Consolidated Returns as of 30 June 2024
Holding the US Stocks 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 140 months (from July 1997 to February 2009).
This means that every rolling period of 141 months or above has always granted a positive return.
To obtain comprehensive information, please consult the US Stocks 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 10.46% (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 | +13.61% |
+61.82%
Jul 1982 - Jun 1983 |
-42.31%
Mar 2008 - Feb 2009 |
21.97%
194 out of 883 |
Euro Inflation Adjusted | +11.04% |
+57.68%
Jul 1982 - Jun 1983 |
-46.00%
Oct 1973 - Sep 1974 |
25.37%
224 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.40% |
+43.55%
Oct 1953 - Sep 1955 |
-25.84%
Mar 2007 - Feb 2009 |
13.32%
116 out of 871 |
Euro Inflation Adjusted | +8.70% |
+41.00%
Oct 1953 - Sep 1955 |
-29.37%
Oct 1972 - Sep 1974 |
18.94%
165 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.31% |
+33.89%
Sep 1953 - Aug 1956 |
-16.19%
Apr 2000 - Mar 2003 |
10.71%
92 out of 859 |
Euro Inflation Adjusted | +8.83% |
+31.44%
Sep 1953 - Aug 1956 |
-18.42%
Oct 1971 - Sep 1974 |
15.37%
132 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.25% |
+27.35%
May 1952 - Apr 1956 |
-10.08%
Mar 2005 - Feb 2009 |
9.92%
84 out of 847 |
Euro Inflation Adjusted | +8.65% |
+26.07%
May 1952 - Apr 1956 |
-11.98%
Mar 2005 - Feb 2009 |
16.65%
141 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.02% |
+28.30%
Aug 1950 - Jul 1955 |
-6.72%
Mar 2004 - Feb 2009 |
7.31%
61 out of 835 |
Euro Inflation Adjusted | +8.29% |
+26.60%
Aug 1950 - Jul 1955 |
-10.06%
Oct 1969 - Sep 1974 |
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 | +10.83% |
+27.18%
Apr 1950 - Mar 1956 |
-5.71%
Oct 1968 - Sep 1974 |
2.43%
20 out of 823 |
Euro Inflation Adjusted | +7.88% |
+24.95%
Aug 1950 - Jul 1956 |
-10.35%
Oct 1968 - Sep 1974 |
13.61%
112 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.48% |
+24.31%
Jan 1950 - Dec 1956 |
-3.62%
Oct 1967 - Sep 1974 |
1.73%
14 out of 811 |
Euro Inflation Adjusted | +7.71% |
+21.85%
Jan 1950 - Dec 1956 |
-7.89%
Oct 1967 - Sep 1974 |
10.36%
84 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.53% |
+21.42%
Jan 1991 - Dec 1998 |
-3.65%
Mar 2001 - Feb 2009 |
1.25%
10 out of 799 |
Euro Inflation Adjusted | +7.44% |
+19.86%
Jul 1951 - Jun 1959 |
-5.68%
Mar 2001 - Feb 2009 |
12.39%
99 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.30% |
+22.55%
Jan 1950 - Dec 1958 |
-5.13%
Mar 2000 - Feb 2009 |
1.91%
15 out of 787 |
Euro Inflation Adjusted | +7.70% |
+20.70%
Aug 1950 - Jul 1959 |
-7.10%
Mar 2000 - Feb 2009 |
12.58%
99 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.24% |
+21.60%
Jan 1950 - Dec 1959 |
-2.98%
Mar 1999 - Feb 2009 |
2.19%
17 out of 775 |
Euro Inflation Adjusted | +7.46% |
+19.37%
Jan 1950 - Dec 1959 |
-4.98%
Mar 1999 - Feb 2009 |
11.87%
92 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.28% |
+20.53%
Apr 1950 - Mar 1961 |
-1.64%
Mar 1998 - Feb 2009 |
0.79%
6 out of 763 |
Euro Inflation Adjusted | +7.69% |
+18.57%
Apr 1950 - Mar 1961 |
-3.55%
Mar 1998 - Feb 2009 |
11.01%
84 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.21% |
+20.53%
Jan 1950 - Dec 1961 |
+0.83%
Mar 1997 - Feb 2009 |
0.00%
0 out of 751 |
Euro Inflation Adjusted | +7.72% |
+18.35%
Jan 1950 - Dec 1961 |
-1.06%
Mar 1997 - Feb 2009 |
4.66%
35 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.06% |
+18.20%
Feb 1950 - Jan 1963 |
+2.26%
Mar 1996 - Feb 2009 |
0.00%
0 out of 739 |
Euro Inflation Adjusted | +7.40% |
+16.06%
Sep 1950 - Aug 1963 |
-1.41%
Jun 1969 - May 1982 |
3.65%
27 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.84% |
+18.29%
Apr 1950 - Mar 1964 |
+3.08%
Oct 1997 - Sep 2011 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +7.44% |
+16.23%
Aug 1950 - Jul 1964 |
-1.49%
Aug 1968 - Jul 1982 |
1.65%
12 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.49% |
+18.23%
Feb 1950 - Jan 1965 |
+3.58%
Aug 1967 - Jul 1982 |
0.00%
0 out of 715 |
Euro Inflation Adjusted | +7.08% |
+15.90%
Feb 1950 - Jan 1965 |
-1.00%
Aug 1967 - Jul 1982 |
0.98%
7 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.37% |
+17.91%
Jan 1950 - Dec 1965 |
+4.22%
Mar 2000 - Feb 2016 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +6.97% |
+15.44%
Jan 1950 - Dec 1965 |
+0.09%
Aug 1966 - Jul 1982 |
0.00%
0 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.93% |
+17.47%
Jul 1982 - Jun 1999 |
+4.46%
Aug 1965 - Jul 1982 |
0.00%
0 out of 691 |
Euro Inflation Adjusted | +6.26% |
+14.93%
Jul 1982 - Jun 1999 |
+0.08%
Aug 1965 - Jul 1982 |
0.00%
0 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.67% |
+17.04%
Apr 1982 - Mar 2000 |
+4.60%
Aug 1964 - Jul 1982 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +6.11% |
+14.42%
Apr 1982 - Mar 2000 |
+0.23%
Aug 1964 - Jul 1982 |
0.00%
0 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.75% |
+16.43%
Jan 1950 - Dec 1968 |
+4.93%
Jan 2000 - Dec 2018 |
0.00%
0 out of 667 |
Euro Inflation Adjusted | +6.33% |
+14.03%
Jan 1950 - Dec 1968 |
+1.21%
Aug 1963 - Jul 1982 |
0.00%
0 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+15.84%
Apr 1980 - Mar 2000 |
+4.69%
Apr 2000 - Mar 2020 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +6.32% |
+12.90%
Apr 1980 - Mar 2000 |
+1.54%
Apr 1962 - Mar 1982 |
0.00%
0 out of 655 |
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To obtain comprehensive information, please consult the US Stocks To EUR Hedged Portfolio: ETF allocation and returns page.