Rebalancing: at every Jan 1st
Currency: EUR
When holding the Craig Israelsen 7Twelve Portfolio To EUR Bond Hedged, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~49 years), the longest duration with a negative return was 60 months (from April 2015 to March 2020).
This indicates that, within the same timeframe, any rolling period of 61 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.
Craig Israelsen 7Twelve Portfolio To EUR Bond Hedged: 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 5.52%.
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 |
---|---|---|---|
-23.24%
Mar 2008 - Feb 2009 |
+7.64% |
+43.79%
Aug 1982 - Jul 1983 |
18.67%
107 out of 573 |
-24.13%
Mar 2008 - Feb 2009 |
+5.43% |
+39.79%
Aug 1982 - Jul 1983 |
25.13%
144 out of 573 |
-12.02%
Mar 2007 - Feb 2009 |
+8.55% |
+30.09%
Sep 1998 - Aug 2000 |
7.49%
42 out of 561 |
-13.92%
Mar 2007 - Feb 2009 |
+6.13% |
+28.07%
Sep 1998 - Aug 2000 |
13.90%
78 out of 561 |
-7.45%
Mar 2006 - Feb 2009 |
+8.97% |
+24.92%
Mar 1982 - Feb 1985 |
4.92%
27 out of 549 |
-9.34%
Mar 2006 - Feb 2009 |
+6.60% |
+21.20%
Mar 1982 - Feb 1985 |
8.93%
49 out of 549 |
-1.20%
Mar 2005 - Feb 2009 |
+8.58% |
+20.14%
Apr 1980 - Mar 1984 |
0.93%
5 out of 537 |
-3.29%
Mar 2005 - Feb 2009 |
+6.37% |
+16.84%
Jun 1982 - May 1986 |
3.72%
20 out of 537 |
-0.32%
Apr 2015 - Mar 2020 |
+8.46% |
+20.83%
Apr 1980 - Mar 1985 |
0.19%
1 out of 525 |
-1.95%
Apr 2004 - Mar 2009 |
+5.98% |
+16.08%
Apr 1980 - Mar 1985 |
0.95%
5 out of 525 |
+2.75%
Apr 2014 - Mar 2020 |
+8.75% |
+18.67%
Mar 1979 - Feb 1985 |
0.00%
0 out of 513 |
+0.81%
Oct 2005 - Sep 2011 |
+6.17% |
+14.54%
Apr 1980 - Mar 1986 |
0.00%
0 out of 513 |
+1.01%
Apr 2002 - Mar 2009 |
+8.83% |
+17.96%
Mar 1978 - Feb 1985 |
0.00%
0 out of 501 |
-1.04%
Apr 2002 - Mar 2009 |
+6.71% |
+13.23%
Mar 1978 - Feb 1985 |
0.40%
2 out of 501 |
+1.32%
Mar 2001 - Feb 2009 |
+9.35% |
+15.60%
Mar 1977 - Feb 1985 |
0.00%
0 out of 489 |
-0.80%
Mar 2001 - Feb 2009 |
+6.99% |
+12.93%
Sep 1992 - Aug 2000 |
1.23%
6 out of 489 |
+2.00%
Mar 2000 - Feb 2009 |
+9.07% |
+14.35%
Jan 1988 - Dec 1996 |
0.00%
0 out of 477 |
-0.12%
Mar 2000 - Feb 2009 |
+6.85% |
+11.67%
Feb 1991 - Jan 2000 |
0.42%
2 out of 477 |
+3.87%
Sep 2000 - Aug 2010 |
+8.88% |
+14.99%
Nov 1990 - Oct 2000 |
0.00%
0 out of 465 |
+1.80%
Sep 2000 - Aug 2010 |
+6.64% |
+12.30%
Nov 1990 - Oct 2000 |
0.00%
0 out of 465 |
+3.89%
Oct 2000 - Sep 2011 |
+9.22% |
+14.14%
Aug 1982 - Jul 1993 |
0.00%
0 out of 453 |
+1.75%
Oct 2000 - Sep 2011 |
+6.94% |
+11.47%
Aug 1982 - Jul 1993 |
0.00%
0 out of 453 |
+4.37%
Jun 2008 - May 2020 |
+9.36% |
+14.07%
Feb 1982 - Jan 1994 |
0.00%
0 out of 441 |
+2.54%
Nov 2000 - Oct 2012 |
+7.08% |
+11.29%
Feb 1982 - Jan 1994 |
0.00%
0 out of 441 |
+3.88%
Apr 2007 - Mar 2020 |
+9.43% |
+14.30%
Dec 1987 - Nov 2000 |
0.00%
0 out of 429 |
+2.46%
Apr 2007 - Mar 2020 |
+7.11% |
+11.46%
Dec 1987 - Nov 2000 |
0.00%
0 out of 429 |
+3.78%
Apr 2006 - Mar 2020 |
+9.19% |
+14.00%
Nov 1979 - Oct 1993 |
0.00%
0 out of 417 |
+2.32%
Apr 2006 - Mar 2020 |
+6.76% |
+10.60%
Nov 1979 - Oct 1993 |
0.00%
0 out of 417 |
+4.45%
Oct 2005 - Sep 2020 |
+9.50% |
+14.02%
Jan 1979 - Dec 1993 |
0.00%
0 out of 405 |
+3.04%
Oct 2005 - Sep 2020 |
+6.99% |
+11.02%
Aug 1982 - Jul 1997 |
0.00%
0 out of 405 |
+4.72%
Apr 2004 - Mar 2020 |
+9.20% |
+13.78%
Feb 1978 - Jan 1994 |
0.00%
0 out of 393 |
+2.67%
Nov 2007 - Oct 2023 |
+6.85% |
+10.38%
Oct 1981 - Sep 1997 |
0.00%
0 out of 393 |
+4.90%
Sep 2000 - Aug 2017 |
+8.83% |
+13.32%
Aug 1980 - Jul 1997 |
0.00%
0 out of 381 |
+2.76%
Nov 2006 - Oct 2023 |
+6.56% |
+10.27%
Aug 1980 - Jul 1997 |
0.00%
0 out of 381 |
+4.57%
Apr 2002 - Mar 2020 |
+8.65% |
+13.45%
Apr 1980 - Mar 1998 |
0.00%
0 out of 369 |
+2.94%
Oct 2005 - Sep 2023 |
+6.43% |
+10.78%
Sep 1982 - Aug 2000 |
0.00%
0 out of 369 |
+4.60%
Jun 2001 - May 2020 |
+8.68% |
+13.21%
Oct 1978 - Sep 1997 |
0.00%
0 out of 357 |
+2.98%
Jun 2001 - May 2020 |
+6.36% |
+10.54%
Oct 1981 - Sep 2000 |
0.00%
0 out of 357 |
+4.58%
Nov 2000 - Oct 2020 |
+8.79% |
+13.42%
Apr 1980 - Mar 2000 |
0.00%
0 out of 345 |
+2.94%
Nov 2000 - Oct 2020 |
+6.54% |
+10.54%
Apr 1980 - Mar 2000 |
0.00%
0 out of 345 |
Craig Israelsen 7Twelve Portfolio To EUR Bond Hedged: ETF allocation and returns