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

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 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 (~71 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 May 2024

The annualized return of the last 10 years has been 8.91% (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 60/40 TO EUR BOND HEDGED 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 +9.41% +58.11%
Jul 1982 - Jun 1983
-20.84%
Oct 1973 - Sep 1974
20.02%
168 out of 839
Euro Inflation Adjusted +7.03% +54.07%
Jul 1982 - Jun 1983
-26.15%
Oct 1973 - Sep 1974
26.34%
221 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 +9.10% +32.38%
Oct 1981 - Sep 1983
-15.57%
Jan 1973 - Dec 1974
12.09%
100 out of 827
Euro Inflation Adjusted +6.59% +27.26%
Oct 1981 - Sep 1983
-20.95%
Jan 1973 - Dec 1974
19.23%
159 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 +8.91% +29.18%
Mar 1982 - Feb 1985
-8.34%
Apr 2000 - Mar 2003
9.82%
80 out of 815
Euro Inflation Adjusted +6.40% +25.65%
Jul 1982 - Jun 1985
-13.66%
Oct 1971 - Sep 1974
16.56%
135 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 +8.72% +24.09%
Nov 1979 - Oct 1983
-4.27%
Sep 2000 - Aug 2004
6.48%
52 out of 803
Euro Inflation Adjusted +6.13% +21.78%
Sep 1996 - Aug 2000
-9.28%
Jan 1971 - Dec 1974
15.94%
128 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 +8.91% +24.36%
Apr 1980 - Mar 1985
-1.91%
Mar 2004 - Feb 2009
3.29%
26 out of 791
Euro Inflation Adjusted +6.17% +20.95%
Apr 1995 - Mar 2000
-7.29%
Oct 1969 - Sep 1974
14.79%
117 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 +9.06% +22.37%
Apr 1980 - Mar 1986
-2.70%
Oct 1968 - Sep 1974
1.41%
11 out of 779
Euro Inflation Adjusted +6.51% +18.33%
Apr 1980 - Mar 1986
-7.49%
Oct 1968 - Sep 1974
13.61%
106 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 +8.87% +19.67%
Mar 1978 - Feb 1985
-2.33%
Mar 2002 - Feb 2009
1.83%
14 out of 767
Euro Inflation Adjusted +6.32% +15.97%
Apr 1980 - Mar 1987
-5.30%
Oct 1967 - Sep 1974
12.39%
95 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 +9.11% +18.81%
Sep 1992 - Aug 2000
-1.95%
Nov 2000 - Oct 2008
2.12%
16 out of 755
Euro Inflation Adjusted +6.71% +16.38%
Sep 1992 - Aug 2000
-4.19%
Nov 2000 - Oct 2008
14.17%
107 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 +9.04% +18.24%
Jan 1991 - Dec 1999
-2.05%
Apr 2000 - Mar 2009
1.75%
13 out of 743
Euro Inflation Adjusted +6.69% +15.42%
Jan 1991 - Dec 1999
-4.10%
Apr 2000 - Mar 2009
11.17%
83 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 +9.14% +18.35%
Nov 1990 - Oct 2000
+0.28%
Apr 1999 - Mar 2009
0.00%
0 out of 731
Euro Inflation Adjusted +6.85% +15.59%
Nov 1990 - Oct 2000
-2.49%
Oct 1964 - Sep 1974
10.53%
77 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 +9.14% +15.92%
Jan 1975 - Dec 1985
+0.83%
Sep 2000 - Aug 2011
0.00%
0 out of 719
Euro Inflation Adjusted +6.70% +12.82%
Jan 1989 - Dec 1999
-1.43%
Nov 1968 - Oct 1979
7.79%
56 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 +9.12% +16.17%
Jan 1988 - Dec 1999
+2.42%
Nov 2000 - Oct 2012
0.00%
0 out of 707
Euro Inflation Adjusted +6.76% +13.26%
Jan 1988 - Dec 1999
-0.61%
Apr 1968 - Mar 1980
2.97%
21 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 +9.04% +15.38%
Nov 1987 - Oct 2000
+2.80%
Sep 2000 - Aug 2013
0.00%
0 out of 695
Euro Inflation Adjusted +6.30% +12.53%
Nov 1987 - Oct 2000
-0.83%
Jan 1962 - Dec 1974
1.58%
11 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 +8.97% +14.72%
Nov 1979 - Oct 1993
+3.65%
Apr 2000 - Mar 2014
0.00%
0 out of 683
Euro Inflation Adjusted +6.09% +11.29%
Nov 1979 - Oct 1993
+0.02%
Nov 1965 - Oct 1979
0.00%
0 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 +8.51% +15.00%
Aug 1982 - Jul 1997
+4.02%
Jan 1960 - Dec 1974
0.00%
0 out of 671
Euro Inflation Adjusted +5.88% +12.36%
Aug 1982 - Jul 1997
+0.17%
Apr 1965 - Mar 1980
0.00%
0 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 +8.32% +14.99%
Apr 1982 - Mar 1998
+4.21%
Jan 1959 - Dec 1974
0.00%
0 out of 659
Euro Inflation Adjusted +5.69% +12.32%
Jul 1982 - Jun 1998
+0.60%
Apr 1964 - Mar 1980
0.00%
0 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 +8.44% +14.99%
Jul 1982 - Jun 1999
+4.61%
Sep 2000 - Aug 2017
0.00%
0 out of 647
Euro Inflation Adjusted +5.54% +12.51%
Jul 1982 - Jun 1999
+0.82%
Dec 1961 - Nov 1978
0.00%
0 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 +8.46% +15.59%
Apr 1980 - Mar 1998
+4.77%
Apr 2000 - Mar 2018
0.00%
0 out of 635
Euro Inflation Adjusted +5.58% +12.59%
Apr 1982 - Mar 2000
+1.00%
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 +8.39% +15.27%
Apr 1980 - Mar 1999
+4.95%
Jan 2000 - Dec 2018
0.00%
0 out of 623
Euro Inflation Adjusted +5.51% +12.31%
Apr 1980 - Mar 1999
+1.17%
Apr 1961 - Mar 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 +8.53% +15.69%
Apr 1980 - Mar 2000
+4.95%
Apr 2000 - Mar 2020
0.00%
0 out of 611
Euro Inflation Adjusted +5.53% +12.75%
Apr 1980 - Mar 2000
+1.80%
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 60/40 To EUR Bond Hedged Portfolio: ETF allocation and returns page.