Consolidated Returns as of 30 June 2024
Holding the Developed World 80/20 To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~53 years), the longest period with a negative return lasted 148 months (from September 2000 to December 2012).
This means that every rolling period of 149 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Developed World 80/20 To EUR 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 9.94% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.93% |
+49.74%
Aug 1996 - Jul 1997 |
-30.19%
Apr 2002 - Mar 2003 |
24.39%
151 out of 619 |
Euro Inflation Adjusted | +5.45% |
+47.54%
Aug 1996 - Jul 1997 |
-31.81%
Apr 2002 - Mar 2003 |
32.63%
202 out of 619 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+30.10%
Aug 1995 - Jul 1997 |
-21.80%
Oct 2000 - Sep 2002 |
16.80%
102 out of 607 |
Euro Inflation Adjusted | +5.95% |
+27.74%
Oct 1998 - Sep 2000 |
-23.45%
Oct 2000 - Sep 2002 |
26.85%
163 out of 607 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.48% |
+26.38%
Apr 1995 - Mar 1998 |
-17.22%
Apr 2000 - Mar 2003 |
13.78%
82 out of 595 |
Euro Inflation Adjusted | +5.58% |
+24.26%
Apr 1995 - Mar 1998 |
-19.13%
Apr 2000 - Mar 2003 |
21.68%
129 out of 595 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.41% |
+24.22%
Sep 1996 - Aug 2000 |
-9.89%
Sep 2000 - Aug 2004 |
11.49%
67 out of 583 |
Euro Inflation Adjusted | +5.44% |
+22.41%
Apr 1996 - Mar 2000 |
-11.84%
Sep 2000 - Aug 2004 |
24.19%
141 out of 583 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.14% |
+23.94%
Apr 1995 - Mar 2000 |
-6.73%
May 2000 - Apr 2005 |
8.76%
50 out of 571 |
Euro Inflation Adjusted | +4.78% |
+21.98%
Apr 1995 - Mar 2000 |
-8.79%
May 2000 - Apr 2005 |
20.84%
119 out of 571 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.41% |
+20.13%
May 1980 - Apr 1986 |
-3.23%
Sep 2000 - Aug 2006 |
4.47%
25 out of 559 |
Euro Inflation Adjusted | +5.42% |
+16.26%
May 1980 - Apr 1986 |
-5.33%
Sep 2000 - Aug 2006 |
20.21%
113 out of 559 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.27% |
+17.66%
Jun 1979 - May 1986 |
-4.22%
Apr 2002 - Mar 2009 |
5.48%
30 out of 547 |
Euro Inflation Adjusted | +5.21% |
+14.66%
Apr 1993 - Mar 2000 |
-6.18%
Mar 2002 - Feb 2009 |
12.98%
71 out of 547 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.95% |
+17.15%
Sep 1992 - Aug 2000 |
-4.74%
Mar 2001 - Feb 2009 |
4.67%
25 out of 535 |
Euro Inflation Adjusted | +5.32% |
+14.75%
Sep 1992 - Aug 2000 |
-6.74%
Mar 2001 - Feb 2009 |
8.97%
48 out of 535 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.47% |
+14.77%
May 1980 - Apr 1989 |
-5.50%
Apr 2000 - Mar 2009 |
4.40%
23 out of 523 |
Euro Inflation Adjusted | +5.80% |
+11.96%
Jan 1991 - Dec 1999 |
-7.47%
Apr 2000 - Mar 2009 |
10.13%
53 out of 523 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.60% |
+14.20%
Sep 1979 - Aug 1989 |
-1.92%
Apr 1999 - Mar 2009 |
4.70%
24 out of 511 |
Euro Inflation Adjusted | +6.00% |
+11.27%
Oct 1990 - Sep 2000 |
-3.95%
Apr 1999 - Mar 2009 |
10.96%
56 out of 511 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.01% |
+13.45%
Jan 1975 - Dec 1985 |
-1.76%
Sep 2000 - Aug 2011 |
3.41%
17 out of 499 |
Euro Inflation Adjusted | +5.59% |
+10.68%
Mar 2009 - Feb 2020 |
-3.76%
Sep 2000 - Aug 2011 |
9.42%
47 out of 499 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.05% |
+13.16%
Oct 1974 - Sep 1986 |
-0.19%
Apr 2000 - Mar 2012 |
0.82%
4 out of 487 |
Euro Inflation Adjusted | +5.74% |
+11.05%
Apr 2009 - Mar 2021 |
-2.34%
May 2000 - Apr 2012 |
8.01%
39 out of 487 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.21% |
+13.42%
Oct 1974 - Sep 1987 |
+0.59%
Sep 2000 - Aug 2013 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +5.75% |
+10.78%
Jan 2009 - Dec 2021 |
-1.46%
Jan 2000 - Dec 2012 |
4.00%
19 out of 475 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.06% |
+12.09%
Jan 1980 - Dec 1993 |
+1.31%
Apr 2000 - Mar 2014 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +5.62% |
+8.98%
Mar 2009 - Feb 2023 |
-0.70%
Apr 2000 - Mar 2014 |
1.73%
8 out of 463 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.64% |
+12.32%
Oct 1974 - Sep 1989 |
+2.28%
Mar 1994 - Feb 2009 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +5.44% |
+9.47%
Aug 1982 - Jul 1997 |
+0.28%
Mar 1994 - Feb 2009 |
0.00%
0 out of 451 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.39% |
+11.94%
Apr 1982 - Mar 1998 |
+2.52%
Apr 2000 - Mar 2016 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +4.99% |
+9.42%
Jul 1982 - Jun 1998 |
+0.75%
Apr 2000 - Mar 2016 |
0.00%
0 out of 439 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.15% |
+12.18%
Jan 1983 - Dec 1999 |
+2.95%
Sep 2000 - Aug 2017 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +4.64% |
+9.79%
Jan 1983 - Dec 1999 |
+1.23%
Sep 2000 - Aug 2017 |
0.00%
0 out of 427 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.91% |
+12.84%
Apr 1982 - Mar 2000 |
+3.06%
Apr 2000 - Mar 2018 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +4.42% |
+10.31%
Apr 1982 - Mar 2000 |
+1.31%
Apr 2000 - Mar 2018 |
0.00%
0 out of 415 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.89% |
+12.25%
Apr 1981 - Mar 2000 |
+3.28%
Jan 2000 - Dec 2018 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +4.48% |
+9.70%
Nov 1981 - Oct 2000 |
+1.24%
Mar 1990 - Feb 2009 |
0.00%
0 out of 403 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.81% |
+13.05%
Apr 1980 - Mar 2000 |
+3.21%
Apr 2000 - Mar 2020 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +4.57% |
+10.19%
May 1980 - Apr 2000 |
+1.30%
Apr 1989 - Mar 2009 |
0.00%
0 out of 391 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Developed World 80/20 To EUR Portfolio: ETF allocation and returns page.