Consolidated Returns as of 30 June 2024
Holding the Total Bond US 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 (~75 years), the longest period with a negative return lasted 142 months (from January 2012 to October 2023).
This means that every rolling period of 143 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Total Bond US 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
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The annualized return of the last 10 years has been -0.02% (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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.52% |
+28.81%
Oct 1981 - Sep 1982 |
-16.64%
Nov 2021 - Oct 2022 |
19.59%
173 out of 883 |
Euro Inflation Adjusted | +2.23% |
+25.89%
Apr 1985 - Mar 1986 |
-24.64%
Nov 2021 - Oct 2022 |
33.52%
296 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.87% |
+21.58%
Jul 1984 - Jun 1986 |
-9.41%
Nov 2021 - Oct 2023 |
11.37%
99 out of 871 |
Euro Inflation Adjusted | +2.68% |
+20.50%
Sep 1984 - Aug 1986 |
-15.29%
Nov 2020 - Oct 2022 |
26.64%
232 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.65% |
+17.26%
Oct 1990 - Sep 1993 |
-6.66%
Nov 2020 - Oct 2023 |
7.22%
62 out of 859 |
Euro Inflation Adjusted | +2.53% |
+14.23%
Jul 1984 - Jun 1987 |
-11.78%
Nov 2020 - Oct 2023 |
22.00%
189 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.97% |
+15.49%
Jul 1982 - Jun 1986 |
-3.95%
May 2020 - Apr 2024 |
5.31%
45 out of 847 |
Euro Inflation Adjusted | +2.14% |
+13.39%
Jul 1982 - Jun 1986 |
-8.14%
May 2020 - Apr 2024 |
17.83%
151 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.96% |
+16.07%
Sep 1981 - Aug 1986 |
-1.96%
Nov 2017 - Oct 2022 |
4.55%
38 out of 835 |
Euro Inflation Adjusted | +2.40% |
+13.42%
Sep 1981 - Aug 1986 |
-6.04%
Oct 1976 - Sep 1981 |
17.84%
149 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.82% |
+12.72%
Sep 1981 - Aug 1987 |
-1.89%
Nov 2017 - Oct 2023 |
3.28%
27 out of 823 |
Euro Inflation Adjusted | +2.56% |
+10.44%
Sep 1981 - Aug 1987 |
-5.06%
Nov 2017 - Oct 2023 |
19.44%
160 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+11.82%
Oct 1981 - Sep 1988 |
-1.69%
Nov 2016 - Oct 2023 |
2.84%
23 out of 811 |
Euro Inflation Adjusted | +2.55% |
+9.75%
Oct 1981 - Sep 1988 |
-4.61%
Nov 2016 - Oct 2023 |
18.00%
146 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.83% |
+11.70%
Jul 1984 - Jun 1992 |
-1.05%
Nov 2015 - Oct 2023 |
2.75%
22 out of 799 |
Euro Inflation Adjusted | +2.62% |
+9.33%
Jul 1984 - Jun 1992 |
-3.70%
May 2016 - Apr 2024 |
15.89%
127 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.78% |
+12.38%
Jul 1984 - Jun 1993 |
-0.76%
Nov 2014 - Oct 2023 |
1.91%
15 out of 787 |
Euro Inflation Adjusted | +2.53% |
+9.85%
Jul 1984 - Jun 1993 |
-3.47%
Sep 1972 - Aug 1981 |
12.33%
97 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.79% |
+11.45%
Oct 1981 - Sep 1991 |
-0.34%
Nov 2012 - Oct 2022 |
1.29%
10 out of 775 |
Euro Inflation Adjusted | +2.62% |
+8.82%
Jul 1982 - Jun 1992 |
-3.36%
Oct 1971 - Sep 1981 |
13.03%
101 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.76% |
+12.02%
Oct 1981 - Sep 1992 |
-0.45%
Nov 2012 - Oct 2023 |
0.66%
5 out of 763 |
Euro Inflation Adjusted | +2.60% |
+9.29%
Jul 1982 - Jun 1993 |
-2.51%
Apr 1971 - Mar 1982 |
14.81%
113 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+12.32%
Oct 1981 - Sep 1993 |
+0.02%
Nov 2011 - Oct 2023 |
0.00%
0 out of 751 |
Euro Inflation Adjusted | +2.66% |
+9.48%
Oct 1981 - Sep 1993 |
-2.07%
Nov 2011 - Oct 2023 |
15.05%
113 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.85% |
+11.36%
Sep 1981 - Aug 1994 |
+0.45%
Nov 2010 - Oct 2023 |
0.00%
0 out of 739 |
Euro Inflation Adjusted | +2.73% |
+8.50%
Sep 1981 - Aug 1994 |
-2.27%
Sep 1968 - Aug 1981 |
11.37%
84 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.19% |
+11.40%
Oct 1981 - Sep 1995 |
+0.99%
Nov 2009 - Oct 2023 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +2.65% |
+8.57%
Oct 1981 - Sep 1995 |
-1.87%
Oct 1967 - Sep 1981 |
9.49%
69 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.08% |
+10.90%
Oct 1981 - Sep 1996 |
+1.52%
May 2009 - Apr 2024 |
0.00%
0 out of 715 |
Euro Inflation Adjusted | +2.48% |
+8.12%
Oct 1981 - Sep 1996 |
-1.57%
Oct 1966 - Sep 1981 |
8.67%
62 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.03% |
+10.75%
Oct 1981 - Sep 1997 |
+1.79%
May 2008 - Apr 2024 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +2.43% |
+8.04%
Oct 1981 - Sep 1997 |
-1.65%
Oct 1965 - Sep 1981 |
8.82%
62 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.16% |
+10.71%
Oct 1981 - Sep 1998 |
+1.91%
Nov 2006 - Oct 2023 |
0.00%
0 out of 691 |
Euro Inflation Adjusted | +2.46% |
+8.09%
Oct 1981 - Sep 1998 |
-1.60%
Oct 1964 - Sep 1981 |
7.38%
51 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.23% |
+9.94%
Oct 1981 - Sep 1999 |
+1.95%
Nov 2005 - Oct 2023 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +2.45% |
+7.42%
Oct 1981 - Sep 1999 |
-1.45%
Sep 1963 - Aug 1981 |
6.92%
47 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.51% |
+9.64%
Oct 1981 - Sep 2000 |
+1.84%
Nov 2004 - Oct 2023 |
0.00%
0 out of 667 |
Euro Inflation Adjusted | +2.53% |
+7.11%
Oct 1981 - Sep 2000 |
-1.33%
Oct 1962 - Sep 1981 |
8.25%
55 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.57% |
+9.77%
Oct 1981 - Sep 2001 |
+2.03%
Nov 2003 - Oct 2023 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +2.65% |
+7.25%
Oct 1981 - Sep 2001 |
-1.12%
Oct 1961 - Sep 1981 |
5.80%
38 out of 655 |
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To obtain comprehensive information, please consult the Total Bond US To EUR Hedged Portfolio: ETF allocation and returns page.