Developed World 40/60 To EUR Portfolio: Rolling Returns

Data Source: from January 1972 to May 2024 (~52 years)
Consolidated Returns as of 31 May 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 (~52 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

DEVELOPED WORLD 40/60 TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 5.42% (updated at May 31, 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 40/60 TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1972 - 31 May 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.10% +37.81%
Aug 1996 - Jul 1997
-16.18%
Feb 1994 - Jan 1995
22.49%
139 out of 618
Euro Inflation Adjusted +3.66% +35.79%
Aug 1996 - Jul 1997
-20.80%
Jan 2022 - Dec 2022
34.63%
214 out of 618
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 +6.76% +24.68%
Aug 1995 - Jul 1997
-9.67%
Jun 2001 - May 2003
15.51%
94 out of 606
Euro Inflation Adjusted +4.34% +22.39%
Aug 1995 - Jul 1997
-14.53%
Dec 1972 - Nov 1974
25.58%
155 out of 606
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 +6.34% +21.35%
Apr 1995 - Mar 1998
-7.13%
Apr 2000 - Mar 2003
9.60%
57 out of 594
Euro Inflation Adjusted +3.97% +19.31%
Apr 1995 - Mar 1998
-9.28%
Apr 2000 - Mar 2003
21.04%
125 out of 594
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 +6.75% +18.13%
Apr 1982 - Mar 1986
-4.06%
Nov 2000 - Oct 2004
4.81%
28 out of 582
Euro Inflation Adjusted +3.91% +16.05%
Sep 1996 - Aug 2000
-6.16%
Nov 2000 - Oct 2004
18.90%
110 out of 582
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 +6.55% +18.07%
Apr 1995 - Mar 2000
-2.13%
May 2000 - Apr 2005
2.81%
16 out of 570
Euro Inflation Adjusted +3.61% +16.21%
Apr 1995 - Mar 2000
-4.29%
May 2000 - Apr 2005
14.21%
81 out of 570
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 +6.66% +17.21%
May 1980 - Apr 1986
-0.69%
Sep 2000 - Aug 2006
1.43%
8 out of 558
Euro Inflation Adjusted +4.18% +13.43%
May 1980 - Apr 1986
-2.84%
Sep 2000 - Aug 2006
12.90%
72 out of 558
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 +6.86% +14.91%
May 1980 - Apr 1987
-1.07%
Apr 2002 - Mar 2009
2.38%
13 out of 546
Euro Inflation Adjusted +4.45% +11.73%
May 1980 - Apr 1987
-3.26%
Jul 2001 - Jun 2008
9.89%
54 out of 546
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 +7.15% +13.57%
Aug 1979 - Jul 1987
-1.24%
Nov 2000 - Oct 2008
3.00%
16 out of 534
Euro Inflation Adjusted +5.11% +10.87%
Sep 1992 - Aug 2000
-3.49%
Nov 2000 - Oct 2008
7.87%
42 out of 534
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 +7.01% +12.88%
Jun 1980 - May 1989
-1.36%
Apr 2000 - Mar 2009
2.30%
12 out of 522
Euro Inflation Adjusted +5.08% +10.02%
Jun 1980 - May 1989
-3.42%
Apr 2000 - Mar 2009
6.70%
35 out of 522
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 +7.05% +12.18%
Sep 1979 - Aug 1989
+0.78%
Apr 1999 - Mar 2009
0.00%
0 out of 510
Euro Inflation Adjusted +5.04% +9.12%
Oct 1979 - Sep 1989
-1.31%
Apr 1999 - Mar 2009
7.65%
39 out of 510
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 +7.01% +11.80%
Jan 1975 - Dec 1985
+0.89%
Sep 2000 - Aug 2011
0.00%
0 out of 498
Euro Inflation Adjusted +4.74% +8.38%
May 1980 - Apr 1991
-1.16%
Sep 2000 - Aug 2011
3.21%
16 out of 498
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 +7.12% +11.43%
Nov 1974 - Oct 1986
+1.98%
May 2000 - Apr 2012
0.00%
0 out of 486
Euro Inflation Adjusted +4.76% +8.00%
Feb 1982 - Jan 1994
-0.22%
May 2000 - Apr 2012
0.62%
3 out of 486
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 +7.07% +11.21%
Oct 1974 - Sep 1987
+2.11%
Sep 2000 - Aug 2013
0.00%
0 out of 474
Euro Inflation Adjusted +4.64% +7.57%
Jan 1981 - Dec 1993
+0.05%
Sep 2000 - Aug 2013
0.00%
0 out of 474
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 +6.71% +11.20%
Feb 1980 - Jan 1994
+2.49%
May 2000 - Apr 2014
0.00%
0 out of 462
Euro Inflation Adjusted +4.47% +7.93%
Feb 1980 - Jan 1994
+0.45%
May 2000 - Apr 2014
0.00%
0 out of 462
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 +6.42% +10.61%
Feb 1979 - Jan 1994
+3.34%
Sep 2000 - Aug 2015
0.00%
0 out of 450
Euro Inflation Adjusted +4.22% +7.91%
Aug 1982 - Jul 1997
+1.49%
May 1999 - Apr 2014
0.00%
0 out of 450
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 +6.16% +10.38%
Apr 1982 - Mar 1998
+3.54%
May 2000 - Apr 2016
0.00%
0 out of 438
Euro Inflation Adjusted +4.10% +7.84%
Jul 1982 - Jun 1998
+1.75%
May 2000 - Apr 2016
0.00%
0 out of 438
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 +6.24% +10.63%
Aug 1980 - Jul 1997
+3.42%
Sep 2000 - Aug 2017
0.00%
0 out of 426
Euro Inflation Adjusted +4.06% +7.86%
Jul 1982 - Jun 1999
+1.69%
Sep 2000 - Aug 2017
0.00%
0 out of 426
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 +6.10% +10.80%
Apr 1980 - Mar 1998
+3.47%
Apr 2000 - Mar 2018
0.00%
0 out of 414
Euro Inflation Adjusted +3.91% +8.22%
Apr 1982 - Mar 2000
+1.71%
Apr 2000 - Mar 2018
0.00%
0 out of 414
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 +6.22% +10.76%
May 1980 - Apr 1999
+3.67%
Jan 2000 - Dec 2018
0.00%
0 out of 402
Euro Inflation Adjusted +3.91% +8.13%
Nov 1981 - Oct 2000
+1.90%
Jan 2000 - Dec 2018
0.00%
0 out of 402
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 +6.28% +11.16%
May 1980 - Apr 2000
+3.81%
Apr 2000 - Mar 2020
0.00%
0 out of 390
Euro Inflation Adjusted +3.96% +8.36%
May 1980 - Apr 2000
+2.12%
Apr 2000 - Mar 2020
0.00%
0 out of 390
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 40/60 To EUR Portfolio: ETF allocation and returns page.