Rebalancing: at every Jan 1st
Currency: EUR
When holding the Harry Browne Permanent Portfolio To EUR, 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 95 months (from September 2000 to July 2008).
This indicates that, within the same timeframe, any rolling period of 96 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: 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 7.40%.
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 |
---|---|---|---|
-19.11%
Nov 1989 - Oct 1990 |
+6.97% |
+53.34%
Jun 1982 - May 1983 |
21.85%
184 out of 842 |
-22.62%
Nov 1989 - Oct 1990 |
+4.35% |
+48.34%
Jun 1982 - May 1983 |
31.59%
266 out of 842 |
-9.87%
Jun 2001 - May 2003 |
+6.62% |
+35.30%
Dec 1978 - Nov 1980 |
10.96%
91 out of 830 |
-11.58%
Jun 2001 - May 2003 |
+3.71% |
+28.60%
Dec 1978 - Nov 1980 |
25.18%
209 out of 830 |
-6.18%
Jan 1985 - Dec 1987 |
+6.73% |
+29.59%
Nov 1979 - Oct 1982 |
6.11%
50 out of 818 |
-8.07%
Sep 1989 - Aug 1992 |
+3.96% |
+24.39%
Mar 1982 - Feb 1985 |
13.57%
111 out of 818 |
-4.57%
Nov 2000 - Oct 2004 |
+6.77% |
+30.55%
Dec 1978 - Nov 1982 |
4.47%
36 out of 806 |
-6.66%
Nov 2000 - Oct 2004 |
+4.43% |
+23.68%
Dec 1978 - Nov 1982 |
9.43%
76 out of 806 |
-1.60%
May 2000 - Apr 2005 |
+6.79% |
+28.82%
Dec 1978 - Nov 1983 |
2.77%
22 out of 794 |
-3.77%
May 2000 - Apr 2005 |
+4.16% |
+22.71%
Dec 1978 - Nov 1983 |
8.44%
67 out of 794 |
-1.82%
Feb 1985 - Jan 1991 |
+6.75% |
+26.65%
Dec 1978 - Nov 1984 |
1.02%
8 out of 782 |
-3.50%
Feb 1985 - Jan 1991 |
+4.14% |
+21.21%
Dec 1978 - Nov 1984 |
6.65%
52 out of 782 |
-0.68%
Jul 2001 - Jun 2008 |
+6.84% |
+23.62%
Mar 1978 - Feb 1985 |
0.65%
5 out of 770 |
-2.97%
Jul 2001 - Jun 2008 |
+4.19% |
+18.66%
Mar 1978 - Feb 1985 |
5.45%
42 out of 770 |
+0.25%
Sep 2000 - Aug 2008 |
+6.95% |
+19.97%
Mar 1977 - Feb 1985 |
0.00%
0 out of 758 |
-2.07%
Sep 2000 - Aug 2008 |
+3.95% |
+15.34%
Mar 1977 - Feb 1985 |
3.17%
24 out of 758 |
+0.70%
Nov 2000 - Oct 2009 |
+7.19% |
+18.69%
Oct 1975 - Sep 1984 |
0.00%
0 out of 746 |
-1.33%
Nov 2000 - Oct 2009 |
+4.58% |
+14.08%
Oct 1975 - Sep 1984 |
1.07%
8 out of 746 |
+2.16%
Mar 1985 - Feb 1995 |
+7.10% |
+18.59%
Feb 1975 - Jan 1985 |
0.00%
0 out of 734 |
-0.20%
Mar 1985 - Feb 1995 |
+4.51% |
+13.89%
Feb 1975 - Jan 1985 |
0.41%
3 out of 734 |
+3.20%
May 2000 - Apr 2011 |
+7.20% |
+17.86%
Oct 1973 - Sep 1984 |
0.00%
0 out of 722 |
+0.78%
Jul 1959 - Jun 1970 |
+4.44% |
+12.77%
Nov 1973 - Oct 1984 |
0.00%
0 out of 722 |
+3.88%
Jul 1958 - Jun 1970 |
+7.04% |
+16.87%
Mar 1973 - Feb 1985 |
0.00%
0 out of 710 |
+0.76%
Nov 1961 - Oct 1973 |
+4.55% |
+11.78%
Mar 1973 - Feb 1985 |
0.00%
0 out of 710 |
+3.60%
Nov 2000 - Oct 2013 |
+7.00% |
+16.62%
Mar 1972 - Feb 1985 |
0.00%
0 out of 698 |
+0.99%
Oct 1960 - Sep 1973 |
+4.59% |
+11.39%
Mar 1972 - Feb 1985 |
0.00%
0 out of 698 |
+4.07%
Jul 1956 - Jun 1970 |
+7.19% |
+15.59%
Mar 1971 - Feb 1985 |
0.00%
0 out of 686 |
+1.17%
Nov 1959 - Oct 1973 |
+4.83% |
+10.37%
Mar 1971 - Feb 1985 |
0.00%
0 out of 686 |
+4.11%
Jul 1955 - Jun 1970 |
+7.16% |
+15.48%
Jul 1970 - Jun 1985 |
0.00%
0 out of 674 |
+1.52%
Oct 1959 - Sep 1974 |
+4.82% |
+10.32%
Jul 1970 - Jun 1985 |
0.00%
0 out of 674 |
+4.55%
Jul 1954 - Jun 1970 |
+7.23% |
+14.23%
Jun 1970 - May 1986 |
0.00%
0 out of 662 |
+1.56%
Feb 1959 - Jan 1975 |
+4.91% |
+9.43%
Jun 1970 - May 1986 |
0.00%
0 out of 662 |
+4.79%
Jan 1955 - Dec 1971 |
+7.20% |
+13.61%
Mar 1968 - Feb 1985 |
0.00%
0 out of 650 |
+1.60%
Dec 1961 - Nov 1978 |
+4.90% |
+8.81%
Mar 1968 - Feb 1985 |
0.00%
0 out of 650 |
+4.66%
Nov 2000 - Oct 2018 |
+7.27% |
+13.10%
Mar 1967 - Feb 1985 |
0.00%
0 out of 638 |
+1.71%
Dec 1960 - Nov 1978 |
+4.98% |
+8.48%
Mar 1967 - Feb 1985 |
0.00%
0 out of 638 |
+4.55%
Mar 1985 - Feb 2004 |
+7.24% |
+12.55%
Jul 1966 - Jun 1985 |
0.00%
0 out of 626 |
+1.83%
Dec 1959 - Nov 1978 |
+5.03% |
+8.47%
Oct 1978 - Sep 1997 |
0.00%
0 out of 626 |
+4.33%
Mar 1985 - Feb 2005 |
+7.47% |
+12.04%
Mar 1965 - Feb 1985 |
0.00%
0 out of 614 |
+2.06%
Dec 1958 - Nov 1978 |
+4.99% |
+8.25%
Dec 1978 - Nov 1998 |
0.00%
0 out of 614 |
Harry Browne Permanent Portfolio To EUR: ETF allocation and returns