Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024

Holding the Stocks/Bonds 80/20 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 (~49 years), the longest period with a negative return lasted 141 months (from January 2000 to September 2011).

This means that every rolling period of 142 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Stocks/Bonds 80/20 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 80/20 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 12.05% (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 80/20 TO EUR BOND HEDGED 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 +11.63% +70.94%
Aug 1982 - Jul 1983
-30.11%
Apr 2002 - Mar 2003
21.34%
124 out of 581
Euro Inflation Adjusted +9.29% +66.19%
Aug 1982 - Jul 1983
-31.73%
Apr 2002 - Mar 2003
27.71%
161 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 +10.92% +37.14%
Aug 1995 - Jul 1997
-20.21%
Oct 2000 - Sep 2002
13.53%
77 out of 569
Euro Inflation Adjusted +8.63% +34.62%
Aug 1995 - Jul 1997
-21.89%
Oct 2000 - Sep 2002
18.28%
104 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 +11.25% +35.09%
Mar 1982 - Feb 1985
-14.09%
Apr 2000 - Mar 2003
13.29%
74 out of 557
Euro Inflation Adjusted +8.76% +31.49%
Apr 1995 - Mar 1998
-16.07%
Apr 2000 - Mar 2003
16.16%
90 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 +11.19% +29.58%
Sep 1996 - Aug 2000
-8.42%
Sep 2000 - Aug 2004
10.28%
56 out of 545
Euro Inflation Adjusted +8.78% +27.66%
Sep 1996 - Aug 2000
-10.40%
Sep 2000 - Aug 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 +11.34% +29.12%
Mar 1980 - Feb 1985
-5.09%
May 2000 - Apr 2005
7.69%
41 out of 533
Euro Inflation Adjusted +8.77% +26.52%
Apr 1995 - Mar 2000
-7.19%
May 2000 - Apr 2005
14.82%
79 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 +11.43% +26.79%
Mar 1979 - Feb 1985
-3.28%
Sep 2000 - Aug 2006
3.84%
20 out of 521
Euro Inflation Adjusted +9.12% +22.64%
Nov 1994 - Oct 2000
-5.38%
Sep 2000 - Aug 2006
12.28%
64 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 +11.74% +24.66%
Mar 1978 - Feb 1985
-5.06%
Mar 2002 - Feb 2009
5.70%
29 out of 509
Euro Inflation Adjusted +8.74% +19.66%
Mar 1978 - Feb 1985
-7.01%
Mar 2002 - Feb 2009
8.64%
44 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 +11.58% +22.79%
Sep 1992 - Aug 2000
-4.43%
Mar 2001 - Feb 2009
5.63%
28 out of 497
Euro Inflation Adjusted +9.54% +20.28%
Sep 1992 - Aug 2000
-6.60%
Nov 2000 - Oct 2008
7.04%
35 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 +11.20% +21.33%
Jan 1991 - Dec 1999
-4.92%
Apr 2000 - Mar 2009
4.54%
22 out of 485
Euro Inflation Adjusted +8.92% +18.44%
Jan 1991 - Dec 1999
-6.91%
Apr 2000 - Mar 2009
8.25%
40 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 +11.25% +21.49%
Nov 1990 - Oct 2000
-1.95%
Sep 2000 - Aug 2010
4.86%
23 out of 473
Euro Inflation Adjusted +8.92% +18.65%
Nov 1990 - Oct 2000
-3.90%
Sep 2000 - Aug 2010
9.30%
44 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 +11.18% +18.88%
Jan 1975 - Dec 1985
-1.28%
Sep 2000 - Aug 2011
1.74%
8 out of 461
Euro Inflation Adjusted +8.91% +14.87%
Jan 1989 - Dec 1999
-3.28%
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 +10.87% +18.53%
Jan 1988 - Dec 1999
+0.86%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +8.63% +15.56%
Jan 1988 - Dec 1999
-1.28%
Nov 2000 - Oct 2012
5.12%
23 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 +11.05% +17.48%
Nov 1987 - Oct 2000
+1.60%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +8.71% +14.58%
Nov 1987 - Oct 2000
-0.45%
Sep 2000 - Aug 2013
1.37%
6 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 +10.85% +15.93%
Nov 1979 - Oct 1993
+2.71%
Apr 2000 - Mar 2014
0.00%
0 out of 425
Euro Inflation Adjusted +8.33% +12.74%
Oct 1986 - Sep 2000
+0.67%
Apr 2000 - Mar 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 +10.30% +16.27%
Aug 1982 - Jul 1997
+3.66%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +8.00% +13.60%
Aug 1982 - Jul 1997
+1.81%
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 +9.74% +16.29%
Apr 1982 - Mar 1998
+4.06%
Sep 2000 - Aug 2016
0.00%
0 out of 401
Euro Inflation Adjusted +7.60% +13.56%
Apr 1982 - Mar 1998
+2.26%
Apr 2000 - Mar 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 +9.50% +16.45%
Jul 1982 - Jun 1999
+4.22%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +7.39% +13.94%
Jul 1982 - Jun 1999
+2.48%
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 +9.39% +17.22%
Apr 1980 - Mar 1998
+4.54%
Apr 2000 - Mar 2018
0.00%
0 out of 377
Euro Inflation Adjusted +6.96% +14.20%
Apr 1982 - Mar 2000
+2.76%
Apr 2000 - Mar 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 +9.17% +16.90%
Apr 1980 - Mar 1999
+4.84%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +6.93% +13.90%
Apr 1980 - Mar 1999
+3.06%
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 +9.10% +17.61%
Apr 1980 - Mar 2000
+4.80%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.88% +14.62%
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 80/20 To EUR Bond Hedged Portfolio: ETF allocation and returns page.