Mebane Faber Ivy Portfolio To EUR Bond Hedged: Rolling Returns

Time Period: from January 1970 to September 2024 (~55 years)
Rebalancing: at every Jan 1st
Currency: EUR
(Change Settings)
The minimum date range must be at least 24 months. 'Date To' cannot be beyond September 2024.
Reset settings
Close

When holding the Mebane Faber Ivy Portfolio To EUR Bond Hedged, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~55 years), the longest duration with a negative return was 107 months (from May 2000 to March 2009).

This indicates that, within the same timeframe, any rolling period of 108 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.

MEBANE FABER IVY PORTFOLIO TO EUR BOND HEDGED
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1970 - 30 September 2024 (~55 years)

Loading data
Please wait

Loading data
Please wait

As of Sep 30, 2024, the annualized return of the previous 10 years has been 7.03%.

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.

MEBANE FABER IVY PORTFOLIO TO EUR BOND HEDGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1970 - 30 September 2024 (~55 years)
Euro Inflation Adjusted:

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.

MEBANE FABER IVY PORTFOLIO TO EUR BOND HEDGED
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 September 2024 (~55 years)
Euro Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
Worst Median Best Negative Periods
-32.58%
Mar 2008 - Feb 2009
+8.94% +51.66%
Aug 1982 - Jul 1983
20.12%
130 out of 646
-33.36%
Mar 2008 - Feb 2009
+6.52% +47.45%
Aug 1982 - Jul 1983
28.48%
184 out of 646
-19.86%
Mar 2007 - Feb 2009
+8.93% +35.38%
Sep 1998 - Aug 2000
7.89%
50 out of 634
-21.60%
Mar 2007 - Feb 2009
+6.61% +33.28%
Sep 1998 - Aug 2000
17.98%
114 out of 634
-12.04%
Mar 2006 - Feb 2009
+9.37% +32.46%
Mar 1982 - Feb 1985
7.07%
44 out of 622
-13.85%
Mar 2006 - Feb 2009
+6.16% +28.52%
Mar 1982 - Feb 1985
13.02%
81 out of 622
-4.44%
Apr 2005 - Mar 2009
+9.18% +26.08%
Mar 1981 - Feb 1985
3.28%
20 out of 610
-6.37%
Apr 2005 - Mar 2009
+6.34% +21.55%
Jun 1982 - May 1986
9.51%
58 out of 610
-2.65%
Apr 2004 - Mar 2009
+8.57% +26.82%
Apr 1980 - Mar 1985
0.67%
4 out of 598
-4.64%
Apr 2004 - Mar 2009
+6.03% +21.83%
Apr 1980 - Mar 1985
5.02%
30 out of 598
+0.89%
Mar 2003 - Feb 2009
+8.45% +23.98%
Mar 1979 - Feb 1985
0.00%
0 out of 586
-1.14%
Mar 2003 - Feb 2009
+5.90% +18.80%
Apr 1980 - Mar 1986
0.68%
4 out of 586
-1.42%
Apr 2002 - Mar 2009
+8.63% +22.93%
Mar 1978 - Feb 1985
0.35%
2 out of 574
-3.42%
Apr 2002 - Mar 2009
+5.96% +18.00%
Mar 1978 - Feb 1985
1.22%
7 out of 574
-0.88%
Apr 2001 - Mar 2009
+9.16% +19.87%
Nov 1978 - Oct 1986
0.89%
5 out of 562
-2.94%
Apr 2001 - Mar 2009
+6.58% +16.03%
Aug 1979 - Jul 1987
1.96%
11 out of 562
+0.08%
Apr 2000 - Mar 2009
+9.31% +19.01%
Jun 1980 - May 1989
0.00%
0 out of 550
-2.01%
Apr 2000 - Mar 2009
+6.40% +15.99%
Jun 1980 - May 1989
2.18%
12 out of 550
+2.44%
Sep 2000 - Aug 2010
+9.76% +19.01%
Mar 1975 - Feb 1985
0.00%
0 out of 538
+0.40%
Sep 2000 - Aug 2010
+6.78% +14.55%
Nov 1979 - Oct 1989
0.00%
0 out of 538
+2.58%
Apr 1998 - Mar 2009
+9.87% +17.71%
Nov 1978 - Oct 1989
0.00%
0 out of 526
+0.49%
Oct 2000 - Sep 2011
+7.07% +14.26%
Nov 1978 - Oct 1989
0.00%
0 out of 526
+3.66%
Nov 2000 - Oct 2012
+10.00% +16.76%
Sep 1977 - Aug 1989
0.00%
0 out of 514
+1.46%
Nov 2000 - Oct 2012
+7.45% +13.43%
Sep 1977 - Aug 1989
0.00%
0 out of 514
+3.34%
Apr 2007 - Mar 2020
+10.11% +16.27%
Oct 1974 - Sep 1987
0.00%
0 out of 502
+1.57%
Sep 2000 - Aug 2013
+7.70% +12.42%
Oct 1974 - Sep 1987
0.00%
0 out of 502
+3.48%
Apr 2006 - Mar 2020
+10.00% +15.97%
Jun 1975 - May 1989
0.00%
0 out of 490
+2.03%
Apr 2006 - Mar 2020
+7.37% +12.46%
Jun 1975 - May 1989
0.00%
0 out of 490
+4.28%
Oct 2005 - Sep 2020
+9.93% +15.97%
Sep 1974 - Aug 1989
0.00%
0 out of 478
+2.43%
Sep 2000 - Aug 2015
+7.49% +12.31%
Sep 1974 - Aug 1989
0.00%
0 out of 478
+4.44%
Nov 2000 - Oct 2016
+9.72% +14.90%
Feb 1978 - Jan 1994
0.00%
0 out of 466
+2.66%
Nov 2000 - Oct 2016
+7.21% +11.41%
Feb 1978 - Jan 1994
0.00%
0 out of 466
+4.32%
Sep 2000 - Aug 2017
+9.58% +14.71%
Aug 1980 - Jul 1997
0.00%
0 out of 454
+2.58%
Sep 2000 - Aug 2017
+7.11% +11.63%
Aug 1980 - Jul 1997
0.00%
0 out of 454
+4.32%
Apr 2002 - Mar 2020
+9.49% +14.80%
Apr 1980 - Mar 1998
0.00%
0 out of 442
+2.60%
Nov 2000 - Oct 2018
+6.97% +11.83%
Sep 1982 - Aug 2000
0.00%
0 out of 442
+4.23%
Jun 2001 - May 2020
+9.52% +14.51%
Nov 1978 - Oct 1997
0.00%
0 out of 430
+2.58%
Apr 2001 - Mar 2020
+7.05% +11.77%
Nov 1981 - Oct 2000
0.00%
0 out of 430
+4.08%
Nov 2000 - Oct 2020
+9.57% +14.80%
Sep 1980 - Aug 2000
0.00%
0 out of 418
+2.45%
Nov 2000 - Oct 2020
+7.09% +11.93%
Sep 1980 - Aug 2000
0.00%
0 out of 418
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing