Stocks/Bonds 80/20 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 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 (~49 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

STOCKS/BONDS 80/20 TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 12.81% (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 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.57% +74.70%
Aug 1982 - Jul 1983
-34.22%
Apr 2002 - Mar 2003
23.75%
138 out of 581
Euro Inflation Adjusted +9.66% +69.84%
Aug 1982 - Jul 1983
-35.74%
Apr 2002 - Mar 2003
28.92%
168 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.21% +41.28%
Feb 1982 - Jan 1984
-21.31%
Oct 2000 - Sep 2002
15.64%
89 out of 569
Euro Inflation Adjusted +8.84% +37.81%
Sep 1998 - Aug 2000
-22.97%
Oct 2000 - Sep 2002
21.27%
121 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.26% +39.75%
Mar 1982 - Feb 1985
-15.09%
Apr 2000 - Mar 2003
14.18%
79 out of 557
Euro Inflation Adjusted +8.62% +35.58%
Mar 1982 - Feb 1985
-17.05%
Apr 2000 - Mar 2003
17.59%
98 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.37% +33.61%
Nov 1979 - Oct 1983
-10.30%
Nov 2000 - Oct 2004
12.84%
70 out of 545
Euro Inflation Adjusted +8.84% +29.95%
Sep 1996 - Aug 2000
-12.26%
Nov 2000 - Oct 2004
17.43%
95 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.88% +33.96%
Mar 1980 - Feb 1985
-6.49%
May 2000 - Apr 2005
9.94%
53 out of 533
Euro Inflation Adjusted +8.89% +28.67%
Mar 1980 - Feb 1985
-8.55%
May 2000 - Apr 2005
17.26%
92 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.86% +30.70%
Mar 1979 - Feb 1985
-4.50%
Sep 2000 - Aug 2006
8.06%
42 out of 521
Euro Inflation Adjusted +9.18% +25.18%
Mar 1979 - Feb 1985
-6.58%
Sep 2000 - Aug 2006
14.97%
78 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.71% +28.08%
Mar 1978 - Feb 1985
-6.17%
Apr 2002 - Mar 2009
7.27%
37 out of 509
Euro Inflation Adjusted +8.97% +22.95%
Mar 1978 - Feb 1985
-8.08%
Apr 2002 - Mar 2009
9.23%
47 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +12.09% +24.08%
Sep 1992 - Aug 2000
-5.51%
Jun 2001 - May 2009
6.04%
30 out of 497
Euro Inflation Adjusted +9.79% +21.54%
Sep 1992 - Aug 2000
-7.51%
Nov 2000 - Oct 2008
8.05%
40 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.27% +22.37%
Jan 1975 - Dec 1983
-5.59%
Apr 2000 - Mar 2009
6.60%
32 out of 485
Euro Inflation Adjusted +9.12% +18.84%
Jan 1991 - Dec 1999
-7.57%
Apr 2000 - Mar 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.43% +22.35%
Nov 1990 - Oct 2000
-2.65%
Sep 2000 - Aug 2010
6.34%
30 out of 473
Euro Inflation Adjusted +8.89% +19.49%
Nov 1990 - Oct 2000
-4.58%
Sep 2000 - Aug 2010
10.36%
49 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +11.26% +20.40%
Jan 1975 - Dec 1985
-2.18%
Sep 2000 - Aug 2011
3.47%
16 out of 461
Euro Inflation Adjusted +8.76% +15.84%
Jan 1975 - Dec 1985
-4.17%
Sep 2000 - Aug 2011
10.20%
47 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.55% +18.78%
Jan 1988 - Dec 1999
+0.10%
Nov 2000 - Oct 2012
0.00%
0 out of 449
Euro Inflation Adjusted +8.41% +15.80%
Jan 1988 - Dec 1999
-2.02%
Nov 2000 - Oct 2012
7.13%
32 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.67% +17.94%
Dec 1987 - Nov 2000
+0.95%
Sep 2000 - Aug 2013
0.00%
0 out of 437
Euro Inflation Adjusted +8.31% +15.01%
Dec 1987 - Nov 2000
-1.08%
Sep 2000 - Aug 2013
2.75%
12 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.79% +16.43%
Nov 1979 - Oct 1993
+2.11%
May 2000 - Apr 2014
0.00%
0 out of 425
Euro Inflation Adjusted +8.24% +12.95%
Nov 1979 - Oct 1993
+0.08%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.30% +16.42%
Dec 1978 - Nov 1993
+3.31%
Sep 2000 - Aug 2015
0.00%
0 out of 413
Euro Inflation Adjusted +8.05% +13.32%
Aug 1982 - Jul 1997
+1.47%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.71% +16.13%
Apr 1982 - Mar 1998
+3.74%
Sep 2000 - Aug 2016
0.00%
0 out of 401
Euro Inflation Adjusted +7.57% +13.41%
Apr 1982 - Mar 1998
+1.96%
May 2000 - Apr 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.56% +16.80%
Aug 1980 - Jul 1997
+3.85%
Sep 2000 - Aug 2017
0.00%
0 out of 389
Euro Inflation Adjusted +7.27% +13.78%
Jul 1982 - Jun 1999
+2.11%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.17% +17.58%
Apr 1980 - Mar 1998
+4.25%
Apr 2000 - Mar 2018
0.00%
0 out of 377
Euro Inflation Adjusted +6.80% +14.45%
Apr 1980 - Mar 1998
+2.49%
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.96% +17.26%
Apr 1980 - Mar 1999
+4.73%
Jan 2000 - Dec 2018
0.00%
0 out of 365
Euro Inflation Adjusted +6.80% +14.27%
Jul 1980 - Jun 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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.95% +18.08%
Apr 1980 - Mar 2000
+4.71%
Apr 2000 - Mar 2020
0.00%
0 out of 353
Euro Inflation Adjusted +6.73% +15.08%
Apr 1980 - Mar 2000
+3.01%
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 Portfolio: ETF allocation and returns page.