Value Stock Geek Weird Portfolio To EUR Bond Hedged: Rolling Returns

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

Holding the Value Stock Geek Weird Portfolio To EUR Bond Hedged, 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 65 months (from June 1985 to October 1990).

This means that every rolling period of 66 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Value Stock Geek Weird Portfolio To EUR Bond Hedged: 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

VALUE STOCK GEEK WEIRD PORTFOLIO TO EUR BOND HEDGED
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 6.37% (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.

VALUE STOCK GEEK WEIRD PORTFOLIO TO EUR BOND HEDGED
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 +9.66% +60.52%
Aug 1982 - Jul 1983
-19.50%
Mar 2008 - Feb 2009
22.82%
141 out of 618
Euro Inflation Adjusted +7.40% +56.06%
Aug 1982 - Jul 1983
-21.74%
Nov 1989 - Oct 1990
29.45%
182 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 +9.16% +41.45%
Dec 1978 - Nov 1980
-12.61%
Apr 2007 - Mar 2009
11.88%
72 out of 606
Euro Inflation Adjusted +6.73% +34.45%
Dec 1978 - Nov 1980
-14.46%
Mar 2007 - Feb 2009
21.45%
130 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 +9.28% +30.34%
Jul 1982 - Jun 1985
-6.72%
Apr 2006 - Mar 2009
5.72%
34 out of 594
Euro Inflation Adjusted +6.74% +27.19%
Jul 1982 - Jun 1985
-8.57%
Apr 2006 - Mar 2009
14.48%
86 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 +8.58% +26.74%
Dec 1978 - Nov 1982
-1.95%
Nov 1986 - Oct 1990
0.86%
5 out of 582
Euro Inflation Adjusted +6.21% +21.42%
Jul 1982 - Jun 1986
-4.31%
Nov 1986 - Oct 1990
5.84%
34 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 +8.39% +27.25%
Dec 1978 - Nov 1983
+0.26%
Sep 1987 - Aug 1992
0.00%
0 out of 570
Euro Inflation Adjusted +6.15% +21.21%
Dec 1978 - Nov 1983
-2.81%
Sep 1987 - Aug 1992
2.81%
16 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 +8.32% +25.15%
Dec 1978 - Nov 1984
+1.34%
Sep 1986 - Aug 1992
0.00%
0 out of 558
Euro Inflation Adjusted +5.95% +19.77%
Dec 1978 - Nov 1984
-1.36%
Sep 1986 - Aug 1992
1.25%
7 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 +8.50% +23.45%
Mar 1978 - Feb 1985
+1.17%
Apr 2002 - Mar 2009
0.00%
0 out of 546
Euro Inflation Adjusted +6.53% +18.50%
Mar 1978 - Feb 1985
-0.88%
Apr 2002 - Mar 2009
0.55%
3 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 +8.30% +21.19%
Jun 1977 - May 1985
+2.17%
Apr 2001 - Mar 2009
0.00%
0 out of 534
Euro Inflation Adjusted +6.48% +16.77%
Apr 1978 - Mar 1986
+0.04%
Apr 2001 - Mar 2009
0.00%
0 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 +8.53% +20.74%
Jan 1975 - Dec 1983
+2.65%
Apr 2000 - Mar 2009
0.00%
0 out of 522
Euro Inflation Adjusted +6.41% +15.69%
Sep 1976 - Aug 1985
+0.51%
Apr 2000 - Mar 2009
0.00%
0 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 +8.45% +20.30%
Jan 1975 - Dec 1984
+4.07%
Apr 1985 - Mar 1995
0.00%
0 out of 510
Euro Inflation Adjusted +6.44% +15.51%
Feb 1975 - Jan 1985
+1.66%
Apr 1985 - Mar 1995
0.00%
0 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 +8.36% +19.16%
Sep 1974 - Aug 1985
+3.30%
Apr 1998 - Mar 2009
0.00%
0 out of 498
Euro Inflation Adjusted +6.28% +14.67%
Apr 1975 - Mar 1986
+1.26%
Apr 1998 - Mar 2009
0.00%
0 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 +8.32% +18.36%
Oct 1974 - Sep 1986
+4.66%
Mar 1997 - Feb 2009
0.00%
0 out of 486
Euro Inflation Adjusted +6.13% +14.16%
Nov 1974 - Oct 1986
+2.70%
Mar 1997 - Feb 2009
0.00%
0 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 +8.35% +17.85%
Feb 1972 - Jan 1985
+5.74%
Apr 1996 - Mar 2009
0.00%
0 out of 474
Euro Inflation Adjusted +6.10% +13.62%
Oct 1974 - Sep 1987
+3.76%
Apr 1996 - Mar 2009
0.00%
0 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 +8.25% +16.98%
Apr 1972 - Mar 1986
+6.19%
Jun 1989 - May 2003
0.00%
0 out of 462
Euro Inflation Adjusted +6.12% +12.36%
Oct 1973 - Sep 1987
+3.61%
Apr 1989 - Mar 2003
0.00%
0 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 +8.25% +16.20%
Jan 1972 - Dec 1986
+5.09%
Mar 1994 - Feb 2009
0.00%
0 out of 450
Euro Inflation Adjusted +6.12% +12.04%
Oct 1974 - Sep 1989
+3.04%
Mar 1994 - Feb 2009
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 +8.36% +14.98%
Sep 1973 - Aug 1989
+5.79%
Apr 1987 - Mar 2003
0.00%
0 out of 438
Euro Inflation Adjusted +6.23% +11.10%
Sep 1973 - Aug 1989
+3.27%
Apr 1987 - Mar 2003
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 +8.32% +14.63%
Feb 1972 - Jan 1989
+5.48%
Apr 1986 - Mar 2003
0.00%
0 out of 426
Euro Inflation Adjusted +6.29% +10.44%
Feb 1972 - Jan 1989
+3.13%
Apr 1986 - Mar 2003
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 +8.31% +14.29%
Jan 1972 - Dec 1989
+5.79%
Mar 1985 - Feb 2003
0.00%
0 out of 414
Euro Inflation Adjusted +6.24% +10.13%
Jan 1972 - Dec 1989
+3.57%
Mar 1985 - Feb 2003
0.00%
0 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 +8.23% +13.96%
Jan 1975 - Dec 1993
+6.09%
Mar 1990 - Feb 2009
0.00%
0 out of 402
Euro Inflation Adjusted +6.16% +10.31%
Jan 1975 - Dec 1993
+3.66%
Mar 1990 - Feb 2009
0.00%
0 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 +8.15% +13.30%
Nov 1973 - Oct 1993
+5.81%
Apr 1989 - Mar 2009
0.00%
0 out of 390
Euro Inflation Adjusted +6.05% +9.45%
Dec 1973 - Nov 1993
+3.36%
Apr 1989 - Mar 2009
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 Value Stock Geek Weird Portfolio To EUR Bond Hedged: ETF allocation and returns page.