Consolidated Returns as of 30 June 2024
Holding the Total Bond US 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 121 months (from April 2001 to April 2011).
This means that every rolling period of 122 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Total Bond US 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
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The annualized return of the last 10 years has been 3.60% (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 | +4.04% |
+56.91%
Nov 1981 - Oct 1982 |
-17.74%
Aug 1972 - Jul 1973 |
32.50%
273 out of 840 |
Euro Inflation Adjusted | +1.25% |
+49.68%
Nov 1981 - Oct 1982 |
-23.35%
Aug 1972 - Jul 1973 |
45.60%
383 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.13% |
+46.01%
Nov 1980 - Oct 1982 |
-11.89%
Feb 2002 - Jan 2004 |
24.28%
201 out of 828 |
Euro Inflation Adjusted | +1.52% |
+37.57%
Nov 1980 - Oct 1982 |
-13.97%
Aug 1971 - Jul 1973 |
38.65%
320 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.36% |
+35.86%
Mar 1980 - Feb 1983 |
-8.81%
Mar 2002 - Feb 2005 |
16.05%
131 out of 816 |
Euro Inflation Adjusted | +2.12% |
+30.94%
Feb 1982 - Jan 1985 |
-10.61%
Mar 2002 - Feb 2005 |
32.97%
269 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.54% |
+34.29%
Dec 1980 - Nov 1984 |
-4.54%
Apr 2001 - Mar 2005 |
10.45%
84 out of 804 |
Euro Inflation Adjusted | +1.94% |
+28.96%
Dec 1980 - Nov 1984 |
-8.00%
Apr 1971 - Mar 1975 |
27.36%
220 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.56% |
+33.31%
Mar 1980 - Feb 1985 |
-3.92%
Feb 2002 - Jan 2007 |
6.69%
53 out of 792 |
Euro Inflation Adjusted | +2.10% |
+28.05%
Mar 1980 - Feb 1985 |
-6.48%
Aug 1968 - Jul 1973 |
24.49%
194 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.56% |
+24.61%
Mar 1979 - Feb 1985 |
-4.62%
Apr 2002 - Mar 2008 |
4.23%
33 out of 780 |
Euro Inflation Adjusted | +2.25% |
+20.26%
Apr 1980 - Mar 1986 |
-6.79%
Apr 2002 - Mar 2008 |
23.08%
180 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.63% |
+21.53%
Oct 1978 - Sep 1985 |
-3.91%
Jul 2001 - Jun 2008 |
3.78%
29 out of 768 |
Euro Inflation Adjusted | +2.49% |
+16.74%
Oct 1978 - Sep 1985 |
-6.13%
Jul 2001 - Jun 2008 |
21.61%
166 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.70% |
+18.04%
Oct 1978 - Sep 1986 |
-1.43%
Nov 2001 - Oct 2009 |
2.65%
20 out of 756 |
Euro Inflation Adjusted | +2.60% |
+14.00%
Oct 1978 - Sep 1986 |
-3.54%
Mar 1972 - Feb 1980 |
22.09%
167 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.57% |
+16.32%
Sep 1980 - Aug 1989 |
-0.48%
May 2002 - Apr 2011 |
0.81%
6 out of 744 |
Euro Inflation Adjusted | +2.22% |
+13.44%
Sep 1980 - Aug 1989 |
-4.12%
Mar 1971 - Feb 1980 |
20.16%
150 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.89% |
+16.87%
Jun 1975 - May 1985 |
-0.14%
Jul 2001 - Jun 2011 |
0.27%
2 out of 732 |
Euro Inflation Adjusted | +2.60% |
+12.39%
Jun 1975 - May 1985 |
-3.16%
Mar 1970 - Feb 1980 |
15.30%
112 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.11% |
+15.65%
Jun 1974 - May 1985 |
+0.86%
Feb 2002 - Jan 2013 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +2.99% |
+11.02%
Jun 1974 - May 1985 |
-2.60%
Mar 1969 - Feb 1980 |
16.25%
117 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.16% |
+14.95%
Jul 1973 - Jun 1985 |
+0.68%
Mar 2002 - Feb 2014 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +3.04% |
+10.88%
Mar 1980 - Feb 1992 |
-2.61%
Mar 1968 - Feb 1980 |
14.83%
105 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.12% |
+14.48%
Mar 1980 - Feb 1993 |
+1.11%
Jul 2001 - Jun 2014 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +3.08% |
+11.18%
Mar 1980 - Feb 1993 |
-2.10%
Mar 1967 - Feb 1980 |
14.37%
100 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.27% |
+14.11%
Mar 1980 - Feb 1994 |
+1.95%
Aug 1959 - Jul 1973 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +3.22% |
+10.81%
Mar 1980 - Feb 1994 |
-1.61%
Mar 1966 - Feb 1980 |
11.55%
79 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.30% |
+12.97%
Oct 1978 - Sep 1993 |
+1.73%
Aug 1958 - Jul 1973 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +3.19% |
+9.45%
Oct 1978 - Sep 1993 |
-1.87%
Mar 1965 - Feb 1980 |
12.20%
82 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.65% |
+12.46%
Mar 1980 - Feb 1996 |
+1.67%
Feb 2002 - Jan 2018 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +3.34% |
+9.27%
Mar 1980 - Feb 1996 |
-1.61%
Mar 1964 - Feb 1980 |
10.61%
70 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.99% |
+12.61%
Mar 1980 - Feb 1997 |
+2.09%
Apr 2001 - Mar 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +3.44% |
+9.49%
Mar 1980 - Feb 1997 |
-1.52%
Mar 1963 - Feb 1980 |
9.41%
61 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.00% |
+12.81%
Mar 1980 - Feb 1998 |
+2.26%
Aug 1955 - Jul 1973 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +3.59% |
+9.79%
Mar 1980 - Feb 1998 |
-1.39%
Mar 1962 - Feb 1980 |
8.49%
54 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.04% |
+12.38%
Mar 1980 - Feb 1999 |
+2.00%
Aug 1954 - Jul 1973 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +3.59% |
+9.48%
Mar 1980 - Feb 1999 |
-1.49%
Mar 1961 - Feb 1980 |
8.81%
55 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.16% |
+12.87%
Nov 1980 - Oct 2000 |
+2.30%
Jun 2001 - May 2021 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +3.68% |
+10.03%
Nov 1980 - Oct 2000 |
-0.98%
Mar 1960 - Feb 1980 |
9.15%
56 out of 612 |
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To obtain comprehensive information, please consult the Total Bond US To EUR Portfolio: ETF allocation and returns page.