Rebalancing: at every Jan 1st
Currency: EUR
When holding the All Country World 80/20 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 138 months (from April 2000 to September 2011).
This indicates that, within the same timeframe, any rolling period of 139 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 80/20 To EUR Bond 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 8.51%.
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 |
---|---|---|---|
-30.47%
Jan 2008 - Dec 2008 |
+10.52% |
+63.41%
Aug 1982 - Jul 1983 |
20.00%
118 out of 590 |
-32.20%
Nov 1989 - Oct 1990 |
+8.04% |
+58.87%
Aug 1982 - Jul 1983 |
27.12%
160 out of 590 |
-21.36%
Oct 2000 - Sep 2002 |
+10.45% |
+36.72%
Sep 1998 - Aug 2000 |
14.19%
82 out of 578 |
-23.02%
Oct 2000 - Sep 2002 |
+8.09% |
+34.60%
Sep 1998 - Aug 2000 |
18.51%
107 out of 578 |
-14.49%
Apr 2000 - Mar 2003 |
+9.82% |
+34.65%
Jun 1982 - May 1985 |
13.43%
76 out of 566 |
-16.46%
Apr 2000 - Mar 2003 |
+7.86% |
+30.92%
Jun 1982 - May 1985 |
16.25%
92 out of 566 |
-7.69%
Sep 2000 - Aug 2004 |
+9.82% |
+30.37%
Jun 1982 - May 1986 |
10.65%
59 out of 554 |
-9.69%
Sep 2000 - Aug 2004 |
+7.59% |
+27.65%
Jun 1982 - May 1986 |
16.79%
93 out of 554 |
-4.26%
May 2000 - Apr 2005 |
+9.36% |
+28.82%
Mar 1980 - Feb 1985 |
6.46%
35 out of 542 |
-6.37%
May 2000 - Apr 2005 |
+6.94% |
+26.78%
Aug 1982 - Jul 1987 |
15.50%
84 out of 542 |
-1.49%
Sep 2000 - Aug 2006 |
+9.13% |
+26.76%
Jun 1980 - May 1986 |
1.51%
8 out of 530 |
-3.63%
Sep 2000 - Aug 2006 |
+7.07% |
+22.79%
Jun 1980 - May 1986 |
7.36%
39 out of 530 |
-3.22%
Mar 2002 - Feb 2009 |
+8.89% |
+25.27%
Aug 1980 - Jul 1987 |
1.74%
9 out of 518 |
-5.21%
Mar 2002 - Feb 2009 |
+6.93% |
+21.95%
Aug 1980 - Jul 1987 |
6.37%
33 out of 518 |
-3.35%
Mar 2001 - Feb 2009 |
+8.75% |
+23.36%
Aug 1979 - Jul 1987 |
3.36%
17 out of 506 |
-5.38%
Mar 2001 - Feb 2009 |
+6.68% |
+19.75%
Oct 1979 - Sep 1987 |
5.73%
29 out of 506 |
-3.92%
Apr 2000 - Mar 2009 |
+8.84% |
+22.72%
Jun 1980 - May 1989 |
3.04%
15 out of 494 |
-5.93%
Apr 2000 - Mar 2009 |
+6.77% |
+19.60%
Jun 1980 - May 1989 |
6.07%
30 out of 494 |
-0.96%
Apr 1999 - Mar 2009 |
+8.94% |
+20.87%
Sep 1979 - Aug 1989 |
3.11%
15 out of 482 |
-3.01%
Apr 1999 - Mar 2009 |
+6.82% |
+17.56%
Sep 1979 - Aug 1989 |
7.05%
34 out of 482 |
-0.66%
Sep 2000 - Aug 2011 |
+9.29% |
+19.90%
Nov 1978 - Oct 1989 |
0.64%
3 out of 470 |
-2.68%
Sep 2000 - Aug 2011 |
+7.09% |
+16.39%
Nov 1978 - Oct 1989 |
6.60%
31 out of 470 |
+0.70%
Sep 2000 - Aug 2012 |
+9.12% |
+18.53%
Sep 1977 - Aug 1989 |
0.00%
0 out of 458 |
-1.39%
Sep 2000 - Aug 2012 |
+6.91% |
+15.15%
Sep 1977 - Aug 1989 |
4.15%
19 out of 458 |
+1.20%
Sep 2000 - Aug 2013 |
+8.81% |
+19.61%
Oct 1974 - Sep 1987 |
0.00%
0 out of 446 |
-0.85%
Sep 2000 - Aug 2013 |
+6.59% |
+15.64%
Oct 1974 - Sep 1987 |
2.47%
11 out of 446 |
+2.15%
May 2000 - Apr 2014 |
+8.67% |
+18.18%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+0.12%
May 2000 - Apr 2014 |
+6.46% |
+14.42%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+2.70%
Sep 2000 - Aug 2015 |
+7.73% |
+18.36%
Oct 1974 - Sep 1989 |
0.00%
0 out of 422 |
+0.87%
Sep 2000 - Aug 2015 |
+5.77% |
+14.63%
Oct 1974 - Sep 1989 |
0.00%
0 out of 422 |
+2.99%
May 2000 - Apr 2016 |
+7.58% |
+15.37%
Feb 1978 - Jan 1994 |
0.00%
0 out of 410 |
+1.21%
May 2000 - Apr 2016 |
+5.65% |
+12.50%
Jul 1982 - Jun 1998 |
0.00%
0 out of 410 |
+3.25%
Sep 2000 - Aug 2017 |
+7.61% |
+15.87%
Aug 1980 - Jul 1997 |
0.00%
0 out of 398 |
+1.52%
Sep 2000 - Aug 2017 |
+5.45% |
+13.12%
Jul 1982 - Jun 1999 |
0.00%
0 out of 398 |
+3.49%
Nov 2000 - Oct 2018 |
+7.64% |
+16.13%
Apr 1980 - Mar 1998 |
0.00%
0 out of 386 |
+1.72%
Nov 2000 - Oct 2018 |
+5.35% |
+13.27%
Aug 1982 - Jul 2000 |
0.00%
0 out of 386 |
+3.66%
Jan 2000 - Dec 2018 |
+7.65% |
+16.17%
Jul 1980 - Jun 1999 |
0.00%
0 out of 374 |
+1.89%
Jan 2000 - Dec 2018 |
+5.45% |
+13.23%
Jul 1980 - Jun 1999 |
0.00%
0 out of 374 |
+3.45%
Apr 2000 - Mar 2020 |
+7.61% |
+16.68%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
+1.77%
Apr 2000 - Mar 2020 |
+5.50% |
+13.71%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
All Country World 80/20 To EUR Bond Hedged Portfolio: ETF allocation and returns