Consolidated Returns as of 30 June 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
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The annualized return of the last 10 years has been 9.26% (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 | +9.41% |
+58.11%
Jul 1982 - Jun 1983 |
-20.84%
Oct 1973 - Sep 1974 |
20.00%
168 out of 840 |
Euro Inflation Adjusted | +7.03% |
+54.07%
Jul 1982 - Jun 1983 |
-26.15%
Oct 1973 - Sep 1974 |
26.31%
221 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.10% |
+32.38%
Oct 1981 - Sep 1983 |
-15.57%
Jan 1973 - Dec 1974 |
12.08%
100 out of 828 |
Euro Inflation Adjusted | +6.59% |
+27.26%
Oct 1981 - Sep 1983 |
-20.95%
Jan 1973 - Dec 1974 |
19.20%
159 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+29.18%
Mar 1982 - Feb 1985 |
-8.34%
Apr 2000 - Mar 2003 |
9.80%
80 out of 816 |
Euro Inflation Adjusted | +6.40% |
+25.65%
Jul 1982 - Jun 1985 |
-13.66%
Oct 1971 - Sep 1974 |
16.54%
135 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.72% |
+24.09%
Nov 1979 - Oct 1983 |
-4.27%
Sep 2000 - Aug 2004 |
6.47%
52 out of 804 |
Euro Inflation Adjusted | +6.13% |
+21.78%
Sep 1996 - Aug 2000 |
-9.28%
Jan 1971 - Dec 1974 |
15.92%
128 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+24.36%
Apr 1980 - Mar 1985 |
-1.91%
Mar 2004 - Feb 2009 |
3.28%
26 out of 792 |
Euro Inflation Adjusted | +6.15% |
+20.95%
Apr 1995 - Mar 2000 |
-7.29%
Oct 1969 - Sep 1974 |
14.77%
117 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
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 780 |
Euro Inflation Adjusted | +6.46% |
+18.33%
Apr 1980 - Mar 1986 |
-7.49%
Oct 1968 - Sep 1974 |
13.59%
106 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.84% |
+19.67%
Mar 1978 - Feb 1985 |
-2.33%
Mar 2002 - Feb 2009 |
1.82%
14 out of 768 |
Euro Inflation Adjusted | +6.31% |
+15.97%
Apr 1980 - Mar 1987 |
-5.30%
Oct 1967 - Sep 1974 |
12.37%
95 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.10% |
+18.81%
Sep 1992 - Aug 2000 |
-1.95%
Nov 2000 - Oct 2008 |
2.12%
16 out of 756 |
Euro Inflation Adjusted | +6.70% |
+16.38%
Sep 1992 - Aug 2000 |
-4.19%
Nov 2000 - Oct 2008 |
14.15%
107 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
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 744 |
Euro Inflation Adjusted | +6.67% |
+15.42%
Jan 1991 - Dec 1999 |
-4.10%
Apr 2000 - Mar 2009 |
11.16%
83 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
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 732 |
Euro Inflation Adjusted | +6.84% |
+15.59%
Nov 1990 - Oct 2000 |
-2.49%
Oct 1964 - Sep 1974 |
10.52%
77 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
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 720 |
Euro Inflation Adjusted | +6.70% |
+12.82%
Jan 1989 - Dec 1999 |
-1.43%
Nov 1968 - Oct 1979 |
7.78%
56 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
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 708 |
Euro Inflation Adjusted | +6.76% |
+13.26%
Jan 1988 - Dec 1999 |
-0.61%
Apr 1968 - Mar 1980 |
2.97%
21 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
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 696 |
Euro Inflation Adjusted | +6.30% |
+12.53%
Nov 1987 - Oct 2000 |
-0.83%
Jan 1962 - Dec 1974 |
1.58%
11 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
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 684 |
Euro Inflation Adjusted | +6.09% |
+11.29%
Nov 1979 - Oct 1993 |
+0.02%
Nov 1965 - Oct 1979 |
0.00%
0 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
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 672 |
Euro Inflation Adjusted | +5.88% |
+12.36%
Aug 1982 - Jul 1997 |
+0.17%
Apr 1965 - Mar 1980 |
0.00%
0 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
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 660 |
Euro Inflation Adjusted | +5.69% |
+12.32%
Jul 1982 - Jun 1998 |
+0.60%
Apr 1964 - Mar 1980 |
0.00%
0 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.43% |
+14.99%
Jul 1982 - Jun 1999 |
+4.61%
Sep 2000 - Aug 2017 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +5.54% |
+12.51%
Jul 1982 - Jun 1999 |
+0.82%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
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 636 |
Euro Inflation Adjusted | +5.58% |
+12.59%
Apr 1982 - Mar 2000 |
+1.00%
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 | +8.39% |
+15.27%
Apr 1980 - Mar 1999 |
+4.95%
Jan 2000 - Dec 2018 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +5.51% |
+12.31%
Apr 1980 - Mar 1999 |
+1.17%
Apr 1961 - Mar 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 | +8.53% |
+15.69%
Apr 1980 - Mar 2000 |
+4.95%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +5.53% |
+12.75%
Apr 1980 - Mar 2000 |
+1.80%
Apr 1960 - Mar 1980 |
0.00%
0 out of 612 |
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To obtain comprehensive information, please consult the Stocks/Bonds 60/40 To EUR Bond Hedged Portfolio: ETF allocation and returns page.