Rebalancing: at every Jan 1st
Currency: EUR
When holding the Tyler Golden Butterfly To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~71 years), the longest duration with a negative return was 55 months (from April 1986 to October 1990).
This indicates that, within the same timeframe, any rolling period of 56 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.
Tyler Golden Butterfly To EUR Bond Hedged 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 6.80%.
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 |
---|---|---|---|
-16.17%
Jun 1969 - May 1970 |
+9.46% |
+56.95%
Jun 1982 - May 1983 |
15.80%
133 out of 842 |
-19.77%
Nov 1989 - Oct 1990 |
+6.89% |
+52.81%
Jul 1982 - Jun 1983 |
23.16%
195 out of 842 |
-6.97%
Jul 1968 - Jun 1970 |
+9.03% |
+31.33%
Dec 1978 - Nov 1980 |
5.78%
48 out of 830 |
-9.59%
Nov 2021 - Oct 2023 |
+6.35% |
+26.16%
Feb 1982 - Jan 1984 |
14.46%
120 out of 830 |
-0.93%
Apr 2006 - Mar 2009 |
+8.94% |
+26.17%
Jun 1982 - May 1985 |
0.49%
4 out of 818 |
-3.59%
Oct 1987 - Sep 1990 |
+6.40% |
+22.95%
Jul 1982 - Jun 1985 |
9.54%
78 out of 818 |
-0.29%
Nov 1986 - Oct 1990 |
+8.53% |
+25.60%
Dec 1978 - Nov 1982 |
0.12%
1 out of 806 |
-2.69%
Nov 1986 - Oct 1990 |
+6.08% |
+19.62%
Jun 1982 - May 1986 |
1.49%
12 out of 806 |
+2.47%
Nov 1985 - Oct 1990 |
+8.35% |
+25.17%
Dec 1978 - Nov 1983 |
0.00%
0 out of 794 |
-1.38%
Dec 1968 - Nov 1973 |
+5.93% |
+19.23%
Dec 1978 - Nov 1983 |
1.39%
11 out of 794 |
+3.12%
Oct 1968 - Sep 1974 |
+8.36% |
+22.28%
Dec 1978 - Nov 1984 |
0.00%
0 out of 782 |
-1.95%
Oct 1968 - Sep 1974 |
+5.91% |
+17.02%
Dec 1978 - Nov 1984 |
1.02%
8 out of 782 |
+2.50%
Apr 2002 - Mar 2009 |
+8.24% |
+20.41%
Mar 1978 - Feb 1985 |
0.00%
0 out of 770 |
+0.07%
Oct 1967 - Sep 1974 |
+5.83% |
+15.58%
Mar 1978 - Feb 1985 |
0.00%
0 out of 770 |
+2.92%
Jul 2001 - Jun 2009 |
+8.29% |
+19.20%
Oct 1975 - Sep 1983 |
0.00%
0 out of 758 |
+0.79%
Nov 2000 - Oct 2008 |
+6.09% |
+14.84%
Dec 1978 - Nov 1986 |
0.00%
0 out of 758 |
+3.54%
Nov 2000 - Oct 2009 |
+8.38% |
+19.54%
Oct 1974 - Sep 1983 |
0.00%
0 out of 746 |
+1.11%
Oct 1965 - Sep 1974 |
+6.20% |
+14.34%
Oct 1974 - Sep 1983 |
0.00%
0 out of 746 |
+4.58%
Jul 1999 - Jun 2009 |
+8.55% |
+18.45%
Oct 1974 - Sep 1984 |
0.00%
0 out of 734 |
+1.53%
Oct 1964 - Sep 1974 |
+6.41% |
+13.62%
Oct 1974 - Sep 1984 |
0.00%
0 out of 734 |
+4.43%
Apr 1998 - Mar 2009 |
+8.64% |
+17.40%
Sep 1974 - Aug 1985 |
0.00%
0 out of 722 |
+2.12%
Oct 1963 - Sep 1974 |
+6.34% |
+12.82%
Sep 1974 - Aug 1985 |
0.00%
0 out of 722 |
+5.22%
Aug 1997 - Jul 2009 |
+8.70% |
+17.01%
Oct 1974 - Sep 1986 |
0.00%
0 out of 710 |
+2.54%
Dec 1961 - Nov 1973 |
+6.26% |
+12.86%
Oct 1974 - Sep 1986 |
0.00%
0 out of 710 |
+5.88%
Oct 1961 - Sep 1974 |
+8.69% |
+16.20%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
+2.09%
Oct 1961 - Sep 1974 |
+6.24% |
+12.35%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
+6.02%
Jul 1956 - Jun 1970 |
+8.79% |
+15.12%
Nov 1970 - Oct 1984 |
0.00%
0 out of 686 |
+2.51%
Oct 1960 - Sep 1974 |
+6.29% |
+11.27%
Oct 1974 - Sep 1988 |
0.00%
0 out of 686 |
+6.15%
Jul 1955 - Jun 1970 |
+8.86% |
+15.60%
Jul 1970 - Jun 1985 |
0.00%
0 out of 674 |
+2.64%
Oct 1959 - Sep 1974 |
+6.24% |
+11.23%
Oct 1974 - Sep 1989 |
0.00%
0 out of 674 |
+6.38%
Jan 1959 - Dec 1974 |
+8.68% |
+15.17%
Jun 1970 - May 1986 |
0.00%
0 out of 662 |
+2.89%
Jan 1959 - Dec 1974 |
+6.21% |
+10.33%
Jun 1970 - May 1986 |
0.00%
0 out of 662 |
+6.36%
Jan 2002 - Dec 2018 |
+8.70% |
+14.35%
Jul 1970 - Jun 1987 |
0.00%
0 out of 650 |
+3.48%
Dec 1961 - Nov 1978 |
+6.15% |
+9.83%
Jul 1970 - Jun 1987 |
0.00%
0 out of 650 |
+6.25%
Nov 2000 - Oct 2018 |
+8.69% |
+13.57%
Jul 1970 - Jun 1988 |
0.00%
0 out of 638 |
+3.59%
Oct 1956 - Sep 1974 |
+6.21% |
+9.87%
Oct 1975 - Sep 1993 |
0.00%
0 out of 638 |
+6.54%
Jan 2000 - Dec 2018 |
+8.71% |
+13.86%
Oct 1974 - Sep 1993 |
0.00%
0 out of 626 |
+3.48%
Oct 1955 - Sep 1974 |
+6.31% |
+10.15%
Oct 1974 - Sep 1993 |
0.00%
0 out of 626 |
+6.58%
Nov 2000 - Oct 2020 |
+8.92% |
+13.26%
Aug 1973 - Jul 1993 |
0.00%
0 out of 614 |
+3.85%
Jan 1955 - Dec 1974 |
+6.39% |
+9.90%
Apr 1978 - Mar 1998 |
0.00%
0 out of 614 |
Tyler Golden Butterfly To EUR Bond Hedged Portfolio: ETF allocation and returns