Developed World Stocks To EUR Portfolio: Rolling Returns

Data Source: from January 1972 to May 2024 (~52 years)
Consolidated Returns as of 31 May 2024

Holding the Developed World Stocks To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~52 years), the longest period with a negative return lasted 162 months (from March 2000 to August 2013).

This means that every rolling period of 163 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Developed World Stocks 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

DEVELOPED WORLD STOCKS TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 11.66% (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 STOCKS TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1972 - 31 May 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.02% +55.81%
Aug 1996 - Jul 1997
-38.06%
Jan 2008 - Dec 2008
27.18%
168 out of 618
Euro Inflation Adjusted +6.53% +53.52%
Aug 1996 - Jul 1997
-39.03%
Jan 2008 - Dec 2008
33.01%
204 out of 618
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 +9.50% +35.18%
Oct 1998 - Sep 2000
-27.87%
Oct 2000 - Sep 2002
17.82%
108 out of 606
Euro Inflation Adjusted +6.68% +32.76%
Oct 1998 - Sep 2000
-29.39%
Oct 2000 - Sep 2002
28.38%
172 out of 606
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 +9.55% +28.91%
Apr 1995 - Mar 1998
-22.22%
Apr 2000 - Mar 2003
15.49%
92 out of 594
Euro Inflation Adjusted +6.38% +27.09%
Jan 1997 - Dec 1999
-24.01%
Apr 2000 - Mar 2003
23.23%
138 out of 594
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 +9.18% +27.36%
Sep 1996 - Aug 2000
-13.02%
Sep 2000 - Aug 2004
15.12%
88 out of 582
Euro Inflation Adjusted +6.23% +25.53%
Apr 1996 - Mar 2000
-14.90%
Sep 2000 - Aug 2004
26.46%
154 out of 582
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 +8.91% +26.81%
Apr 1995 - Mar 2000
-9.23%
May 2000 - Apr 2005
13.68%
78 out of 570
Euro Inflation Adjusted +5.84% +24.81%
Apr 1995 - Mar 2000
-11.23%
May 2000 - Apr 2005
24.74%
141 out of 570
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 +9.20% +21.51%
May 1980 - Apr 1986
-4.74%
Sep 2000 - Aug 2006
8.60%
48 out of 558
Euro Inflation Adjusted +6.05% +18.78%
Mar 2009 - Feb 2015
-6.81%
Sep 2000 - Aug 2006
25.81%
144 out of 558
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 +9.02% +18.99%
Jun 1979 - May 1986
-6.27%
Mar 2002 - Feb 2009
6.59%
36 out of 546
Euro Inflation Adjusted +5.91% +16.72%
Apr 1993 - Mar 2000
-8.20%
Mar 2002 - Feb 2009
14.65%
80 out of 546
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 +8.13% +19.08%
Sep 1992 - Aug 2000
-7.00%
Mar 2001 - Feb 2009
5.43%
29 out of 534
Euro Inflation Adjusted +5.49% +16.65%
Sep 1992 - Aug 2000
-8.95%
Mar 2001 - Feb 2009
11.42%
61 out of 534
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 +8.95% +16.09%
Jan 1991 - Dec 1999
-7.93%
Apr 2000 - Mar 2009
5.17%
27 out of 522
Euro Inflation Adjusted +6.03% +13.78%
Mar 2009 - Feb 2018
-9.85%
Apr 2000 - Mar 2009
10.92%
57 out of 522
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 +8.71% +15.13%
Aug 1979 - Jul 1989
-3.69%
Apr 1999 - Mar 2009
6.67%
34 out of 510
Euro Inflation Adjusted +6.11% +13.08%
Oct 2011 - Sep 2021
-5.68%
Apr 1999 - Mar 2009
12.55%
64 out of 510
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 +8.17% +14.21%
Jan 1975 - Dec 1985
-3.45%
Sep 2000 - Aug 2011
7.23%
36 out of 498
Euro Inflation Adjusted +5.69% +12.29%
Mar 2009 - Feb 2020
-5.41%
Sep 2000 - Aug 2011
10.64%
53 out of 498
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 +8.24% +14.41%
Apr 2009 - Mar 2021
-1.66%
Jan 2000 - Dec 2011
3.91%
19 out of 486
Euro Inflation Adjusted +5.88% +12.98%
Apr 2009 - Mar 2021
-3.74%
May 2000 - Apr 2012
11.52%
56 out of 486
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 +8.27% +14.64%
Apr 2009 - Mar 2022
-0.64%
Jan 2000 - Dec 2012
1.48%
7 out of 474
Euro Inflation Adjusted +6.07% +12.77%
Mar 2009 - Feb 2022
-2.74%
Jan 2000 - Dec 2012
9.07%
43 out of 474
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 +8.35% +13.28%
Mar 2009 - Feb 2023
+0.37%
Apr 2000 - Mar 2014
0.00%
0 out of 462
Euro Inflation Adjusted +5.97% +11.00%
Mar 2009 - Feb 2023
-1.62%
Apr 2000 - Mar 2014
5.19%
24 out of 462
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 +8.00% +13.86%
Apr 2009 - Mar 2024
+1.31%
Mar 1994 - Feb 2009
0.00%
0 out of 450
Euro Inflation Adjusted +5.76% +11.52%
Mar 2009 - Feb 2024
-0.66%
Mar 1994 - Feb 2009
1.11%
5 out of 450
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 +7.74% +12.66%
Jul 1982 - Jun 1998
+1.70%
Apr 2000 - Mar 2016
0.00%
0 out of 438
Euro Inflation Adjusted +5.35% +10.14%
Jul 1982 - Jun 1998
-0.05%
Apr 2000 - Mar 2016
0.23%
1 out of 438
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 +7.68% +13.14%
Jan 1983 - Dec 1999
+2.42%
Sep 2000 - Aug 2017
0.00%
0 out of 426
Euro Inflation Adjusted +4.91% +10.72%
Jan 1983 - Dec 1999
+0.56%
Mar 1992 - Feb 2009
0.00%
0 out of 426
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 +6.97% +13.82%
Apr 1982 - Mar 2000
+2.58%
Apr 2000 - Mar 2018
0.00%
0 out of 414
Euro Inflation Adjusted +4.36% +11.27%
Apr 1982 - Mar 2000
+0.67%
Apr 1991 - Mar 2009
0.00%
0 out of 414
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 +6.86% +13.00%
Apr 1981 - Mar 2000
+2.70%
Mar 1990 - Feb 2009
0.00%
0 out of 402
Euro Inflation Adjusted +4.40% +10.39%
Nov 1981 - Oct 2000
+0.34%
Mar 1990 - Feb 2009
0.00%
0 out of 402
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 +6.79% +13.95%
Apr 1980 - Mar 2000
+2.62%
Apr 2000 - Mar 2020
0.00%
0 out of 390
Euro Inflation Adjusted +4.51% +11.05%
Apr 1980 - Mar 2000
+0.58%
Mar 1989 - Feb 2009
0.00%
0 out of 390
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 Stocks To EUR Portfolio: ETF allocation and returns page.