Developed World 20/80 To EUR Portfolio: Rolling Returns

Data Source: from January 1972 to April 2024 (~52 years)
Consolidated Returns as of 30 April 2024

Holding the Developed World 20/80 To EUR Portfolio, 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 103 months (from September 2000 to March 2009).

This means that every rolling period of 104 months or above has always granted a positive return.

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

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

The annualized return of the last 10 years has been 3.50% (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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.39% +31.95%
Aug 1996 - Jul 1997
-15.59%
Feb 1994 - Jan 1995
24.80%
153 out of 617
Euro Inflation Adjusted +2.62% +30.02%
Aug 1996 - Jul 1997
-20.78%
Jan 2022 - Dec 2022
35.17%
217 out of 617
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 +6.17% +21.94%
Aug 1995 - Jul 1997
-6.52%
Nov 2021 - Oct 2023
15.87%
96 out of 605
Euro Inflation Adjusted +3.30% +19.70%
Aug 1995 - Jul 1997
-12.38%
Nov 2021 - Oct 2023
26.78%
162 out of 605
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 +5.82% +18.84%
Apr 1995 - Mar 1998
-2.80%
Nov 2020 - Oct 2023
10.62%
63 out of 593
Euro Inflation Adjusted +3.36% +16.84%
Apr 1995 - Mar 1998
-8.15%
Jan 1972 - Dec 1974
19.90%
118 out of 593
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 +6.03% +16.58%
Feb 1980 - Jan 1984
-1.76%
Nov 2019 - Oct 2023
4.48%
26 out of 581
Euro Inflation Adjusted +3.27% +13.63%
Jul 1982 - Jun 1986
-5.76%
Nov 2019 - Oct 2023
19.10%
111 out of 581
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 +6.14% +15.92%
Jun 1980 - May 1985
-0.02%
May 2000 - Apr 2005
0.18%
1 out of 569
Euro Inflation Adjusted +3.36% +13.26%
Apr 1995 - Mar 2000
-2.79%
May 2019 - Apr 2024
17.22%
98 out of 569
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 +6.17% +15.67%
May 1980 - Apr 1986
-0.21%
Apr 2002 - Mar 2008
0.18%
1 out of 557
Euro Inflation Adjusted +3.71% +11.94%
May 1980 - Apr 1986
-2.48%
Apr 2002 - Mar 2008
14.54%
81 out of 557
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 +6.03% +13.51%
May 1980 - Apr 1987
-0.74%
Jul 2001 - Jun 2008
0.55%
3 out of 545
Euro Inflation Adjusted +4.00% +10.37%
May 1980 - Apr 1987
-3.03%
Jul 2001 - Jun 2008
13.58%
74 out of 545
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 +6.53% +12.03%
Oct 1979 - Sep 1987
-0.12%
Aug 2000 - Jul 2008
0.75%
4 out of 533
Euro Inflation Adjusted +4.37% +8.93%
Aug 1980 - Jul 1988
-2.45%
Aug 2000 - Jul 2008
10.69%
57 out of 533
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 +6.33% +11.86%
Jun 1980 - May 1989
+0.41%
Apr 2000 - Mar 2009
0.00%
0 out of 521
Euro Inflation Adjusted +4.47% +9.03%
Jun 1980 - May 1989
-1.69%
Apr 2000 - Mar 2009
6.91%
36 out of 521
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 +6.35% +11.08%
Sep 1979 - Aug 1989
+1.75%
Apr 1999 - Mar 2009
0.00%
0 out of 509
Euro Inflation Adjusted +4.40% +8.06%
Oct 1979 - Sep 1989
-0.45%
Jul 1998 - Jun 2008
2.95%
15 out of 509
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 +6.55% +10.92%
Apr 1975 - Mar 1986
+1.91%
Sep 2000 - Aug 2011
0.00%
0 out of 497
Euro Inflation Adjusted +4.22% +7.65%
May 1980 - Apr 1991
-0.21%
May 2000 - Apr 2011
0.60%
3 out of 497
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 +6.49% +10.61%
Jun 1974 - May 1986
+2.77%
May 2000 - Apr 2012
0.00%
0 out of 485
Euro Inflation Adjusted +4.24% +7.48%
Feb 1982 - Jan 1994
+0.55%
May 2000 - Apr 2012
0.00%
0 out of 485
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 +6.56% +10.31%
Jan 1981 - Dec 1993
+2.59%
Sep 2000 - Aug 2013
0.00%
0 out of 473
Euro Inflation Adjusted +4.22% +7.26%
Jan 1981 - Dec 1993
+0.52%
Sep 2000 - Aug 2013
0.00%
0 out of 473
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 +6.31% +10.68%
Feb 1980 - Jan 1994
+2.76%
May 2000 - Apr 2014
0.00%
0 out of 461
Euro Inflation Adjusted +3.88% +7.42%
Feb 1980 - Jan 1994
+0.71%
May 2000 - Apr 2014
0.00%
0 out of 461
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 +6.19% +10.00%
Feb 1979 - Jan 1994
+3.42%
May 1999 - Apr 2014
0.00%
0 out of 449
Euro Inflation Adjusted +3.73% +7.06%
Aug 1982 - Jul 1997
+1.39%
May 1999 - Apr 2014
0.00%
0 out of 449
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 +6.10% +9.58%
Feb 1978 - Jan 1994
+3.60%
Feb 2002 - Jan 2018
0.00%
0 out of 437
Euro Inflation Adjusted +3.68% +6.97%
Jul 1982 - Jun 1998
+1.67%
Apr 1998 - Mar 2014
0.00%
0 out of 437
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 +6.08% +9.96%
Aug 1980 - Jul 1997
+3.41%
Sep 2000 - Aug 2017
0.00%
0 out of 425
Euro Inflation Adjusted +3.66% +7.00%
Aug 1980 - Jul 1997
+1.45%
Nov 2006 - Oct 2023
0.00%
0 out of 425
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 +5.91% +10.00%
Apr 1980 - Mar 1998
+3.30%
Nov 2000 - Oct 2018
0.00%
0 out of 413
Euro Inflation Adjusted +3.53% +7.10%
May 1982 - Apr 2000
+1.38%
Oct 2005 - Sep 2023
0.00%
0 out of 413
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 +5.84% +9.97%
May 1980 - Apr 1999
+3.63%
Jan 2000 - Dec 2018
0.00%
0 out of 401
Euro Inflation Adjusted +3.60% +7.26%
Nov 1981 - Oct 2000
+1.58%
Nov 2004 - Oct 2023
0.00%
0 out of 401
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 +5.96% +10.13%
May 1980 - Apr 2000
+3.59%
Nov 2003 - Oct 2023
0.00%
0 out of 389
Euro Inflation Adjusted +3.70% +7.36%
May 1980 - Apr 2000
+1.44%
Nov 2003 - Oct 2023
0.00%
0 out of 389
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 Portfolio: ETF allocation and returns page.