Consolidated Returns as of 30 June 2024
Holding the Developed World 60/40 To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~50 years), the longest period with a negative return lasted 138 months (from April 2000 to September 2011).
This means that every rolling period of 139 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Developed World 60/40 To EUR Bond 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
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The annualized return of the last 10 years has been 7.22% (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 | +8.33% |
+39.94%
Aug 1996 - Jul 1997 |
-23.20%
Mar 2008 - Feb 2009 |
18.54%
109 out of 588 |
Euro Inflation Adjusted | +6.11% |
+37.89%
Aug 1996 - Jul 1997 |
-24.59%
Nov 2007 - Oct 2008 |
25.68%
151 out of 588 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+25.60%
Aug 1995 - Jul 1997 |
-15.06%
Mar 2007 - Feb 2009 |
11.63%
67 out of 576 |
Euro Inflation Adjusted | +5.93% |
+23.29%
Aug 1995 - Jul 1997 |
-16.90%
Mar 2007 - Feb 2009 |
20.66%
119 out of 576 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+22.77%
Apr 1995 - Mar 1998 |
-10.85%
Apr 2000 - Mar 2003 |
11.52%
65 out of 564 |
Euro Inflation Adjusted | +5.51% |
+20.70%
Apr 1995 - Mar 1998 |
-12.90%
Apr 2000 - Mar 2003 |
17.20%
97 out of 564 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.09% |
+20.54%
Apr 1982 - Mar 1986 |
-5.36%
Sep 2000 - Aug 2004 |
10.14%
56 out of 552 |
Euro Inflation Adjusted | +5.29% |
+18.18%
Apr 1996 - Mar 2000 |
-7.41%
Sep 2000 - Aug 2004 |
14.86%
82 out of 552 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.91% |
+19.97%
Apr 1995 - Mar 2000 |
-3.10%
May 2000 - Apr 2005 |
4.44%
24 out of 540 |
Euro Inflation Adjusted | +5.06% |
+18.08%
Apr 1995 - Mar 2000 |
-5.24%
May 2000 - Apr 2005 |
15.56%
84 out of 540 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.94% |
+19.22%
Apr 1980 - Mar 1986 |
-0.65%
Sep 2000 - Aug 2006 |
0.95%
5 out of 528 |
Euro Inflation Adjusted | +5.81% |
+15.27%
Apr 1980 - Mar 1986 |
-2.81%
Sep 2000 - Aug 2006 |
10.80%
57 out of 528 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.83% |
+16.73%
Apr 1980 - Mar 1987 |
-2.17%
Mar 2002 - Feb 2009 |
1.74%
9 out of 516 |
Euro Inflation Adjusted | +5.73% |
+13.45%
Apr 1980 - Mar 1987 |
-4.18%
Mar 2002 - Feb 2009 |
6.78%
35 out of 516 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.67% |
+15.43%
Aug 1979 - Jul 1987 |
-2.56%
Mar 2001 - Feb 2009 |
3.37%
17 out of 504 |
Euro Inflation Adjusted | +5.57% |
+12.46%
Sep 1992 - Aug 2000 |
-4.60%
Mar 2001 - Feb 2009 |
5.95%
30 out of 504 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.64% |
+14.70%
Apr 1980 - Mar 1989 |
-2.98%
Apr 2000 - Mar 2009 |
3.25%
16 out of 492 |
Euro Inflation Adjusted | +5.72% |
+11.75%
Apr 1980 - Mar 1989 |
-5.01%
Apr 2000 - Mar 2009 |
6.71%
33 out of 492 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.70% |
+13.93%
Sep 1979 - Aug 1989 |
-0.35%
Apr 1999 - Mar 2009 |
1.67%
8 out of 480 |
Euro Inflation Adjusted | +5.57% |
+10.81%
Sep 1979 - Aug 1989 |
-2.42%
Apr 1999 - Mar 2009 |
8.54%
41 out of 480 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.52% |
+13.95%
Jan 1975 - Dec 1985 |
-0.18%
Sep 2000 - Aug 2011 |
0.43%
2 out of 468 |
Euro Inflation Adjusted | +5.32% |
+9.63%
Jan 1975 - Dec 1985 |
-2.21%
Sep 2000 - Aug 2011 |
8.33%
39 out of 468 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.53% |
+13.86%
Oct 1974 - Sep 1986 |
+0.93%
Apr 2000 - Mar 2012 |
0.00%
0 out of 456 |
Euro Inflation Adjusted | +5.32% |
+9.81%
Oct 1974 - Sep 1986 |
-1.24%
May 2000 - Apr 2012 |
4.61%
21 out of 456 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.26% |
+13.86%
Oct 1974 - Sep 1987 |
+1.47%
Sep 2000 - Aug 2013 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +5.02% |
+10.08%
Oct 1974 - Sep 1987 |
-0.60%
Jan 2000 - Dec 2012 |
2.70%
12 out of 444 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.06% |
+12.75%
Oct 1974 - Sep 1988 |
+2.04%
Apr 2000 - Mar 2014 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +4.92% |
+9.16%
Oct 1974 - Sep 1988 |
+0.02%
Apr 2000 - Mar 2014 |
0.00%
0 out of 432 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.59% |
+13.06%
Oct 1974 - Sep 1989 |
+2.83%
Sep 2000 - Aug 2015 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +4.58% |
+9.50%
Oct 1974 - Sep 1989 |
+1.00%
Sep 2000 - Aug 2015 |
0.00%
0 out of 420 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.34% |
+11.55%
Aug 1974 - Jul 1990 |
+2.90%
Apr 2000 - Mar 2016 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.39% |
+8.99%
Jul 1982 - Jun 1998 |
+1.12%
Apr 2000 - Mar 2016 |
0.00%
0 out of 408 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.37% |
+11.55%
Aug 1980 - Jul 1997 |
+3.15%
Sep 2000 - Aug 2017 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.24% |
+9.00%
Jul 1982 - Jun 1999 |
+1.43%
Sep 2000 - Aug 2017 |
0.00%
0 out of 396 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.34% |
+12.09%
Apr 1980 - Mar 1998 |
+3.19%
Apr 2000 - Mar 2018 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +4.06% |
+9.51%
Apr 1982 - Mar 2000 |
+1.44%
Apr 2000 - Mar 2018 |
0.00%
0 out of 384 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.40% |
+11.85%
May 1980 - Apr 1999 |
+3.28%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
Euro Inflation Adjusted | +4.32% |
+9.13%
Nov 1981 - Oct 2000 |
+1.52%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.36% |
+12.47%
Apr 1980 - Mar 2000 |
+3.27%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
Euro Inflation Adjusted | +4.18% |
+9.61%
Apr 1980 - Mar 2000 |
+1.59%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
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To obtain comprehensive information, please consult the Developed World 60/40 To EUR Bond Hedged Portfolio: ETF allocation and returns page.