Technology To EUR Hedged Portfolio: Rolling Returns

Data Source: from January 1971 to May 2024 (~53 years)
Consolidated Returns as of 31 May 2024

Holding the Technology 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 (~53 years), the longest period with a negative return lasted 175 months (from March 2000 to September 2014).

This means that every rolling period of 176 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Technology 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

TECHNOLOGY 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 15.90% (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.

TECHNOLOGY 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 1971 - 31 May 2024 (~53 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +15.45% +119.13%
Mar 1999 - Feb 2000
-67.51%
Oct 2000 - Sep 2001
21.90%
138 out of 630
Euro Inflation Adjusted +12.21% +114.98%
Mar 1999 - Feb 2000
-68.20%
Oct 2000 - Sep 2001
24.60%
155 out of 630
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 +13.11% +90.05%
Jan 1998 - Dec 1999
-51.83%
Sep 2000 - Aug 2002
19.90%
123 out of 618
Euro Inflation Adjusted +10.12% +87.72%
Jan 1998 - Dec 1999
-52.89%
Sep 2000 - Aug 2002
24.11%
149 out of 618
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 +13.03% +74.31%
Apr 1997 - Mar 2000
-38.66%
Apr 2000 - Mar 2003
16.01%
97 out of 606
Euro Inflation Adjusted +10.48% +72.01%
Apr 1997 - Mar 2000
-40.08%
Apr 2000 - Mar 2003
20.13%
122 out of 606
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 +13.27% +61.82%
Apr 1996 - Mar 2000
-24.19%
Apr 2000 - Mar 2004
14.48%
86 out of 594
Euro Inflation Adjusted +10.54% +59.60%
Apr 1996 - Mar 2000
-25.82%
Apr 2000 - Mar 2004
19.19%
114 out of 594
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 +12.46% +56.55%
Mar 1995 - Feb 2000
-19.40%
Apr 2000 - Mar 2005
14.43%
84 out of 582
Euro Inflation Adjusted +9.33% +54.05%
Mar 1995 - Feb 2000
-21.13%
Apr 2000 - Mar 2005
17.18%
100 out of 582
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 +12.36% +49.03%
Apr 1994 - Mar 2000
-14.75%
Sep 2000 - Aug 2006
9.65%
55 out of 570
Euro Inflation Adjusted +9.04% +46.43%
Apr 1994 - Mar 2000
-16.60%
Sep 2000 - Aug 2006
13.51%
77 out of 570
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 +11.97% +42.92%
Mar 1993 - Feb 2000
-12.55%
Apr 2000 - Mar 2007
9.14%
51 out of 558
Euro Inflation Adjusted +8.94% +40.17%
Mar 1993 - Feb 2000
-14.39%
Apr 2000 - Mar 2007
13.62%
76 out of 558
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 +11.83% +39.39%
Apr 1992 - Mar 2000
-11.06%
Apr 2000 - Mar 2008
6.41%
35 out of 546
Euro Inflation Adjusted +8.93% +36.48%
Apr 1992 - Mar 2000
-13.09%
Apr 2000 - Mar 2008
12.82%
70 out of 546
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 +11.87% +39.60%
Jan 1991 - Dec 1999
-14.00%
Mar 2000 - Feb 2009
5.06%
27 out of 534
Euro Inflation Adjusted +9.46% +36.27%
Jan 1991 - Dec 1999
-15.79%
Mar 2000 - Feb 2009
12.17%
65 out of 534
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 +11.89% +36.73%
Sep 1990 - Aug 2000
-8.25%
Mar 2000 - Feb 2010
5.75%
30 out of 522
Euro Inflation Adjusted +9.49% +33.41%
Sep 1990 - Aug 2000
-10.04%
Mar 2000 - Feb 2010
10.54%
55 out of 522
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 +11.90% +34.20%
Apr 1989 - Mar 2000
-5.47%
Apr 2000 - Mar 2011
5.29%
27 out of 510
Euro Inflation Adjusted +9.60% +30.83%
Apr 1989 - Mar 2000
-7.44%
Apr 2000 - Mar 2011
13.73%
70 out of 510
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 +12.27% +31.37%
Apr 1988 - Mar 2000
-3.81%
Mar 2000 - Feb 2012
3.01%
15 out of 498
Euro Inflation Adjusted +9.91% +28.07%
Apr 1988 - Mar 2000
-5.78%
Mar 2000 - Feb 2012
8.84%
44 out of 498
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 +12.29% +28.68%
Jan 1987 - Dec 1999
-3.10%
Mar 2000 - Feb 2013
2.26%
11 out of 486
Euro Inflation Adjusted +9.89% +25.60%
Jan 1987 - Dec 1999
-5.08%
Apr 2000 - Mar 2013
9.26%
45 out of 486
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 +12.19% +27.74%
Mar 1986 - Feb 2000
-1.05%
Apr 2000 - Mar 2014
0.63%
3 out of 474
Euro Inflation Adjusted +9.89% +24.97%
Mar 1986 - Feb 2000
-3.01%
Apr 2000 - Mar 2014
4.85%
23 out of 474
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 +12.31% +27.73%
Apr 1985 - Mar 2000
+0.31%
Apr 2000 - Mar 2015
0.00%
0 out of 462
Euro Inflation Adjusted +9.66% +25.09%
Apr 1985 - Mar 2000
-1.55%
Apr 2000 - Mar 2015
1.95%
9 out of 462
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 +12.37% +26.31%
Apr 1984 - Mar 2000
+0.26%
Mar 2000 - Feb 2016
0.00%
0 out of 450
Euro Inflation Adjusted +9.63% +23.66%
Apr 1984 - Mar 2000
-1.41%
Mar 2000 - Feb 2016
1.56%
7 out of 450
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 +12.52% +23.81%
Mar 1983 - Feb 2000
+1.65%
Apr 2000 - Mar 2017
0.00%
0 out of 438
Euro Inflation Adjusted +9.56% +21.18%
Mar 1983 - Feb 2000
-0.09%
Apr 2000 - Mar 2017
0.46%
2 out of 438
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 +12.43% +25.01%
Apr 1982 - Mar 2000
+2.60%
Apr 2000 - Mar 2018
0.00%
0 out of 426
Euro Inflation Adjusted +9.55% +22.21%
Apr 1982 - Mar 2000
+0.32%
Nov 1972 - Oct 1990
0.00%
0 out of 426
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 +12.04% +22.18%
Mar 1981 - Feb 2000
+2.91%
Apr 2000 - Mar 2019
0.00%
0 out of 414
Euro Inflation Adjusted +9.50% +19.30%
Sep 1981 - Aug 2000
+1.07%
Oct 1971 - Sep 1990
0.00%
0 out of 414
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 +12.22% +23.38%
Apr 1980 - Mar 2000
+3.13%
Apr 2000 - Mar 2020
0.00%
0 out of 402
Euro Inflation Adjusted +9.67% +20.25%
Apr 1980 - Mar 2000
+1.45%
Apr 2000 - Mar 2020
0.00%
0 out of 402
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 Technology To EUR Hedged Portfolio: ETF allocation and returns page.