Rebalancing: at every Jan 1st
Currency: USD
When holding the High Yield Bonds Income Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 65 months (from May 2017 to September 2022).
This indicates that, within the same timeframe, any rolling period of 66 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.
High Yield Bonds Income 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 Sep 30, 2024, the annualized return of the previous 10 years has been 3.44%.
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 |
---|---|---|---|
-23.97%
Nov 2007 - Oct 2008 |
+7.92% |
+41.19%
Dec 2008 - Nov 2009 |
14.81%
69 out of 466 |
-26.75%
Oct 2021 - Sep 2022 |
+5.07% |
+40.84%
Nov 2008 - Oct 2009 |
25.32%
118 out of 466 |
-10.66%
Dec 2006 - Nov 2008 |
+7.26% |
+27.64%
Nov 2008 - Oct 2010 |
7.49%
34 out of 454 |
-14.26%
Jan 2021 - Dec 2022 |
+4.42% |
+27.04%
Nov 2008 - Oct 2010 |
13.00%
59 out of 454 |
-4.61%
Oct 2019 - Sep 2022 |
+7.55% |
+20.32%
Nov 2008 - Oct 2011 |
7.24%
32 out of 442 |
-9.14%
Nov 2020 - Oct 2023 |
+4.90% |
+18.57%
Nov 2008 - Oct 2011 |
11.31%
50 out of 442 |
-2.26%
Nov 2004 - Oct 2008 |
+7.69% |
+18.32%
Nov 2008 - Oct 2012 |
3.95%
17 out of 430 |
-6.49%
Nov 2019 - Oct 2023 |
+5.13% |
+16.41%
Nov 2008 - Oct 2012 |
10.93%
47 out of 430 |
-0.82%
Oct 2017 - Sep 2022 |
+8.18% |
+14.75%
Feb 1991 - Jan 1996 |
0.48%
2 out of 418 |
-4.41%
Oct 2017 - Sep 2022 |
+5.51% |
+12.89%
Nov 2008 - Oct 2013 |
8.37%
35 out of 418 |
+0.16%
Nov 2017 - Oct 2023 |
+8.29% |
+14.64%
Dec 1990 - Nov 1996 |
0.00%
0 out of 406 |
-3.46%
Nov 2017 - Oct 2023 |
+5.30% |
+11.72%
Nov 2008 - Oct 2014 |
7.39%
30 out of 406 |
+1.13%
Nov 2016 - Oct 2023 |
+8.19% |
+14.83%
Oct 1990 - Sep 1997 |
0.00%
0 out of 394 |
-2.29%
Nov 2016 - Oct 2023 |
+5.61% |
+11.66%
Oct 1990 - Sep 1997 |
7.36%
29 out of 394 |
+1.28%
Nov 2014 - Oct 2022 |
+8.17% |
+13.34%
May 1990 - Apr 1998 |
0.00%
0 out of 382 |
-1.55%
Nov 2014 - Oct 2022 |
+5.37% |
+10.13%
May 1990 - Apr 1998 |
6.28%
24 out of 382 |
+1.60%
Nov 2014 - Oct 2023 |
+8.02% |
+12.14%
Nov 1990 - Oct 1999 |
0.00%
0 out of 370 |
-1.28%
Nov 2014 - Oct 2023 |
+5.41% |
+9.30%
Nov 1990 - Oct 1999 |
5.41%
20 out of 370 |
+1.84%
Oct 2012 - Sep 2022 |
+8.11% |
+11.95%
Oct 1987 - Sep 1997 |
0.00%
0 out of 358 |
-0.68%
Nov 2012 - Oct 2022 |
+5.59% |
+8.82%
Oct 1990 - Sep 2000 |
3.91%
14 out of 358 |
+2.07%
Nov 2012 - Oct 2023 |
+8.24% |
+11.53%
Nov 1990 - Oct 2001 |
0.00%
0 out of 346 |
-0.53%
Nov 2012 - Oct 2023 |
+5.71% |
+8.67%
Nov 1990 - Oct 2001 |
1.16%
4 out of 346 |
+2.90%
Nov 2011 - Oct 2023 |
+8.28% |
+11.76%
Mar 1985 - Feb 1997 |
0.00%
0 out of 334 |
+0.32%
Nov 2011 - Oct 2023 |
+5.70% |
+8.45%
Jul 1991 - Jun 2003 |
0.00%
0 out of 334 |
+3.21%
Nov 2010 - Oct 2023 |
+7.98% |
+11.86%
Mar 1985 - Feb 1998 |
0.00%
0 out of 322 |
+0.55%
Nov 2010 - Oct 2023 |
+5.46% |
+8.87%
Nov 1990 - Oct 2003 |
0.00%
0 out of 322 |
+4.07%
Nov 2009 - Oct 2023 |
+8.05% |
+11.59%
Nov 1990 - Oct 2004 |
0.00%
0 out of 310 |
+1.49%
Nov 2009 - Oct 2023 |
+5.56% |
+8.78%
Nov 1990 - Oct 2004 |
0.00%
0 out of 310 |
+3.95%
Oct 2007 - Sep 2022 |
+8.01% |
+11.23%
Oct 1990 - Sep 2005 |
0.00%
0 out of 298 |
+1.54%
Nov 2007 - Oct 2022 |
+5.51% |
+8.26%
Oct 1990 - Sep 2005 |
0.00%
0 out of 298 |
+3.98%
Nov 2007 - Oct 2023 |
+7.93% |
+10.94%
Nov 1990 - Oct 2006 |
0.00%
0 out of 286 |
+1.50%
Nov 2007 - Oct 2023 |
+5.38% |
+8.10%
Nov 1990 - Oct 2006 |
0.00%
0 out of 286 |
+4.09%
Nov 2006 - Oct 2023 |
+8.01% |
+10.63%
Nov 1990 - Oct 2007 |
0.00%
0 out of 274 |
+1.54%
Nov 2006 - Oct 2023 |
+5.49% |
+7.74%
Nov 1990 - Oct 2007 |
0.00%
0 out of 274 |
+4.31%
Nov 2005 - Oct 2023 |
+8.31% |
+10.62%
May 1985 - Apr 2003 |
0.00%
0 out of 262 |
+1.79%
Nov 2004 - Oct 2022 |
+5.75% |
+7.36%
May 1985 - Apr 2003 |
0.00%
0 out of 262 |
+4.34%
Nov 2004 - Oct 2023 |
+8.37% |
+10.73%
Mar 1985 - Feb 2004 |
0.00%
0 out of 250 |
+1.75%
Nov 2004 - Oct 2023 |
+5.83% |
+7.51%
Apr 1985 - Mar 2004 |
0.00%
0 out of 250 |
+4.66%
Nov 2003 - Oct 2023 |
+8.15% |
+10.67%
Jan 1985 - Dec 2004 |
0.00%
0 out of 238 |
+2.03%
Nov 2003 - Oct 2023 |
+5.59% |
+7.44%
Nov 1990 - Oct 2010 |
0.00%
0 out of 238 |
High Yield Bonds Income Portfolio: ETF allocation and returns