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

Data Source: from January 1979 to April 2024 (~45 years)
Consolidated Returns as of 30 April 2024

Holding the Developed World 60/40 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 (~45 years), the longest period with a negative return lasted 122 months (from January 1999 to February 2009).

This means that every rolling period of 123 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World 60/40 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

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

The annualized return of the last 10 years has been 5.00% (updated at Apr 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.

DEVELOPED WORLD 60/40 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1979 - 30 April 2024 (~45 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.77% +40.35%
Sep 1985 - Aug 1986
-29.10%
Mar 2008 - Feb 2009
19.32%
103 out of 533
Euro Inflation Adjusted +6.36% +40.82%
Sep 1985 - Aug 1986
-29.93%
Mar 2008 - Feb 2009
24.77%
132 out of 533
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.51% +33.76%
May 1985 - Apr 1987
-16.01%
Mar 2007 - Feb 2009
14.20%
74 out of 521
Euro Inflation Adjusted +5.82% +33.76%
May 1985 - Apr 1987
-17.83%
Mar 2007 - Feb 2009
20.73%
108 out of 521
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.02% +28.21%
Aug 1984 - Jul 1987
-8.65%
Mar 2006 - Feb 2009
10.41%
53 out of 509
Euro Inflation Adjusted +5.74% +27.26%
Aug 1984 - Jul 1987
-10.59%
Apr 2000 - Mar 2003
19.45%
99 out of 509
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.92% +21.49%
Aug 1984 - Jul 1988
-4.64%
Mar 2005 - Feb 2009
8.45%
42 out of 497
Euro Inflation Adjusted +5.59% +20.45%
Aug 1984 - Jul 1988
-6.66%
Mar 2005 - Feb 2009
18.11%
90 out of 497
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.85% +22.21%
Aug 1982 - Jul 1987
-2.19%
Mar 2004 - Feb 2009
1.65%
8 out of 485
Euro Inflation Adjusted +5.43% +20.43%
Aug 1982 - Jul 1987
-4.24%
Mar 2004 - Feb 2009
16.08%
78 out of 485
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.24% +19.07%
Oct 1981 - Sep 1987
+1.71%
Oct 2005 - Sep 2011
0.00%
0 out of 473
Euro Inflation Adjusted +5.07% +17.17%
Aug 1982 - Jul 1988
-0.76%
Nov 2017 - Oct 2023
1.27%
6 out of 473
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.08% +18.26%
Aug 1982 - Jul 1989
+0.59%
Mar 2002 - Feb 2009
0.00%
0 out of 461
Euro Inflation Adjusted +5.29% +16.37%
Aug 1982 - Jul 1989
-1.48%
Mar 2002 - Feb 2009
1.30%
6 out of 461
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.88% +16.07%
Oct 1981 - Sep 1989
-0.31%
Mar 2001 - Feb 2009
0.45%
2 out of 449
Euro Inflation Adjusted +5.10% +13.80%
Oct 1981 - Sep 1989
-2.40%
Mar 2001 - Feb 2009
2.23%
10 out of 449
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.81% +15.21%
Apr 1980 - Mar 1989
-0.98%
Apr 2000 - Mar 2009
1.14%
5 out of 437
Euro Inflation Adjusted +5.19% +12.25%
Apr 1980 - Mar 1989
-3.05%
Apr 2000 - Mar 2009
3.20%
14 out of 437
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.90% +13.73%
Dec 1979 - Nov 1989
+0.01%
Mar 1999 - Feb 2009
0.00%
0 out of 425
Euro Inflation Adjusted +5.03% +10.71%
Aug 1984 - Jul 1994
-2.05%
Mar 1999 - Feb 2009
4.71%
20 out of 425
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.08% +14.05%
Aug 1982 - Jul 1993
+0.83%
Mar 1998 - Feb 2009
0.00%
0 out of 413
Euro Inflation Adjusted +5.05% +11.38%
Aug 1982 - Jul 1993
-1.13%
Mar 1998 - Feb 2009
1.69%
7 out of 413
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.23% +13.47%
Mar 1982 - Feb 1994
+2.12%
Mar 1997 - Feb 2009
0.00%
0 out of 401
Euro Inflation Adjusted +5.03% +10.74%
Aug 1982 - Jul 1994
+0.01%
Jan 2000 - Dec 2011
0.00%
0 out of 401
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.95% +13.67%
Aug 1984 - Jul 1997
+2.72%
Jan 2000 - Dec 2012
0.00%
0 out of 389
Euro Inflation Adjusted +4.82% +11.09%
Aug 1984 - Jul 1997
+0.55%
Jan 2000 - Dec 2012
0.00%
0 out of 389
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.52% +13.35%
Aug 1984 - Jul 1998
+3.33%
Jun 1998 - May 2012
0.00%
0 out of 377
Euro Inflation Adjusted +4.42% +10.86%
Aug 1984 - Jul 1998
+1.24%
Jun 1998 - May 2012
0.00%
0 out of 377
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.54% +13.68%
Aug 1982 - Jul 1997
+3.62%
Mar 1994 - Feb 2009
0.00%
0 out of 365
Euro Inflation Adjusted +4.35% +11.06%
Aug 1982 - Jul 1997
+1.60%
Mar 1994 - Feb 2009
0.00%
0 out of 365
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.09% +13.45%
Jul 1982 - Jun 1998
+3.68%
Nov 2007 - Oct 2023
0.00%
0 out of 353
Euro Inflation Adjusted +4.27% +10.91%
Jul 1982 - Jun 1998
+1.55%
Nov 2007 - Oct 2023
0.00%
0 out of 353
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.15% +13.23%
Jul 1982 - Jun 1999
+3.93%
Jan 2000 - Dec 2016
0.00%
0 out of 341
Euro Inflation Adjusted +4.37% +10.78%
Jul 1982 - Jun 1999
+1.95%
Nov 2006 - Oct 2023
0.00%
0 out of 341
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.39% +12.95%
Apr 1982 - Mar 2000
+4.07%
Apr 2000 - Mar 2018
0.00%
0 out of 329
Euro Inflation Adjusted +4.39% +10.42%
Apr 1982 - Mar 2000
+2.31%
Apr 2000 - Mar 2018
0.00%
0 out of 329
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.42% +12.55%
Apr 1980 - Mar 1999
+3.67%
Jan 2000 - Dec 2018
0.00%
0 out of 317
Euro Inflation Adjusted +4.28% +9.65%
Apr 1980 - Mar 1999
+1.90%
Jan 2000 - Dec 2018
0.00%
0 out of 317
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +6.38% +12.48%
Apr 1980 - Mar 2000
+3.67%
Apr 2000 - Mar 2020
0.00%
0 out of 305
Euro Inflation Adjusted +4.28% +9.62%
Apr 1980 - Mar 2000
+1.98%
Apr 2000 - Mar 2020
0.00%
0 out of 305
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 Hedged Portfolio: ETF allocation and returns page.