Rebalancing: at every Jan 1st
Currency: EUR
When holding the Fulvio Marchese In Saecula Saeculorum To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~75 years), the longest duration with a negative return was 53 months (from February 1966 to June 1970).
This indicates that, within the same timeframe, any rolling period of 54 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 To EUR 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 5.76%.
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 |
---|---|---|---|
-17.74%
Mar 2008 - Feb 2009 |
+8.54% |
+43.57%
Jul 1982 - Jun 1983 |
15.37%
136 out of 885 |
-24.52%
Nov 2021 - Oct 2022 |
+6.38% |
+39.90%
Jul 1982 - Jun 1983 |
21.69%
192 out of 885 |
-7.38%
Jul 1968 - Jun 1970 |
+8.29% |
+23.58%
Jul 1984 - Jun 1986 |
8.13%
71 out of 873 |
-12.56%
Nov 2021 - Oct 2023 |
+5.70% |
+22.34%
Jul 1984 - Jun 1986 |
15.46%
135 out of 873 |
-2.31%
Mar 2006 - Feb 2009 |
+8.14% |
+20.24%
Nov 1990 - Oct 1993 |
2.21%
19 out of 861 |
-5.91%
Oct 1971 - Sep 1974 |
+5.63% |
+19.15%
Aug 1984 - Jul 1987 |
12.54%
108 out of 861 |
-0.20%
Mar 2005 - Feb 2009 |
+7.74% |
+18.71%
Jul 1982 - Jun 1986 |
0.12%
1 out of 849 |
-2.38%
Aug 1978 - Jul 1982 |
+5.26% |
+16.55%
Jul 1982 - Jun 1986 |
6.12%
52 out of 849 |
+0.83%
Jun 1965 - May 1970 |
+7.89% |
+17.21%
Aug 1982 - Jul 1987 |
0.00%
0 out of 837 |
-1.73%
Jul 1977 - Jun 1982 |
+5.41% |
+15.50%
Aug 1982 - Jul 1987 |
3.58%
30 out of 837 |
+1.78%
Jul 1964 - Jun 1970 |
+7.95% |
+15.01%
Nov 1990 - Oct 1996 |
0.00%
0 out of 825 |
-3.00%
Oct 1968 - Sep 1974 |
+5.32% |
+12.70%
Aug 1950 - Jul 1956 |
2.06%
17 out of 825 |
+2.88%
Oct 1967 - Sep 1974 |
+7.74% |
+15.19%
Oct 1990 - Sep 1997 |
0.00%
0 out of 813 |
-1.67%
Oct 1967 - Sep 1974 |
+5.36% |
+12.01%
Oct 1990 - Sep 1997 |
1.35%
11 out of 813 |
+3.18%
Nov 2000 - Oct 2008 |
+7.75% |
+14.40%
Nov 1990 - Oct 1998 |
0.00%
0 out of 801 |
-0.18%
Oct 1973 - Sep 1981 |
+5.48% |
+11.58%
Nov 1990 - Oct 1998 |
0.12%
1 out of 801 |
+2.50%
Mar 2000 - Feb 2009 |
+7.84% |
+13.70%
Nov 1990 - Oct 1999 |
0.00%
0 out of 789 |
-0.64%
Jul 1973 - Jun 1982 |
+5.64% |
+11.04%
Nov 1990 - Oct 1999 |
0.89%
7 out of 789 |
+2.98%
Mar 1999 - Feb 2009 |
+7.86% |
+13.05%
Jan 1989 - Dec 1998 |
0.00%
0 out of 777 |
-0.65%
Jul 1972 - Jun 1982 |
+5.62% |
+10.17%
Aug 1982 - Jul 1992 |
0.64%
5 out of 777 |
+3.41%
Mar 1998 - Feb 2009 |
+7.93% |
+13.20%
Jul 1982 - Jun 1993 |
0.00%
0 out of 765 |
+0.35%
Apr 1971 - Mar 1982 |
+5.55% |
+10.58%
Jul 1982 - Jun 1993 |
0.00%
0 out of 765 |
+4.49%
Mar 1997 - Feb 2009 |
+7.84% |
+12.51%
Jun 1984 - May 1996 |
0.00%
0 out of 753 |
+1.13%
Jun 1972 - May 1984 |
+5.49% |
+9.87%
Oct 1985 - Sep 1997 |
0.00%
0 out of 753 |
+4.66%
Oct 1961 - Sep 1974 |
+7.85% |
+12.94%
Aug 1984 - Jul 1997 |
0.00%
0 out of 741 |
+0.41%
Oct 1968 - Sep 1981 |
+5.47% |
+10.38%
Aug 1984 - Jul 1997 |
0.00%
0 out of 741 |
+5.14%
Jul 1968 - Jun 1982 |
+7.82% |
+12.77%
Jul 1984 - Jun 1998 |
0.00%
0 out of 729 |
+0.25%
Jul 1968 - Jun 1982 |
+5.35% |
+10.31%
Jul 1984 - Jun 1998 |
0.00%
0 out of 729 |
+5.44%
Aug 1967 - Jul 1982 |
+7.82% |
+12.95%
Aug 1982 - Jul 1997 |
0.00%
0 out of 717 |
+0.77%
Aug 1967 - Jul 1982 |
+5.29% |
+10.36%
Aug 1982 - Jul 1997 |
0.00%
0 out of 717 |
+5.57%
Oct 1965 - Sep 1981 |
+7.65% |
+12.93%
Jul 1982 - Jun 1998 |
0.00%
0 out of 705 |
+1.15%
Oct 1965 - Sep 1981 |
+5.27% |
+10.40%
Jul 1982 - Jun 1998 |
0.00%
0 out of 705 |
+5.49%
Jul 1965 - Jun 1982 |
+7.68% |
+12.58%
Jul 1982 - Jun 1999 |
0.00%
0 out of 693 |
+1.05%
Jul 1965 - Jun 1982 |
+5.32% |
+10.14%
Jul 1982 - Jun 1999 |
0.00%
0 out of 693 |
+5.48%
Jul 1964 - Jun 1982 |
+7.94% |
+12.20%
Apr 1982 - Mar 2000 |
0.00%
0 out of 681 |
+1.07%
Jul 1964 - Jun 1982 |
+5.41% |
+9.72%
Jul 1982 - Jun 2000 |
0.00%
0 out of 681 |
+5.72%
Jan 2000 - Dec 2018 |
+8.07% |
+11.52%
Oct 1981 - Sep 2000 |
0.00%
0 out of 669 |
+1.45%
Jul 1963 - Jun 1982 |
+5.53% |
+8.96%
Oct 1981 - Sep 2000 |
0.00%
0 out of 669 |
+5.73%
Apr 1962 - Mar 1982 |
+8.21% |
+11.18%
Apr 1980 - Mar 2000 |
0.00%
0 out of 657 |
+1.60%
Apr 1962 - Mar 1982 |
+5.44% |
+8.36%
Apr 1980 - Mar 2000 |
0.00%
0 out of 657 |
Fulvio Marchese In Saecula Saeculorum To EUR Hedged Portfolio: ETF allocation and returns