Rebalancing: at every Jan 1st
Currency: EUR
When holding the Bill Schultheis Coffeehouse To EUR Bond 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 106 months (from May 2000 to February 2009).
This indicates that, within the same timeframe, any rolling period of 107 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.
Bill Schultheis Coffeehouse 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.
Loading data
Please wait
Loading data
Please wait
As of Aug 31, 2024, the annualized return of the previous 10 years has been 6.63%.
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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
Loading data
Please wait
Loading data
Please wait
Worst | Median | Best | Negative Periods |
---|---|---|---|
-20.80%
Mar 2008 - Feb 2009 |
+9.61% |
+59.91%
Jul 1982 - Jun 1983 |
20.00%
129 out of 645 |
-23.47%
Oct 1973 - Sep 1974 |
+6.61% |
+55.83%
Jul 1982 - Jun 1983 |
24.65%
159 out of 645 |
-15.35%
Mar 2007 - Feb 2009 |
+9.37% |
+34.28%
Oct 1981 - Sep 1983 |
13.74%
87 out of 633 |
-20.41%
Jan 1973 - Dec 1974 |
+7.19% |
+29.79%
Feb 1982 - Jan 1984 |
19.12%
121 out of 633 |
-9.30%
Mar 2006 - Feb 2009 |
+9.41% |
+31.60%
Mar 1982 - Feb 1985 |
9.02%
56 out of 621 |
-13.38%
Jan 1972 - Dec 1974 |
+6.95% |
+28.30%
Jul 1982 - Jun 1985 |
18.04%
112 out of 621 |
-3.66%
Jan 1971 - Dec 1974 |
+9.36% |
+26.44%
Jun 1982 - May 1986 |
4.11%
25 out of 609 |
-9.41%
Jan 1971 - Dec 1974 |
+6.95% |
+23.80%
Jun 1982 - May 1986 |
11.99%
73 out of 609 |
-1.56%
Apr 2004 - Mar 2009 |
+8.74% |
+26.80%
Apr 1980 - Mar 1985 |
0.50%
3 out of 597 |
-6.98%
Jan 1970 - Dec 1974 |
+6.36% |
+21.81%
Apr 1980 - Mar 1985 |
8.04%
48 out of 597 |
+1.56%
Mar 2003 - Feb 2009 |
+8.63% |
+24.80%
Apr 1980 - Mar 1986 |
0.00%
0 out of 585 |
-2.08%
Jan 1970 - Dec 1975 |
+6.40% |
+20.67%
Apr 1980 - Mar 1986 |
3.76%
22 out of 585 |
-1.44%
Apr 2002 - Mar 2009 |
+8.96% |
+21.87%
Apr 1980 - Mar 1987 |
0.52%
3 out of 573 |
-3.44%
Apr 2002 - Mar 2009 |
+6.91% |
+18.44%
Apr 1980 - Mar 1987 |
3.84%
22 out of 573 |
-0.30%
Mar 2001 - Feb 2009 |
+9.22% |
+20.00%
Nov 1978 - Oct 1986 |
0.36%
2 out of 561 |
-2.40%
Mar 2001 - Feb 2009 |
+7.23% |
+15.97%
Nov 1978 - Oct 1986 |
3.57%
20 out of 561 |
+0.26%
Apr 2000 - Mar 2009 |
+9.23% |
+19.14%
Jan 1975 - Dec 1983 |
0.00%
0 out of 549 |
-1.83%
Apr 2000 - Mar 2009 |
+7.23% |
+15.08%
Apr 1980 - Mar 1989 |
2.55%
14 out of 549 |
+2.18%
Apr 1999 - Mar 2009 |
+9.55% |
+19.01%
Jan 1975 - Dec 1984 |
0.00%
0 out of 537 |
+0.07%
Apr 1999 - Mar 2009 |
+7.34% |
+14.24%
Jan 1975 - Dec 1984 |
0.00%
0 out of 537 |
+2.08%
Apr 1998 - Mar 2009 |
+9.84% |
+18.36%
Jan 1975 - Dec 1985 |
0.00%
0 out of 525 |
+0.07%
Apr 1998 - Mar 2009 |
+7.52% |
+13.88%
Jan 1975 - Dec 1985 |
0.00%
0 out of 525 |
+3.90%
Mar 1997 - Feb 2009 |
+10.32% |
+17.49%
Sep 1974 - Aug 1986 |
0.00%
0 out of 513 |
+1.96%
Mar 1997 - Feb 2009 |
+7.69% |
+13.41%
Jan 1975 - Dec 1986 |
0.00%
0 out of 513 |
+4.44%
Sep 2000 - Aug 2013 |
+10.45% |
+17.18%
Oct 1974 - Sep 1987 |
0.00%
0 out of 501 |
+2.34%
Sep 2000 - Aug 2013 |
+7.61% |
+13.30%
Oct 1974 - Sep 1987 |
0.00%
0 out of 501 |
+5.13%
Oct 1997 - Sep 2011 |
+10.53% |
+16.00%
Oct 1974 - Sep 1988 |
0.00%
0 out of 489 |
+3.08%
Oct 1997 - Sep 2011 |
+7.43% |
+12.33%
Nov 1979 - Oct 1993 |
0.00%
0 out of 489 |
+5.36%
Mar 1994 - Feb 2009 |
+10.27% |
+16.11%
Oct 1974 - Sep 1989 |
0.00%
0 out of 477 |
+3.31%
Mar 1994 - Feb 2009 |
+7.46% |
+12.45%
Oct 1974 - Sep 1989 |
0.00%
0 out of 477 |
+5.58%
Nov 2000 - Oct 2016 |
+9.93% |
+14.95%
Apr 1982 - Mar 1998 |
0.00%
0 out of 465 |
+3.68%
Jun 2007 - May 2023 |
+7.18% |
+12.26%
Apr 1982 - Mar 1998 |
0.00%
0 out of 465 |
+5.52%
Sep 2000 - Aug 2017 |
+9.78% |
+15.15%
Aug 1980 - Jul 1997 |
0.00%
0 out of 453 |
+3.39%
Nov 2006 - Oct 2023 |
+7.05% |
+12.07%
Jul 1982 - Jun 1999 |
0.00%
0 out of 453 |
+5.13%
Apr 2002 - Mar 2020 |
+9.46% |
+15.79%
Apr 1980 - Mar 1998 |
0.00%
0 out of 441 |
+3.50%
Apr 2002 - Mar 2020 |
+6.81% |
+12.71%
Apr 1980 - Mar 1998 |
0.00%
0 out of 441 |
+5.34%
Apr 2001 - Mar 2020 |
+9.52% |
+15.16%
Jan 1975 - Dec 1993 |
0.00%
0 out of 429 |
+3.65%
Apr 2001 - Mar 2020 |
+6.78% |
+12.01%
Apr 1980 - Mar 1999 |
0.00%
0 out of 429 |
+5.27%
Apr 2000 - Mar 2020 |
+9.44% |
+15.27%
Apr 1980 - Mar 2000 |
0.00%
0 out of 417 |
+3.55%
Apr 2000 - Mar 2020 |
+6.87% |
+12.35%
Apr 1980 - Mar 2000 |
0.00%
0 out of 417 |
Bill Schultheis Coffeehouse To EUR Bond Hedged Portfolio: ETF allocation and returns