Consolidated Returns as of 30 June 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 (~53 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
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The annualized return of the last 10 years has been 3.41% (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 | +5.38% |
+31.95%
Aug 1996 - Jul 1997 |
-15.59%
Feb 1994 - Jan 1995 |
24.72%
153 out of 619 |
Euro Inflation Adjusted | +2.60% |
+30.02%
Aug 1996 - Jul 1997 |
-20.78%
Jan 2022 - Dec 2022 |
35.22%
218 out of 619 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.17% |
+21.94%
Aug 1995 - Jul 1997 |
-6.52%
Nov 2021 - Oct 2023 |
15.98%
97 out of 607 |
Euro Inflation Adjusted | +3.28% |
+19.70%
Aug 1995 - Jul 1997 |
-12.38%
Nov 2021 - Oct 2023 |
27.02%
164 out of 607 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.80% |
+18.84%
Apr 1995 - Mar 1998 |
-2.80%
Nov 2020 - Oct 2023 |
10.92%
65 out of 595 |
Euro Inflation Adjusted | +3.35% |
+16.84%
Apr 1995 - Mar 1998 |
-8.15%
Jan 1972 - Dec 1974 |
20.17%
120 out of 595 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.02% |
+16.58%
Feb 1980 - Jan 1984 |
-1.76%
Nov 2019 - Oct 2023 |
4.80%
28 out of 583 |
Euro Inflation Adjusted | +3.25% |
+13.63%
Jul 1982 - Jun 1986 |
-5.76%
Nov 2019 - Oct 2023 |
19.38%
113 out of 583 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.10% |
+15.92%
Jun 1980 - May 1985 |
-0.02%
May 2000 - Apr 2005 |
0.18%
1 out of 571 |
Euro Inflation Adjusted | +3.35% |
+13.26%
Apr 1995 - Mar 2000 |
-2.95%
Jun 2019 - May 2024 |
17.51%
100 out of 571 |
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Annualized Rolling Returns - 6 Years (72 months)
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 559 |
Euro Inflation Adjusted | +3.67% |
+11.94%
May 1980 - Apr 1986 |
-2.48%
Apr 2002 - Mar 2008 |
14.85%
83 out of 559 |
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Annualized Rolling Returns - 7 Years (84 months)
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 547 |
Euro Inflation Adjusted | +4.00% |
+10.37%
May 1980 - Apr 1987 |
-3.03%
Jul 2001 - Jun 2008 |
13.89%
76 out of 547 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.52% |
+12.03%
Oct 1979 - Sep 1987 |
-0.12%
Aug 2000 - Jul 2008 |
0.75%
4 out of 535 |
Euro Inflation Adjusted | +4.32% |
+8.93%
Aug 1980 - Jul 1988 |
-2.45%
Aug 2000 - Jul 2008 |
11.03%
59 out of 535 |
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Annualized Rolling Returns - 9 Years (108 months)
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 523 |
Euro Inflation Adjusted | +4.47% |
+9.03%
Jun 1980 - May 1989 |
-1.69%
Apr 2000 - Mar 2009 |
7.27%
38 out of 523 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.34% |
+11.08%
Sep 1979 - Aug 1989 |
+1.75%
Apr 1999 - Mar 2009 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +4.40% |
+8.06%
Oct 1979 - Sep 1989 |
-0.45%
Jul 1998 - Jun 2008 |
2.94%
15 out of 511 |
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Annualized Rolling Returns - 11 Years (132 months)
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 499 |
Euro Inflation Adjusted | +4.19% |
+7.65%
May 1980 - Apr 1991 |
-0.21%
May 2000 - Apr 2011 |
0.60%
3 out of 499 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.47% |
+10.61%
Jun 1974 - May 1986 |
+2.77%
May 2000 - Apr 2012 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +4.23% |
+7.48%
Feb 1982 - Jan 1994 |
+0.55%
May 2000 - Apr 2012 |
0.00%
0 out of 487 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.55% |
+10.31%
Jan 1981 - Dec 1993 |
+2.59%
Sep 2000 - Aug 2013 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +4.21% |
+7.26%
Jan 1981 - Dec 1993 |
+0.52%
Sep 2000 - Aug 2013 |
0.00%
0 out of 475 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.30% |
+10.68%
Feb 1980 - Jan 1994 |
+2.76%
May 2000 - Apr 2014 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +3.88% |
+7.42%
Feb 1980 - Jan 1994 |
+0.71%
May 2000 - Apr 2014 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 15 Years (180 months)
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 451 |
Euro Inflation Adjusted | +3.73% |
+7.06%
Aug 1982 - Jul 1997 |
+1.39%
May 1999 - Apr 2014 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.09% |
+9.58%
Feb 1978 - Jan 1994 |
+3.60%
Feb 2002 - Jan 2018 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +3.66% |
+6.97%
Jul 1982 - Jun 1998 |
+1.67%
Apr 1998 - Mar 2014 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.07% |
+9.96%
Aug 1980 - Jul 1997 |
+3.41%
Sep 2000 - Aug 2017 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +3.65% |
+7.00%
Aug 1980 - Jul 1997 |
+1.45%
Nov 2006 - Oct 2023 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 18 Years (216 months)
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 415 |
Euro Inflation Adjusted | +3.52% |
+7.10%
May 1982 - Apr 2000 |
+1.38%
Oct 2005 - Sep 2023 |
0.00%
0 out of 415 |
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Annualized Rolling Returns - 19 Years (228 months)
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 403 |
Euro Inflation Adjusted | +3.60% |
+7.26%
Nov 1981 - Oct 2000 |
+1.57%
Jun 2005 - May 2024 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 20 Years (240 months)
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 391 |
Euro Inflation Adjusted | +3.69% |
+7.36%
May 1980 - Apr 2000 |
+1.44%
Nov 2003 - Oct 2023 |
0.00%
0 out of 391 |
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To obtain comprehensive information, please consult the Developed World 20/80 To EUR Portfolio: ETF allocation and returns page.