All Country World 40/60 To EUR Bond 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 40/60 To EUR Bond 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 50 months (from September 2000 to October 2004).

This indicates that, within the same timeframe, any rolling period of 51 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 40/60 TO EUR BOND 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 4.55%.

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 40/60 TO EUR BOND 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 40/60 TO EUR BOND 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
-18.85%
Sep 1989 - Aug 1990
+8.62% +41.29%
Jul 1982 - Jun 1983
15.74%
93 out of 591
-21.67%
Sep 1989 - Aug 1990
+6.30% +37.68%
Jul 1982 - Jun 1983
22.17%
131 out of 591
-7.23%
Mar 2007 - Feb 2009
+7.64% +27.32%
Oct 1981 - Sep 1983
9.67%
56 out of 579
-11.13%
Nov 2021 - Oct 2023
+5.66% +23.14%
Feb 1982 - Jan 1984
18.13%
105 out of 579
-3.58%
Mar 2006 - Feb 2009
+7.58% +25.68%
Jul 1980 - Jun 1983
4.23%
24 out of 567
-6.77%
Sep 1989 - Aug 1992
+5.42% +21.02%
Jul 1982 - Jun 1985
15.52%
88 out of 567
-0.03%
Sep 2000 - Aug 2004
+7.30% +22.62%
Feb 1980 - Jan 1984
0.18%
1 out of 555
-3.20%
Nov 2019 - Oct 2023
+5.33% +19.39%
Jun 1982 - May 1986
10.45%
58 out of 555
+1.22%
Mar 2004 - Feb 2009
+7.28% +22.32%
Mar 1980 - Feb 1985
0.00%
0 out of 543
-1.18%
Jan 2018 - Dec 2022
+5.17% +17.75%
Aug 1982 - Jul 1987
4.42%
24 out of 543
+2.13%
Nov 2017 - Oct 2023
+6.97% +21.14%
Apr 1980 - Mar 1986
0.00%
0 out of 531
-1.18%
Nov 2017 - Oct 2023
+5.16% +17.14%
Apr 1980 - Mar 1986
2.82%
15 out of 531
+1.32%
Mar 2002 - Feb 2009
+7.23% +19.28%
Apr 1980 - Mar 1987
0.00%
0 out of 519
-0.76%
Mar 2002 - Feb 2009
+5.28% +15.93%
Apr 1980 - Mar 1987
1.54%
8 out of 519
+1.31%
Nov 2000 - Oct 2008
+7.65% +17.57%
Jul 1980 - Jun 1988
0.00%
0 out of 507
-1.00%
Nov 2000 - Oct 2008
+5.32% +14.64%
Jul 1980 - Jun 1988
3.16%
16 out of 507
+1.20%
Apr 2000 - Mar 2009
+7.66% +17.79%
Jun 1980 - May 1989
0.00%
0 out of 495
-0.92%
Apr 2000 - Mar 2009
+5.45% +14.80%
Jun 1980 - May 1989
1.62%
8 out of 495
+2.51%
Apr 1999 - Mar 2009
+7.85% +16.68%
Oct 1974 - Sep 1984
0.00%
0 out of 483
+0.39%
Apr 1999 - Mar 2009
+5.62% +13.15%
Sep 1979 - Aug 1989
0.00%
0 out of 483
+2.87%
Sep 2000 - Aug 2011
+8.13% +16.09%
Oct 1974 - Sep 1985
0.00%
0 out of 471
+0.78%
Sep 2000 - Aug 2011
+5.84% +11.92%
Jun 1978 - May 1989
0.00%
0 out of 471
+3.55%
Sep 2000 - Aug 2012
+8.05% +15.85%
Oct 1974 - Sep 1986
0.00%
0 out of 459
+1.36%
Nov 2000 - Oct 2012
+5.79% +11.74%
Oct 1974 - Sep 1986
0.00%
0 out of 459
+3.55%
Sep 2000 - Aug 2013
+7.79% +16.16%
Oct 1974 - Sep 1987
0.00%
0 out of 447
+1.46%
Sep 2000 - Aug 2013
+5.51% +12.31%
Oct 1974 - Sep 1987
0.00%
0 out of 447
+4.05%
Apr 2000 - Mar 2014
+7.37% +15.67%
Oct 1974 - Sep 1988
0.00%
0 out of 435
+1.99%
Apr 2000 - Mar 2014
+4.88% +11.99%
Oct 1974 - Sep 1988
0.00%
0 out of 435
+4.23%
Sep 2000 - Aug 2015
+7.43% +15.52%
Sep 1974 - Aug 1989
0.00%
0 out of 423
+2.24%
Nov 2007 - Oct 2022
+5.01% +11.87%
Oct 1974 - Sep 1989
0.00%
0 out of 423
+4.09%
Nov 2007 - Oct 2023
+7.43% +13.28%
Aug 1974 - Jul 1990
0.00%
0 out of 411
+1.95%
Nov 2007 - Oct 2023
+5.06% +9.78%
Jul 1982 - Jun 1998
0.00%
0 out of 411
+4.11%
Nov 2006 - Oct 2023
+7.24% +13.57%
Oct 1974 - Sep 1991
0.00%
0 out of 399
+1.94%
Nov 2006 - Oct 2023
+4.90% +10.01%
Aug 1980 - Jul 1997
0.00%
0 out of 399
+4.15%
Nov 2000 - Oct 2018
+7.28% +13.39%
Apr 1980 - Mar 1998
0.00%
0 out of 387
+2.18%
Nov 2005 - Oct 2023
+4.97% +10.37%
Apr 1980 - Mar 1998
0.00%
0 out of 387
+4.28%
Jan 2000 - Dec 2018
+7.21% +13.50%
Jan 1975 - Dec 1993
0.00%
0 out of 375
+2.49%
Nov 2004 - Oct 2023
+5.07% +10.30%
Apr 1980 - Mar 1999
0.00%
0 out of 375
+4.21%
Apr 2000 - Mar 2020
+7.30% +13.31%
Apr 1980 - Mar 2000
0.00%
0 out of 363
+2.51%
Nov 2003 - Oct 2023
+5.12% +10.43%
Apr 1980 - Mar 2000
0.00%
0 out of 363
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