Consolidated Returns as of 30 June 2024
Holding the Developed World 40/60 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 62 months (from January 2004 to February 2009).
This means that every rolling period of 63 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Developed World 40/60 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 3.37% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.17% |
+31.14%
Jul 1982 - Jun 1983 |
-20.19%
Mar 2008 - Feb 2009 |
16.26%
87 out of 535 |
Euro Inflation Adjusted | +4.92% |
+30.48%
May 1985 - Apr 1986 |
-23.62%
Jan 2022 - Dec 2022 |
23.74%
127 out of 535 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.19% |
+25.05%
May 1985 - Apr 1987 |
-10.71%
Mar 2007 - Feb 2009 |
12.43%
65 out of 523 |
Euro Inflation Adjusted | +4.55% |
+25.05%
May 1985 - Apr 1987 |
-13.25%
Nov 2021 - Oct 2023 |
18.93%
99 out of 523 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+21.98%
Aug 1984 - Jul 1987 |
-5.63%
Mar 2006 - Feb 2009 |
11.15%
57 out of 511 |
Euro Inflation Adjusted | +4.81% |
+21.07%
Aug 1984 - Jul 1987 |
-7.57%
Mar 2006 - Feb 2009 |
17.03%
87 out of 511 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.91% |
+18.53%
Jul 1982 - Jun 1986 |
-2.60%
Mar 2005 - Feb 2009 |
3.01%
15 out of 499 |
Euro Inflation Adjusted | +4.81% |
+17.13%
Aug 1984 - Jul 1988 |
-4.66%
Mar 2005 - Feb 2009 |
17.84%
89 out of 499 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.66% |
+18.54%
Jul 1982 - Jun 1987 |
-0.88%
Mar 2004 - Feb 2009 |
0.41%
2 out of 487 |
Euro Inflation Adjusted | +4.72% |
+16.79%
Jul 1982 - Jun 1987 |
-2.96%
Mar 2004 - Feb 2009 |
11.50%
56 out of 487 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.12% |
+16.85%
Oct 1981 - Sep 1987 |
+0.99%
Nov 2017 - Oct 2023 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +4.46% |
+14.76%
Aug 1982 - Jul 1988 |
-2.27%
Nov 2017 - Oct 2023 |
5.26%
25 out of 475 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.84% |
+16.06%
Apr 1980 - Mar 1987 |
+1.38%
Mar 2002 - Feb 2009 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +4.31% |
+14.02%
Aug 1982 - Jul 1989 |
-1.26%
Nov 2016 - Oct 2023 |
5.40%
25 out of 463 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.07% |
+14.99%
Apr 1980 - Mar 1988 |
+0.86%
Mar 2001 - Feb 2009 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +4.47% |
+12.56%
Oct 1981 - Sep 1989 |
-1.26%
Mar 2001 - Feb 2009 |
4.88%
22 out of 451 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.02% |
+14.63%
Apr 1980 - Mar 1989 |
+0.59%
Apr 2000 - Mar 2009 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +4.56% |
+11.68%
Apr 1980 - Mar 1989 |
-1.51%
Apr 2000 - Mar 2009 |
2.73%
12 out of 439 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.18% |
+13.10%
Nov 1979 - Oct 1989 |
+1.16%
Mar 1999 - Feb 2009 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +4.48% |
+10.05%
Dec 1979 - Nov 1989 |
-0.93%
Mar 1999 - Feb 2009 |
1.87%
8 out of 427 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.46% |
+12.75%
Jul 1982 - Jun 1993 |
+1.79%
Mar 1998 - Feb 2009 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +4.57% |
+10.13%
Jul 1982 - Jun 1993 |
-0.19%
Mar 1998 - Feb 2009 |
0.48%
2 out of 415 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.60% |
+12.59%
Feb 1982 - Jan 1994 |
+2.76%
Jan 2000 - Dec 2011 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +4.67% |
+9.85%
Feb 1982 - Jan 1994 |
+0.60%
Jan 2000 - Dec 2011 |
0.00%
0 out of 403 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.46% |
+12.13%
Apr 1980 - Mar 1993 |
+3.14%
Jan 2000 - Dec 2012 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +4.25% |
+9.54%
Aug 1984 - Jul 1997 |
+0.96%
Jan 2000 - Dec 2012 |
0.00%
0 out of 391 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.73% |
+12.11%
Apr 1980 - Mar 1994 |
+3.47%
Jan 1999 - Dec 2012 |
0.00%
0 out of 379 |
Euro Inflation Adjusted | +3.74% |
+9.38%
Aug 1984 - Jul 1998 |
+1.31%
Jan 1999 - Dec 2012 |
0.00%
0 out of 379 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.59% |
+12.21%
Aug 1982 - Jul 1997 |
+2.89%
Nov 2007 - Oct 2022 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +3.68% |
+9.63%
Aug 1982 - Jul 1997 |
+0.83%
Nov 2007 - Oct 2022 |
0.00%
0 out of 367 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.59% |
+12.10%
Jul 1982 - Jun 1998 |
+2.77%
Nov 2007 - Oct 2023 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +3.58% |
+9.59%
Jul 1982 - Jun 1998 |
+0.66%
Nov 2007 - Oct 2023 |
0.00%
0 out of 355 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.62% |
+11.83%
Apr 1982 - Mar 1999 |
+3.04%
Nov 2006 - Oct 2023 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +3.53% |
+9.41%
Jul 1982 - Jun 1999 |
+0.90%
Nov 2006 - Oct 2023 |
0.00%
0 out of 343 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.89% |
+12.02%
Apr 1980 - Mar 1998 |
+3.29%
Nov 2005 - Oct 2023 |
0.00%
0 out of 331 |
Euro Inflation Adjusted | +3.76% |
+9.07%
Apr 1982 - Mar 2000 |
+1.17%
Nov 2005 - Oct 2023 |
0.00%
0 out of 331 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.95% |
+11.82%
Apr 1980 - Mar 1999 |
+3.50%
Nov 2004 - Oct 2023 |
0.00%
0 out of 319 |
Euro Inflation Adjusted | +3.82% |
+8.94%
Apr 1980 - Mar 1999 |
+1.36%
Nov 2004 - Oct 2023 |
0.00%
0 out of 319 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.00% |
+11.59%
Apr 1980 - Mar 2000 |
+3.60%
Apr 2000 - Mar 2020 |
0.00%
0 out of 307 |
Euro Inflation Adjusted | +3.85% |
+8.75%
Apr 1980 - Mar 2000 |
+1.58%
Nov 2003 - Oct 2023 |
0.00%
0 out of 307 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Developed World 40/60 To EUR Hedged Portfolio: ETF allocation and returns page.