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

Data Source: from January 1979 to May 2024 (~45 years)
Consolidated Returns as of 31 May 2024

Holding the Developed World 80/20 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 132 months (from March 1998 to February 2009).

This means that every rolling period of 133 months or above has always granted a positive return.

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

The annualized return of the last 10 years has been 6.64% (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 80/20 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1979 - 31 May 2024 (~45 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.07% +51.47%
Sep 1985 - Aug 1986
-37.77%
Mar 2008 - Feb 2009
22.28%
119 out of 534
Euro Inflation Adjusted +7.62% +51.97%
Sep 1985 - Aug 1986
-38.49%
Mar 2008 - Feb 2009
26.59%
142 out of 534
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 +9.65% +42.60%
May 1985 - Apr 1987
-21.48%
Mar 2007 - Feb 2009
15.13%
79 out of 522
Euro Inflation Adjusted +7.08% +42.60%
May 1985 - Apr 1987
-23.18%
Mar 2007 - Feb 2009
22.03%
115 out of 522
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 +8.41% +34.45%
Aug 1984 - Jul 1987
-13.43%
Apr 2000 - Mar 2003
11.37%
58 out of 510
Euro Inflation Adjusted +6.43% +33.45%
Aug 1984 - Jul 1987
-15.43%
Apr 2000 - Mar 2003
20.78%
106 out of 510
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 +8.58% +24.84%
Sep 1983 - Aug 1987
-7.08%
Apr 1999 - Mar 2003
12.85%
64 out of 498
Euro Inflation Adjusted +6.28% +23.70%
Aug 1984 - Jul 1988
-9.13%
Apr 1999 - Mar 2003
16.87%
84 out of 498
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 +8.42% +26.09%
Aug 1982 - Jul 1987
-3.84%
Apr 1998 - Mar 2003
6.58%
32 out of 486
Euro Inflation Adjusted +5.87% +24.25%
Aug 1982 - Jul 1987
-5.77%
Mar 2004 - Feb 2009
15.43%
75 out of 486
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 +8.06% +21.26%
Aug 1982 - Jul 1988
+0.39%
Mar 1997 - Feb 2003
0.00%
0 out of 474
Euro Inflation Adjusted +5.75% +19.54%
Aug 1982 - Jul 1988
-1.40%
Jan 2000 - Dec 2005
8.86%
42 out of 474
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 +7.95% +20.62%
Aug 1982 - Jul 1989
-0.48%
Mar 2002 - Feb 2009
0.43%
2 out of 462
Euro Inflation Adjusted +5.94% +18.70%
Aug 1982 - Jul 1989
-2.53%
Mar 2002 - Feb 2009
1.52%
7 out of 462
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 +7.83% +17.25%
Aug 1982 - Jul 1990
-1.74%
Mar 2001 - Feb 2009
1.56%
7 out of 450
Euro Inflation Adjusted +6.03% +15.19%
Aug 1982 - Jul 1990
-3.80%
Mar 2001 - Feb 2009
3.11%
14 out of 450
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 +7.74% +15.64%
Apr 1980 - Mar 1989
-2.81%
Mar 2000 - Feb 2009
2.05%
9 out of 438
Euro Inflation Adjusted +5.52% +13.14%
Aug 1982 - Jul 1991
-4.84%
Mar 2000 - Feb 2009
3.42%
15 out of 438
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 +7.49% +14.92%
Aug 1984 - Jul 1994
-1.39%
Mar 1999 - Feb 2009
0.94%
4 out of 426
Euro Inflation Adjusted +5.61% +12.24%
Aug 1984 - Jul 1994
-3.42%
Mar 1999 - Feb 2009
5.63%
24 out of 426
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 +7.62% +15.31%
Aug 1982 - Jul 1993
-0.37%
Mar 1998 - Feb 2009
0.48%
2 out of 414
Euro Inflation Adjusted +5.55% +12.62%
Aug 1982 - Jul 1993
-2.30%
Mar 1998 - Feb 2009
5.07%
21 out of 414
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 +7.71% +14.85%
Aug 1982 - Jul 1994
+1.19%
Mar 1997 - Feb 2009
0.00%
0 out of 402
Euro Inflation Adjusted +5.54% +12.14%
Aug 1982 - Jul 1994
-0.79%
Jan 2000 - Dec 2011
2.99%
12 out of 402
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 +7.52% +15.19%
Aug 1984 - Jul 1997
+2.07%
Mar 1996 - Feb 2009
0.00%
0 out of 390
Euro Inflation Adjusted +5.36% +12.58%
Aug 1984 - Jul 1997
-0.06%
Jan 2000 - Dec 2012
0.26%
1 out of 390
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 +7.23% +14.80%
Aug 1984 - Jul 1998
+2.94%
Jun 1998 - May 2012
0.00%
0 out of 378
Euro Inflation Adjusted +5.11% +12.28%
Aug 1984 - Jul 1998
+0.86%
Jun 1998 - May 2012
0.00%
0 out of 378
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 +6.86% +15.10%
Aug 1982 - Jul 1997
+3.05%
Mar 1994 - Feb 2009
0.00%
0 out of 366
Euro Inflation Adjusted +4.77% +12.45%
Aug 1982 - Jul 1997
+1.04%
Mar 1994 - Feb 2009
0.00%
0 out of 366
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 +6.89% +14.76%
Aug 1982 - Jul 1998
+3.54%
Apr 2000 - Mar 2016
0.00%
0 out of 354
Euro Inflation Adjusted +4.85% +12.20%
Aug 1982 - Jul 1998
+1.75%
Apr 2000 - Mar 2016
0.00%
0 out of 354
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 +6.85% +14.57%
Jul 1982 - Jun 1999
+3.83%
Jan 2000 - Dec 2016
0.00%
0 out of 342
Euro Inflation Adjusted +4.92% +12.10%
Jul 1982 - Jun 1999
+2.03%
Jan 2000 - Dec 2016
0.00%
0 out of 342
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 +6.87% +14.27%
Apr 1982 - Mar 2000
+4.12%
Apr 2000 - Mar 2018
0.00%
0 out of 330
Euro Inflation Adjusted +4.70% +11.73%
Jul 1982 - Jun 2000
+2.36%
Apr 2000 - Mar 2018
0.00%
0 out of 330
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 +6.72% +13.19%
Apr 1980 - Mar 1999
+3.63%
Jan 2000 - Dec 2018
0.00%
0 out of 318
Euro Inflation Adjusted +4.66% +10.36%
Oct 1981 - Sep 2000
+1.86%
Jan 2000 - Dec 2018
0.00%
0 out of 318
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 +6.81% +13.28%
Apr 1980 - Mar 2000
+3.55%
Apr 2000 - Mar 2020
0.00%
0 out of 306
Euro Inflation Adjusted +4.69% +10.40%
Apr 1980 - Mar 2000
+1.86%
Apr 2000 - Mar 2020
0.00%
0 out of 306
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 Hedged Portfolio: ETF allocation and returns page.