Rebalancing: at every Jan 1st
Currency: EUR
When holding the All Country World 40/60 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 56 months (from February 2018 to September 2022).
This indicates that, within the same timeframe, any rolling period of 57 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.
All Country World 40/60 To EUR Hedged Portfolio: ETF allocation and returns
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.
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As of Aug 31, 2024, the annualized return of the previous 10 years has been 3.26%.
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.
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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.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-17.32%
Mar 2008 - Feb 2009 |
+8.27% |
+33.96%
Jul 1982 - Jun 1983 |
15.08%
89 out of 590 |
-22.86%
Nov 2021 - Oct 2022 |
+6.10% |
+30.53%
Jul 1982 - Jun 1983 |
23.22%
137 out of 590 |
-7.54%
Mar 2007 - Feb 2009 |
+7.86% |
+24.47%
Oct 1985 - Sep 1987 |
9.34%
54 out of 578 |
-12.63%
Nov 2021 - Oct 2023 |
+5.46% |
+24.40%
Oct 1985 - Sep 1987 |
16.09%
93 out of 578 |
-2.66%
Mar 2006 - Feb 2009 |
+7.57% |
+23.42%
Aug 1984 - Jul 1987 |
4.42%
25 out of 566 |
-6.80%
Nov 2020 - Oct 2023 |
+5.12% |
+22.51%
Aug 1984 - Jul 1987 |
12.19%
69 out of 566 |
-0.36%
Mar 2005 - Feb 2009 |
+7.32% |
+19.40%
Jul 1982 - Jun 1986 |
0.18%
1 out of 554 |
-4.07%
Nov 2019 - Oct 2023 |
+4.96% |
+17.81%
Aug 1984 - Jul 1988 |
7.58%
42 out of 554 |
+0.54%
Jan 2018 - Dec 2022 |
+7.90% |
+19.59%
Aug 1982 - Jul 1987 |
0.00%
0 out of 542 |
-2.66%
Nov 2017 - Oct 2022 |
+4.88% |
+17.85%
Aug 1982 - Jul 1987 |
5.17%
28 out of 542 |
+0.87%
Nov 2017 - Oct 2023 |
+7.35% |
+17.58%
Oct 1981 - Sep 1987 |
0.00%
0 out of 530 |
-2.40%
Nov 2017 - Oct 2023 |
+4.81% |
+15.56%
Aug 1982 - Jul 1988 |
4.91%
26 out of 530 |
+1.89%
Nov 2016 - Oct 2023 |
+7.06% |
+16.76%
Aug 1982 - Jul 1989 |
0.00%
0 out of 518 |
-1.14%
Nov 2016 - Oct 2023 |
+4.69% |
+14.89%
Aug 1982 - Jul 1989 |
3.67%
19 out of 518 |
+1.88%
Mar 2015 - Feb 2023 |
+7.21% |
+15.39%
Oct 1981 - Sep 1989 |
0.00%
0 out of 506 |
-0.66%
Nov 2015 - Oct 2023 |
+5.12% |
+13.12%
Oct 1981 - Sep 1989 |
2.57%
13 out of 506 |
+1.97%
Nov 2014 - Oct 2023 |
+7.52% |
+15.11%
Apr 1980 - Mar 1989 |
0.00%
0 out of 494 |
-0.46%
Nov 2014 - Oct 2023 |
+5.43% |
+12.15%
Apr 1980 - Mar 1989 |
0.61%
3 out of 494 |
+2.43%
Nov 2013 - Oct 2023 |
+7.55% |
+13.73%
Nov 1979 - Oct 1989 |
0.00%
0 out of 482 |
+0.19%
Nov 2013 - Oct 2023 |
+5.46% |
+10.63%
Nov 1979 - Oct 1989 |
0.00%
0 out of 482 |
+3.11%
Nov 2012 - Oct 2023 |
+7.65% |
+13.49%
Sep 1976 - Aug 1987 |
0.00%
0 out of 470 |
+0.99%
Nov 2012 - Oct 2023 |
+5.57% |
+10.40%
Jul 1982 - Jun 1993 |
0.00%
0 out of 470 |
+3.46%
Jun 2011 - May 2023 |
+7.82% |
+13.95%
Oct 1974 - Sep 1986 |
0.00%
0 out of 458 |
+1.31%
Mar 2011 - Feb 2023 |
+5.52% |
+10.18%
Feb 1982 - Jan 1994 |
0.00%
0 out of 458 |
+3.38%
Nov 2010 - Oct 2023 |
+7.66% |
+14.73%
Oct 1974 - Sep 1987 |
0.00%
0 out of 446 |
+1.15%
Nov 2010 - Oct 2023 |
+5.30% |
+10.93%
Oct 1974 - Sep 1987 |
0.00%
0 out of 446 |
+3.87%
Nov 2009 - Oct 2023 |
+7.38% |
+14.13%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+1.65%
Nov 2009 - Oct 2023 |
+5.04% |
+10.50%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+3.32%
Oct 2007 - Sep 2022 |
+7.48% |
+13.95%
Oct 1974 - Sep 1989 |
0.00%
0 out of 422 |
+1.27%
Nov 2007 - Oct 2022 |
+5.01% |
+10.36%
Oct 1974 - Sep 1989 |
0.00%
0 out of 422 |
+3.25%
Nov 2007 - Oct 2023 |
+7.59% |
+12.31%
Jul 1982 - Jun 1998 |
0.00%
0 out of 410 |
+1.13%
Nov 2007 - Oct 2023 |
+5.07% |
+9.79%
Jul 1982 - Jun 1998 |
0.00%
0 out of 410 |
+3.60%
Nov 2006 - Oct 2023 |
+7.53% |
+12.50%
Oct 1974 - Sep 1991 |
0.00%
0 out of 398 |
+1.45%
Nov 2006 - Oct 2023 |
+5.10% |
+9.77%
Jul 1982 - Jun 1999 |
0.00%
0 out of 398 |
+3.92%
Nov 2005 - Oct 2023 |
+7.59% |
+12.27%
Apr 1980 - Mar 1998 |
0.00%
0 out of 386 |
+1.79%
Nov 2005 - Oct 2023 |
+5.14% |
+9.31%
Apr 1982 - Mar 2000 |
0.00%
0 out of 386 |
+4.10%
Nov 2004 - Oct 2023 |
+7.45% |
+12.56%
Oct 1974 - Sep 1993 |
0.00%
0 out of 374 |
+1.95%
Nov 2004 - Oct 2023 |
+5.16% |
+9.23%
Apr 1980 - Mar 1999 |
0.00%
0 out of 374 |
+4.40%
Nov 2003 - Oct 2023 |
+7.38% |
+12.01%
Oct 1974 - Sep 1994 |
0.00%
0 out of 362 |
+2.23%
Nov 2003 - Oct 2023 |
+5.11% |
+9.03%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
All Country World 40/60 To EUR Hedged Portfolio: ETF allocation and returns