When holding the All Country World Stocks To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~55 years), the longest duration with a negative return was 139 months (from August 1997 to February 2009).
This indicates that, within the same timeframe, any rolling period of 140 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 Stocks 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 7.40%.
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 |
---|---|---|---|
-47.72%
Mar 2008 - Feb 2009 |
+12.19% |
+60.20%
Mar 2009 - Feb 2010 |
25.58%
165 out of 645 |
-48.33%
Mar 2008 - Feb 2009 |
+9.47% |
+58.84%
Mar 2009 - Feb 2010 |
31.01%
200 out of 645 |
-27.67%
Mar 2007 - Feb 2009 |
+10.11% |
+53.41%
Oct 1985 - Sep 1987 |
18.17%
115 out of 633 |
-29.24%
Mar 2007 - Feb 2009 |
+6.98% |
+53.32%
Oct 1985 - Sep 1987 |
24.33%
154 out of 633 |
-16.59%
Apr 2000 - Mar 2003 |
+8.73% |
+44.36%
Aug 1984 - Jul 1987 |
14.49%
90 out of 621 |
-18.52%
Apr 2000 - Mar 2003 |
+6.01% |
+43.29%
Aug 1984 - Jul 1987 |
25.12%
156 out of 621 |
-9.02%
Mar 2005 - Feb 2009 |
+8.07% |
+30.13%
Sep 1983 - Aug 1987 |
12.64%
77 out of 609 |
-10.94%
Mar 2005 - Feb 2009 |
+5.49% |
+28.82%
Sep 1983 - Aug 1987 |
24.30%
148 out of 609 |
-4.95%
Mar 2004 - Feb 2009 |
+8.14% |
+33.35%
Aug 1982 - Jul 1987 |
8.88%
53 out of 597 |
-6.94%
Mar 2004 - Feb 2009 |
+4.79% |
+31.41%
Aug 1982 - Jul 1987 |
20.44%
122 out of 597 |
-0.77%
Feb 1997 - Jan 2003 |
+7.88% |
+25.88%
Aug 1982 - Jul 1988 |
0.51%
3 out of 585 |
-4.32%
Mar 1972 - Feb 1978 |
+5.25% |
+24.10%
Aug 1982 - Jul 1988 |
14.87%
87 out of 585 |
-0.98%
Mar 2002 - Feb 2009 |
+8.02% |
+25.37%
Aug 1982 - Jul 1989 |
0.35%
2 out of 573 |
-3.01%
Mar 2002 - Feb 2009 |
+5.04% |
+23.38%
Aug 1982 - Jul 1989 |
7.50%
43 out of 573 |
-2.52%
Feb 2001 - Jan 2009 |
+8.15% |
+20.79%
Aug 1982 - Jul 1990 |
1.25%
7 out of 561 |
-4.55%
Feb 2001 - Jan 2009 |
+5.32% |
+18.67%
Aug 1982 - Jul 1990 |
6.95%
39 out of 561 |
-3.69%
Apr 2000 - Mar 2009 |
+7.87% |
+18.43%
Aug 1982 - Jul 1991 |
1.82%
10 out of 549 |
-5.70%
Apr 2000 - Mar 2009 |
+5.32% |
+15.93%
Aug 1982 - Jul 1991 |
6.56%
36 out of 549 |
-2.07%
Mar 1999 - Feb 2009 |
+8.08% |
+17.21%
Aug 1982 - Jul 1992 |
0.93%
5 out of 537 |
-4.09%
Mar 1999 - Feb 2009 |
+5.75% |
+14.60%
Aug 1982 - Jul 1992 |
7.82%
42 out of 537 |
-0.68%
Mar 1998 - Feb 2009 |
+8.39% |
+17.30%
Aug 1982 - Jul 1993 |
0.38%
2 out of 525 |
-2.61%
Mar 1998 - Feb 2009 |
+6.28% |
+14.56%
Aug 1982 - Jul 1993 |
6.86%
36 out of 525 |
+0.70%
Mar 1997 - Feb 2009 |
+8.63% |
+17.25%
Aug 1982 - Jul 1994 |
0.00%
0 out of 513 |
-1.19%
Mar 1997 - Feb 2009 |
+6.45% |
+14.48%
Aug 1982 - Jul 1994 |
3.51%
18 out of 513 |
+1.66%
Mar 1996 - Feb 2009 |
+8.64% |
+17.33%
Oct 1974 - Sep 1987 |
0.00%
0 out of 501 |
-0.23%
Mar 1996 - Feb 2009 |
+6.28% |
+14.52%
Aug 1984 - Jul 1997 |
0.20%
1 out of 501 |
+2.65%
Mar 1995 - Feb 2009 |
+8.52% |
+16.42%
Aug 1984 - Jul 1998 |
0.00%
0 out of 489 |
+0.69%
Mar 1995 - Feb 2009 |
+6.20% |
+13.87%
Jul 1984 - Jun 1998 |
0.00%
0 out of 489 |
+3.13%
Mar 1994 - Feb 2009 |
+8.87% |
+17.33%
Aug 1982 - Jul 1997 |
0.00%
0 out of 477 |
+1.12%
Mar 1994 - Feb 2009 |
+5.98% |
+14.64%
Aug 1982 - Jul 1997 |
0.00%
0 out of 477 |
+3.28%
Apr 2000 - Mar 2016 |
+8.61% |
+16.66%
Aug 1982 - Jul 1998 |
0.00%
0 out of 465 |
+1.50%
Apr 2000 - Mar 2016 |
+5.84% |
+14.06%
Aug 1982 - Jul 1998 |
0.00%
0 out of 465 |
+3.61%
Jan 2000 - Dec 2016 |
+8.66% |
+16.85%
Aug 1982 - Jul 1999 |
0.00%
0 out of 453 |
+1.81%
Jan 2000 - Dec 2016 |
+6.09% |
+14.32%
Aug 1982 - Jul 1999 |
0.00%
0 out of 453 |
+4.45%
Apr 2000 - Mar 2018 |
+8.88% |
+16.26%
Aug 1982 - Jul 2000 |
0.00%
0 out of 441 |
+2.64%
Mar 1991 - Feb 2009 |
+6.22% |
+13.75%
Aug 1982 - Jul 2000 |
0.00%
0 out of 441 |
+3.66%
Jan 2000 - Dec 2018 |
+9.08% |
+14.55%
Sep 1981 - Aug 2000 |
0.00%
0 out of 429 |
+1.89%
Jan 2000 - Dec 2018 |
+5.81% |
+11.91%
Sep 1981 - Aug 2000 |
0.00%
0 out of 429 |
+3.18%
Apr 2000 - Mar 2020 |
+8.90% |
+14.70%
Apr 1980 - Mar 2000 |
0.00%
0 out of 417 |
+1.50%
Apr 2000 - Mar 2020 |
+5.77% |
+11.79%
Apr 1980 - Mar 2000 |
0.00%
0 out of 417 |
All Country World Stocks To EUR Hedged Portfolio: ETF allocation and returns