When holding the All Country World Bonds 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 131 months (from December 2012 to October 2023).
This indicates that, within the same timeframe, any rolling period of 132 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 Bonds 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 0.26%.
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 |
---|---|---|---|
-14.04%
Oct 2021 - Sep 2022 |
+6.07% |
+36.88%
Nov 1981 - Oct 1982 |
16.78%
99 out of 590 |
-22.25%
Nov 2021 - Oct 2022 |
+4.18% |
+30.57%
Nov 1981 - Oct 1982 |
23.90%
141 out of 590 |
-8.11%
Jan 2021 - Dec 2022 |
+5.36% |
+23.77%
Jan 1981 - Dec 1982 |
7.96%
46 out of 578 |
-14.35%
Nov 2020 - Oct 2022 |
+3.59% |
+17.43%
Nov 1981 - Oct 1983 |
18.34%
106 out of 578 |
-5.86%
Nov 2020 - Oct 2023 |
+5.68% |
+21.75%
Oct 1974 - Sep 1977 |
5.30%
30 out of 566 |
-11.02%
Nov 2020 - Oct 2023 |
+3.37% |
+16.46%
Oct 1974 - Sep 1977 |
10.78%
61 out of 566 |
-3.88%
Nov 2019 - Oct 2023 |
+6.27% |
+19.01%
Aug 1974 - Jul 1978 |
5.23%
29 out of 554 |
-7.80%
Nov 2019 - Oct 2023 |
+3.82% |
+14.29%
Aug 1974 - Jul 1978 |
8.84%
49 out of 554 |
-2.05%
Nov 2017 - Oct 2022 |
+6.47% |
+15.42%
Mar 1980 - Feb 1985 |
5.35%
29 out of 542 |
-5.34%
Sep 2019 - Aug 2024 |
+4.13% |
+11.36%
Apr 1981 - Mar 1986 |
7.93%
43 out of 542 |
-2.02%
Oct 2016 - Sep 2022 |
+6.19% |
+15.37%
Apr 1980 - Mar 1986 |
5.66%
30 out of 530 |
-5.08%
Nov 2017 - Oct 2023 |
+3.95% |
+11.55%
Apr 1980 - Mar 1986 |
6.60%
35 out of 530 |
-1.80%
Oct 2016 - Sep 2023 |
+6.14% |
+14.37%
Nov 1975 - Oct 1982 |
5.41%
28 out of 518 |
-4.74%
Oct 2016 - Sep 2023 |
+3.77% |
+10.79%
Oct 1981 - Sep 1988 |
6.37%
33 out of 518 |
-1.06%
Nov 2015 - Oct 2023 |
+6.66% |
+14.97%
Nov 1974 - Oct 1982 |
4.94%
25 out of 506 |
-3.80%
Jul 2016 - Jun 2024 |
+3.95% |
+10.08%
Apr 1980 - Mar 1988 |
6.13%
31 out of 506 |
-0.66%
Nov 2014 - Oct 2023 |
+6.81% |
+14.69%
Aug 1974 - Jul 1983 |
3.24%
16 out of 494 |
-3.03%
Nov 2014 - Oct 2023 |
+4.35% |
+10.15%
Apr 1980 - Mar 1989 |
6.07%
30 out of 494 |
-0.07%
Nov 2013 - Oct 2023 |
+6.82% |
+13.79%
Oct 1974 - Sep 1984 |
0.21%
1 out of 482 |
-2.26%
Nov 2013 - Oct 2023 |
+4.40% |
+9.15%
Oct 1974 - Sep 1984 |
6.22%
30 out of 482 |
+0.02%
Nov 2012 - Oct 2023 |
+6.75% |
+13.73%
Aug 1974 - Jul 1985 |
0.00%
0 out of 470 |
-2.03%
Nov 2012 - Oct 2023 |
+4.37% |
+9.24%
Aug 1974 - Jul 1985 |
5.96%
28 out of 470 |
+0.51%
Nov 2011 - Oct 2023 |
+6.76% |
+13.35%
Aug 1974 - Jul 1986 |
0.00%
0 out of 458 |
-1.59%
Nov 2011 - Oct 2023 |
+4.36% |
+9.28%
Aug 1974 - Jul 1986 |
6.11%
28 out of 458 |
+0.73%
Nov 2010 - Oct 2023 |
+6.72% |
+12.63%
Aug 1974 - Jul 1987 |
0.00%
0 out of 446 |
-1.44%
Nov 2010 - Oct 2023 |
+4.30% |
+8.85%
Aug 1974 - Jul 1987 |
5.61%
25 out of 446 |
+1.11%
Nov 2009 - Oct 2023 |
+6.70% |
+12.90%
Aug 1974 - Jul 1988 |
0.00%
0 out of 434 |
-1.05%
Nov 2009 - Oct 2023 |
+4.44% |
+9.28%
Aug 1974 - Jul 1988 |
5.30%
23 out of 434 |
+1.58%
May 2009 - Apr 2024 |
+6.61% |
+12.60%
Aug 1974 - Jul 1989 |
0.00%
0 out of 422 |
-0.54%
May 2009 - Apr 2024 |
+4.34% |
+9.04%
Sep 1974 - Aug 1989 |
4.98%
21 out of 422 |
+1.78%
Nov 2007 - Oct 2023 |
+6.54% |
+11.40%
Aug 1974 - Jul 1990 |
0.00%
0 out of 410 |
-0.31%
Nov 2007 - Oct 2023 |
+4.24% |
+7.89%
Aug 1974 - Jul 1990 |
2.68%
11 out of 410 |
+1.84%
Nov 2006 - Oct 2023 |
+6.49% |
+11.56%
Aug 1974 - Jul 1991 |
0.00%
0 out of 398 |
-0.28%
Nov 2006 - Oct 2023 |
+4.20% |
+7.92%
Aug 1974 - Jul 1991 |
1.76%
7 out of 398 |
+1.87%
Nov 2005 - Oct 2023 |
+6.44% |
+11.17%
Aug 1974 - Jul 1992 |
0.00%
0 out of 386 |
-0.22%
Nov 2005 - Oct 2023 |
+4.15% |
+7.55%
Aug 1974 - Jul 1992 |
2.07%
8 out of 386 |
+1.93%
Nov 2004 - Oct 2023 |
+6.39% |
+11.62%
Aug 1974 - Jul 1993 |
0.00%
0 out of 374 |
-0.17%
Nov 2004 - Oct 2023 |
+4.15% |
+7.97%
Aug 1974 - Jul 1993 |
1.60%
6 out of 374 |
+2.13%
Nov 2003 - Oct 2023 |
+6.46% |
+10.83%
Aug 1974 - Jul 1994 |
0.00%
0 out of 362 |
+0.00%
Nov 2003 - Oct 2023 |
+4.15% |
+7.25%
Aug 1974 - Jul 1994 |
0.00%
0 out of 362 |
All Country World Bonds To EUR Hedged Portfolio: ETF allocation and returns