Consolidated Returns as of 30 June 2024
Holding the Developed World 40/60 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 115 months (from April 2000 to October 2009).
This means that every rolling period of 116 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Developed World 40/60 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 5.63% (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 | +6.15% |
+37.81%
Aug 1996 - Jul 1997 |
-16.18%
Feb 1994 - Jan 1995 |
22.46%
139 out of 619 |
Euro Inflation Adjusted | +3.66% |
+35.79%
Aug 1996 - Jul 1997 |
-20.80%
Jan 2022 - Dec 2022 |
34.57%
214 out of 619 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.76% |
+24.68%
Aug 1995 - Jul 1997 |
-9.67%
Jun 2001 - May 2003 |
15.49%
94 out of 607 |
Euro Inflation Adjusted | +4.34% |
+22.39%
Aug 1995 - Jul 1997 |
-14.53%
Dec 1972 - Nov 1974 |
25.54%
155 out of 607 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.34% |
+21.35%
Apr 1995 - Mar 1998 |
-7.13%
Apr 2000 - Mar 2003 |
9.58%
57 out of 595 |
Euro Inflation Adjusted | +3.97% |
+19.31%
Apr 1995 - Mar 1998 |
-9.28%
Apr 2000 - Mar 2003 |
21.18%
126 out of 595 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.75% |
+18.13%
Apr 1982 - Mar 1986 |
-4.06%
Nov 2000 - Oct 2004 |
4.80%
28 out of 583 |
Euro Inflation Adjusted | +3.91% |
+16.05%
Sep 1996 - Aug 2000 |
-6.16%
Nov 2000 - Oct 2004 |
19.04%
111 out of 583 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.55% |
+18.07%
Apr 1995 - Mar 2000 |
-2.13%
May 2000 - Apr 2005 |
2.80%
16 out of 571 |
Euro Inflation Adjusted | +3.61% |
+16.21%
Apr 1995 - Mar 2000 |
-4.29%
May 2000 - Apr 2005 |
14.19%
81 out of 571 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.66% |
+17.21%
May 1980 - Apr 1986 |
-0.69%
Sep 2000 - Aug 2006 |
1.43%
8 out of 559 |
Euro Inflation Adjusted | +4.18% |
+13.43%
May 1980 - Apr 1986 |
-2.84%
Sep 2000 - Aug 2006 |
12.88%
72 out of 559 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.86% |
+14.91%
May 1980 - Apr 1987 |
-1.07%
Apr 2002 - Mar 2009 |
2.38%
13 out of 547 |
Euro Inflation Adjusted | +4.45% |
+11.73%
May 1980 - Apr 1987 |
-3.26%
Jul 2001 - Jun 2008 |
9.87%
54 out of 547 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.15% |
+13.57%
Aug 1979 - Jul 1987 |
-1.24%
Nov 2000 - Oct 2008 |
2.99%
16 out of 535 |
Euro Inflation Adjusted | +5.11% |
+10.87%
Sep 1992 - Aug 2000 |
-3.49%
Nov 2000 - Oct 2008 |
7.85%
42 out of 535 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.01% |
+12.88%
Jun 1980 - May 1989 |
-1.36%
Apr 2000 - Mar 2009 |
2.29%
12 out of 523 |
Euro Inflation Adjusted | +5.08% |
+10.02%
Jun 1980 - May 1989 |
-3.42%
Apr 2000 - Mar 2009 |
6.69%
35 out of 523 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+12.18%
Sep 1979 - Aug 1989 |
+0.78%
Apr 1999 - Mar 2009 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +5.04% |
+9.12%
Oct 1979 - Sep 1989 |
-1.31%
Apr 1999 - Mar 2009 |
7.63%
39 out of 511 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.01% |
+11.80%
Jan 1975 - Dec 1985 |
+0.89%
Sep 2000 - Aug 2011 |
0.00%
0 out of 499 |
Euro Inflation Adjusted | +4.74% |
+8.38%
May 1980 - Apr 1991 |
-1.16%
Sep 2000 - Aug 2011 |
3.21%
16 out of 499 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.12% |
+11.43%
Nov 1974 - Oct 1986 |
+1.98%
May 2000 - Apr 2012 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +4.76% |
+8.00%
Feb 1982 - Jan 1994 |
-0.22%
May 2000 - Apr 2012 |
0.62%
3 out of 487 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.07% |
+11.21%
Oct 1974 - Sep 1987 |
+2.11%
Sep 2000 - Aug 2013 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +4.64% |
+7.57%
Jan 1981 - Dec 1993 |
+0.05%
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 | +6.71% |
+11.20%
Feb 1980 - Jan 1994 |
+2.49%
May 2000 - Apr 2014 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +4.47% |
+7.93%
Feb 1980 - Jan 1994 |
+0.45%
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 | +6.44% |
+10.61%
Feb 1979 - Jan 1994 |
+3.34%
Sep 2000 - Aug 2015 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +4.23% |
+7.91%
Aug 1982 - Jul 1997 |
+1.49%
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 | +6.16% |
+10.38%
Apr 1982 - Mar 1998 |
+3.54%
May 2000 - Apr 2016 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +4.17% |
+7.84%
Jul 1982 - Jun 1998 |
+1.75%
May 2000 - Apr 2016 |
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 | +6.24% |
+10.63%
Aug 1980 - Jul 1997 |
+3.42%
Sep 2000 - Aug 2017 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +4.06% |
+7.86%
Jul 1982 - Jun 1999 |
+1.69%
Sep 2000 - Aug 2017 |
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 | +6.10% |
+10.80%
Apr 1980 - Mar 1998 |
+3.47%
Apr 2000 - Mar 2018 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +3.91% |
+8.22%
Apr 1982 - Mar 2000 |
+1.71%
Apr 2000 - Mar 2018 |
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 | +6.22% |
+10.76%
May 1980 - Apr 1999 |
+3.67%
Jan 2000 - Dec 2018 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +3.91% |
+8.13%
Nov 1981 - Oct 2000 |
+1.90%
Jan 2000 - Dec 2018 |
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 | +6.28% |
+11.16%
May 1980 - Apr 2000 |
+3.81%
Apr 2000 - Mar 2020 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +3.96% |
+8.36%
May 1980 - Apr 2000 |
+2.12%
Apr 2000 - Mar 2020 |
0.00%
0 out of 391 |
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To obtain comprehensive information, please consult the Developed World 40/60 To EUR Portfolio: ETF allocation and returns page.