Rebalancing: at every Jan 1st
Currency: EUR
When holding the Ray Dalio All Weather Portfolio To EUR Hedged, 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 68 months (from October 1964 to May 1970).
This indicates that, within the same timeframe, any rolling period of 69 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.
Ray Dalio All Weather Portfolio To EUR Hedged: 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 3.16%.
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 |
---|---|---|---|
-21.43%
Nov 2021 - Oct 2022 |
+7.49% |
+39.22%
Jul 1982 - Jun 1983 |
13.79%
122 out of 885 |
-28.97%
Nov 2021 - Oct 2022 |
+5.10% |
+37.07%
Apr 1985 - Mar 1986 |
22.26%
197 out of 885 |
-12.31%
Nov 2021 - Oct 2023 |
+7.05% |
+28.41%
Jul 1984 - Jun 1986 |
6.07%
53 out of 873 |
-17.81%
Nov 2021 - Oct 2023 |
+4.80% |
+27.13%
Jul 1984 - Jun 1986 |
14.20%
124 out of 873 |
-5.16%
Nov 2020 - Oct 2023 |
+7.21% |
+21.51%
Aug 1984 - Jul 1987 |
4.53%
39 out of 861 |
-10.36%
Nov 2020 - Oct 2023 |
+4.81% |
+20.60%
Aug 1984 - Jul 1987 |
9.41%
81 out of 861 |
-1.52%
Nov 2019 - Oct 2023 |
+7.50% |
+19.97%
Jul 1982 - Jun 1986 |
1.53%
13 out of 849 |
-5.54%
Nov 2019 - Oct 2023 |
+4.74% |
+17.79%
Jul 1982 - Jun 1986 |
8.01%
68 out of 849 |
-0.83%
Jun 1965 - May 1970 |
+7.37% |
+17.52%
Jul 1982 - Jun 1987 |
0.48%
4 out of 837 |
-3.39%
Jul 1977 - Jun 1982 |
+4.79% |
+15.78%
Jul 1982 - Jun 1987 |
7.53%
63 out of 837 |
+0.30%
Jul 1964 - Jun 1970 |
+7.26% |
+15.11%
Oct 1981 - Sep 1987 |
0.00%
0 out of 825 |
-2.64%
Nov 2017 - Oct 2023 |
+4.97% |
+12.90%
Oct 1981 - Sep 1987 |
6.79%
56 out of 825 |
+1.09%
Oct 2016 - Sep 2023 |
+7.45% |
+14.15%
Aug 1982 - Jul 1989 |
0.00%
0 out of 813 |
-1.93%
Oct 2016 - Sep 2023 |
+5.16% |
+12.33%
Aug 1982 - Jul 1989 |
4.43%
36 out of 813 |
+1.67%
Nov 2015 - Oct 2023 |
+7.64% |
+13.93%
Aug 1984 - Jul 1992 |
0.00%
0 out of 801 |
-1.51%
Oct 1973 - Sep 1981 |
+5.24% |
+11.48%
Aug 1984 - Jul 1992 |
3.75%
30 out of 801 |
+1.60%
Nov 2014 - Oct 2023 |
+7.56% |
+14.45%
Aug 1984 - Jul 1993 |
0.00%
0 out of 789 |
-1.18%
Jul 1973 - Jun 1982 |
+5.26% |
+11.85%
Jul 1984 - Jun 1993 |
3.04%
24 out of 789 |
+2.35%
Nov 2013 - Oct 2023 |
+7.43% |
+13.40%
Aug 1982 - Jul 1992 |
0.00%
0 out of 777 |
-0.78%
Jul 1972 - Jun 1982 |
+5.48% |
+10.87%
Aug 1982 - Jul 1992 |
0.77%
6 out of 777 |
+2.33%
Nov 2012 - Oct 2023 |
+7.62% |
+14.00%
Jul 1982 - Jun 1993 |
0.00%
0 out of 765 |
+0.19%
Apr 1971 - Mar 1982 |
+5.45% |
+11.35%
Jul 1982 - Jun 1993 |
0.00%
0 out of 765 |
+2.90%
Nov 2011 - Oct 2023 |
+7.61% |
+13.57%
Oct 1981 - Sep 1993 |
0.00%
0 out of 753 |
+0.74%
Jun 1972 - May 1984 |
+5.39% |
+10.69%
Oct 1981 - Sep 1993 |
0.00%
0 out of 753 |
+3.78%
Jun 1957 - May 1970 |
+7.58% |
+13.44%
Aug 1984 - Jul 1997 |
0.00%
0 out of 741 |
-0.07%
Oct 1968 - Sep 1981 |
+5.28% |
+10.87%
Aug 1984 - Jul 1997 |
0.13%
1 out of 741 |
+3.73%
Jul 1956 - Jun 1970 |
+7.69% |
+13.14%
Jul 1984 - Jun 1998 |
0.00%
0 out of 729 |
+0.02%
Jul 1968 - Jun 1982 |
+5.38% |
+10.67%
Jul 1984 - Jun 1998 |
0.00%
0 out of 729 |
+4.01%
Jul 1955 - Jun 1970 |
+7.71% |
+13.15%
Aug 1982 - Jul 1997 |
0.00%
0 out of 717 |
+0.33%
Jul 1967 - Jun 1982 |
+5.28% |
+10.55%
Aug 1982 - Jul 1997 |
0.00%
0 out of 717 |
+4.42%
Nov 2007 - Oct 2023 |
+7.57% |
+13.01%
Jul 1982 - Jun 1998 |
0.00%
0 out of 705 |
+0.23%
Oct 1965 - Sep 1981 |
+5.30% |
+10.48%
Jul 1982 - Jun 1998 |
0.00%
0 out of 705 |
+4.62%
Oct 1964 - Sep 1981 |
+7.71% |
+12.45%
Jul 1982 - Jun 1999 |
0.00%
0 out of 693 |
+0.27%
Oct 1964 - Sep 1981 |
+5.33% |
+10.02%
Jul 1982 - Jun 1999 |
0.00%
0 out of 693 |
+4.70%
Jul 1964 - Jun 1982 |
+7.97% |
+12.25%
Jul 1982 - Jun 2000 |
0.00%
0 out of 681 |
+0.32%
Jul 1964 - Jun 1982 |
+5.14% |
+9.83%
Jul 1982 - Jun 2000 |
0.00%
0 out of 681 |
+4.89%
Jul 1963 - Jun 1982 |
+8.01% |
+11.88%
Oct 1981 - Sep 2000 |
0.00%
0 out of 669 |
+0.60%
Jul 1963 - Jun 1982 |
+5.13% |
+9.31%
Oct 1981 - Sep 2000 |
0.00%
0 out of 669 |
+4.84%
Oct 1961 - Sep 1981 |
+7.84% |
+11.12%
Oct 1981 - Sep 2001 |
0.00%
0 out of 657 |
+0.74%
Oct 1961 - Sep 1981 |
+5.23% |
+8.68%
Jul 1984 - Jun 2004 |
0.00%
0 out of 657 |
Ray Dalio All Weather Portfolio To EUR Hedged: ETF allocation and returns