US Stocks To EUR Portfolio: Rolling Returns

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 2024

Holding the US Stocks 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 154 months (from April 2000 to January 2013).

This means that every rolling period of 155 months or above has always granted a positive return.

To obtain comprehensive information, please consult the US Stocks 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

US STOCKS TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 14.67% (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.

US STOCKS TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1953 - 31 May 2024 (~71 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.53% +86.10%
Aug 1982 - Jul 1983
-39.37%
Apr 2002 - Mar 2003
25.03%
210 out of 839
Euro Inflation Adjusted +9.58% +80.93%
Aug 1982 - Jul 1983
-40.78%
Apr 2002 - Mar 2003
29.68%
249 out of 839
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 +11.63% +45.99%
Sep 1998 - Aug 2000
-28.57%
Jan 1973 - Dec 1974
15.60%
129 out of 827
Euro Inflation Adjusted +9.13% +43.73%
Sep 1998 - Aug 2000
-33.12%
Jan 1973 - Dec 1974
21.77%
180 out of 827
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 +11.30% +41.53%
Jul 1980 - Jun 1983
-19.85%
Apr 2000 - Mar 2003
14.11%
115 out of 815
Euro Inflation Adjusted +8.39% +37.94%
Apr 1995 - Mar 1998
-21.70%
Apr 2000 - Mar 2003
19.14%
156 out of 815
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 +11.22% +35.50%
Sep 1996 - Aug 2000
-12.68%
Sep 2000 - Aug 2004
14.20%
114 out of 803
Euro Inflation Adjusted +8.45% +33.49%
Sep 1996 - Aug 2000
-15.71%
Jan 1971 - Dec 1974
20.92%
168 out of 803
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 +11.71% +34.19%
Apr 1995 - Mar 2000
-8.49%
Oct 1969 - Sep 1974
12.77%
101 out of 791
Euro Inflation Adjusted +8.70% +32.07%
Apr 1995 - Mar 2000
-13.50%
Oct 1969 - Sep 1974
21.87%
173 out of 791
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 +11.00% +31.91%
Mar 1979 - Feb 1985
-7.94%
Oct 1968 - Sep 1974
10.01%
78 out of 779
Euro Inflation Adjusted +8.48% +27.01%
Nov 1994 - Oct 2000
-12.51%
Jan 1969 - Dec 1974
20.54%
160 out of 779
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 +11.12% +29.62%
Mar 1978 - Feb 1985
-8.07%
Mar 2002 - Feb 2009
7.82%
60 out of 767
Euro Inflation Adjusted +8.24% +24.42%
Mar 1978 - Feb 1985
-9.96%
Mar 2002 - Feb 2009
17.47%
134 out of 767
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 +10.62% +26.75%
Sep 1992 - Aug 2000
-7.33%
Mar 2001 - Feb 2009
5.17%
39 out of 755
Euro Inflation Adjusted +7.91% +24.15%
Sep 1992 - Aug 2000
-9.28%
Mar 2001 - Feb 2009
17.48%
132 out of 755
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 +10.68% +24.35%
Jan 1991 - Dec 1999
-8.00%
Apr 2000 - Mar 2009
6.33%
47 out of 743
Euro Inflation Adjusted +8.13% +21.38%
Jan 1991 - Dec 1999
-9.92%
Apr 2000 - Mar 2009
16.42%
122 out of 743
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 +10.44% +24.59%
Nov 1990 - Oct 2000
-4.48%
Sep 2000 - Aug 2010
5.61%
41 out of 731
Euro Inflation Adjusted +8.07% +21.68%
Nov 1990 - Oct 2000
-6.37%
Sep 2000 - Aug 2010
15.46%
113 out of 731
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 +10.49% +21.72%
Jan 1975 - Dec 1985
-3.62%
Sep 2000 - Aug 2011
5.01%
36 out of 719
Euro Inflation Adjusted +7.96% +17.11%
Jan 1975 - Dec 1985
-5.58%
Sep 2000 - Aug 2011
16.13%
116 out of 719
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 +10.64% +20.77%
Jan 1988 - Dec 1999
-0.93%
Nov 2000 - Oct 2012
2.26%
16 out of 707
Euro Inflation Adjusted +8.15% +17.74%
Jan 1988 - Dec 1999
-3.03%
Nov 2000 - Oct 2012
13.72%
97 out of 707
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 +10.51% +19.99%
Oct 1974 - Sep 1987
+0.15%
Sep 2000 - Aug 2013
0.00%
0 out of 695
Euro Inflation Adjusted +8.02% +16.50%
Nov 1987 - Oct 2000
-2.34%
Jan 1962 - Dec 1974
7.91%
55 out of 695
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 +10.50% +17.58%
Oct 1974 - Sep 1988
+1.53%
Apr 2000 - Mar 2014
0.00%
0 out of 683
Euro Inflation Adjusted +7.86% +14.31%
Oct 1986 - Sep 2000
-0.79%
Jan 1961 - Dec 1974
3.37%
23 out of 683
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 +10.24% +18.44%
Oct 1974 - Sep 1989
+2.77%
Jan 1960 - Dec 1974
0.00%
0 out of 671
Euro Inflation Adjusted +7.62% +14.76%
Mar 2009 - Feb 2024
-0.72%
Jan 1960 - Dec 1974
0.45%
3 out of 671
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 +10.13% +17.44%
Apr 1982 - Mar 1998
+3.29%
May 2000 - Apr 2016
0.00%
0 out of 659
Euro Inflation Adjusted +7.17% +14.69%
Apr 1982 - Mar 1998
-0.03%
Jan 1959 - Dec 1974
0.15%
1 out of 659
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 +10.03% +17.77%
Jul 1982 - Jun 1999
+3.61%
Sep 2000 - Aug 2017
0.00%
0 out of 647
Euro Inflation Adjusted +6.77% +15.22%
Jul 1982 - Jun 1999
+0.40%
Dec 1961 - Nov 1978
0.00%
0 out of 647
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 +9.65% +18.71%
Apr 1980 - Mar 1998
+4.09%
Apr 2000 - Mar 2018
0.00%
0 out of 635
Euro Inflation Adjusted +6.44% +15.66%
Apr 1982 - Mar 2000
+1.33%
Nov 1961 - Oct 1979
0.00%
0 out of 635
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 +9.59% +18.50%
Jul 1980 - Jun 1999
+4.54%
Jan 2000 - Dec 2018
0.00%
0 out of 623
Euro Inflation Adjusted +6.46% +15.50%
Jul 1980 - Jun 1999
+1.54%
Dec 1959 - Nov 1978
0.00%
0 out of 623
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 +9.61% +19.38%
Apr 1980 - Mar 2000
+4.43%
Apr 2000 - Mar 2020
0.00%
0 out of 611
Euro Inflation Adjusted +6.52% +16.34%
Apr 1980 - Mar 2000
+2.03%
Jan 1959 - Dec 1978
0.00%
0 out of 611
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 US Stocks To EUR Portfolio: ETF allocation and returns page.