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

Data Source: from January 1950 to May 2024 (~74 years)
Consolidated Returns as of 31 May 2024

Holding the Stocks/Bonds 80/20 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 131 months (from April 1998 to February 2009).

This means that every rolling period of 132 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 8.19% (updated at May 31, 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 HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1950 - 31 May 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.77% +53.87%
Jul 1982 - Jun 1983
-34.15%
Oct 1973 - Sep 1974
19.73%
174 out of 882
Euro Inflation Adjusted +9.18% +49.94%
Jul 1982 - Jun 1983
-38.56%
Oct 1973 - Sep 1974
24.26%
214 out of 882
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 +10.12% +35.69%
Oct 1953 - Sep 1955
-19.39%
Mar 2007 - Feb 2009
11.72%
102 out of 870
Euro Inflation Adjusted +7.56% +33.34%
Sep 1953 - Aug 1955
-24.13%
Oct 1972 - Sep 1974
18.16%
158 out of 870
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 +10.19% +28.02%
Sep 1953 - Aug 1956
-11.22%
Apr 2000 - Mar 2003
9.21%
79 out of 858
Euro Inflation Adjusted +7.55% +25.68%
Sep 1953 - Aug 1956
-15.05%
Oct 1971 - Sep 1974
15.85%
136 out of 858
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 +9.87% +23.25%
Feb 1995 - Jan 1999
-6.86%
Mar 2005 - Feb 2009
5.79%
49 out of 846
Euro Inflation Adjusted +7.32% +21.65%
Jul 1951 - Jun 1955
-8.82%
Mar 2005 - Feb 2009
14.54%
123 out of 846
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 +9.98% +23.76%
Aug 1950 - Jul 1955
-4.25%
Mar 2004 - Feb 2009
2.28%
19 out of 834
Euro Inflation Adjusted +7.25% +22.13%
Aug 1950 - Jul 1955
-7.52%
Oct 1969 - Sep 1974
15.47%
129 out of 834
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 +9.92% +22.81%
Apr 1950 - Mar 1956
-3.45%
Oct 1968 - Sep 1974
0.85%
7 out of 822
Euro Inflation Adjusted +7.29% +20.73%
Aug 1950 - Jul 1956
-8.20%
Oct 1968 - Sep 1974
9.12%
75 out of 822
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 +9.48% +20.39%
Jan 1950 - Dec 1956
-1.77%
Oct 1967 - Sep 1974
0.86%
7 out of 810
Euro Inflation Adjusted +6.79% +18.01%
Jan 1950 - Dec 1956
-6.12%
Oct 1967 - Sep 1974
8.64%
70 out of 810
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 +9.53% +19.17%
Jan 1991 - Dec 1998
-1.47%
Mar 2001 - Feb 2009
0.75%
6 out of 798
Euro Inflation Adjusted +6.72% +16.78%
Jul 1951 - Jun 1959
-3.54%
Mar 2001 - Feb 2009
11.15%
89 out of 798
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 +9.37% +19.17%
Jan 1950 - Dec 1958
-2.57%
Mar 2000 - Feb 2009
1.02%
8 out of 786
Euro Inflation Adjusted +6.99% +17.32%
Aug 1950 - Jul 1959
-4.60%
Mar 2000 - Feb 2009
10.18%
80 out of 786
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 +9.35% +18.26%
Jan 1950 - Dec 1959
-0.95%
Mar 1999 - Feb 2009
0.52%
4 out of 774
Euro Inflation Adjusted +6.66% +16.10%
Jan 1950 - Dec 1959
-3.00%
Mar 1999 - Feb 2009
10.72%
83 out of 774
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 +9.43% +17.67%
Apr 1950 - Mar 1961
+0.10%
Mar 1998 - Feb 2009
0.00%
0 out of 762
Euro Inflation Adjusted +6.93% +15.75%
Apr 1950 - Mar 1961
-1.84%
Mar 1998 - Feb 2009
6.30%
48 out of 762
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 +9.38% +17.59%
Jan 1950 - Dec 1961
+2.15%
Mar 1997 - Feb 2009
0.00%
0 out of 750
Euro Inflation Adjusted +6.91% +15.47%
Jan 1950 - Dec 1961
-0.55%
May 1968 - Apr 1980
1.60%
12 out of 750
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 +9.25% +16.10%
Aug 1984 - Jul 1997
+3.27%
Mar 1996 - Feb 2009
0.00%
0 out of 738
Euro Inflation Adjusted +6.69% +13.75%
Sep 1950 - Aug 1963
-1.01%
Oct 1968 - Sep 1981
2.57%
19 out of 738
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 +8.99% +15.97%
Jul 1984 - Jun 1998
+3.65%
Jul 1968 - Jun 1982
0.00%
0 out of 726
Euro Inflation Adjusted +6.68% +13.82%
Aug 1950 - Jul 1964
-1.17%
Aug 1968 - Jul 1982
1.65%
12 out of 726
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 +8.72% +16.19%
Aug 1982 - Jul 1997
+3.88%
Aug 1967 - Jul 1982
0.00%
0 out of 714
Euro Inflation Adjusted +6.41% +13.51%
Aug 1982 - Jul 1997
-0.71%
Aug 1967 - Jul 1982
0.98%
7 out of 714
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 +8.68% +16.09%
Jul 1982 - Jun 1998
+4.59%
Apr 1966 - Mar 1982
0.00%
0 out of 702
Euro Inflation Adjusted +6.25% +13.49%
Jul 1982 - Jun 1998
+0.23%
Apr 1966 - Mar 1982
0.00%
0 out of 702
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 +8.25% +15.99%
Jul 1982 - Jun 1999
+4.55%
Aug 1965 - Jul 1982
0.00%
0 out of 690
Euro Inflation Adjusted +5.71% +13.49%
Jul 1982 - Jun 1999
+0.16%
Aug 1965 - Jul 1982
0.00%
0 out of 690
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 +8.18% +15.58%
Apr 1982 - Mar 2000
+4.66%
Aug 1964 - Jul 1982
0.00%
0 out of 678
Euro Inflation Adjusted +5.81% +12.99%
Apr 1982 - Mar 2000
+0.29%
Aug 1964 - Jul 1982
0.00%
0 out of 678
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 +8.33% +14.48%
Apr 1980 - Mar 1999
+5.13%
Jan 2000 - Dec 2018
0.00%
0 out of 666
Euro Inflation Adjusted +5.88% +11.81%
Oct 1981 - Sep 2000
+1.08%
Aug 1963 - Jul 1982
0.00%
0 out of 666
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 +8.44% +14.58%
Apr 1980 - Mar 2000
+4.98%
Apr 2000 - Mar 2020
0.00%
0 out of 654
Euro Inflation Adjusted +5.97% +11.67%
Apr 1980 - Mar 2000
+1.34%
Apr 1962 - Mar 1982
0.00%
0 out of 654
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 Hedged Portfolio: ETF allocation and returns page.