Rebalancing: at every Jan 1st
Currency: EUR
When holding the Dedalo Invest Dedalo Eleven Euro Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~35 years), the longest duration with a negative return was 119 months (from May 1999 to March 2009).
This indicates that, within the same timeframe, any rolling period of 120 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.
Dedalo Invest Dedalo Eleven Euro 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 7.14%.
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 |
---|---|---|---|
-31.97%
Mar 2008 - Feb 2009 |
+10.24% |
+48.68%
Aug 1996 - Jul 1997 |
24.26%
99 out of 408 |
-33.55%
Nov 2007 - Oct 2008 |
+8.17% |
+46.50%
Aug 1996 - Jul 1997 |
28.19%
115 out of 408 |
-20.07%
Mar 2007 - Feb 2009 |
+8.87% |
+31.20%
Sep 1998 - Aug 2000 |
15.91%
63 out of 396 |
-21.81%
Mar 2007 - Feb 2009 |
+6.42% |
+29.16%
Sep 1998 - Aug 2000 |
20.96%
83 out of 396 |
-13.65%
Apr 2000 - Mar 2003 |
+8.93% |
+27.43%
Apr 1995 - Mar 1998 |
14.32%
55 out of 384 |
-15.64%
Apr 2000 - Mar 2003 |
+7.05% |
+25.29%
Apr 1995 - Mar 1998 |
19.27%
74 out of 384 |
-5.20%
Sep 2000 - Aug 2004 |
+8.56% |
+23.34%
Jan 1996 - Dec 1999 |
13.17%
49 out of 372 |
-7.25%
Sep 2000 - Aug 2004 |
+6.21% |
+21.52%
Jan 1996 - Dec 1999 |
19.35%
72 out of 372 |
-2.20%
Mar 2004 - Feb 2009 |
+7.90% |
+23.80%
Apr 1995 - Mar 2000 |
4.72%
17 out of 360 |
-4.24%
Mar 2004 - Feb 2009 |
+5.69% |
+21.84%
Apr 1995 - Mar 2000 |
15.00%
54 out of 360 |
+0.96%
Oct 2005 - Sep 2011 |
+6.74% |
+18.28%
Nov 1994 - Oct 2000 |
0.00%
0 out of 348 |
-1.05%
Sep 2000 - Aug 2006 |
+4.80% |
+16.22%
Nov 1994 - Oct 2000 |
4.02%
14 out of 348 |
-1.73%
Mar 2002 - Feb 2009 |
+7.00% |
+18.56%
Jan 1993 - Dec 1999 |
1.19%
4 out of 336 |
-3.75%
Mar 2002 - Feb 2009 |
+5.06% |
+16.18%
Jan 1993 - Dec 1999 |
2.68%
9 out of 336 |
-1.98%
Mar 2001 - Feb 2009 |
+7.53% |
+18.91%
Sep 1992 - Aug 2000 |
2.78%
9 out of 324 |
-4.04%
Mar 2001 - Feb 2009 |
+5.54% |
+16.48%
Sep 1992 - Aug 2000 |
5.56%
18 out of 324 |
-2.75%
Mar 2000 - Feb 2009 |
+7.25% |
+18.58%
Jan 1991 - Dec 1999 |
3.21%
10 out of 312 |
-4.77%
Mar 2000 - Feb 2009 |
+5.34% |
+15.75%
Jan 1991 - Dec 1999 |
5.13%
16 out of 312 |
+0.65%
Apr 1999 - Mar 2009 |
+7.53% |
+17.52%
Oct 1990 - Sep 2000 |
0.00%
0 out of 300 |
-1.44%
Apr 1999 - Mar 2009 |
+5.67% |
+14.71%
Oct 1990 - Sep 2000 |
6.67%
20 out of 300 |
+0.87%
Oct 2000 - Sep 2011 |
+7.80% |
+14.29%
Nov 1989 - Oct 2000 |
0.00%
0 out of 288 |
-1.21%
Oct 2000 - Sep 2011 |
+5.76% |
+11.41%
Nov 1989 - Oct 2000 |
3.13%
9 out of 288 |
+1.87%
Jan 2000 - Dec 2011 |
+7.43% |
+12.08%
Apr 1990 - Mar 2002 |
0.00%
0 out of 276 |
-0.27%
Jan 2000 - Dec 2011 |
+5.55% |
+9.65%
Mar 2009 - Feb 2021 |
1.81%
5 out of 276 |
+2.67%
Sep 2000 - Aug 2013 |
+7.35% |
+11.16%
Feb 1991 - Jan 2004 |
0.00%
0 out of 264 |
+0.60%
Sep 2000 - Aug 2013 |
+5.45% |
+9.23%
Mar 2009 - Feb 2022 |
0.00%
0 out of 264 |
+3.47%
Apr 2000 - Mar 2014 |
+6.81% |
+11.00%
Jan 1991 - Dec 2004 |
0.00%
0 out of 252 |
+1.42%
Apr 2000 - Mar 2014 |
+5.01% |
+8.63%
Oct 1992 - Sep 2006 |
0.00%
0 out of 252 |
+3.88%
Sep 2000 - Aug 2015 |
+6.68% |
+11.68%
Feb 1991 - Jan 2006 |
0.00%
0 out of 240 |
+2.03%
Sep 2000 - Aug 2015 |
+4.91% |
+9.18%
Feb 1991 - Jan 2006 |
0.00%
0 out of 240 |
+3.80%
Apr 2000 - Mar 2016 |
+6.71% |
+11.57%
Jan 1991 - Dec 2006 |
0.00%
0 out of 228 |
+2.00%
Apr 2000 - Mar 2016 |
+4.80% |
+9.05%
Feb 1991 - Jan 2007 |
0.00%
0 out of 228 |
+4.35%
Sep 2000 - Aug 2017 |
+6.95% |
+11.48%
Nov 1990 - Oct 2007 |
0.00%
0 out of 216 |
+2.61%
Sep 2000 - Aug 2017 |
+4.95% |
+8.95%
Nov 1990 - Oct 2007 |
0.00%
0 out of 216 |
+4.14%
Apr 2000 - Mar 2018 |
+7.03% |
+10.02%
Nov 1989 - Oct 2007 |
0.00%
0 out of 204 |
+2.38%
Apr 2000 - Mar 2018 |
+5.01% |
+7.40%
Nov 1989 - Oct 2007 |
0.00%
0 out of 204 |
+3.99%
Jan 2000 - Dec 2018 |
+7.05% |
+9.10%
Jan 1991 - Dec 2009 |
0.00%
0 out of 192 |
+2.22%
Jan 2000 - Dec 2018 |
+4.90% |
+6.69%
Jan 1991 - Dec 2009 |
0.00%
0 out of 192 |
+3.65%
Apr 2000 - Mar 2020 |
+7.27% |
+9.36%
Jan 1991 - Dec 2010 |
0.00%
0 out of 180 |
+1.97%
Apr 2000 - Mar 2020 |
+5.21% |
+7.20%
Apr 1995 - Mar 2015 |
0.00%
0 out of 180 |
Dedalo Invest Dedalo Eleven Euro Portfolio: ETF allocation and returns