Rebalancing: at every Jan 1st
Currency: EUR
When holding the Fulvio Marchese In Saecula Saeculorum European ETF 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 56 months (from September 2000 to April 2005).
This indicates that, within the same timeframe, any rolling period of 57 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.
Fulvio Marchese In Saecula Saeculorum European ETF 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 7.60%.
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 |
---|---|---|---|
-14.19%
Jun 1969 - May 1970 |
+8.75% |
+54.08%
Jul 1982 - Jun 1983 |
17.58%
148 out of 842 |
-19.94%
Jan 2022 - Dec 2022 |
+6.31% |
+50.14%
Jul 1982 - Jun 1983 |
24.82%
209 out of 842 |
-6.95%
Oct 1972 - Sep 1974 |
+8.34% |
+29.21%
Oct 1981 - Sep 1983 |
7.95%
66 out of 830 |
-12.81%
Oct 1972 - Sep 1974 |
+5.96% |
+24.21%
Oct 1981 - Sep 1983 |
17.23%
143 out of 830 |
-4.14%
Apr 2000 - Mar 2003 |
+8.18% |
+25.71%
Jun 1982 - May 1985 |
3.67%
30 out of 818 |
-7.72%
Oct 1971 - Sep 1974 |
+5.45% |
+22.62%
Jul 1982 - Jun 1985 |
13.94%
114 out of 818 |
-1.14%
Sep 2000 - Aug 2004 |
+7.95% |
+21.54%
Apr 1982 - Mar 1986 |
0.37%
3 out of 806 |
-4.03%
Jan 1971 - Dec 1974 |
+5.53% |
+18.95%
Jun 1982 - May 1986 |
8.31%
67 out of 806 |
+0.43%
Apr 2000 - Mar 2005 |
+7.94% |
+20.66%
Dec 1978 - Nov 1983 |
0.00%
0 out of 794 |
-3.53%
Oct 1969 - Sep 1974 |
+5.45% |
+16.30%
Apr 1995 - Mar 2000 |
5.92%
47 out of 794 |
+0.71%
Oct 1968 - Sep 1974 |
+8.08% |
+19.29%
Apr 1980 - Mar 1986 |
0.00%
0 out of 782 |
-4.25%
Oct 1968 - Sep 1974 |
+5.69% |
+15.34%
Apr 1980 - Mar 1986 |
3.58%
28 out of 782 |
+0.69%
Mar 2002 - Feb 2009 |
+8.02% |
+17.58%
Mar 1978 - Feb 1985 |
0.00%
0 out of 770 |
-2.46%
Oct 1967 - Sep 1974 |
+5.58% |
+13.40%
Apr 1980 - Mar 1987 |
4.16%
32 out of 770 |
+0.46%
Nov 2000 - Oct 2008 |
+8.18% |
+16.43%
Apr 1978 - Mar 1986 |
0.00%
0 out of 758 |
-1.83%
Nov 2000 - Oct 2008 |
+5.85% |
+13.28%
Sep 1992 - Aug 2000 |
2.90%
22 out of 758 |
+0.79%
Apr 2000 - Mar 2009 |
+8.25% |
+15.83%
Oct 1974 - Sep 1983 |
0.00%
0 out of 746 |
-1.31%
Apr 2000 - Mar 2009 |
+5.91% |
+12.47%
Jan 1991 - Dec 1999 |
2.55%
19 out of 746 |
+2.45%
Jul 1999 - Jun 2009 |
+8.28% |
+15.45%
Nov 1990 - Oct 2000 |
0.00%
0 out of 734 |
-0.83%
Oct 1964 - Sep 1974 |
+6.01% |
+12.76%
Nov 1990 - Oct 2000 |
0.95%
7 out of 734 |
+2.94%
Apr 1998 - Mar 2009 |
+8.26% |
+14.54%
Jan 1975 - Dec 1985 |
0.00%
0 out of 722 |
-0.04%
Oct 1963 - Sep 1974 |
+6.02% |
+10.62%
Aug 1982 - Jul 1993 |
0.14%
1 out of 722 |
+4.11%
Aug 1997 - Jul 2009 |
+8.18% |
+14.27%
Oct 1974 - Sep 1986 |
0.00%
0 out of 710 |
+0.79%
Jan 1963 - Dec 1974 |
+5.91% |
+10.57%
Jan 1988 - Dec 1999 |
0.00%
0 out of 710 |
+4.09%
Oct 1961 - Sep 1974 |
+8.11% |
+13.88%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
+0.35%
Oct 1961 - Sep 1974 |
+6.02% |
+10.11%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
+4.71%
Oct 1960 - Sep 1974 |
+8.41% |
+13.22%
Nov 1979 - Oct 1993 |
0.00%
0 out of 686 |
+1.02%
Oct 1960 - Sep 1974 |
+6.05% |
+9.83%
Nov 1979 - Oct 1993 |
0.00%
0 out of 686 |
+4.78%
Oct 1959 - Sep 1974 |
+8.14% |
+13.28%
Dec 1978 - Nov 1993 |
0.00%
0 out of 674 |
+1.30%
Oct 1959 - Sep 1974 |
+5.89% |
+10.55%
Aug 1982 - Jul 1997 |
0.00%
0 out of 674 |
+4.97%
Jan 1959 - Dec 1974 |
+8.02% |
+13.17%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
+1.53%
Jan 1959 - Dec 1974 |
+5.67% |
+10.54%
Jul 1982 - Jun 1998 |
0.00%
0 out of 662 |
+5.33%
Dec 1961 - Nov 1978 |
+8.08% |
+13.01%
Jul 1982 - Jun 1999 |
0.00%
0 out of 650 |
+1.50%
Dec 1961 - Nov 1978 |
+5.56% |
+10.57%
Jul 1982 - Jun 1999 |
0.00%
0 out of 650 |
+5.42%
Nov 2000 - Oct 2018 |
+8.29% |
+13.36%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
+2.03%
Nov 1961 - Oct 1979 |
+5.62% |
+10.63%
Apr 1982 - Mar 2000 |
0.00%
0 out of 638 |
+5.53%
Jan 2000 - Dec 2018 |
+8.35% |
+13.06%
Apr 1980 - Mar 1999 |
0.00%
0 out of 626 |
+2.09%
Apr 1961 - Mar 1980 |
+5.66% |
+10.31%
Oct 1981 - Sep 2000 |
0.00%
0 out of 626 |
+5.70%
Apr 2000 - Mar 2020 |
+8.49% |
+13.34%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
+2.39%
Jan 1959 - Dec 1978 |
+5.64% |
+10.46%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
Fulvio Marchese In Saecula Saeculorum European ETF Bond Hedged Portfolio: ETF allocation and returns