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

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

Holding the Stocks/Bonds 60/40 To EUR Bond Hedged 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 119 months (from May 1999 to March 2009).

This means that every rolling period of 120 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 9.07% (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 60/40 TO EUR BOND HEDGED 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 +9.68% +58.11%
Jul 1982 - Jun 1983
-20.46%
Apr 2002 - Mar 2003
18.93%
110 out of 581
Euro Inflation Adjusted +7.65% +54.07%
Jul 1982 - Jun 1983
-22.30%
Apr 2002 - Mar 2003
25.13%
146 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 +9.61% +32.38%
Oct 1981 - Sep 1983
-12.87%
Oct 2000 - Sep 2002
11.78%
67 out of 569
Euro Inflation Adjusted +7.66% +27.26%
Oct 1981 - Sep 1983
-14.71%
Oct 2000 - Sep 2002
18.10%
103 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 +10.02% +29.18%
Mar 1982 - Feb 1985
-8.34%
Apr 2000 - Mar 2003
9.69%
54 out of 557
Euro Inflation Adjusted +7.43% +25.65%
Jul 1982 - Jun 1985
-10.46%
Apr 2000 - Mar 2003
15.98%
89 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 +9.93% +24.09%
Nov 1979 - Oct 1983
-4.27%
Sep 2000 - Aug 2004
7.52%
41 out of 545
Euro Inflation Adjusted +7.47% +21.78%
Sep 1996 - Aug 2000
-6.34%
Sep 2000 - Aug 2004
12.66%
69 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 +9.45% +24.36%
Apr 1980 - Mar 1985
-1.91%
Mar 2004 - Feb 2009
3.38%
18 out of 533
Euro Inflation Adjusted +7.54% +20.95%
Apr 1995 - Mar 2000
-4.02%
May 2000 - Apr 2005
9.76%
52 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 +10.08% +22.37%
Apr 1980 - Mar 1986
-0.88%
Sep 2000 - Aug 2006
0.77%
4 out of 521
Euro Inflation Adjusted +7.86% +18.33%
Apr 1980 - Mar 1986
-3.04%
Sep 2000 - Aug 2006
8.45%
44 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 +10.22% +19.67%
Mar 1978 - Feb 1985
-2.33%
Mar 2002 - Feb 2009
2.16%
11 out of 509
Euro Inflation Adjusted +8.10% +15.97%
Apr 1980 - Mar 1987
-4.34%
Mar 2002 - Feb 2009
6.48%
33 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 +10.10% +18.81%
Sep 1992 - Aug 2000
-1.95%
Nov 2000 - Oct 2008
3.22%
16 out of 497
Euro Inflation Adjusted +8.25% +16.38%
Sep 1992 - Aug 2000
-4.19%
Nov 2000 - Oct 2008
5.84%
29 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 +10.34% +18.24%
Jan 1991 - Dec 1999
-2.05%
Apr 2000 - Mar 2009
2.68%
13 out of 485
Euro Inflation Adjusted +8.23% +15.42%
Jan 1991 - Dec 1999
-4.10%
Apr 2000 - Mar 2009
6.19%
30 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 +10.13% +18.35%
Nov 1990 - Oct 2000
+0.28%
Apr 1999 - Mar 2009
0.00%
0 out of 473
Euro Inflation Adjusted +7.89% +15.59%
Nov 1990 - Oct 2000
-1.81%
Jul 1999 - Jun 2009
5.92%
28 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 +10.05% +15.92%
Jan 1975 - Dec 1985
+0.83%
Sep 2000 - Aug 2011
0.00%
0 out of 461
Euro Inflation Adjusted +7.80% +12.82%
Jan 1989 - Dec 1999
-1.22%
Sep 2000 - Aug 2011
2.60%
12 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 +10.08% +16.17%
Jan 1988 - Dec 1999
+2.42%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +7.74% +13.26%
Jan 1988 - Dec 1999
+0.25%
Nov 2000 - Oct 2012
0.00%
0 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 +10.00% +15.38%
Nov 1987 - Oct 2000
+2.80%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +7.58% +12.53%
Nov 1987 - Oct 2000
+0.73%
Sep 2000 - Aug 2013
0.00%
0 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 +9.83% +14.72%
Nov 1979 - Oct 1993
+3.65%
Apr 2000 - Mar 2014
0.00%
0 out of 425
Euro Inflation Adjusted +7.51% +11.29%
Nov 1979 - Oct 1993
+1.60%
Apr 2000 - Mar 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 +9.47% +15.00%
Aug 1982 - Jul 1997
+4.29%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +7.17% +12.36%
Aug 1982 - Jul 1997
+2.43%
Sep 2000 - Aug 2015
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 +9.13% +14.99%
Apr 1982 - Mar 1998
+4.58%
Sep 2000 - Aug 2016
0.00%
0 out of 401
Euro Inflation Adjusted +6.86% +12.32%
Jul 1982 - Jun 1998
+2.79%
Apr 2000 - Mar 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 +8.86% +14.99%
Jul 1982 - Jun 1999
+4.61%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +6.66% +12.51%
Jul 1982 - Jun 1999
+2.85%
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 +8.55% +15.59%
Apr 1980 - Mar 1998
+4.77%
Apr 2000 - Mar 2018
0.00%
0 out of 377
Euro Inflation Adjusted +6.50% +12.59%
Apr 1982 - Mar 2000
+2.99%
Apr 2000 - Mar 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 +8.46% +15.27%
Apr 1980 - Mar 1999
+4.95%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +6.32% +12.31%
Apr 1980 - Mar 1999
+3.16%
Jan 2000 - Dec 2018
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 +8.71% +15.69%
Apr 1980 - Mar 2000
+4.95%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.39% +12.75%
Apr 1980 - Mar 2000
+3.25%
Apr 2000 - Mar 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 60/40 To EUR Bond Hedged Portfolio: ETF allocation and returns page.