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

Data Source: from January 1950 to April 2024 (~74 years)
Consolidated Returns as of 30 April 2024

Holding the Stocks/Bonds 60/40 To EUR Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~74 years), the longest period with a negative return lasted 110 months (from January 2000 to February 2009).

This means that every rolling period of 111 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 6.16% (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 HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1950 - 30 April 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.84% +46.20%
Jul 1982 - Jun 1983
-25.91%
Oct 1973 - Sep 1974
18.73%
165 out of 881
Euro Inflation Adjusted +7.72% +42.47%
Jul 1982 - Jun 1983
-30.87%
Oct 1973 - Sep 1974
23.72%
209 out of 881
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 +8.87% +27.94%
Sep 1953 - Aug 1955
-13.57%
Oct 1972 - Sep 1974
10.59%
92 out of 869
Euro Inflation Adjusted +6.40% +25.80%
Sep 1953 - Aug 1955
-19.01%
Oct 1972 - Sep 1974
17.72%
154 out of 869
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 +8.94% +22.14%
Sep 1953 - Aug 1956
-6.85%
Mar 2006 - Feb 2009
6.65%
57 out of 857
Euro Inflation Adjusted +6.21% +21.08%
Aug 1984 - Jul 1987
-11.90%
Oct 1971 - Sep 1974
16.45%
141 out of 857
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 +8.46% +20.27%
Jul 1982 - Jun 1986
-3.92%
Mar 2005 - Feb 2009
1.89%
16 out of 845
Euro Inflation Adjusted +5.97% +18.08%
Jul 1982 - Jun 1986
-6.40%
Jan 1971 - Dec 1974
12.19%
103 out of 845
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 +8.85% +19.16%
Aug 1950 - Jul 1955
-2.05%
Mar 2004 - Feb 2009
0.36%
3 out of 833
Euro Inflation Adjusted +6.19% +17.58%
Aug 1950 - Jul 1955
-5.16%
Oct 1969 - Sep 1974
11.40%
95 out of 833
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 +8.57% +18.38%
Apr 1950 - Mar 1956
-1.36%
Oct 1968 - Sep 1974
0.61%
5 out of 821
Euro Inflation Adjusted +6.32% +16.44%
Aug 1950 - Jul 1956
-6.22%
Oct 1968 - Sep 1974
8.53%
70 out of 821
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 +8.17% +17.87%
Oct 1990 - Sep 1997
-0.09%
Oct 1967 - Sep 1974
0.12%
1 out of 809
Euro Inflation Adjusted +6.05% +14.62%
Oct 1990 - Sep 1997
-4.51%
Oct 1967 - Sep 1974
7.54%
61 out of 809
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 +8.30% +16.90%
Jan 1991 - Dec 1998
+0.44%
Mar 2001 - Feb 2009
0.00%
0 out of 797
Euro Inflation Adjusted +6.02% +14.02%
Jan 1991 - Dec 1998
-2.46%
Apr 1972 - Mar 1980
9.54%
76 out of 797
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 +8.42% +16.33%
Nov 1990 - Oct 1999
-0.24%
Mar 2000 - Feb 2009
0.25%
2 out of 785
Euro Inflation Adjusted +6.05% +13.81%
Aug 1950 - Jul 1959
-2.55%
Oct 1965 - Sep 1974
8.41%
66 out of 785
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 +8.43% +15.37%
Oct 1990 - Sep 2000
+0.82%
Mar 1999 - Feb 2009
0.00%
0 out of 773
Euro Inflation Adjusted +5.84% +12.71%
Jan 1950 - Dec 1959
-2.12%
Jul 1972 - Jun 1982
8.41%
65 out of 773
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 +8.48% +14.92%
Jan 1989 - Dec 1999
+1.60%
Mar 1998 - Feb 2009
0.00%
0 out of 761
Euro Inflation Adjusted +5.89% +12.81%
Apr 1950 - Mar 1961
-1.37%
Apr 1971 - Mar 1982
4.86%
37 out of 761
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 +8.35% +14.54%
Dec 1987 - Nov 1999
+3.23%
Mar 1997 - Feb 2009
0.00%
0 out of 749
Euro Inflation Adjusted +5.87% +12.47%
Jan 1950 - Dec 1961
-0.54%
Apr 1968 - Mar 1980
1.47%
11 out of 749
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 +8.15% +14.72%
Aug 1984 - Jul 1997
+3.65%
Oct 1961 - Sep 1974
0.00%
0 out of 737
Euro Inflation Adjusted +5.67% +12.13%
Aug 1984 - Jul 1997
-1.12%
Oct 1968 - Sep 1981
2.31%
17 out of 737
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 +8.04% +14.63%
Jul 1984 - Jun 1998
+3.78%
Jul 1968 - Jun 1982
0.00%
0 out of 725
Euro Inflation Adjusted +5.67% +12.13%
Jul 1984 - Jun 1998
-1.04%
Jul 1968 - Jun 1982
1.79%
13 out of 725
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 +7.90% +14.75%
Aug 1982 - Jul 1997
+4.04%
Aug 1967 - Jul 1982
0.00%
0 out of 713
Euro Inflation Adjusted +5.51% +12.11%
Aug 1982 - Jul 1997
-0.57%
Aug 1967 - Jul 1982
0.98%
7 out of 713
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 +7.88% +14.69%
Jul 1982 - Jun 1998
+4.41%
Oct 1965 - Sep 1981
0.00%
0 out of 701
Euro Inflation Adjusted +5.45% +12.13%
Jul 1982 - Jun 1998
+0.03%
Oct 1965 - Sep 1981
0.00%
0 out of 701
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 +7.65% +14.48%
Jul 1982 - Jun 1999
+4.49%
Aug 1965 - Jul 1982
0.00%
0 out of 689
Euro Inflation Adjusted +5.26% +12.01%
Jul 1982 - Jun 1999
+0.10%
Aug 1965 - Jul 1982
0.00%
0 out of 689
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 +7.84% +14.08%
Apr 1982 - Mar 2000
+4.57%
Aug 1964 - Jul 1982
0.00%
0 out of 677
Euro Inflation Adjusted +5.43% +11.52%
Apr 1982 - Mar 2000
+0.21%
Aug 1964 - Jul 1982
0.00%
0 out of 677
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 +7.92% +13.32%
Oct 1981 - Sep 2000
+5.09%
Jul 1963 - Jun 1982
0.00%
0 out of 665
Euro Inflation Adjusted +5.48% +10.71%
Oct 1981 - Sep 2000
+0.80%
Jul 1963 - Jun 1982
0.00%
0 out of 665
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 +8.05% +13.26%
Apr 1980 - Mar 2000
+5.08%
Apr 2000 - Mar 2020
0.00%
0 out of 653
Euro Inflation Adjusted +5.51% +10.38%
Apr 1980 - Mar 2000
+1.00%
Apr 1962 - Mar 1982
0.00%
0 out of 653
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 Hedged Portfolio: ETF allocation and returns page.