Fulvio Marchese In Saecula Saeculorum To EUR Bond Hedged Portfolio: Rolling Returns

Time Period: from August 1953 to September 2024 (~71 years)
Rebalancing: at every Jan 1st
Currency: EUR
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This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

When holding the Fulvio Marchese In Saecula Saeculorum 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 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.

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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1953 - 30 September 2024 (~71 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been 7.77%.

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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1953 - 30 September 2024 (~71 years)
Euro Inflation Adjusted:

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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.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR BOND HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1953 - 30 September 2024 (~71 years)
Euro Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-14.19%
Jun 1969 - May 1970
+8.63% +54.08%
Jul 1982 - Jun 1983
17.79%
150 out of 843
-20.04%
Jan 2022 - Dec 2022
+6.27% +50.14%
Jul 1982 - Jun 1983
24.91%
210 out of 843
-6.95%
Oct 1972 - Sep 1974
+8.32% +29.21%
Oct 1981 - Sep 1983
8.06%
67 out of 831
-12.81%
Oct 1972 - Sep 1974
+5.87% +24.21%
Oct 1981 - Sep 1983
18.17%
151 out of 831
-4.14%
Apr 2000 - Mar 2003
+8.17% +25.71%
Jun 1982 - May 1985
3.66%
30 out of 819
-7.72%
Oct 1971 - Sep 1974
+5.36% +22.62%
Jul 1982 - Jun 1985
14.53%
119 out of 819
-1.14%
Sep 2000 - Aug 2004
+7.75% +21.54%
Apr 1982 - Mar 1986
0.37%
3 out of 807
-4.31%
Apr 1971 - Mar 1975
+5.14% +18.95%
Jun 1982 - May 1986
9.42%
76 out of 807
+0.43%
Apr 2000 - Mar 2005
+7.83% +20.34%
Apr 1980 - Mar 1985
0.00%
0 out of 795
-3.53%
Oct 1969 - Sep 1974
+5.23% +16.30%
Apr 1995 - Mar 2000
6.92%
55 out of 795
+0.71%
Oct 1968 - Sep 1974
+7.97% +19.29%
Apr 1980 - Mar 1986
0.00%
0 out of 783
-4.25%
Oct 1968 - Sep 1974
+5.62% +15.34%
Apr 1980 - Mar 1986
4.47%
35 out of 783
+0.68%
Mar 2002 - Feb 2009
+7.96% +17.34%
Apr 1979 - Mar 1986
0.00%
0 out of 771
-2.46%
Oct 1967 - Sep 1974
+5.51% +13.40%
Apr 1980 - Mar 1987
5.19%
40 out of 771
+0.45%
Nov 2000 - Oct 2008
+8.13% +16.29%
Nov 1978 - Oct 1986
0.00%
0 out of 759
-1.84%
Nov 2000 - Oct 2008
+5.86% +13.28%
Sep 1992 - Aug 2000
3.29%
25 out of 759
+0.80%
Apr 2000 - Mar 2009
+8.09% +15.22%
Jan 1991 - Dec 1999
0.00%
0 out of 747
-1.31%
Apr 2000 - Mar 2009
+5.85% +12.47%
Jan 1991 - Dec 1999
3.35%
25 out of 747
+2.45%
Jul 1999 - Jun 2009
+8.18% +15.45%
Nov 1990 - Oct 2000
0.00%
0 out of 735
-0.83%
Oct 1964 - Sep 1974
+5.99% +12.76%
Nov 1990 - Oct 2000
1.50%
11 out of 735
+2.94%
Apr 1998 - Mar 2009
+8.21% +13.93%
Apr 1975 - Mar 1986
0.00%
0 out of 723
-0.04%
Oct 1963 - Sep 1974
+5.99% +10.62%
Aug 1982 - Jul 1993
0.14%
1 out of 723
+4.12%
Aug 1997 - Jul 2009
+8.10% +13.62%
Oct 1974 - Sep 1986
0.00%
0 out of 711
+0.79%
Jan 1963 - Dec 1974
+5.85% +10.57%
Jan 1988 - Dec 1999
0.00%
0 out of 711
+4.09%
Oct 1961 - Sep 1974
+8.09% +13.28%
Oct 1974 - Sep 1987
0.00%
0 out of 699
+0.35%
Oct 1961 - Sep 1974
+5.90% +10.04%
Dec 1987 - Nov 2000
0.00%
0 out of 699
+4.71%
Oct 1960 - Sep 1974
+8.34% +13.13%
Nov 1979 - Oct 1993
0.00%
0 out of 687
+0.78%
Nov 1964 - Oct 1978
+5.87% +9.75%
Nov 1979 - Oct 1993
0.00%
0 out of 687
+4.78%
Oct 1959 - Sep 1974
+8.12% +13.17%
Nov 1978 - Oct 1993
0.00%
0 out of 675
+1.20%
Apr 1965 - Mar 1980
+5.75% +10.55%
Aug 1982 - Jul 1997
0.00%
0 out of 675
+4.97%
Jan 1959 - Dec 1974
+8.05% +13.17%
Apr 1982 - Mar 1998
0.00%
0 out of 663
+1.48%
Apr 1964 - Mar 1980
+5.56% +10.54%
Jul 1982 - Jun 1998
0.00%
0 out of 663
+5.16%
Nov 1961 - Oct 1978
+8.07% +13.01%
Jul 1982 - Jun 1999
0.00%
0 out of 651
+1.33%
Nov 1961 - Oct 1978
+5.49% +10.57%
Jul 1982 - Jun 1999
0.00%
0 out of 651
+5.43%
Nov 2000 - Oct 2018
+8.25% +13.36%
Apr 1980 - Mar 1998
0.00%
0 out of 639
+1.65%
Apr 1962 - Mar 1980
+5.51% +10.63%
Apr 1982 - Mar 2000
0.00%
0 out of 639
+5.53%
Oct 1955 - Sep 1974
+8.27% +13.06%
Apr 1980 - Mar 1999
0.00%
0 out of 627
+1.72%
Apr 1961 - Mar 1980
+5.52% +10.31%
Oct 1981 - Sep 2000
0.00%
0 out of 627
+5.61%
Apr 2000 - Mar 2020
+8.36% +13.34%
Apr 1980 - Mar 2000
0.00%
0 out of 615
+2.18%
Apr 1960 - Mar 1980
+5.44% +10.46%
Apr 1980 - Mar 2000
0.00%
0 out of 615
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