Consolidated Returns as of 30 June 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
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The annualized return of the last 10 years has been 9.65% (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 | +8.94% |
+47.81%
Aug 1996 - Jul 1997 |
-30.55%
Jan 2008 - Dec 2008 |
20.41%
120 out of 588 |
Euro Inflation Adjusted | +6.61% |
+45.65%
Aug 1996 - Jul 1997 |
-31.63%
Jan 2008 - Dec 2008 |
29.08%
171 out of 588 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.12% |
+29.20%
Aug 1995 - Jul 1997 |
-21.10%
Oct 2000 - Sep 2002 |
13.19%
76 out of 576 |
Euro Inflation Adjusted | +6.48% |
+26.83%
Aug 1995 - Jul 1997 |
-22.76%
Oct 2000 - Sep 2002 |
21.18%
122 out of 576 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.76% |
+25.83%
Apr 1995 - Mar 1998 |
-16.55%
Apr 2000 - Mar 2003 |
12.23%
69 out of 564 |
Euro Inflation Adjusted | +6.16% |
+23.71%
Apr 1995 - Mar 1998 |
-18.47%
Apr 2000 - Mar 2003 |
16.67%
94 out of 564 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.96% |
+23.58%
Apr 1996 - Mar 2000 |
-9.13%
Sep 2000 - Aug 2004 |
13.22%
73 out of 552 |
Euro Inflation Adjusted | +6.15% |
+21.89%
Apr 1996 - Mar 2000 |
-11.09%
Sep 2000 - Aug 2004 |
17.93%
99 out of 552 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.77% |
+23.42%
Apr 1995 - Mar 2000 |
-6.09%
May 2000 - Apr 2005 |
9.07%
49 out of 540 |
Euro Inflation Adjusted | +5.65% |
+21.47%
Apr 1995 - Mar 2000 |
-8.16%
May 2000 - Apr 2005 |
19.07%
103 out of 540 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.88% |
+20.32%
Apr 1980 - Mar 1986 |
-2.60%
Sep 2000 - Aug 2006 |
3.41%
18 out of 528 |
Euro Inflation Adjusted | +6.19% |
+16.40%
May 1980 - Apr 1986 |
-4.72%
Sep 2000 - Aug 2006 |
17.23%
91 out of 528 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.53% |
+17.77%
May 1980 - Apr 1987 |
-4.08%
Mar 2002 - Feb 2009 |
4.84%
25 out of 516 |
Euro Inflation Adjusted | +5.67% |
+14.51%
May 1980 - Apr 1987 |
-6.05%
Mar 2002 - Feb 2009 |
9.50%
49 out of 516 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.20% |
+16.98%
Sep 1992 - Aug 2000 |
-4.65%
Mar 2001 - Feb 2009 |
4.96%
25 out of 504 |
Euro Inflation Adjusted | +5.83% |
+14.59%
Sep 1992 - Aug 2000 |
-6.65%
Mar 2001 - Feb 2009 |
6.15%
31 out of 504 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+15.21%
May 1980 - Apr 1989 |
-5.35%
Apr 2000 - Mar 2009 |
4.27%
21 out of 492 |
Euro Inflation Adjusted | +6.14% |
+12.24%
Jun 1980 - May 1989 |
-7.33%
Apr 2000 - Mar 2009 |
8.33%
41 out of 492 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.67% |
+14.58%
Sep 1979 - Aug 1989 |
-1.88%
Apr 1999 - Mar 2009 |
5.42%
26 out of 480 |
Euro Inflation Adjusted | +6.31% |
+11.44%
Sep 1979 - Aug 1989 |
-3.92%
Apr 1999 - Mar 2009 |
9.38%
45 out of 480 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.04% |
+14.12%
Jan 1975 - Dec 1985 |
-1.70%
Sep 2000 - Aug 2011 |
3.63%
17 out of 468 |
Euro Inflation Adjusted | +5.77% |
+10.25%
Mar 2009 - Feb 2020 |
-3.69%
Sep 2000 - Aug 2011 |
10.26%
48 out of 468 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.99% |
+13.97%
Oct 1974 - Sep 1986 |
-0.24%
Jan 2000 - Dec 2011 |
1.32%
6 out of 456 |
Euro Inflation Adjusted | +5.73% |
+10.68%
Apr 2009 - Mar 2021 |
-2.38%
May 2000 - Apr 2012 |
8.99%
41 out of 456 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.87% |
+14.21%
Oct 1974 - Sep 1987 |
+0.56%
Jan 2000 - Dec 2012 |
0.00%
0 out of 444 |
Euro Inflation Adjusted | +5.61% |
+10.42%
Oct 1974 - Sep 1987 |
-1.56%
Jan 2000 - Dec 2012 |
5.41%
24 out of 444 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.52% |
+12.56%
Oct 1974 - Sep 1988 |
+1.31%
Apr 2000 - Mar 2014 |
0.00%
0 out of 432 |
Euro Inflation Adjusted | +5.51% |
+9.02%
Jan 1980 - Dec 1993 |
-0.70%
Apr 2000 - Mar 2014 |
1.85%
8 out of 432 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.27% |
+13.13%
Oct 1974 - Sep 1989 |
+2.30%
Mar 1994 - Feb 2009 |
0.00%
0 out of 420 |
Euro Inflation Adjusted | +5.27% |
+9.60%
Aug 1982 - Jul 1997 |
+0.31%
Mar 1994 - Feb 2009 |
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 | +7.00% |
+12.13%
Apr 1982 - Mar 1998 |
+2.40%
Apr 2000 - Mar 2016 |
0.00%
0 out of 408 |
Euro Inflation Adjusted | +4.81% |
+9.60%
Jul 1982 - Jun 1998 |
+0.63%
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 | +6.81% |
+12.22%
Jan 1983 - Dec 1999 |
+2.88%
Sep 2000 - Aug 2017 |
0.00%
0 out of 396 |
Euro Inflation Adjusted | +4.44% |
+9.83%
Jan 1983 - Dec 1999 |
+1.16%
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 | +6.63% |
+12.96%
Apr 1982 - Mar 2000 |
+2.97%
Apr 2000 - Mar 2018 |
0.00%
0 out of 384 |
Euro Inflation Adjusted | +4.35% |
+10.43%
Apr 1982 - Mar 2000 |
+1.23%
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 | +6.75% |
+12.40%
Apr 1981 - Mar 2000 |
+3.14%
Jan 2000 - Dec 2018 |
0.00%
0 out of 372 |
Euro Inflation Adjusted | +4.65% |
+9.80%
Nov 1981 - Oct 2000 |
+1.24%
Mar 1990 - Feb 2009 |
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 | +6.73% |
+13.25%
Apr 1980 - Mar 2000 |
+3.04%
Apr 2000 - Mar 2020 |
0.00%
0 out of 360 |
Euro Inflation Adjusted | +4.59% |
+10.38%
Apr 1980 - Mar 2000 |
+1.32%
Apr 1989 - Mar 2009 |
0.00%
0 out of 360 |
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To obtain comprehensive information, please consult the Developed World 80/20 To EUR Bond Hedged Portfolio: ETF allocation and returns page.