Consolidated Returns as of 30 June 2024
Holding the Stocks/Bonds 80/20 To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~71 years), the longest period with a negative return lasted 142 months (from January 2000 to October 2011).
This means that every rolling period of 143 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Stocks/Bonds 80/20 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 12.99% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.09% |
+74.70%
Aug 1982 - Jul 1983 |
-34.22%
Apr 2002 - Mar 2003 |
24.40%
205 out of 840 |
Euro Inflation Adjusted | +8.32% |
+69.84%
Aug 1982 - Jul 1983 |
-35.74%
Apr 2002 - Mar 2003 |
29.76%
250 out of 840 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.28% |
+41.28%
Feb 1982 - Jan 1984 |
-23.28%
Jan 1973 - Dec 1974 |
15.34%
127 out of 828 |
Euro Inflation Adjusted | +7.93% |
+37.81%
Sep 1998 - Aug 2000 |
-28.18%
Jan 1973 - Dec 1974 |
21.62%
179 out of 828 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.18% |
+39.75%
Mar 1982 - Feb 1985 |
-15.09%
Apr 2000 - Mar 2003 |
13.48%
110 out of 816 |
Euro Inflation Adjusted | +7.25% |
+35.58%
Mar 1982 - Feb 1985 |
-18.28%
Jan 1972 - Dec 1974 |
19.24%
157 out of 816 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.02% |
+33.61%
Nov 1979 - Oct 1983 |
-10.30%
Nov 2000 - Oct 2004 |
11.94%
96 out of 804 |
Euro Inflation Adjusted | +7.19% |
+29.95%
Sep 1996 - Aug 2000 |
-13.51%
Jan 1971 - Dec 1974 |
19.40%
156 out of 804 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.41% |
+33.96%
Mar 1980 - Feb 1985 |
-6.49%
May 2000 - Apr 2005 |
9.60%
76 out of 792 |
Euro Inflation Adjusted | +7.55% |
+28.67%
Mar 1980 - Feb 1985 |
-11.06%
Oct 1969 - Sep 1974 |
20.33%
161 out of 792 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.04% |
+30.70%
Mar 1979 - Feb 1985 |
-5.73%
Oct 1968 - Sep 1974 |
7.82%
61 out of 780 |
Euro Inflation Adjusted | +7.26% |
+25.18%
Mar 1979 - Feb 1985 |
-10.38%
Jan 1969 - Dec 1974 |
18.72%
146 out of 780 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.02% |
+28.08%
Mar 1978 - Feb 1985 |
-6.17%
Apr 2002 - Mar 2009 |
6.77%
52 out of 768 |
Euro Inflation Adjusted | +7.23% |
+22.95%
Mar 1978 - Feb 1985 |
-8.08%
Apr 2002 - Mar 2009 |
16.02%
123 out of 768 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.82% |
+24.08%
Sep 1992 - Aug 2000 |
-5.51%
Jun 2001 - May 2009 |
4.23%
32 out of 756 |
Euro Inflation Adjusted | +7.27% |
+21.54%
Sep 1992 - Aug 2000 |
-7.51%
Nov 2000 - Oct 2008 |
16.80%
127 out of 756 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.00% |
+22.37%
Jan 1975 - Dec 1983 |
-5.59%
Apr 2000 - Mar 2009 |
4.84%
36 out of 744 |
Euro Inflation Adjusted | +7.48% |
+18.84%
Jan 1991 - Dec 1999 |
-7.57%
Apr 2000 - Mar 2009 |
16.40%
122 out of 744 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.84% |
+22.35%
Nov 1990 - Oct 2000 |
-2.65%
Sep 2000 - Aug 2010 |
4.10%
30 out of 732 |
Euro Inflation Adjusted | +7.68% |
+19.49%
Nov 1990 - Oct 2000 |
-4.58%
Sep 2000 - Aug 2010 |
14.89%
109 out of 732 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.82% |
+20.40%
Jan 1975 - Dec 1985 |
-2.18%
Sep 2000 - Aug 2011 |
2.22%
16 out of 720 |
Euro Inflation Adjusted | +7.44% |
+15.84%
Jan 1975 - Dec 1985 |
-4.17%
Sep 2000 - Aug 2011 |
13.89%
100 out of 720 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.00% |
+18.78%
Jan 1988 - Dec 1999 |
+0.10%
Nov 2000 - Oct 2012 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +7.56% |
+15.80%
Jan 1988 - Dec 1999 |
-2.02%
Nov 2000 - Oct 2012 |
10.73%
76 out of 708 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.89% |
+18.28%
Oct 1974 - Sep 1987 |
+0.95%
Sep 2000 - Aug 2013 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +7.50% |
+15.01%
Dec 1987 - Nov 2000 |
-1.84%
Jan 1962 - Dec 1974 |
5.03%
35 out of 696 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.71% |
+16.43%
Nov 1979 - Oct 1993 |
+2.11%
May 2000 - Apr 2014 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +7.34% |
+12.95%
Nov 1979 - Oct 1993 |
-0.62%
Jan 1961 - Dec 1974 |
2.05%
14 out of 684 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.76% |
+17.04%
Oct 1974 - Sep 1989 |
+3.10%
Jan 1960 - Dec 1974 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +7.06% |
+13.35%
Oct 1974 - Sep 1989 |
-0.40%
Jan 1960 - Dec 1974 |
0.30%
2 out of 672 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.56% |
+16.13%
Apr 1982 - Mar 1998 |
+3.50%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +6.73% |
+13.41%
Apr 1982 - Mar 1998 |
+0.11%
Jan 1959 - Dec 1974 |
0.00%
0 out of 660 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.50% |
+16.80%
Aug 1980 - Jul 1997 |
+3.85%
Sep 2000 - Aug 2017 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +6.46% |
+13.78%
Jul 1982 - Jun 1999 |
+0.39%
Dec 1961 - Nov 1978 |
0.00%
0 out of 648 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.19% |
+17.58%
Apr 1980 - Mar 1998 |
+4.25%
Apr 2000 - Mar 2018 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +6.16% |
+14.45%
Apr 1980 - Mar 1998 |
+1.13%
Nov 1961 - Oct 1979 |
0.00%
0 out of 636 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+17.26%
Apr 1980 - Mar 1999 |
+4.73%
Jan 2000 - Dec 2018 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +6.14% |
+14.27%
Jul 1980 - Jun 1999 |
+1.37%
Apr 1961 - Mar 1980 |
0.00%
0 out of 624 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.16% |
+18.08%
Apr 1980 - Mar 2000 |
+4.71%
Apr 2000 - Mar 2020 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +6.16% |
+15.08%
Apr 1980 - Mar 2000 |
+1.79%
Jan 1959 - Dec 1978 |
0.00%
0 out of 612 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Stocks/Bonds 80/20 To EUR Portfolio: ETF allocation and returns page.