Total Bond Developed World To EUR Portfolio: Rolling Returns

Data Source: from January 1972 to May 2024 (~52 years)
Consolidated Returns as of 31 May 2024

Holding the Total Bond Developed World To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~52 years), the longest period with a negative return lasted 112 months (from February 2015 to May 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the Total Bond Developed World 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

TOTAL BOND DEVELOPED WORLD TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 1.05% (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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1972 - 31 May 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.46% +26.16%
Aug 1996 - Jul 1997
-15.00%
Feb 1994 - Jan 1995
28.64%
177 out of 618
Euro Inflation Adjusted +3.11% +24.31%
Aug 1996 - Jul 1997
-20.76%
Jan 2022 - Dec 2022
37.86%
234 out of 618
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 +5.79% +19.17%
Aug 1995 - Jul 1997
-8.43%
Dec 2021 - Nov 2023
19.64%
119 out of 606
Euro Inflation Adjusted +3.33% +16.98%
Aug 1995 - Jul 1997
-13.84%
Nov 2021 - Oct 2023
32.01%
194 out of 606
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 +5.30% +16.41%
Mar 1980 - Feb 1983
-6.41%
Nov 2020 - Oct 2023
8.92%
53 out of 594
Euro Inflation Adjusted +2.62% +14.37%
Apr 1995 - Mar 1998
-11.55%
Nov 2020 - Oct 2023
26.26%
156 out of 594
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 +5.66% +15.39%
Feb 1980 - Jan 1984
-4.97%
May 2020 - Apr 2024
4.47%
26 out of 582
Euro Inflation Adjusted +3.17% +11.59%
Apr 1995 - Mar 1999
-9.12%
May 2020 - Apr 2024
20.79%
121 out of 582
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 +5.77% +15.02%
Mar 1980 - Feb 1985
-2.56%
Jun 2019 - May 2024
5.26%
30 out of 570
Euro Inflation Adjusted +2.82% +10.56%
Apr 1981 - Mar 1986
-6.01%
Jun 2019 - May 2024
16.67%
95 out of 570
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 +5.74% +14.07%
May 1980 - Apr 1986
-1.47%
Mar 2017 - Feb 2023
6.45%
36 out of 558
Euro Inflation Adjusted +3.43% +10.40%
May 1980 - Apr 1986
-4.45%
Mar 2017 - Feb 2023
14.87%
83 out of 558
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 +5.78% +12.06%
May 1980 - Apr 1987
-1.95%
Aug 2016 - Jul 2023
4.03%
22 out of 546
Euro Inflation Adjusted +3.26% +8.96%
May 1980 - Apr 1987
-4.87%
Oct 2016 - Sep 2023
15.02%
82 out of 546
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 +6.10% +10.91%
Oct 1980 - Sep 1988
-1.19%
Jun 2016 - May 2024
3.18%
17 out of 534
Euro Inflation Adjusted +3.49% +8.19%
Oct 1980 - Sep 1988
-3.94%
Jun 2016 - May 2024
12.55%
67 out of 534
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 +6.06% +10.79%
Feb 1980 - Jan 1989
-0.57%
Apr 2015 - Mar 2024
0.96%
5 out of 522
Euro Inflation Adjusted +3.86% +7.98%
Jun 1980 - May 1989
-3.01%
Apr 2015 - Mar 2024
8.81%
46 out of 522
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 +5.72% +10.39%
Dec 1974 - Nov 1984
+0.90%
Jan 2013 - Dec 2022
0.00%
0 out of 510
Euro Inflation Adjusted +3.71% +6.95%
Oct 1979 - Sep 1989
-1.24%
Jun 2014 - May 2024
5.88%
30 out of 510
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 +6.08% +10.15%
Apr 1975 - Mar 1986
+0.36%
Aug 2012 - Jul 2023
0.00%
0 out of 498
Euro Inflation Adjusted +3.66% +6.85%
May 1980 - Apr 1991
-1.74%
Aug 2012 - Jul 2023
4.02%
20 out of 498
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 +6.09% +9.86%
May 1974 - Apr 1986
+0.60%
Jun 2012 - May 2024
0.00%
0 out of 486
Euro Inflation Adjusted +3.74% +6.90%
Feb 1982 - Jan 1994
-1.45%
Jun 2012 - May 2024
3.70%
18 out of 486
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 +5.99% +9.93%
Jan 1981 - Dec 1993
+1.17%
Sep 2010 - Aug 2023
0.00%
0 out of 474
Euro Inflation Adjusted +3.58% +6.89%
Jan 1981 - Dec 1993
-1.02%
Sep 2010 - Aug 2023
2.95%
14 out of 474
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 +6.03% +10.09%
Feb 1980 - Jan 1994
+1.30%
Jun 2010 - May 2024
0.00%
0 out of 462
Euro Inflation Adjusted +3.47% +6.86%
Feb 1980 - Jan 1994
-0.84%
Jun 2010 - May 2024
0.87%
4 out of 462
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 +6.01% +9.34%
Feb 1979 - Jan 1994
+2.28%
Dec 2008 - Nov 2023
0.00%
0 out of 450
Euro Inflation Adjusted +3.33% +6.15%
Aug 1982 - Jul 1997
+0.21%
May 2009 - Apr 2024
0.00%
0 out of 450
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 +5.88% +8.88%
Feb 1978 - Jan 1994
+2.69%
Nov 2007 - Oct 2023
0.00%
0 out of 438
Euro Inflation Adjusted +3.40% +6.16%
Feb 1982 - Jan 1998
+0.58%
Nov 2007 - Oct 2023
0.00%
0 out of 438
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 +5.76% +9.23%
Aug 1980 - Jul 1997
+2.30%
Nov 2006 - Oct 2023
0.00%
0 out of 426
Euro Inflation Adjusted +3.34% +6.29%
Aug 1980 - Jul 1997
+0.17%
Nov 2006 - Oct 2023
0.00%
0 out of 426
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% +9.27%
Mar 1980 - Feb 1998
+2.09%
Oct 2005 - Sep 2023
0.00%
0 out of 414
Euro Inflation Adjusted +3.20% +6.34%
Mar 1980 - Feb 1998
-0.01%
Oct 2005 - Sep 2023
0.48%
2 out of 414
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 +5.54% +9.13%
May 1980 - Apr 1999
+2.09%
Jun 2005 - May 2024
0.00%
0 out of 402
Euro Inflation Adjusted +3.23% +6.34%
May 1980 - Apr 1999
-0.01%
Jun 2005 - May 2024
0.25%
1 out of 402
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 +5.53% +9.03%
May 1980 - Apr 2000
+2.17%
Nov 2003 - Oct 2023
0.00%
0 out of 390
Euro Inflation Adjusted +3.34% +6.28%
May 1980 - Apr 2000
+0.05%
Nov 2003 - Oct 2023
0.00%
0 out of 390
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 Portfolio: ETF allocation and returns page.