Total Bond Developed World To EUR Hedged Portfolio: Rolling Returns

Data Source: from August 1974 to May 2024 (~50 years)
Consolidated Returns as of 31 May 2024

Holding the Total Bond Developed World 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 (~50 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 Developed World 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

TOTAL BOND DEVELOPED WORLD 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 -0.36% (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.

TOTAL BOND DEVELOPED WORLD 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 August 1974 - 31 May 2024 (~50 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.01% +36.88%
Nov 1981 - Oct 1982
-15.11%
Jan 2022 - Dec 2022
22.15%
130 out of 587
Euro Inflation Adjusted +3.42% +30.57%
Nov 1981 - Oct 1982
-22.89%
Nov 2021 - Oct 2022
30.66%
180 out of 587
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 +4.51% +23.77%
Jan 1981 - Dec 1982
-9.35%
Jan 2021 - Dec 2022
11.83%
68 out of 575
Euro Inflation Adjusted +2.71% +17.43%
Nov 1981 - Oct 1983
-15.32%
Jan 2021 - Dec 2022
24.17%
139 out of 575
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 +4.91% +21.75%
Oct 1974 - Sep 1977
-7.12%
Nov 2020 - Oct 2023
7.82%
44 out of 563
Euro Inflation Adjusted +2.46% +16.46%
Oct 1974 - Sep 1977
-12.21%
Nov 2020 - Oct 2023
18.12%
102 out of 563
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 +5.53% +19.01%
Aug 1974 - Jul 1978
-4.74%
Oct 2019 - Sep 2023
5.81%
32 out of 551
Euro Inflation Adjusted +3.18% +14.29%
Aug 1974 - Jul 1978
-8.81%
May 2020 - Apr 2024
17.79%
98 out of 551
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 +5.66% +15.42%
Mar 1980 - Feb 1985
-2.56%
Jun 2019 - May 2024
4.82%
26 out of 539
Euro Inflation Adjusted +3.40% +11.36%
Apr 1981 - Mar 1986
-6.02%
Jun 2019 - May 2024
16.70%
90 out of 539
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 +5.48% +15.37%
Apr 1980 - Mar 1986
-2.33%
Nov 2017 - Oct 2023
5.12%
27 out of 527
Euro Inflation Adjusted +3.10% +11.55%
Apr 1980 - Mar 1986
-5.49%
Nov 2017 - Oct 2023
14.99%
79 out of 527
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 +5.97% +14.37%
Nov 1975 - Oct 1982
-2.37%
Oct 2016 - Sep 2023
5.05%
26 out of 515
Euro Inflation Adjusted +3.16% +10.79%
Oct 1981 - Sep 1988
-5.29%
Oct 2016 - Sep 2023
14.76%
76 out of 515
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 +6.42% +14.97%
Nov 1974 - Oct 1982
-1.53%
Nov 2015 - Oct 2023
4.37%
22 out of 503
Euro Inflation Adjusted +3.83% +10.08%
Apr 1980 - Mar 1988
-4.30%
May 2016 - Apr 2024
9.54%
48 out of 503
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 +6.32% +14.69%
Aug 1974 - Jul 1983
-1.02%
Nov 2014 - Oct 2023
3.87%
19 out of 491
Euro Inflation Adjusted +4.20% +10.15%
Apr 1980 - Mar 1989
-3.49%
May 2015 - Apr 2024
6.52%
32 out of 491
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 +6.56% +13.79%
Oct 1974 - Sep 1984
-0.44%
Nov 2013 - Oct 2023
3.34%
16 out of 479
Euro Inflation Adjusted +4.24% +9.15%
Oct 1974 - Sep 1984
-2.61%
Nov 2013 - Oct 2023
6.05%
29 out of 479
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 +6.39% +13.73%
Aug 1974 - Jul 1985
-0.35%
Nov 2012 - Oct 2023
1.50%
7 out of 467
Euro Inflation Adjusted +4.06% +9.24%
Aug 1974 - Jul 1985
-2.39%
Nov 2012 - Oct 2023
5.57%
26 out of 467
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 +6.15% +13.35%
Aug 1974 - Jul 1986
+0.04%
Jun 2012 - May 2024
0.00%
0 out of 455
Euro Inflation Adjusted +3.98% +9.28%
Aug 1974 - Jul 1986
-2.05%
Oct 2011 - Sep 2023
5.71%
26 out of 455
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 +6.12% +12.63%
Aug 1974 - Jul 1987
+0.29%
Nov 2010 - Oct 2023
0.00%
0 out of 443
Euro Inflation Adjusted +3.81% +8.85%
Aug 1974 - Jul 1987
-1.87%
Nov 2010 - Oct 2023
5.87%
26 out of 443
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 +6.10% +12.90%
Aug 1974 - Jul 1988
+0.62%
Nov 2009 - Oct 2023
0.00%
0 out of 431
Euro Inflation Adjusted +3.76% +9.28%
Aug 1974 - Jul 1988
-1.53%
Nov 2009 - Oct 2023
6.03%
26 out of 431
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 +5.87% +12.60%
Aug 1974 - Jul 1989
+0.74%
Mar 2008 - Feb 2023
0.00%
0 out of 419
Euro Inflation Adjusted +3.59% +9.04%
Sep 1974 - Aug 1989
-1.24%
Oct 2008 - Sep 2023
6.44%
27 out of 419
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 +5.71% +11.40%
Aug 1974 - Jul 1990
+0.57%
Nov 2007 - Oct 2023
0.00%
0 out of 407
Euro Inflation Adjusted +3.39% +7.89%
Aug 1974 - Jul 1990
-1.50%
Nov 2007 - Oct 2023
6.88%
28 out of 407
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 +5.78% +11.56%
Aug 1974 - Jul 1991
+0.55%
Nov 2006 - Oct 2023
0.00%
0 out of 395
Euro Inflation Adjusted +3.25% +7.92%
Aug 1974 - Jul 1991
-1.54%
Nov 2006 - Oct 2023
6.84%
27 out of 395
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 +5.64% +11.17%
Aug 1974 - Jul 1992
+0.54%
Oct 2005 - Sep 2023
0.00%
0 out of 383
Euro Inflation Adjusted +3.15% +7.55%
Aug 1974 - Jul 1992
-1.53%
Oct 2005 - Sep 2023
7.05%
27 out of 383
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 +5.51% +11.62%
Aug 1974 - Jul 1993
+0.72%
Jun 2005 - May 2024
0.00%
0 out of 371
Euro Inflation Adjusted +3.06% +7.97%
Aug 1974 - Jul 1993
-1.35%
Jun 2005 - May 2024
7.28%
27 out of 371
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 +5.37% +10.83%
Aug 1974 - Jul 1994
+0.89%
Oct 2003 - Sep 2023
0.00%
0 out of 359
Euro Inflation Adjusted +3.00% +7.25%
Aug 1974 - Jul 1994
-1.22%
Oct 2003 - Sep 2023
7.24%
26 out of 359
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 Total Bond Developed World To EUR Hedged Portfolio: ETF allocation and returns page.