Developed World 80/20 To EUR Bond Hedged Portfolio: Rolling Returns

Data Source: from August 1974 to April 2024 (~50 years)
Consolidated Returns as of 30 April 2024

Holding the Developed World 80/20 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 151 months (from April 2000 to October 2012).

This means that every rolling period of 152 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World 80/20 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 80/20 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 9.56% (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 80/20 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1974 - 30 April 2024 (~50 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.93% +47.81%
Aug 1996 - Jul 1997
-30.55%
Jan 2008 - Dec 2008
20.48%
120 out of 586
Euro Inflation Adjusted +6.59% +45.65%
Aug 1996 - Jul 1997
-31.63%
Jan 2008 - Dec 2008
29.18%
171 out of 586
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 +9.12% +29.20%
Aug 1995 - Jul 1997
-21.10%
Oct 2000 - Sep 2002
13.24%
76 out of 574
Euro Inflation Adjusted +6.48% +26.83%
Aug 1995 - Jul 1997
-22.76%
Oct 2000 - Sep 2002
21.25%
122 out of 574
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 +8.81% +25.83%
Apr 1995 - Mar 1998
-16.55%
Apr 2000 - Mar 2003
12.28%
69 out of 562
Euro Inflation Adjusted +6.21% +23.71%
Apr 1995 - Mar 1998
-18.47%
Apr 2000 - Mar 2003
16.73%
94 out of 562
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 +8.94% +23.58%
Apr 1996 - Mar 2000
-9.13%
Sep 2000 - Aug 2004
13.27%
73 out of 550
Euro Inflation Adjusted +6.13% +21.89%
Apr 1996 - Mar 2000
-11.09%
Sep 2000 - Aug 2004
18.00%
99 out of 550
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 +8.76% +23.42%
Apr 1995 - Mar 2000
-6.09%
May 2000 - Apr 2005
9.11%
49 out of 538
Euro Inflation Adjusted +5.61% +21.47%
Apr 1995 - Mar 2000
-8.16%
May 2000 - Apr 2005
19.14%
103 out of 538
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 +8.86% +20.32%
Apr 1980 - Mar 1986
-2.60%
Sep 2000 - Aug 2006
3.42%
18 out of 526
Euro Inflation Adjusted +6.19% +16.40%
May 1980 - Apr 1986
-4.72%
Sep 2000 - Aug 2006
17.30%
91 out of 526
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 +8.50% +17.77%
May 1980 - Apr 1987
-4.08%
Mar 2002 - Feb 2009
4.86%
25 out of 514
Euro Inflation Adjusted +5.67% +14.51%
May 1980 - Apr 1987
-6.05%
Mar 2002 - Feb 2009
9.53%
49 out of 514
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 +8.19% +16.98%
Sep 1992 - Aug 2000
-4.65%
Mar 2001 - Feb 2009
4.98%
25 out of 502
Euro Inflation Adjusted +5.83% +14.59%
Sep 1992 - Aug 2000
-6.65%
Mar 2001 - Feb 2009
6.18%
31 out of 502
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 +8.65% +15.21%
May 1980 - Apr 1989
-5.35%
Apr 2000 - Mar 2009
4.29%
21 out of 490
Euro Inflation Adjusted +6.17% +12.24%
Jun 1980 - May 1989
-7.33%
Apr 2000 - Mar 2009
8.37%
41 out of 490
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 +8.66% +14.58%
Sep 1979 - Aug 1989
-1.88%
Apr 1999 - Mar 2009
5.44%
26 out of 478
Euro Inflation Adjusted +6.29% +11.44%
Sep 1979 - Aug 1989
-3.92%
Apr 1999 - Mar 2009
9.41%
45 out of 478
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 +8.00% +14.12%
Jan 1975 - Dec 1985
-1.70%
Sep 2000 - Aug 2011
3.65%
17 out of 466
Euro Inflation Adjusted +5.76% +10.25%
Mar 2009 - Feb 2020
-3.69%
Sep 2000 - Aug 2011
10.30%
48 out of 466
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 +7.97% +13.97%
Oct 1974 - Sep 1986
-0.24%
Jan 2000 - Dec 2011
1.32%
6 out of 454
Euro Inflation Adjusted +5.73% +10.68%
Apr 2009 - Mar 2021
-2.38%
May 2000 - Apr 2012
9.03%
41 out of 454
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 +7.80% +14.21%
Oct 1974 - Sep 1987
+0.56%
Jan 2000 - Dec 2012
0.00%
0 out of 442
Euro Inflation Adjusted +5.60% +10.42%
Oct 1974 - Sep 1987
-1.56%
Jan 2000 - Dec 2012
5.43%
24 out of 442
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 +7.49% +12.56%
Oct 1974 - Sep 1988
+1.31%
Apr 2000 - Mar 2014
0.00%
0 out of 430
Euro Inflation Adjusted +5.48% +9.02%
Jan 1980 - Dec 1993
-0.70%
Apr 2000 - Mar 2014
1.86%
8 out of 430
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 +7.26% +13.13%
Oct 1974 - Sep 1989
+2.30%
Mar 1994 - Feb 2009
0.00%
0 out of 418
Euro Inflation Adjusted +5.26% +9.60%
Aug 1982 - Jul 1997
+0.31%
Mar 1994 - Feb 2009
0.00%
0 out of 418
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 +7.00% +12.13%
Apr 1982 - Mar 1998
+2.40%
Apr 2000 - Mar 2016
0.00%
0 out of 406
Euro Inflation Adjusted +4.80% +9.60%
Jul 1982 - Jun 1998
+0.63%
Apr 2000 - Mar 2016
0.00%
0 out of 406
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 +6.80% +12.22%
Jan 1983 - Dec 1999
+2.88%
Sep 2000 - Aug 2017
0.00%
0 out of 394
Euro Inflation Adjusted +4.44% +9.83%
Jan 1983 - Dec 1999
+1.16%
Sep 2000 - Aug 2017
0.00%
0 out of 394
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 +6.62% +12.96%
Apr 1982 - Mar 2000
+2.97%
Apr 2000 - Mar 2018
0.00%
0 out of 382
Euro Inflation Adjusted +4.34% +10.43%
Apr 1982 - Mar 2000
+1.23%
Apr 2000 - Mar 2018
0.00%
0 out of 382
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 +6.74% +12.40%
Apr 1981 - Mar 2000
+3.14%
Jan 2000 - Dec 2018
0.00%
0 out of 370
Euro Inflation Adjusted +4.64% +9.80%
Nov 1981 - Oct 2000
+1.24%
Mar 1990 - Feb 2009
0.00%
0 out of 370
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 +6.72% +13.25%
Apr 1980 - Mar 2000
+3.04%
Apr 2000 - Mar 2020
0.00%
0 out of 358
Euro Inflation Adjusted +4.59% +10.38%
Apr 1980 - Mar 2000
+1.32%
Apr 1989 - Mar 2009
0.00%
0 out of 358
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 80/20 To EUR Bond Hedged Portfolio: ETF allocation and returns page.