Developed World 60/40 To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from August 1974 to May 2024 (~50 years)
Consolidated Returns as of 31 May 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

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

The annualized return of the last 10 years has been 6.97% (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 60/40 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1974 - 31 May 2024 (~50 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.33% +39.94%
Aug 1996 - Jul 1997
-23.20%
Mar 2008 - Feb 2009
18.57%
109 out of 587
Euro Inflation Adjusted +6.11% +37.89%
Aug 1996 - Jul 1997
-24.59%
Nov 2007 - Oct 2008
25.72%
151 out of 587
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 +8.32% +25.60%
Aug 1995 - Jul 1997
-15.06%
Mar 2007 - Feb 2009
11.65%
67 out of 575
Euro Inflation Adjusted +6.00% +23.29%
Aug 1995 - Jul 1997
-16.90%
Mar 2007 - Feb 2009
20.70%
119 out of 575
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 +7.80% +22.77%
Apr 1995 - Mar 1998
-10.85%
Apr 2000 - Mar 2003
11.55%
65 out of 563
Euro Inflation Adjusted +5.56% +20.70%
Apr 1995 - Mar 1998
-12.90%
Apr 2000 - Mar 2003
17.05%
96 out of 563
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 +8.15% +20.54%
Apr 1982 - Mar 1986
-5.36%
Sep 2000 - Aug 2004
10.16%
56 out of 551
Euro Inflation Adjusted +5.33% +18.18%
Apr 1996 - Mar 2000
-7.41%
Sep 2000 - Aug 2004
14.88%
82 out of 551
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 +7.97% +19.97%
Apr 1995 - Mar 2000
-3.10%
May 2000 - Apr 2005
4.45%
24 out of 539
Euro Inflation Adjusted +5.08% +18.08%
Apr 1995 - Mar 2000
-5.24%
May 2000 - Apr 2005
15.58%
84 out of 539
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 +7.95% +19.22%
Apr 1980 - Mar 1986
-0.65%
Sep 2000 - Aug 2006
0.95%
5 out of 527
Euro Inflation Adjusted +5.82% +15.27%
Apr 1980 - Mar 1986
-2.81%
Sep 2000 - Aug 2006
10.82%
57 out of 527
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 +7.84% +16.73%
Apr 1980 - Mar 1987
-2.17%
Mar 2002 - Feb 2009
1.75%
9 out of 515
Euro Inflation Adjusted +5.79% +13.45%
Apr 1980 - Mar 1987
-4.18%
Mar 2002 - Feb 2009
6.80%
35 out of 515
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 +7.68% +15.43%
Aug 1979 - Jul 1987
-2.56%
Mar 2001 - Feb 2009
3.38%
17 out of 503
Euro Inflation Adjusted +5.57% +12.46%
Sep 1992 - Aug 2000
-4.60%
Mar 2001 - Feb 2009
5.96%
30 out of 503
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 +7.65% +14.70%
Apr 1980 - Mar 1989
-2.98%
Apr 2000 - Mar 2009
3.26%
16 out of 491
Euro Inflation Adjusted +5.72% +11.75%
Apr 1980 - Mar 1989
-5.01%
Apr 2000 - Mar 2009
6.72%
33 out of 491
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 +7.71% +13.93%
Sep 1979 - Aug 1989
-0.35%
Apr 1999 - Mar 2009
1.67%
8 out of 479
Euro Inflation Adjusted +5.58% +10.81%
Sep 1979 - Aug 1989
-2.42%
Apr 1999 - Mar 2009
8.56%
41 out of 479
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 +7.52% +13.95%
Jan 1975 - Dec 1985
-0.18%
Sep 2000 - Aug 2011
0.43%
2 out of 467
Euro Inflation Adjusted +5.32% +9.63%
Jan 1975 - Dec 1985
-2.21%
Sep 2000 - Aug 2011
8.35%
39 out of 467
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 +7.53% +13.86%
Oct 1974 - Sep 1986
+0.93%
Apr 2000 - Mar 2012
0.00%
0 out of 455
Euro Inflation Adjusted +5.32% +9.81%
Oct 1974 - Sep 1986
-1.24%
May 2000 - Apr 2012
4.62%
21 out of 455
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 +7.26% +13.86%
Oct 1974 - Sep 1987
+1.47%
Sep 2000 - Aug 2013
0.00%
0 out of 443
Euro Inflation Adjusted +5.02% +10.08%
Oct 1974 - Sep 1987
-0.60%
Jan 2000 - Dec 2012
2.71%
12 out of 443
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 +7.06% +12.75%
Oct 1974 - Sep 1988
+2.04%
Apr 2000 - Mar 2014
0.00%
0 out of 431
Euro Inflation Adjusted +4.92% +9.16%
Oct 1974 - Sep 1988
+0.02%
Apr 2000 - Mar 2014
0.00%
0 out of 431
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 +6.59% +13.06%
Oct 1974 - Sep 1989
+2.83%
Sep 2000 - Aug 2015
0.00%
0 out of 419
Euro Inflation Adjusted +4.58% +9.50%
Oct 1974 - Sep 1989
+1.00%
Sep 2000 - Aug 2015
0.00%
0 out of 419
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 +6.34% +11.55%
Aug 1974 - Jul 1990
+2.90%
Apr 2000 - Mar 2016
0.00%
0 out of 407
Euro Inflation Adjusted +4.39% +8.99%
Jul 1982 - Jun 1998
+1.12%
Apr 2000 - Mar 2016
0.00%
0 out of 407
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 +6.37% +11.55%
Aug 1980 - Jul 1997
+3.15%
Sep 2000 - Aug 2017
0.00%
0 out of 395
Euro Inflation Adjusted +4.25% +9.00%
Jul 1982 - Jun 1999
+1.43%
Sep 2000 - Aug 2017
0.00%
0 out of 395
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 +6.36% +12.09%
Apr 1980 - Mar 1998
+3.19%
Apr 2000 - Mar 2018
0.00%
0 out of 383
Euro Inflation Adjusted +4.08% +9.51%
Apr 1982 - Mar 2000
+1.44%
Apr 2000 - Mar 2018
0.00%
0 out of 383
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 +6.41% +11.85%
May 1980 - Apr 1999
+3.28%
Jan 2000 - Dec 2018
0.00%
0 out of 371
Euro Inflation Adjusted +4.34% +9.13%
Nov 1981 - Oct 2000
+1.52%
Jan 2000 - Dec 2018
0.00%
0 out of 371
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 +6.36% +12.47%
Apr 1980 - Mar 2000
+3.27%
Apr 2000 - Mar 2020
0.00%
0 out of 359
Euro Inflation Adjusted +4.19% +9.61%
Apr 1980 - Mar 2000
+1.59%
Apr 2000 - Mar 2020
0.00%
0 out of 359
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 60/40 To EUR Bond Hedged Portfolio: ETF allocation and returns page.