Rebalancing: at every Jan 1st
Currency: EUR
When holding the Pinwheel To EUR Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~49 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.
Pinwheel To EUR 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 8.02%.
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 |
---|---|---|---|
-26.90%
Apr 2002 - Mar 2003 |
+8.91% |
+53.67%
Aug 1982 - Jul 1983 |
22.13%
127 out of 574 |
-28.59%
Apr 2002 - Mar 2003 |
+6.55% |
+49.40%
Aug 1982 - Jul 1983 |
26.83%
154 out of 574 |
-14.44%
Apr 2007 - Mar 2009 |
+9.60% |
+32.83%
Feb 1982 - Jan 1984 |
14.23%
80 out of 562 |
-16.20%
Mar 2007 - Feb 2009 |
+7.32% |
+28.51%
Feb 1982 - Jan 1984 |
19.40%
109 out of 562 |
-9.02%
Apr 2006 - Mar 2009 |
+9.39% |
+31.03%
Jun 1982 - May 1985 |
10.55%
58 out of 550 |
-10.83%
Apr 2006 - Mar 2009 |
+6.98% |
+27.39%
Jun 1982 - May 1985 |
13.64%
75 out of 550 |
-2.66%
Nov 2000 - Oct 2004 |
+9.02% |
+26.07%
Aug 1979 - Jul 1983 |
4.09%
22 out of 538 |
-4.78%
Nov 2000 - Oct 2004 |
+7.04% |
+21.10%
Mar 1981 - Feb 1985 |
8.92%
48 out of 538 |
-0.12%
May 2000 - Apr 2005 |
+8.13% |
+26.17%
Dec 1978 - Nov 1983 |
0.19%
1 out of 526 |
-2.32%
May 2000 - Apr 2005 |
+6.28% |
+21.14%
Apr 1980 - Mar 1985 |
3.80%
20 out of 526 |
+0.49%
Feb 1985 - Jan 1991 |
+8.27% |
+25.57%
Mar 1979 - Feb 1985 |
0.00%
0 out of 514 |
-1.23%
Feb 1985 - Jan 1991 |
+6.30% |
+20.27%
Mar 1979 - Feb 1985 |
1.36%
7 out of 514 |
-1.56%
Apr 2002 - Mar 2009 |
+8.27% |
+23.79%
Mar 1978 - Feb 1985 |
0.80%
4 out of 502 |
-3.56%
Apr 2002 - Mar 2009 |
+6.22% |
+18.82%
Mar 1978 - Feb 1985 |
2.39%
12 out of 502 |
-0.26%
Apr 2001 - Mar 2009 |
+8.18% |
+20.47%
Mar 1977 - Feb 1985 |
0.82%
4 out of 490 |
-2.33%
Apr 2001 - Mar 2009 |
+6.27% |
+15.89%
Apr 1978 - Mar 1986 |
3.06%
15 out of 490 |
+0.11%
Apr 2000 - Mar 2009 |
+8.20% |
+18.95%
Mar 1976 - Feb 1985 |
0.00%
0 out of 478 |
-1.98%
Apr 2000 - Mar 2009 |
+6.31% |
+14.39%
Jun 1976 - May 1985 |
2.51%
12 out of 478 |
+2.73%
Jul 1999 - Jun 2009 |
+8.55% |
+17.42%
Jan 1976 - Dec 1985 |
0.00%
0 out of 466 |
+0.58%
Jul 1999 - Jun 2009 |
+6.45% |
+13.29%
Jun 1976 - May 1986 |
0.00%
0 out of 466 |
+2.20%
Apr 1998 - Mar 2009 |
+8.52% |
+15.89%
Oct 1978 - Sep 1989 |
0.00%
0 out of 454 |
+0.19%
Apr 1998 - Mar 2009 |
+6.49% |
+12.51%
Oct 1978 - Sep 1989 |
0.00%
0 out of 454 |
+3.65%
Aug 1997 - Jul 2009 |
+8.31% |
+14.73%
Sep 1977 - Aug 1989 |
0.00%
0 out of 442 |
+1.72%
Aug 1997 - Jul 2009 |
+6.23% |
+11.45%
Sep 1977 - Aug 1989 |
0.00%
0 out of 442 |
+4.18%
Sep 2000 - Aug 2013 |
+8.30% |
+14.52%
Sep 1976 - Aug 1989 |
0.00%
0 out of 430 |
+2.08%
Sep 2000 - Aug 2013 |
+6.15% |
+11.18%
Sep 1976 - Aug 1989 |
0.00%
0 out of 430 |
+4.65%
May 2000 - Apr 2014 |
+8.39% |
+14.34%
Nov 1979 - Oct 1993 |
0.00%
0 out of 418 |
+2.57%
May 2000 - Apr 2014 |
+6.16% |
+10.92%
Nov 1979 - Oct 1993 |
0.00%
0 out of 418 |
+4.41%
Mar 1994 - Feb 2009 |
+8.34% |
+14.93%
Jan 1979 - Dec 1993 |
0.00%
0 out of 406 |
+2.38%
Mar 1994 - Feb 2009 |
+6.10% |
+11.37%
Jan 1979 - Dec 1993 |
0.00%
0 out of 406 |
+5.31%
Apr 2002 - Mar 2018 |
+8.01% |
+14.49%
Feb 1978 - Jan 1994 |
0.00%
0 out of 394 |
+3.31%
Apr 1993 - Mar 2009 |
+5.96% |
+11.01%
Feb 1978 - Jan 1994 |
0.00%
0 out of 394 |
+5.25%
Sep 2000 - Aug 2017 |
+7.86% |
+13.61%
Feb 1977 - Jan 1994 |
0.00%
0 out of 382 |
+3.48%
Sep 2000 - Aug 2017 |
+5.79% |
+10.17%
Feb 1977 - Jan 1994 |
0.00%
0 out of 382 |
+5.09%
Apr 2002 - Mar 2020 |
+7.89% |
+13.70%
Jan 1976 - Dec 1993 |
0.00%
0 out of 370 |
+3.42%
Nov 2000 - Oct 2018 |
+5.78% |
+10.28%
Aug 1979 - Jul 1997 |
0.00%
0 out of 370 |
+5.24%
Jun 2001 - May 2020 |
+7.92% |
+13.55%
Oct 1978 - Sep 1997 |
0.00%
0 out of 358 |
+3.61%
Jun 2001 - May 2020 |
+5.69% |
+10.24%
Oct 1978 - Sep 1997 |
0.00%
0 out of 358 |
+5.18%
Nov 2000 - Oct 2020 |
+7.94% |
+13.31%
Mar 1978 - Feb 1998 |
0.00%
0 out of 346 |
+3.49%
Apr 2000 - Mar 2020 |
+5.72% |
+10.30%
Apr 1980 - Mar 2000 |
0.00%
0 out of 346 |
Pinwheel To EUR Portfolio: ETF allocation and returns