All Country World 20/80 To EUR Hedged Portfolio: Rolling Returns

Time Period: from August 1974 to September 2024 (~50 years)
Rebalancing: at every Jan 1st
Currency: EUR
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When holding the All Country World 20/80 To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~50 years), the longest duration with a negative return was 87 months (from August 2016 to October 2023).

This indicates that, within the same timeframe, any rolling period of 88 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

ALL COUNTRY WORLD 20/80 TO EUR HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1974 - 30 September 2024 (~50 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been 1.99%.

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.

ALL COUNTRY WORLD 20/80 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1974 - 30 September 2024 (~50 years)
Euro Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

ALL COUNTRY WORLD 20/80 TO EUR HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1974 - 30 September 2024 (~50 years)
Euro Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-14.31%
Nov 2021 - Oct 2022
+6.85% +30.18%
Nov 1981 - Oct 1982
9.81%
58 out of 591
-22.54%
Nov 2021 - Oct 2022
+4.48% +25.48%
Jul 1982 - Jun 1983
18.78%
111 out of 591
-7.28%
Nov 2021 - Oct 2023
+6.05% +21.02%
Oct 1974 - Sep 1976
5.53%
32 out of 579
-13.10%
Nov 2021 - Oct 2023
+3.93% +17.28%
Jul 1984 - Jun 1986
12.44%
72 out of 579
-3.61%
Nov 2020 - Oct 2023
+6.30% +21.23%
Oct 1974 - Sep 1977
4.94%
28 out of 567
-8.90%
Nov 2020 - Oct 2023
+3.85% +15.96%
Oct 1974 - Sep 1977
7.05%
40 out of 567
-1.91%
Nov 2019 - Oct 2023
+6.83% +18.36%
Oct 1974 - Sep 1978
3.24%
18 out of 555
-5.91%
Nov 2019 - Oct 2023
+4.16% +14.16%
Jul 1982 - Jun 1986
5.77%
32 out of 555
-0.67%
Jan 2018 - Dec 2022
+6.73% +15.28%
Jul 1982 - Jun 1987
1.47%
8 out of 543
-3.95%
Nov 2017 - Oct 2022
+4.32% +13.57%
Jul 1982 - Jun 1987
5.71%
31 out of 543
-0.49%
Nov 2017 - Oct 2023
+6.44% +15.91%
Apr 1980 - Mar 1986
0.56%
3 out of 531
-3.71%
Nov 2017 - Oct 2023
+4.22% +12.79%
Jul 1982 - Jun 1988
5.84%
31 out of 531
+0.09%
Nov 2016 - Oct 2023
+6.94% +15.04%
Apr 1980 - Mar 1987
0.00%
0 out of 519
-2.89%
Oct 2016 - Sep 2023
+4.29% +12.37%
Oct 1981 - Sep 1988
5.78%
30 out of 519
+0.52%
Nov 2015 - Oct 2023
+7.16% +14.18%
Apr 1980 - Mar 1988
0.00%
0 out of 507
-2.16%
Nov 2015 - Oct 2023
+4.63% +11.51%
Oct 1981 - Sep 1989
5.72%
29 out of 507
+0.68%
Nov 2014 - Oct 2023
+7.43% +14.37%
Oct 1974 - Sep 1983
0.00%
0 out of 495
-1.72%
Nov 2014 - Oct 2023
+4.85% +11.22%
Apr 1980 - Mar 1989
5.05%
25 out of 495
+1.20%
Nov 2013 - Oct 2023
+7.31% +13.38%
Oct 1974 - Sep 1984
0.00%
0 out of 483
-1.01%
Nov 2013 - Oct 2023
+5.17% +9.63%
Nov 1979 - Oct 1989
5.18%
25 out of 483
+1.59%
Nov 2012 - Oct 2023
+7.47% +13.34%
Oct 1974 - Sep 1985
0.00%
0 out of 471
-0.50%
Nov 2012 - Oct 2023
+5.14% +9.09%
Apr 1980 - Mar 1991
1.70%
8 out of 471
+2.02%
Nov 2011 - Oct 2023
+7.34% +13.62%
Sep 1974 - Aug 1986
0.00%
0 out of 459
-0.11%
Nov 2011 - Oct 2023
+5.10% +9.58%
Sep 1974 - Aug 1986
0.22%
1 out of 459
+2.08%
Nov 2010 - Oct 2023
+7.20% +13.60%
Oct 1974 - Sep 1987
0.00%
0 out of 447
-0.12%
Nov 2010 - Oct 2023
+4.85% +9.83%
Oct 1974 - Sep 1987
0.22%
1 out of 447
+2.52%
Nov 2009 - Oct 2023
+7.12% +13.51%
Oct 1974 - Sep 1988
0.00%
0 out of 435
+0.33%
Nov 2009 - Oct 2023
+4.60% +9.90%
Oct 1974 - Sep 1988
0.00%
0 out of 435
+2.73%
Nov 2007 - Oct 2022
+7.30% +13.27%
Sep 1974 - Aug 1989
0.00%
0 out of 423
+0.68%
Nov 2007 - Oct 2022
+4.83% +9.70%
Sep 1974 - Aug 1989
0.00%
0 out of 423
+2.58%
Nov 2007 - Oct 2023
+7.24% +11.88%
Aug 1974 - Jul 1990
0.00%
0 out of 411
+0.47%
Nov 2007 - Oct 2023
+4.84% +8.35%
Aug 1974 - Jul 1990
0.00%
0 out of 411
+2.78%
Nov 2006 - Oct 2023
+7.04% +12.03%
Oct 1974 - Sep 1991
0.00%
0 out of 399
+0.65%
Nov 2006 - Oct 2023
+4.71% +8.39%
Oct 1974 - Sep 1991
0.00%
0 out of 399
+2.96%
Nov 2005 - Oct 2023
+7.06% +11.58%
Oct 1974 - Sep 1992
0.00%
0 out of 387
+0.84%
Nov 2005 - Oct 2023
+4.69% +8.37%
Apr 1980 - Mar 1998
0.00%
0 out of 387
+3.08%
Nov 2004 - Oct 2023
+6.99% +12.03%
Oct 1974 - Sep 1993
0.00%
0 out of 375
+0.95%
Nov 2004 - Oct 2023
+4.69% +8.38%
Jan 1975 - Dec 1993
0.00%
0 out of 375
+3.32%
Nov 2003 - Oct 2023
+6.95% +11.32%
Aug 1974 - Jul 1994
0.00%
0 out of 363
+1.17%
Nov 2003 - Oct 2023
+4.69% +7.93%
Apr 1980 - Mar 2000
0.00%
0 out of 363
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