Stocks/Bonds 60/40 To EUR 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 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 137 months (from April 2000 to August 2011).

This means that every rolling period of 138 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 10.57% (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 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% +65.22%
Jun 1982 - May 1983
-28.96%
Apr 2002 - Mar 2003
24.61%
143 out of 581
Euro Inflation Adjusted +7.29% +60.05%
Jul 1982 - Jun 1983
-30.61%
Apr 2002 - Mar 2003
30.98%
180 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 +10.36% +40.45%
Feb 1982 - Jan 1984
-16.86%
Jun 2001 - May 2003
16.17%
92 out of 569
Euro Inflation Adjusted +7.96% +35.89%
Feb 1982 - Jan 1984
-18.44%
Jun 2001 - May 2003
22.67%
129 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 +9.77% +38.42%
Mar 1982 - Feb 1985
-10.64%
Oct 2000 - Sep 2003
12.57%
70 out of 557
Euro Inflation Adjusted +7.34% +34.29%
Mar 1982 - Feb 1985
-12.52%
Oct 2000 - Sep 2003
18.13%
101 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 +10.18% +32.79%
Feb 1981 - Jan 1985
-8.30%
Nov 2000 - Oct 2004
11.01%
60 out of 545
Euro Inflation Adjusted +7.59% +27.84%
Feb 1981 - Jan 1985
-10.31%
Nov 2000 - Oct 2004
16.33%
89 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 +10.30% +33.98%
Mar 1980 - Feb 1985
-4.66%
May 2000 - Apr 2005
7.88%
42 out of 533
Euro Inflation Adjusted +7.43% +28.69%
Mar 1980 - Feb 1985
-6.77%
May 2000 - Apr 2005
15.38%
82 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 +10.53% +29.37%
Mar 1979 - Feb 1985
-4.26%
Apr 2002 - Mar 2008
6.53%
34 out of 521
Euro Inflation Adjusted +8.25% +23.90%
Mar 1979 - Feb 1985
-6.43%
Apr 2002 - Mar 2008
12.67%
66 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 +10.66% +26.45%
Mar 1978 - Feb 1985
-4.57%
Apr 2002 - Mar 2009
6.09%
31 out of 509
Euro Inflation Adjusted +8.28% +21.38%
Mar 1978 - Feb 1985
-6.53%
Jul 2001 - Jun 2008
8.84%
45 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 +10.76% +21.47%
Apr 1978 - Mar 1986
-4.17%
Jun 2001 - May 2009
5.63%
28 out of 497
Euro Inflation Adjusted +8.85% +18.91%
Sep 1992 - Aug 2000
-6.09%
Jun 2001 - May 2009
7.44%
37 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 +10.42% +20.49%
Jan 1975 - Dec 1983
-3.55%
Nov 2000 - Oct 2009
4.95%
24 out of 485
Euro Inflation Adjusted +8.28% +16.32%
Feb 1991 - Jan 2000
-5.50%
Nov 2000 - Oct 2009
8.45%
41 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 +10.08% +20.97%
Feb 1975 - Jan 1985
-1.34%
Nov 2000 - Oct 2010
4.02%
19 out of 473
Euro Inflation Adjusted +7.85% +17.27%
Nov 1990 - Oct 2000
-3.32%
Nov 2000 - Oct 2010
10.15%
48 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 +10.07% +19.00%
Jan 1975 - Dec 1985
-0.97%
Sep 2000 - Aug 2011
0.87%
4 out of 461
Euro Inflation Adjusted +7.81% +14.49%
Jan 1975 - Dec 1985
-2.99%
Sep 2000 - Aug 2011
8.89%
41 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 +9.88% +16.81%
Jan 1975 - Dec 1986
+0.91%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +7.60% +13.82%
Jan 1988 - Dec 1999
-1.23%
Nov 2000 - Oct 2012
4.68%
21 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 +9.99% +16.39%
Dec 1987 - Nov 2000
+1.53%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +7.54% +13.50%
Dec 1987 - Nov 2000
-0.52%
Sep 2000 - Aug 2013
0.92%
4 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 +9.97% +15.81%
Nov 1979 - Oct 1993
+2.46%
May 2000 - Apr 2014
0.00%
0 out of 425
Euro Inflation Adjusted +7.58% +12.35%
Nov 1979 - Oct 1993
+0.42%
May 2000 - Apr 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 +9.43% +15.63%
Dec 1978 - Nov 1993
+3.62%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +7.24% +12.03%
Dec 1978 - Nov 1993
+1.77%
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 +8.92% +14.78%
Apr 1982 - Mar 1998
+3.92%
Nov 2000 - Oct 2016
0.00%
0 out of 401
Euro Inflation Adjusted +6.74% +12.09%
Apr 1982 - Mar 1998
+2.15%
Nov 2000 - Oct 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 +8.69% +15.77%
Aug 1980 - Jul 1997
+3.88%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +6.49% +12.66%
Aug 1980 - Jul 1997
+2.14%
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 +8.35% +16.39%
Apr 1980 - Mar 1998
+4.22%
Apr 2000 - Mar 2018
0.00%
0 out of 377
Euro Inflation Adjusted +6.07% +13.29%
Apr 1980 - Mar 1998
+2.45%
Nov 2000 - Oct 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 +8.23% +16.06%
Apr 1980 - Mar 1999
+4.73%
Nov 2000 - Oct 2019
0.00%
0 out of 365
Euro Inflation Adjusted +6.10% +13.08%
Apr 1980 - Mar 1999
+2.95%
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 +8.22% +16.72%
Apr 1980 - Mar 2000
+4.73%
Nov 2000 - Oct 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.06% +13.76%
Apr 1980 - Mar 2000
+3.09%
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 Portfolio: ETF allocation and returns page.