Rebalancing: at every Jan 1st
Currency: EUR
When holding the Harry Browne Permanent Portfolio To EUR Bond Hedged, 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 45 months (from September 2000 to May 2004).
This indicates that, within the same timeframe, any rolling period of 46 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.
Harry Browne Permanent Portfolio To EUR Bond Hedged: 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 5.71%.
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 |
---|---|---|---|
-10.81%
Jun 1969 - May 1970 |
+6.69% |
+41.56%
Jun 1982 - May 1983 |
14.61%
123 out of 842 |
-18.18%
Jan 2022 - Dec 2022 |
+4.27% |
+37.22%
Jul 1982 - Jun 1983 |
24.11%
203 out of 842 |
-4.46%
Jul 1968 - Jun 1970 |
+6.87% |
+30.26%
Dec 1978 - Nov 1980 |
4.34%
36 out of 830 |
-9.39%
Nov 2021 - Oct 2023 |
+4.14% |
+23.81%
Dec 1978 - Nov 1980 |
15.18%
126 out of 830 |
-0.73%
Apr 2000 - Mar 2003 |
+6.87% |
+19.63%
Dec 1978 - Nov 1981 |
0.61%
5 out of 818 |
-5.96%
Oct 2020 - Sep 2023 |
+4.52% |
+15.28%
Jul 1982 - Jun 1985 |
10.27%
84 out of 818 |
+0.45%
Nov 1986 - Oct 1990 |
+6.81% |
+20.67%
Dec 1978 - Nov 1982 |
0.00%
0 out of 806 |
-1.97%
Nov 1986 - Oct 1990 |
+4.55% |
+14.32%
Dec 1978 - Nov 1982 |
4.96%
40 out of 806 |
+1.34%
Jun 1965 - May 1970 |
+6.69% |
+19.16%
Dec 1978 - Nov 1983 |
0.00%
0 out of 794 |
-1.14%
Jun 1965 - May 1970 |
+4.41% |
+13.50%
Dec 1978 - Nov 1983 |
1.89%
15 out of 794 |
+1.88%
Jul 1964 - Jun 1970 |
+6.89% |
+16.73%
Dec 1978 - Nov 1984 |
0.00%
0 out of 782 |
-0.74%
Jul 1964 - Jun 1970 |
+4.34% |
+11.71%
Dec 1978 - Nov 1984 |
0.90%
7 out of 782 |
+2.55%
Jun 1963 - May 1970 |
+7.04% |
+15.09%
Jul 1978 - Jun 1985 |
0.00%
0 out of 770 |
-0.02%
Jul 1963 - Jun 1970 |
+4.27% |
+10.61%
Apr 1979 - Mar 1986 |
0.13%
1 out of 770 |
+2.97%
Nov 2000 - Oct 2008 |
+7.08% |
+14.49%
Dec 1978 - Nov 1986 |
0.00%
0 out of 758 |
+0.48%
Feb 1962 - Jan 1970 |
+4.51% |
+10.70%
Dec 1978 - Nov 1986 |
0.00%
0 out of 758 |
+2.75%
Jun 1961 - May 1970 |
+7.04% |
+14.01%
Oct 1974 - Sep 1983 |
0.00%
0 out of 746 |
+0.14%
Jun 1961 - May 1970 |
+4.46% |
+9.63%
Oct 1978 - Sep 1987 |
0.00%
0 out of 746 |
+3.18%
Jul 1960 - Jun 1970 |
+7.11% |
+13.29%
Oct 1973 - Sep 1983 |
0.00%
0 out of 734 |
+0.59%
Jul 1960 - Jun 1970 |
+4.55% |
+9.03%
Sep 1976 - Aug 1986 |
0.00%
0 out of 734 |
+3.26%
Jul 1959 - Jun 1970 |
+7.10% |
+13.19%
May 1972 - Apr 1983 |
0.00%
0 out of 722 |
+0.81%
Jul 1959 - Jun 1970 |
+4.68% |
+8.61%
Sep 1976 - Aug 1987 |
0.00%
0 out of 722 |
+3.80%
Jul 1958 - Jun 1970 |
+7.14% |
+12.97%
Dec 1971 - Nov 1983 |
0.00%
0 out of 710 |
+1.45%
Jul 1958 - Jun 1970 |
+4.69% |
+8.45%
Oct 1974 - Sep 1986 |
0.00%
0 out of 710 |
+4.08%
Jul 1957 - Jun 1970 |
+7.18% |
+13.32%
Jul 1970 - Jun 1983 |
0.00%
0 out of 698 |
+1.71%
Oct 1961 - Sep 1974 |
+4.86% |
+8.16%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
+3.96%
Jul 1956 - Jun 1970 |
+7.12% |
+12.41%
Feb 1970 - Jan 1984 |
0.00%
0 out of 686 |
+1.68%
Jul 1956 - Jun 1970 |
+4.86% |
+7.63%
Apr 1972 - Mar 1986 |
0.00%
0 out of 686 |
+4.09%
Jul 1955 - Jun 1970 |
+7.13% |
+12.62%
Jul 1970 - Jun 1985 |
0.00%
0 out of 674 |
+1.80%
Jul 1955 - Jun 1970 |
+4.87% |
+7.59%
Jul 1970 - Jun 1985 |
0.00%
0 out of 674 |
+4.59%
Jul 1954 - Jun 1970 |
+7.19% |
+12.36%
Jun 1970 - May 1986 |
0.00%
0 out of 662 |
+2.29%
Jul 1954 - Jun 1970 |
+4.83% |
+7.64%
Jun 1970 - May 1986 |
0.00%
0 out of 662 |
+5.00%
Aug 1953 - Jul 1970 |
+7.19% |
+11.87%
Aug 1970 - Jul 1987 |
0.00%
0 out of 650 |
+2.14%
Dec 1961 - Nov 1978 |
+4.79% |
+7.44%
Aug 1970 - Jul 1987 |
0.00%
0 out of 650 |
+5.37%
Nov 2000 - Oct 2018 |
+7.17% |
+11.13%
Jul 1970 - Jun 1988 |
0.00%
0 out of 638 |
+2.32%
Dec 1960 - Nov 1978 |
+4.84% |
+6.90%
Dec 1978 - Nov 1996 |
0.00%
0 out of 638 |
+5.59%
Jan 2000 - Dec 2018 |
+7.20% |
+11.05%
Jul 1970 - Jun 1989 |
0.00%
0 out of 626 |
+2.45%
Dec 1959 - Nov 1978 |
+4.94% |
+7.02%
Dec 1978 - Nov 1997 |
0.00%
0 out of 626 |
+5.86%
Oct 1954 - Sep 1974 |
+7.44% |
+10.33%
Dec 1969 - Nov 1989 |
0.00%
0 out of 614 |
+2.57%
Dec 1958 - Nov 1978 |
+4.84% |
+6.98%
Dec 1978 - Nov 1998 |
0.00%
0 out of 614 |
Harry Browne Permanent Portfolio To EUR Bond Hedged: ETF allocation and returns