Rebalancing: at every Jan 1st
Currency: EUR
When holding the David Swensen Yale Endowment To EUR Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 112 months (from December 1999 to March 2009).
This indicates that, within the same timeframe, any rolling period of 113 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.
David Swensen Yale Endowment To EUR 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 8.31%.
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 |
---|---|---|---|
-25.67%
Apr 2002 - Mar 2003 |
+7.76% |
+52.73%
Aug 1996 - Jul 1997 |
25.38%
118 out of 465 |
-27.39%
Apr 2002 - Mar 2003 |
+5.56% |
+50.49%
Aug 1996 - Jul 1997 |
30.11%
140 out of 465 |
-18.16%
Mar 2007 - Feb 2009 |
+9.08% |
+32.17%
Aug 1995 - Jul 1997 |
17.44%
79 out of 453 |
-19.94%
Mar 2007 - Feb 2009 |
+6.60% |
+29.74%
Aug 1995 - Jul 1997 |
24.50%
111 out of 453 |
-11.50%
Mar 2006 - Feb 2009 |
+8.48% |
+27.08%
Apr 1995 - Mar 1998 |
13.61%
60 out of 441 |
-13.31%
Mar 2006 - Feb 2009 |
+6.11% |
+24.94%
Apr 1995 - Mar 1998 |
18.59%
82 out of 441 |
-3.63%
Nov 2000 - Oct 2004 |
+8.90% |
+23.90%
Sep 1996 - Aug 2000 |
8.62%
37 out of 429 |
-5.74%
Nov 2000 - Oct 2004 |
+6.46% |
+22.07%
Sep 1996 - Aug 2000 |
14.22%
61 out of 429 |
-2.25%
Apr 2004 - Mar 2009 |
+7.93% |
+22.32%
May 1995 - Apr 2000 |
1.20%
5 out of 417 |
-4.24%
Apr 2004 - Mar 2009 |
+5.37% |
+20.42%
May 1995 - Apr 2000 |
9.59%
40 out of 417 |
-0.01%
Apr 2002 - Mar 2008 |
+7.84% |
+19.24%
Nov 1994 - Oct 2000 |
0.25%
1 out of 405 |
-2.28%
Apr 2002 - Mar 2008 |
+5.39% |
+17.17%
Nov 1994 - Oct 2000 |
4.69%
19 out of 405 |
-3.25%
Apr 2002 - Mar 2009 |
+8.15% |
+17.08%
Oct 1990 - Sep 1997 |
2.04%
8 out of 393 |
-5.21%
Apr 2002 - Mar 2009 |
+5.68% |
+14.69%
Apr 1995 - Mar 2002 |
6.11%
24 out of 393 |
-2.12%
Apr 2001 - Mar 2009 |
+8.49% |
+18.32%
Sep 1992 - Aug 2000 |
2.62%
10 out of 381 |
-4.15%
Apr 2001 - Mar 2009 |
+6.50% |
+15.90%
Sep 1992 - Aug 2000 |
6.82%
26 out of 381 |
-1.58%
Apr 2000 - Mar 2009 |
+8.39% |
+16.54%
Jan 1991 - Dec 1999 |
2.98%
11 out of 369 |
-3.64%
Apr 2000 - Mar 2009 |
+6.22% |
+13.76%
Jan 1991 - Dec 1999 |
4.88%
18 out of 369 |
+1.25%
Apr 1999 - Mar 2009 |
+8.32% |
+17.35%
Nov 1990 - Oct 2000 |
0.00%
0 out of 357 |
-0.85%
Apr 1999 - Mar 2009 |
+6.28% |
+14.61%
Nov 1990 - Oct 2000 |
2.80%
10 out of 357 |
+1.24%
Apr 1998 - Mar 2009 |
+8.56% |
+14.66%
Jan 1991 - Dec 2001 |
0.00%
0 out of 345 |
-0.75%
Apr 1998 - Mar 2009 |
+6.45% |
+12.01%
Feb 1991 - Jan 2002 |
1.45%
5 out of 345 |
+3.03%
Aug 1997 - Jul 2009 |
+8.55% |
+14.41%
Jan 1988 - Dec 1999 |
0.00%
0 out of 333 |
+0.94%
Nov 2000 - Oct 2012 |
+6.52% |
+11.54%
Jan 1988 - Dec 1999 |
0.00%
0 out of 333 |
+3.28%
Sep 2000 - Aug 2013 |
+8.39% |
+14.41%
Dec 1987 - Nov 2000 |
0.00%
0 out of 321 |
+1.19%
Sep 2000 - Aug 2013 |
+6.35% |
+11.57%
Dec 1987 - Nov 2000 |
0.00%
0 out of 321 |
+4.01%
May 2000 - Apr 2014 |
+7.82% |
+13.25%
Jan 1988 - Dec 2001 |
0.00%
0 out of 309 |
+1.94%
May 2000 - Apr 2014 |
+5.99% |
+10.46%
Jan 1988 - Dec 2001 |
0.00%
0 out of 309 |
+4.43%
Mar 1994 - Feb 2009 |
+7.75% |
+11.56%
Dec 1990 - Nov 2005 |
0.00%
0 out of 297 |
+2.40%
Mar 1994 - Feb 2009 |
+5.91% |
+9.07%
Oct 1985 - Sep 2000 |
0.00%
0 out of 297 |
+5.02%
Nov 2000 - Oct 2016 |
+7.74% |
+11.42%
Nov 1990 - Oct 2006 |
0.00%
0 out of 285 |
+3.20%
Apr 1993 - Mar 2009 |
+5.80% |
+8.91%
Nov 1990 - Oct 2006 |
0.00%
0 out of 285 |
+4.90%
Sep 2000 - Aug 2017 |
+7.57% |
+10.75%
Nov 1990 - Oct 2007 |
0.00%
0 out of 273 |
+3.14%
Sep 2000 - Aug 2017 |
+5.56% |
+8.24%
Nov 1990 - Oct 2007 |
0.00%
0 out of 273 |
+5.00%
Nov 2000 - Oct 2018 |
+7.79% |
+10.99%
Jan 1988 - Dec 2005 |
0.00%
0 out of 261 |
+3.21%
Nov 2000 - Oct 2018 |
+5.63% |
+8.32%
Jan 1988 - Dec 2005 |
0.00%
0 out of 261 |
+5.21%
Jun 2001 - May 2020 |
+7.81% |
+10.70%
Jan 1988 - Dec 2006 |
0.00%
0 out of 249 |
+3.57%
Apr 2001 - Mar 2020 |
+5.63% |
+8.07%
Jan 1988 - Dec 2006 |
0.00%
0 out of 249 |
+5.04%
Nov 2000 - Oct 2020 |
+7.77% |
+9.89%
Dec 1987 - Nov 2007 |
0.00%
0 out of 237 |
+3.39%
Nov 2000 - Oct 2020 |
+5.51% |
+7.93%
Apr 1995 - Mar 2015 |
0.00%
0 out of 237 |
David Swensen Yale Endowment To EUR Portfolio: ETF allocation and returns