug 1980 - Jul 1997
+2.00%
Sep 2000 - Aug 2017
0.00%
0 out of 389
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 377
Euro Inflation Adjusted +5.35% +12.08%
Apr 1980 - Mar 1998
+2.06%
Nov 2000 - Oct 2018
0.00%
0 out of 377
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 +7.48% +14.81%
Apr 1980 - Mar 1999
+4.33%
Nov 2000 - Oct 2019
0.00%
0 out of 365
Euro Inflation Adjusted +5.30% +11.86%
Apr 1980 - Mar 1999
+2.59%
Nov 2000 - Oct 2019
0.00%
0 out of 365
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 +7.61% +15.30%
Apr 1980 - Mar 2000
+4.30%
Nov 2000 - Oct 2020
0.00%
0 out of 353
Euro Inflation Adjusted +5.37% +12.37%
Apr 1980 - Mar 2000
+2.67%
Nov 2000 - Oct 2020
0.00%
0 out of 353
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.