Rebalancing: at every Jan 1st
Currency: EUR
When holding the Roger Gibson Talmud Portfolio To EUR, 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 122 months (from November 1964 to December 1974).
This indicates that, within the same timeframe, any rolling period of 123 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.
Roger Gibson Talmud Portfolio To EUR: 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 8.42%.
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 |
---|---|---|---|
-25.64%
Nov 1989 - Oct 1990 |
+8.43% |
+65.18%
Jun 1982 - May 1983 |
25.98%
219 out of 843 |
-28.87%
Nov 1989 - Oct 1990 |
+5.79% |
+60.07%
Jul 1982 - Jun 1983 |
31.55%
266 out of 843 |
-20.89%
Apr 2007 - Mar 2009 |
+7.93% |
+43.22%
Feb 1982 - Jan 1984 |
15.88%
132 out of 831 |
-23.56%
Jan 1973 - Dec 1974 |
+5.54% |
+38.56%
Feb 1982 - Jan 1984 |
23.71%
197 out of 831 |
-13.61%
Apr 2006 - Mar 2009 |
+7.68% |
+41.36%
Mar 1982 - Feb 1985 |
12.58%
103 out of 819 |
-16.12%
Jan 1972 - Dec 1974 |
+5.14% |
+37.15%
Mar 1982 - Feb 1985 |
19.29%
158 out of 819 |
-7.34%
Jan 1971 - Dec 1974 |
+7.82% |
+35.58%
Oct 1980 - Sep 1984 |
8.18%
66 out of 807 |
-12.87%
Jan 1971 - Dec 1974 |
+5.30% |
+30.39%
Mar 1981 - Feb 1985 |
16.23%
131 out of 807 |
-4.22%
Jan 1970 - Dec 1974 |
+7.09% |
+35.99%
Mar 1980 - Feb 1985 |
5.41%
43 out of 795 |
-9.55%
Jan 1970 - Dec 1974 |
+4.72% |
+30.62%
Mar 1980 - Feb 1985 |
14.09%
112 out of 795 |
-3.78%
Dec 1968 - Nov 1974 |
+7.19% |
+32.02%
Mar 1979 - Feb 1985 |
3.45%
27 out of 783 |
-8.58%
Dec 1968 - Nov 1974 |
+4.80% |
+26.44%
Mar 1979 - Feb 1985 |
13.28%
104 out of 783 |
-4.72%
Apr 2002 - Mar 2009 |
+7.29% |
+28.84%
Mar 1978 - Feb 1985 |
3.11%
24 out of 771 |
-6.66%
Apr 2002 - Mar 2009 |
+4.88% |
+23.67%
Mar 1978 - Feb 1985 |
13.10%
101 out of 771 |
-2.92%
Apr 2001 - Mar 2009 |
+7.22% |
+23.88%
Mar 1977 - Feb 1985 |
2.24%
17 out of 759 |
-4.94%
Apr 2001 - Mar 2009 |
+5.05% |
+19.09%
Mar 1977 - Feb 1985 |
13.31%
101 out of 759 |
-1.40%
Apr 2000 - Mar 2009 |
+7.76% |
+23.34%
Jan 1975 - Dec 1983 |
1.87%
14 out of 747 |
-4.54%
Jan 1966 - Dec 1974 |
+5.31% |
+18.26%
Oct 1975 - Sep 1984 |
12.85%
96 out of 747 |
+0.01%
Jan 1965 - Dec 1974 |
+8.44% |
+24.08%
Mar 1975 - Feb 1985 |
0.00%
0 out of 735 |
-3.92%
Jan 1965 - Dec 1974 |
+6.14% |
+19.16%
Mar 1975 - Feb 1985 |
10.34%
76 out of 735 |
+0.64%
Jan 1964 - Dec 1974 |
+8.29% |
+21.54%
Jan 1975 - Dec 1985 |
0.00%
0 out of 723 |
-3.16%
Jan 1964 - Dec 1974 |
+6.20% |
+16.93%
Jan 1975 - Dec 1985 |
7.61%
55 out of 723 |
+1.26%
Jan 1963 - Dec 1974 |
+8.73% |
+19.26%
Dec 1974 - Nov 1986 |
0.00%
0 out of 711 |
-2.53%
Jan 1963 - Dec 1974 |
+6.33% |
+15.20%
Dec 1974 - Nov 1986 |
5.77%
41 out of 711 |
+1.07%
Jan 1962 - Dec 1974 |
+8.72% |
+17.93%
Oct 1974 - Sep 1987 |
0.00%
0 out of 699 |
-2.63%
Jan 1962 - Dec 1974 |
+6.51% |
+14.02%
Oct 1974 - Sep 1987 |
4.58%
32 out of 699 |
+1.56%
Jan 1961 - Dec 1974 |
+8.42% |
+16.75%
Jun 1975 - May 1989 |
0.00%
0 out of 687 |
-2.09%
Jan 1961 - Dec 1974 |
+6.27% |
+13.21%
Jun 1975 - May 1989 |
3.78%
26 out of 687 |
+1.78%
Jan 1960 - Dec 1974 |
+8.54% |
+16.90%
Sep 1974 - Aug 1989 |
0.00%
0 out of 675 |
-1.68%
Jan 1960 - Dec 1974 |
+6.28% |
+13.21%
Sep 1974 - Aug 1989 |
3.11%
21 out of 675 |
+1.89%
Jan 1959 - Dec 1974 |
+8.48% |
+15.28%
Feb 1978 - Jan 1994 |
0.00%
0 out of 663 |
-1.45%
Jan 1959 - Dec 1974 |
+6.33% |
+11.78%
Feb 1978 - Jan 1994 |
2.71%
18 out of 663 |
+2.83%
Jan 1958 - Dec 1974 |
+8.51% |
+15.46%
Aug 1980 - Jul 1997 |
0.00%
0 out of 651 |
-0.39%
Jan 1958 - Dec 1974 |
+6.23% |
+12.35%
Aug 1980 - Jul 1997 |
0.92%
6 out of 651 |
+3.00%
Jan 1957 - Dec 1974 |
+8.66% |
+15.97%
Apr 1980 - Mar 1998 |
0.00%
0 out of 639 |
-0.17%
Jan 1957 - Dec 1974 |
+6.26% |
+12.88%
Apr 1980 - Mar 1998 |
0.16%
1 out of 639 |
+2.97%
Jan 1956 - Dec 1974 |
+8.79% |
+15.77%
Oct 1978 - Sep 1997 |
0.00%
0 out of 627 |
-0.14%
Jan 1956 - Dec 1974 |
+6.12% |
+12.39%
Oct 1978 - Sep 1997 |
0.32%
2 out of 627 |
+3.27%
Jan 1955 - Dec 1974 |
+9.01% |
+15.48%
Apr 1980 - Mar 2000 |
0.00%
0 out of 615 |
+0.17%
Jan 1955 - Dec 1974 |
+6.23% |
+12.55%
Apr 1980 - Mar 2000 |
0.00%
0 out of 615 |
Roger Gibson Talmud Portfolio To EUR: ETF allocation and returns