Rebalancing: at every Jan 1st
Currency: EUR
When holding the Dedalo Invest Dedalo Four Euro Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~50 years), the longest duration with a negative return was 133 months (from September 2000 to September 2011).
This indicates that, within the same timeframe, any rolling period of 134 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 Four 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 7.89%.
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 |
---|---|---|---|
-32.09%
Mar 2008 - Feb 2009 |
+11.13% |
+48.69%
Aug 1982 - Jul 1983 |
19.32%
114 out of 590 |
-32.88%
Mar 2008 - Feb 2009 |
+8.67% |
+44.56%
Aug 1982 - Jul 1983 |
25.59%
151 out of 590 |
-19.94%
Mar 2007 - Feb 2009 |
+9.85% |
+28.76%
Aug 1996 - Jul 1998 |
10.90%
63 out of 578 |
-21.67%
Mar 2007 - Feb 2009 |
+6.97% |
+27.07%
Jun 1984 - May 1986 |
17.13%
99 out of 578 |
-14.00%
Apr 2000 - Mar 2003 |
+9.38% |
+26.14%
Apr 1995 - Mar 1998 |
10.42%
59 out of 566 |
-15.98%
Apr 2000 - Mar 2003 |
+7.03% |
+24.02%
Apr 1995 - Mar 1998 |
13.60%
77 out of 566 |
-5.57%
Sep 2000 - Aug 2004 |
+9.59% |
+24.56%
Jul 1982 - Jun 1986 |
10.83%
60 out of 554 |
-7.61%
Sep 2000 - Aug 2004 |
+6.80% |
+22.29%
Jul 1982 - Jun 1986 |
13.90%
77 out of 554 |
-2.86%
Mar 2004 - Feb 2009 |
+9.51% |
+23.43%
Aug 1982 - Jul 1987 |
5.90%
32 out of 542 |
-4.89%
Mar 2004 - Feb 2009 |
+6.59% |
+21.63%
Aug 1982 - Jul 1987 |
12.92%
70 out of 542 |
+0.15%
Sep 2000 - Aug 2006 |
+8.87% |
+19.75%
Apr 1980 - Mar 1986 |
0.00%
0 out of 530 |
-2.03%
Sep 2000 - Aug 2006 |
+6.74% |
+16.90%
Oct 1981 - Sep 1987 |
6.23%
33 out of 530 |
-1.95%
Mar 2002 - Feb 2009 |
+9.16% |
+18.96%
Apr 1980 - Mar 1987 |
0.97%
5 out of 518 |
-3.97%
Mar 2002 - Feb 2009 |
+6.75% |
+17.03%
Aug 1982 - Jul 1989 |
2.70%
14 out of 518 |
-2.50%
Mar 2001 - Feb 2009 |
+9.37% |
+18.12%
Sep 1992 - Aug 2000 |
2.17%
11 out of 506 |
-4.55%
Mar 2001 - Feb 2009 |
+7.14% |
+15.70%
Sep 1992 - Aug 2000 |
3.95%
20 out of 506 |
-3.22%
Mar 2000 - Feb 2009 |
+9.07% |
+17.13%
Jan 1991 - Dec 1999 |
2.43%
12 out of 494 |
-5.24%
Apr 2000 - Mar 2009 |
+7.13% |
+14.34%
Jan 1991 - Dec 1999 |
4.66%
23 out of 494 |
-0.64%
Mar 1999 - Feb 2009 |
+9.21% |
+16.25%
Nov 1990 - Oct 2000 |
1.04%
5 out of 482 |
-2.69%
Mar 1999 - Feb 2009 |
+7.19% |
+13.53%
Nov 1990 - Oct 2000 |
5.39%
26 out of 482 |
+0.16%
Oct 2000 - Sep 2011 |
+9.23% |
+14.66%
Jan 1975 - Dec 1985 |
0.00%
0 out of 470 |
-1.91%
Oct 2000 - Sep 2011 |
+7.28% |
+11.75%
Aug 1982 - Jul 1993 |
5.53%
26 out of 470 |
+1.15%
Jan 2000 - Dec 2011 |
+9.32% |
+15.12%
Oct 1974 - Sep 1986 |
0.00%
0 out of 458 |
-0.98%
Jan 2000 - Dec 2011 |
+7.04% |
+12.02%
Jan 1988 - Dec 1999 |
3.06%
14 out of 458 |
+2.08%
Jan 2000 - Dec 2012 |
+9.00% |
+15.77%
Oct 1974 - Sep 1987 |
0.00%
0 out of 446 |
-0.08%
Jan 2000 - Dec 2012 |
+6.83% |
+11.93%
Oct 1974 - Sep 1987 |
0.45%
2 out of 446 |
+3.01%
Apr 2000 - Mar 2014 |
+8.86% |
+14.31%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+0.97%
Apr 2000 - Mar 2014 |
+6.49% |
+11.57%
Jul 1984 - Jun 1998 |
0.00%
0 out of 434 |
+3.33%
Sep 2000 - Aug 2015 |
+8.64% |
+14.97%
Aug 1982 - Jul 1997 |
0.00%
0 out of 422 |
+1.49%
Sep 2000 - Aug 2015 |
+6.09% |
+12.33%
Aug 1982 - Jul 1997 |
0.00%
0 out of 422 |
+3.30%
Apr 2000 - Mar 2016 |
+8.25% |
+15.02%
Jul 1982 - Jun 1998 |
0.00%
0 out of 410 |
+1.52%
Apr 2000 - Mar 2016 |
+5.83% |
+12.44%
Jul 1982 - Jun 1998 |
0.00%
0 out of 410 |
+3.86%
Sep 2000 - Aug 2017 |
+7.95% |
+14.96%
Jul 1982 - Jun 1999 |
0.00%
0 out of 398 |
+2.12%
Sep 2000 - Aug 2017 |
+5.81% |
+12.48%
Jul 1982 - Jun 1999 |
0.00%
0 out of 398 |
+3.94%
Apr 2000 - Mar 2018 |
+8.08% |
+15.13%
Apr 1982 - Mar 2000 |
0.00%
0 out of 386 |
+2.18%
Apr 2000 - Mar 2018 |
+5.89% |
+12.55%
Apr 1982 - Mar 2000 |
0.00%
0 out of 386 |
+3.75%
Jan 2000 - Dec 2018 |
+7.92% |
+14.32%
May 1980 - Apr 1999 |
0.00%
0 out of 374 |
+1.98%
Jan 2000 - Dec 2018 |
+5.76% |
+11.62%
Nov 1981 - Oct 2000 |
0.00%
0 out of 374 |
+3.48%
Apr 2000 - Mar 2020 |
+7.97% |
+14.87%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
+1.79%
Apr 2000 - Mar 2020 |
+5.80% |
+11.95%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
Dedalo Invest Dedalo Four Euro Portfolio: ETF allocation and returns