Consolidated Returns as of 30 June 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 (~46 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
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The annualized return of the last 10 years has been 1.56% (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 | +5.60% |
+29.62%
Nov 1981 - Oct 1982 |
-15.85%
Jan 2022 - Dec 2022 |
13.46%
72 out of 535 |
Euro Inflation Adjusted | +3.54% |
+24.14%
Jul 1982 - Jun 1983 |
-23.05%
Nov 2021 - Oct 2022 |
25.42%
136 out of 535 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.42% |
+20.53%
Oct 1981 - Sep 1983 |
-8.23%
Nov 2021 - Oct 2023 |
8.99%
47 out of 523 |
Euro Inflation Adjusted | +3.55% |
+16.69%
Aug 1984 - Jul 1986 |
-13.98%
Nov 2021 - Oct 2023 |
18.74%
98 out of 523 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.50% |
+18.58%
Apr 1980 - Mar 1983 |
-4.16%
Nov 2020 - Oct 2023 |
8.41%
43 out of 511 |
Euro Inflation Adjusted | +3.36% |
+14.90%
Aug 1984 - Jul 1987 |
-9.42%
Nov 2020 - Oct 2023 |
14.68%
75 out of 511 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.57% |
+16.12%
Apr 1980 - Mar 1984 |
-2.47%
Nov 2019 - Oct 2023 |
5.41%
27 out of 499 |
Euro Inflation Adjusted | +3.58% |
+13.74%
Jul 1982 - Jun 1986 |
-6.45%
Nov 2019 - Oct 2023 |
14.23%
71 out of 499 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.40% |
+15.02%
Oct 1981 - Sep 1986 |
-0.76%
Jan 2018 - Dec 2022 |
2.05%
10 out of 487 |
Euro Inflation Adjusted | +3.57% |
+13.21%
Jul 1982 - Jun 1987 |
-3.95%
Oct 2018 - Sep 2023 |
12.94%
63 out of 487 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.05% |
+15.70%
Apr 1980 - Mar 1986 |
-0.64%
Nov 2017 - Oct 2023 |
1.47%
7 out of 475 |
Euro Inflation Adjusted | +3.40% |
+12.39%
Jul 1982 - Jun 1988 |
-3.85%
Nov 2017 - Oct 2023 |
8.21%
39 out of 475 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.31% |
+14.76%
Apr 1980 - Mar 1987 |
-0.23%
Oct 2016 - Sep 2023 |
0.43%
2 out of 463 |
Euro Inflation Adjusted | +3.38% |
+12.03%
Nov 1981 - Oct 1988 |
-3.22%
Oct 2016 - Sep 2023 |
6.70%
31 out of 463 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.34% |
+14.07%
Apr 1980 - Mar 1988 |
+0.18%
Nov 2015 - Oct 2023 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +3.68% |
+11.22%
Oct 1981 - Sep 1989 |
-2.49%
Nov 2015 - Oct 2023 |
6.65%
30 out of 451 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.47% |
+13.92%
Apr 1980 - Mar 1989 |
+0.55%
Nov 2014 - Oct 2023 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +3.70% |
+10.99%
Apr 1980 - Mar 1989 |
-1.85%
Nov 2014 - Oct 2023 |
5.47%
24 out of 439 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.75% |
+12.39%
Nov 1979 - Oct 1989 |
+1.12%
Nov 2013 - Oct 2023 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +3.77% |
+9.32%
Nov 1979 - Oct 1989 |
-1.09%
Nov 2013 - Oct 2023 |
6.09%
26 out of 427 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.91% |
+11.91%
Apr 1980 - Mar 1991 |
+1.54%
Nov 2012 - Oct 2023 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +3.87% |
+8.90%
Jul 1982 - Jun 1993 |
-0.55%
Nov 2012 - Oct 2023 |
2.89%
12 out of 415 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.98% |
+11.75%
Nov 1981 - Oct 1993 |
+1.89%
Nov 2011 - Oct 2023 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +3.89% |
+8.95%
Feb 1982 - Jan 1994 |
-0.24%
Nov 2011 - Oct 2023 |
0.50%
2 out of 403 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.78% |
+11.71%
Apr 1980 - Mar 1993 |
+1.97%
Nov 2010 - Oct 2023 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +3.71% |
+8.49%
Apr 1980 - Mar 1993 |
-0.22%
Nov 2010 - Oct 2023 |
0.51%
2 out of 391 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.32% |
+11.60%
Feb 1980 - Jan 1994 |
+2.31%
Nov 2009 - Oct 2023 |
0.00%
0 out of 379 |
Euro Inflation Adjusted | +3.22% |
+8.35%
Apr 1980 - Mar 1994 |
+0.13%
Nov 2009 - Oct 2023 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.18% |
+10.80%
Feb 1979 - Jan 1994 |
+1.91%
Nov 2007 - Oct 2022 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +3.21% |
+8.14%
Aug 1982 - Jul 1997 |
-0.13%
Nov 2007 - Oct 2022 |
0.54%
2 out of 367 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.23% |
+10.92%
Oct 1981 - Sep 1997 |
+1.73%
Nov 2007 - Oct 2023 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +3.13% |
+8.21%
Jul 1982 - Jun 1998 |
-0.36%
Nov 2007 - Oct 2023 |
1.97%
7 out of 355 |
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Annualized Rolling Returns - 17 Years (204 months)
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 343 |
Euro Inflation Adjusted | +3.17% |
+8.23%
Feb 1982 - Jan 1999 |
-0.26%
Nov 2006 - Oct 2023 |
1.46%
5 out of 343 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.44% |
+11.21%
Apr 1980 - Mar 1998 |
+1.97%
Nov 2005 - Oct 2023 |
0.00%
0 out of 331 |
Euro Inflation Adjusted | +3.28% |
+8.25%
Apr 1980 - Mar 1998 |
-0.12%
Oct 2005 - Sep 2023 |
0.60%
2 out of 331 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.53% |
+11.00%
Apr 1980 - Mar 1999 |
+2.18%
Nov 2004 - Oct 2023 |
0.00%
0 out of 319 |
Euro Inflation Adjusted | +3.31% |
+8.14%
Apr 1980 - Mar 1999 |
+0.06%
Nov 2004 - Oct 2023 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 20 Years (240 months)
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 307 |
Euro Inflation Adjusted | +3.33% |
+7.80%
Apr 1980 - Mar 2000 |
+0.24%
Nov 2003 - Oct 2023 |
0.00%
0 out of 307 |
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To obtain comprehensive information, please consult the Developed World 20/80 To EUR Hedged Portfolio: ETF allocation and returns page.