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

Data Source: from January 1950 to June 2024 (~75 years)
Consolidated Returns as of 30 June 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 (~75 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 June 2024

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The annualized return of the last 10 years has been 6.41% (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.

STOCKS/BONDS 60/40 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1950 - 30 June 2024 (~75 years)
Inflation Adjusted:

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Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.87% +46.20%
Jul 1982 - Jun 1983
-25.91%
Oct 1973 - Sep 1974
18.69%
165 out of 883
Euro Inflation Adjusted +7.75% +42.47%
Jul 1982 - Jun 1983
-30.87%
Oct 1973 - Sep 1974
23.67%
209 out of 883
1 Year Annualized Rolling Returns
Timeframes ending in every month

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1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

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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
10.56%
92 out of 871
Euro Inflation Adjusted +6.40% +25.80%
Sep 1953 - Aug 1955
-19.01%
Oct 1972 - Sep 1974
17.68%
154 out of 871
2 Years Annualized Rolling Returns
Timeframes ending in every month

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2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.92% +22.14%
Sep 1953 - Aug 1956
-6.85%
Mar 2006 - Feb 2009
6.64%
57 out of 859
Euro Inflation Adjusted +6.20% +21.08%
Aug 1984 - Jul 1987
-11.90%
Oct 1971 - Sep 1974
16.65%
143 out of 859
3 Years Annualized Rolling Returns
Timeframes ending in every month

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3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.43% +20.27%
Jul 1982 - Jun 1986
-3.92%
Mar 2005 - Feb 2009
1.89%
16 out of 847
Euro Inflation Adjusted +5.97% +18.08%
Jul 1982 - Jun 1986
-6.40%
Jan 1971 - Dec 1974
12.16%
103 out of 847
4 Years Annualized Rolling Returns
Timeframes ending in every month

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4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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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 835
Euro Inflation Adjusted +6.16% +17.58%
Aug 1950 - Jul 1955
-5.16%
Oct 1969 - Sep 1974
11.38%
95 out of 835
5 Years Annualized Rolling Returns
Timeframes ending in every month

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5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.56% +18.38%
Apr 1950 - Mar 1956
-1.36%
Oct 1968 - Sep 1974
0.61%
5 out of 823
Euro Inflation Adjusted +6.24% +16.44%
Aug 1950 - Jul 1956
-6.22%
Oct 1968 - Sep 1974
8.51%
70 out of 823
6 Years Annualized Rolling Returns
Timeframes ending in every month

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6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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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 811
Euro Inflation Adjusted +6.02% +14.62%
Oct 1990 - Sep 1997
-4.51%
Oct 1967 - Sep 1974
7.52%
61 out of 811
7 Years Annualized Rolling Returns
Timeframes ending in every month

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7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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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 799
Euro Inflation Adjusted +6.01% +14.02%
Jan 1991 - Dec 1998
-2.46%
Apr 1972 - Mar 1980
9.51%
76 out of 799
8 Years Annualized Rolling Returns
Timeframes ending in every month

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8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.41% +16.33%
Nov 1990 - Oct 1999
-0.24%
Mar 2000 - Feb 2009
0.25%
2 out of 787
Euro Inflation Adjusted +6.04% +13.81%
Aug 1950 - Jul 1959
-2.55%
Oct 1965 - Sep 1974
8.39%
66 out of 787
9 Years Annualized Rolling Returns
Timeframes ending in every month

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9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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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 775
Euro Inflation Adjusted +5.81% +12.71%
Jan 1950 - Dec 1959
-2.12%
Jul 1972 - Jun 1982
8.39%
65 out of 775
10 Years Annualized Rolling Returns
Timeframes ending in every month

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10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.44% +14.92%
Jan 1989 - Dec 1999
+1.60%
Mar 1998 - Feb 2009
0.00%
0 out of 763
Euro Inflation Adjusted +5.89% +12.81%
Apr 1950 - Mar 1961
-1.37%
Apr 1971 - Mar 1982
4.85%
37 out of 763
11 Years Annualized Rolling Returns
Timeframes ending in every month

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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.33% +14.54%
Dec 1987 - Nov 1999
+3.23%
Mar 1997 - Feb 2009
0.00%
0 out of 751
Euro Inflation Adjusted +5.86% +12.47%
Jan 1950 - Dec 1961
-0.54%
Apr 1968 - Mar 1980
1.46%
11 out of 751
12 Years Annualized Rolling Returns
Timeframes ending in every month

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12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.14% +14.72%
Aug 1984 - Jul 1997
+3.65%
Oct 1961 - Sep 1974
0.00%
0 out of 739
Euro Inflation Adjusted +5.66% +12.13%
Aug 1984 - Jul 1997
-1.12%
Oct 1968 - Sep 1981
2.30%
17 out of 739
13 Years Annualized Rolling Returns
Timeframes ending in every month

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13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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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 727
Euro Inflation Adjusted +5.68% +12.13%
Jul 1984 - Jun 1998
-1.04%
Jul 1968 - Jun 1982
1.79%
13 out of 727
14 Years Annualized Rolling Returns
Timeframes ending in every month

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14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.91% +14.75%
Aug 1982 - Jul 1997
+4.04%
Aug 1967 - Jul 1982
0.00%
0 out of 715
Euro Inflation Adjusted +5.51% +12.11%
Aug 1982 - Jul 1997
-0.57%
Aug 1967 - Jul 1982
0.98%
7 out of 715
15 Years Annualized Rolling Returns
Timeframes ending in every month

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15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.87% +14.69%
Jul 1982 - Jun 1998
+4.41%
Oct 1965 - Sep 1981
0.00%
0 out of 703
Euro Inflation Adjusted +5.45% +12.13%
Jul 1982 - Jun 1998
+0.03%
Oct 1965 - Sep 1981
0.00%
0 out of 703
16 Years Annualized Rolling Returns
Timeframes ending in every month

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16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.64% +14.48%
Jul 1982 - Jun 1999
+4.49%
Aug 1965 - Jul 1982
0.00%
0 out of 691
Euro Inflation Adjusted +5.25% +12.01%
Jul 1982 - Jun 1999
+0.10%
Aug 1965 - Jul 1982
0.00%
0 out of 691
17 Years Annualized Rolling Returns
Timeframes ending in every month

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17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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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 679
Euro Inflation Adjusted +5.42% +11.52%
Apr 1982 - Mar 2000
+0.21%
Aug 1964 - Jul 1982
0.00%
0 out of 679
18 Years Annualized Rolling Returns
Timeframes ending in every month

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18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.90% +13.32%
Oct 1981 - Sep 2000
+5.09%
Jul 1963 - Jun 1982
0.00%
0 out of 667
Euro Inflation Adjusted +5.48% +10.71%
Oct 1981 - Sep 2000
+0.80%
Jul 1963 - Jun 1982
0.00%
0 out of 667
19 Years Annualized Rolling Returns
Timeframes ending in every month

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19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.04% +13.26%
Apr 1980 - Mar 2000
+5.08%
Apr 2000 - Mar 2020
0.00%
0 out of 655
Euro Inflation Adjusted +5.51% +10.38%
Apr 1980 - Mar 2000
+1.00%
Apr 1962 - Mar 1982
0.00%
0 out of 655
20 Years Annualized Rolling Returns
Timeframes ending in every month

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20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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To obtain comprehensive information, please consult the Stocks/Bonds 60/40 To EUR Hedged Portfolio: ETF allocation and returns page.