Rebalancing: at every Jan 1st
Currency: EUR
When holding the All Country World 40/60 To EUR Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~52 years), the longest duration with a negative return was 110 months (from May 2000 to June 2009).
This indicates that, within the same timeframe, any rolling period of 111 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 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 5.36%.
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 |
---|---|---|---|
-21.05%
Aug 1972 - Jul 1973 |
+6.04% |
+43.63%
Jun 1982 - May 1983 |
27.36%
168 out of 614 |
-26.43%
Aug 1972 - Jul 1973 |
+4.19% |
+39.62%
Aug 1982 - Jul 1983 |
36.81%
226 out of 614 |
-18.01%
Jan 1973 - Dec 1974 |
+6.81% |
+30.07%
Feb 1982 - Jan 1984 |
19.10%
115 out of 602 |
-23.24%
Jan 1973 - Dec 1974 |
+4.67% |
+25.84%
Feb 1982 - Jan 1984 |
29.57%
178 out of 602 |
-6.51%
Nov 2000 - Oct 2003 |
+6.30% |
+28.67%
Mar 1982 - Feb 1985 |
15.08%
89 out of 590 |
-12.16%
Nov 1972 - Oct 1975 |
+4.19% |
+24.84%
Mar 1982 - Feb 1985 |
27.80%
164 out of 590 |
-4.71%
Jan 1973 - Dec 1976 |
+6.63% |
+25.67%
Oct 1980 - Sep 1984 |
9.86%
57 out of 578 |
-9.82%
Jan 1973 - Dec 1976 |
+4.02% |
+21.67%
Jun 1982 - May 1986 |
24.22%
140 out of 578 |
-5.55%
Feb 1973 - Jan 1978 |
+6.01% |
+25.94%
Mar 1980 - Feb 1985 |
5.83%
33 out of 566 |
-10.16%
Feb 1973 - Jan 1978 |
+3.90% |
+20.97%
Mar 1980 - Feb 1985 |
17.14%
97 out of 566 |
-6.22%
Nov 1972 - Oct 1978 |
+6.10% |
+22.68%
Apr 1980 - Mar 1986 |
3.79%
21 out of 554 |
-10.55%
Nov 1972 - Oct 1978 |
+4.13% |
+18.72%
Jun 1980 - May 1986 |
14.62%
81 out of 554 |
-4.66%
Jan 1973 - Dec 1979 |
+6.63% |
+19.97%
Sep 1980 - Aug 1987 |
3.69%
20 out of 542 |
-9.08%
Jan 1973 - Dec 1979 |
+4.79% |
+16.83%
Sep 1980 - Aug 1987 |
9.96%
54 out of 542 |
-2.60%
Sep 1972 - Aug 1980 |
+7.03% |
+18.07%
Nov 1978 - Oct 1986 |
4.15%
22 out of 530 |
-7.27%
Sep 1972 - Aug 1980 |
+4.98% |
+15.03%
Oct 1980 - Sep 1988 |
9.06%
48 out of 530 |
-0.46%
Apr 2000 - Mar 2009 |
+6.91% |
+18.05%
Sep 1980 - Aug 1989 |
0.77%
4 out of 518 |
-4.54%
Nov 1972 - Oct 1981 |
+5.17% |
+15.13%
Sep 1980 - Aug 1989 |
7.53%
39 out of 518 |
+1.28%
Nov 2000 - Oct 2010 |
+7.22% |
+16.26%
Nov 1979 - Oct 1989 |
0.00%
0 out of 506 |
-3.31%
Aug 1972 - Jul 1982 |
+5.09% |
+13.09%
Nov 1979 - Oct 1989 |
4.94%
25 out of 506 |
+1.29%
Sep 2000 - Aug 2011 |
+7.32% |
+15.57%
Nov 1978 - Oct 1989 |
0.00%
0 out of 494 |
-0.76%
Sep 2000 - Aug 2011 |
+5.20% |
+12.19%
Nov 1978 - Oct 1989 |
1.62%
8 out of 494 |
+2.30%
Nov 2000 - Oct 2012 |
+7.53% |
+13.70%
Mar 1980 - Feb 1992 |
0.00%
0 out of 482 |
+0.13%
Nov 2000 - Oct 2012 |
+5.21% |
+10.46%
Mar 1980 - Feb 1992 |
0.00%
0 out of 482 |
+2.27%
Sep 2000 - Aug 2013 |
+7.16% |
+13.74%
Aug 1980 - Jul 1993 |
0.00%
0 out of 470 |
+0.21%
Sep 2000 - Aug 2013 |
+4.89% |
+10.51%
Aug 1980 - Jul 1993 |
0.00%
0 out of 470 |
+2.80%
May 2000 - Apr 2014 |
+6.95% |
+13.98%
Feb 1980 - Jan 1994 |
0.00%
0 out of 458 |
+0.75%
May 2000 - Apr 2014 |
+4.67% |
+10.63%
Feb 1980 - Jan 1994 |
0.00%
0 out of 458 |
+3.41%
Sep 2000 - Aug 2015 |
+6.85% |
+13.20%
Nov 1978 - Oct 1993 |
0.00%
0 out of 446 |
+1.57%
Sep 2000 - Aug 2015 |
+4.57% |
+9.68%
Aug 1982 - Jul 1997 |
0.00%
0 out of 446 |
+3.63%
Nov 2000 - Oct 2016 |
+6.69% |
+12.23%
Feb 1980 - Jan 1996 |
0.00%
0 out of 434 |
+1.87%
Nov 2000 - Oct 2016 |
+4.46% |
+9.31%
Apr 1982 - Mar 1998 |
0.00%
0 out of 434 |
+3.51%
Sep 2000 - Aug 2017 |
+6.78% |
+13.08%
Aug 1980 - Jul 1997 |
0.00%
0 out of 422 |
+1.78%
Sep 2000 - Aug 2017 |
+4.38% |
+10.04%
Aug 1980 - Jul 1997 |
0.00%
0 out of 422 |
+3.44%
Nov 2000 - Oct 2018 |
+6.63% |
+13.05%
Apr 1980 - Mar 1998 |
0.00%
0 out of 410 |
+1.68%
Nov 2000 - Oct 2018 |
+4.38% |
+10.04%
Apr 1980 - Mar 1998 |
0.00%
0 out of 410 |
+3.90%
Nov 2000 - Oct 2019 |
+6.70% |
+12.90%
May 1980 - Apr 1999 |
0.00%
0 out of 398 |
+2.17%
Jan 2000 - Dec 2018 |
+4.43% |
+10.00%
May 1980 - Apr 1999 |
0.00%
0 out of 398 |
+3.75%
Nov 2000 - Oct 2020 |
+6.77% |
+13.25%
Sep 1980 - Aug 2000 |
0.00%
0 out of 386 |
+2.03%
Sep 1972 - Aug 1992 |
+4.55% |
+10.42%
Sep 1980 - Aug 2000 |
0.00%
0 out of 386 |
All Country World 40/60 To EUR Portfolio: ETF allocation and returns