Rebalancing: at every Jan 1st
Currency: EUR
When holding the Craig Israelsen 7Twelve Portfolio To EUR, 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 103 months (from September 2000 to March 2009).
This indicates that, within the same timeframe, any rolling period of 104 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: 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 6.21%.
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 |
---|---|---|---|
-20.88%
Apr 2002 - Mar 2003 |
+7.29% |
+50.06%
Aug 1982 - Jul 1983 |
23.91%
137 out of 573 |
-22.72%
Apr 2002 - Mar 2003 |
+5.13% |
+45.89%
Aug 1982 - Jul 1983 |
31.59%
181 out of 573 |
-11.25%
Jun 2001 - May 2003 |
+8.30% |
+35.68%
Nov 1998 - Oct 2000 |
12.12%
68 out of 561 |
-13.15%
Mar 2007 - Feb 2009 |
+6.19% |
+33.22%
Nov 1998 - Oct 2000 |
19.43%
109 out of 561 |
-7.69%
Mar 2006 - Feb 2009 |
+8.51% |
+32.43%
Mar 1982 - Feb 1985 |
9.11%
50 out of 549 |
-9.58%
Mar 2006 - Feb 2009 |
+6.25% |
+28.48%
Mar 1982 - Feb 1985 |
12.39%
68 out of 549 |
-1.80%
Dec 2005 - Nov 2009 |
+8.40% |
+27.67%
Mar 1981 - Feb 1985 |
3.54%
19 out of 537 |
-3.94%
Nov 2000 - Oct 2004 |
+6.20% |
+23.02%
Mar 1981 - Feb 1985 |
6.89%
37 out of 537 |
-0.16%
Apr 2004 - Mar 2009 |
+7.42% |
+28.24%
Mar 1980 - Feb 1985 |
0.19%
1 out of 525 |
-2.20%
Apr 2004 - Mar 2009 |
+5.50% |
+23.18%
Mar 1980 - Feb 1985 |
2.10%
11 out of 525 |
+1.58%
Apr 2002 - Mar 2008 |
+7.60% |
+25.13%
Mar 1979 - Feb 1985 |
0.00%
0 out of 513 |
-0.73%
Apr 2002 - Mar 2008 |
+5.76% |
+19.85%
Mar 1979 - Feb 1985 |
0.39%
2 out of 513 |
-0.89%
Apr 2002 - Mar 2009 |
+8.29% |
+23.66%
Mar 1978 - Feb 1985 |
0.40%
2 out of 501 |
-2.90%
Apr 2002 - Mar 2009 |
+6.16% |
+18.70%
Mar 1978 - Feb 1985 |
2.20%
11 out of 501 |
-0.15%
Jun 2001 - May 2009 |
+8.50% |
+20.06%
Mar 1977 - Feb 1985 |
0.41%
2 out of 489 |
-2.15%
Jun 2001 - May 2009 |
+6.19% |
+15.42%
Mar 1977 - Feb 1985 |
2.86%
14 out of 489 |
+0.56%
Nov 2000 - Oct 2009 |
+8.28% |
+18.14%
Mar 1976 - Feb 1985 |
0.00%
0 out of 477 |
-1.47%
Nov 2000 - Oct 2009 |
+6.16% |
+13.61%
Mar 1976 - Feb 1985 |
2.10%
10 out of 477 |
+2.49%
Nov 2000 - Oct 2010 |
+8.23% |
+16.27%
Nov 1990 - Oct 2000 |
0.00%
0 out of 465 |
+0.44%
Nov 2000 - Oct 2010 |
+6.33% |
+13.55%
Nov 1990 - Oct 2000 |
0.00%
0 out of 465 |
+2.64%
Oct 2000 - Sep 2011 |
+8.20% |
+16.01%
Oct 1978 - Sep 1989 |
0.00%
0 out of 453 |
+0.52%
Oct 2000 - Sep 2011 |
+5.99% |
+12.64%
Oct 1978 - Sep 1989 |
0.00%
0 out of 453 |
+3.57%
Nov 2000 - Oct 2012 |
+8.63% |
+14.66%
Sep 1977 - Aug 1989 |
0.00%
0 out of 441 |
+1.38%
Nov 2000 - Oct 2012 |
+6.51% |
+11.65%
Dec 1988 - Nov 2000 |
0.00%
0 out of 441 |
+3.68%
Sep 2000 - Aug 2013 |
+8.90% |
+15.04%
Dec 1987 - Nov 2000 |
0.00%
0 out of 429 |
+1.59%
Sep 2000 - Aug 2013 |
+6.69% |
+12.18%
Dec 1987 - Nov 2000 |
0.00%
0 out of 429 |
+3.85%
Apr 2006 - Mar 2020 |
+8.13% |
+14.97%
Nov 1979 - Oct 1993 |
0.00%
0 out of 417 |
+2.16%
Sep 2000 - Aug 2014 |
+5.96% |
+11.54%
Nov 1979 - Oct 1993 |
0.00%
0 out of 417 |
+4.11%
Oct 2000 - Sep 2015 |
+8.89% |
+15.09%
Jan 1979 - Dec 1993 |
0.00%
0 out of 405 |
+2.27%
Oct 2000 - Sep 2015 |
+6.50% |
+11.53%
Jan 1979 - Dec 1993 |
0.00%
0 out of 405 |
+4.20%
Nov 2000 - Oct 2016 |
+8.89% |
+14.69%
Feb 1978 - Jan 1994 |
0.00%
0 out of 393 |
+2.43%
Nov 2000 - Oct 2016 |
+6.63% |
+11.20%
Feb 1978 - Jan 1994 |
0.00%
0 out of 393 |
+4.17%
Sep 2000 - Aug 2017 |
+8.51% |
+14.17%
Aug 1980 - Jul 1997 |
0.00%
0 out of 381 |
+2.43%
Sep 2000 - Aug 2017 |
+6.20% |
+11.10%
Aug 1980 - Jul 1997 |
0.00%
0 out of 381 |
+3.98%
Apr 2002 - Mar 2020 |
+8.41% |
+14.18%
Apr 1980 - Mar 1998 |
0.00%
0 out of 369 |
+2.36%
Apr 2002 - Mar 2020 |
+6.17% |
+11.13%
Apr 1980 - Mar 1998 |
0.00%
0 out of 369 |
+3.98%
Jun 2001 - May 2020 |
+8.26% |
+14.17%
Oct 1978 - Sep 1997 |
0.00%
0 out of 357 |
+2.36%
Jun 2001 - May 2020 |
+6.08% |
+11.03%
Nov 1981 - Oct 2000 |
0.00%
0 out of 357 |
+4.00%
Nov 2000 - Oct 2020 |
+8.40% |
+14.28%
Apr 1980 - Mar 2000 |
0.00%
0 out of 345 |
+2.37%
Nov 2000 - Oct 2020 |
+6.17% |
+11.42%
Sep 1980 - Aug 2000 |
0.00%
0 out of 345 |
Craig Israelsen 7Twelve Portfolio To EUR: ETF allocation and returns