Developed World 20/80 To EUR Hedged Portfolio: Rolling Returns

Data Source: from January 1979 to April 2024 (~45 years)
Consolidated Returns as of 30 April 2024

Holding the Developed World 20/80 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 (~45 years), the longest period with a negative return lasted 91 months (from April 2016 to October 2023).

This means that every rolling period of 92 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World 20/80 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

DEVELOPED WORLD 20/80 TO EUR HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 1.52% (updated at Apr 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.

DEVELOPED WORLD 20/80 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1979 - 30 April 2024 (~45 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +5.60% +29.62%
Nov 1981 - Oct 1982
-15.85%
Jan 2022 - Dec 2022
13.51%
72 out of 533
Euro Inflation Adjusted +3.54% +24.14%
Jul 1982 - Jun 1983
-23.05%
Nov 2021 - Oct 2022
25.52%
136 out of 533
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 +5.45% +20.53%
Oct 1981 - Sep 1983
-8.23%
Nov 2021 - Oct 2023
8.83%
46 out of 521
Euro Inflation Adjusted +3.55% +16.69%
Aug 1984 - Jul 1986
-13.98%
Nov 2021 - Oct 2023
18.43%
96 out of 521
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 +5.51% +18.58%
Apr 1980 - Mar 1983
-4.16%
Nov 2020 - Oct 2023
8.06%
41 out of 509
Euro Inflation Adjusted +3.37% +14.90%
Aug 1984 - Jul 1987
-9.42%
Nov 2020 - Oct 2023
14.34%
73 out of 509
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 +5.61% +16.12%
Apr 1980 - Mar 1984
-2.47%
Nov 2019 - Oct 2023
5.03%
25 out of 497
Euro Inflation Adjusted +3.58% +13.74%
Jul 1982 - Jun 1986
-6.45%
Nov 2019 - Oct 2023
13.88%
69 out of 497
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 +5.43% +15.02%
Oct 1981 - Sep 1986
-0.76%
Jan 2018 - Dec 2022
2.06%
10 out of 485
Euro Inflation Adjusted +3.59% +13.21%
Jul 1982 - Jun 1987
-3.95%
Oct 2018 - Sep 2023
12.58%
61 out of 485
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 +5.09% +15.70%
Apr 1980 - Mar 1986
-0.64%
Nov 2017 - Oct 2023
1.48%
7 out of 473
Euro Inflation Adjusted +3.41% +12.39%
Jul 1982 - Jun 1988
-3.85%
Nov 2017 - Oct 2023
7.82%
37 out of 473
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 +5.32% +14.76%
Apr 1980 - Mar 1987
-0.23%
Oct 2016 - Sep 2023
0.43%
2 out of 461
Euro Inflation Adjusted +3.39% +12.03%
Nov 1981 - Oct 1988
-3.22%
Oct 2016 - Sep 2023
6.29%
29 out of 461
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 +5.35% +14.07%
Apr 1980 - Mar 1988
+0.18%
Nov 2015 - Oct 2023
0.00%
0 out of 449
Euro Inflation Adjusted +3.75% +11.22%
Oct 1981 - Sep 1989
-2.49%
Nov 2015 - Oct 2023
6.24%
28 out of 449
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 +5.48% +13.92%
Apr 1980 - Mar 1989
+0.55%
Nov 2014 - Oct 2023
0.00%
0 out of 437
Euro Inflation Adjusted +3.73% +10.99%
Apr 1980 - Mar 1989
-1.85%
Nov 2014 - Oct 2023
5.03%
22 out of 437
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 +5.88% +12.39%
Nov 1979 - Oct 1989
+1.12%
Nov 2013 - Oct 2023
0.00%
0 out of 425
Euro Inflation Adjusted +3.87% +9.32%
Nov 1979 - Oct 1989
-1.09%
Nov 2013 - Oct 2023
5.65%
24 out of 425
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 +5.93% +11.91%
Apr 1980 - Mar 1991
+1.54%
Nov 2012 - Oct 2023
0.00%
0 out of 413
Euro Inflation Adjusted +3.91% +8.90%
Jul 1982 - Jun 1993
-0.55%
Nov 2012 - Oct 2023
2.42%
10 out of 413
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 +6.04% +11.75%
Nov 1981 - Oct 1993
+1.89%
Nov 2011 - Oct 2023
0.00%
0 out of 401
Euro Inflation Adjusted +3.95% +8.95%
Feb 1982 - Jan 1994
-0.24%
Nov 2011 - Oct 2023
0.50%
2 out of 401
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 +5.87% +11.71%
Apr 1980 - Mar 1993
+1.97%
Nov 2010 - Oct 2023
0.00%
0 out of 389
Euro Inflation Adjusted +3.74% +8.49%
Apr 1980 - Mar 1993
-0.22%
Nov 2010 - Oct 2023
0.51%
2 out of 389
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 +5.38% +11.60%
Feb 1980 - Jan 1994
+2.31%
Nov 2009 - Oct 2023
0.00%
0 out of 377
Euro Inflation Adjusted +3.23% +8.35%
Apr 1980 - Mar 1994
+0.13%
Nov 2009 - Oct 2023
0.00%
0 out of 377
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 +5.22% +10.80%
Feb 1979 - Jan 1994
+1.91%
Nov 2007 - Oct 2022
0.00%
0 out of 365
Euro Inflation Adjusted +3.22% +8.14%
Aug 1982 - Jul 1997
-0.13%
Nov 2007 - Oct 2022
0.55%
2 out of 365
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 +5.24% +10.92%
Oct 1981 - Sep 1997
+1.73%
Nov 2007 - Oct 2023
0.00%
0 out of 353
Euro Inflation Adjusted +3.19% +8.21%
Jul 1982 - Jun 1998
-0.36%
Nov 2007 - Oct 2023
1.98%
7 out of 353
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 +5.31% +10.96%
Apr 1980 - Mar 1997
+1.85%
Nov 2006 - Oct 2023
0.00%
0 out of 341
Euro Inflation Adjusted +3.17% +8.23%
Feb 1982 - Jan 1999
-0.26%
Nov 2006 - Oct 2023
1.47%
5 out of 341
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 +5.45% +11.21%
Apr 1980 - Mar 1998
+1.97%
Nov 2005 - Oct 2023
0.00%
0 out of 329
Euro Inflation Adjusted +3.30% +8.25%
Apr 1980 - Mar 1998
-0.12%
Oct 2005 - Sep 2023
0.61%
2 out of 329
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% +11.00%
Apr 1980 - Mar 1999
+2.18%
Nov 2004 - Oct 2023
0.00%
0 out of 317
Euro Inflation Adjusted +3.31% +8.14%
Apr 1980 - Mar 1999
+0.06%
Nov 2004 - Oct 2023
0.00%
0 out of 317
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% +10.61%
Apr 1980 - Mar 2000
+2.37%
Nov 2003 - Oct 2023
0.00%
0 out of 305
Euro Inflation Adjusted +3.33% +7.80%
Apr 1980 - Mar 2000
+0.24%
Nov 2003 - Oct 2023
0.00%
0 out of 305
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 Developed World 20/80 To EUR Hedged Portfolio: ETF allocation and returns page.