Rebalancing: at every Jan 1st
Currency: EUR
When holding the Scott Burns Couch Potato To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 64 months (from November 2003 to February 2009).
This indicates that, within the same timeframe, any rolling period of 65 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.
Scott Burns Couch Potato 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 5.52%.
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 |
---|---|---|---|
-23.97%
Mar 2008 - Feb 2009 |
+9.07% |
+34.80%
Apr 1985 - Mar 1986 |
16.99%
79 out of 465 |
-25.05%
Jan 2022 - Dec 2022 |
+7.28% |
+34.65%
Apr 1985 - Mar 1986 |
22.37%
104 out of 465 |
-10.85%
Mar 2007 - Feb 2009 |
+8.62% |
+24.14%
Mar 2009 - Feb 2011 |
10.60%
48 out of 453 |
-13.67%
Nov 2021 - Oct 2023 |
+6.37% |
+23.12%
Apr 1985 - Mar 1987 |
15.01%
68 out of 453 |
-5.87%
Mar 2006 - Feb 2009 |
+8.04% |
+23.57%
Nov 1990 - Oct 1993 |
2.72%
12 out of 441 |
-7.80%
Mar 2006 - Feb 2009 |
+6.42% |
+19.37%
Nov 1990 - Oct 1993 |
13.83%
61 out of 441 |
-3.29%
Mar 2005 - Feb 2009 |
+7.78% |
+18.48%
Jan 1995 - Dec 1998 |
1.63%
7 out of 429 |
-5.33%
Mar 2005 - Feb 2009 |
+5.97% |
+16.54%
Feb 1995 - Jan 1999 |
4.43%
19 out of 429 |
-1.47%
Mar 2004 - Feb 2009 |
+7.69% |
+18.10%
Oct 1990 - Sep 1995 |
0.48%
2 out of 417 |
-3.53%
Mar 2004 - Feb 2009 |
+6.13% |
+14.40%
Nov 1990 - Oct 1995 |
2.16%
9 out of 417 |
+2.49%
Mar 2003 - Feb 2009 |
+7.40% |
+16.98%
Dec 1990 - Nov 1996 |
0.00%
0 out of 405 |
+0.18%
Nov 2017 - Oct 2023 |
+6.02% |
+13.61%
Apr 1992 - Mar 1998 |
0.00%
0 out of 405 |
+2.06%
Mar 2002 - Feb 2009 |
+7.34% |
+17.63%
Oct 1990 - Sep 1997 |
0.00%
0 out of 393 |
-0.04%
Mar 2002 - Feb 2009 |
+5.89% |
+14.38%
Oct 1990 - Sep 1997 |
0.25%
1 out of 393 |
+1.78%
Mar 2001 - Feb 2009 |
+7.52% |
+16.66%
Nov 1990 - Oct 1998 |
0.00%
0 out of 381 |
-0.36%
Mar 2001 - Feb 2009 |
+6.19% |
+13.79%
Nov 1990 - Oct 1998 |
0.52%
2 out of 381 |
+1.54%
Mar 2000 - Feb 2009 |
+7.57% |
+15.77%
Nov 1990 - Oct 1999 |
0.00%
0 out of 369 |
-0.57%
Mar 2000 - Feb 2009 |
+6.05% |
+13.06%
Nov 1990 - Oct 1999 |
0.54%
2 out of 369 |
+2.23%
Mar 1999 - Feb 2009 |
+7.89% |
+15.14%
Jan 1989 - Dec 1998 |
0.00%
0 out of 357 |
+0.12%
Mar 1999 - Feb 2009 |
+6.09% |
+12.29%
Sep 1990 - Aug 2000 |
0.00%
0 out of 357 |
+2.81%
Mar 1998 - Feb 2009 |
+8.07% |
+14.66%
Dec 1987 - Nov 1998 |
0.00%
0 out of 345 |
+0.82%
Mar 1998 - Feb 2009 |
+6.10% |
+11.69%
Dec 1987 - Nov 1998 |
0.00%
0 out of 345 |
+4.34%
Mar 1997 - Feb 2009 |
+7.79% |
+14.08%
Oct 1985 - Sep 1997 |
0.00%
0 out of 333 |
+2.38%
Mar 1997 - Feb 2009 |
+5.77% |
+11.44%
Oct 1985 - Sep 1997 |
0.00%
0 out of 333 |
+4.93%
Mar 1996 - Feb 2009 |
+7.35% |
+14.23%
May 1985 - Apr 1998 |
0.00%
0 out of 321 |
+2.98%
Mar 1996 - Feb 2009 |
+5.54% |
+11.75%
Apr 1985 - Mar 1998 |
0.00%
0 out of 321 |
+5.48%
Jan 2005 - Dec 2018 |
+7.20% |
+14.16%
Jan 1985 - Dec 1998 |
0.00%
0 out of 309 |
+3.63%
Jan 1999 - Dec 2012 |
+5.38% |
+11.71%
Jan 1985 - Dec 1998 |
0.00%
0 out of 309 |
+5.51%
Oct 2007 - Sep 2022 |
+7.34% |
+13.66%
Jan 1985 - Dec 1999 |
0.00%
0 out of 297 |
+3.47%
Oct 2007 - Sep 2022 |
+5.40% |
+11.26%
Jan 1985 - Dec 1999 |
0.00%
0 out of 297 |
+5.33%
Nov 2007 - Oct 2023 |
+7.25% |
+12.84%
Jan 1985 - Dec 2000 |
0.00%
0 out of 285 |
+3.17%
Nov 2007 - Oct 2023 |
+5.34% |
+10.43%
Jan 1985 - Dec 2000 |
0.00%
0 out of 285 |
+5.54%
Nov 2006 - Oct 2023 |
+7.56% |
+11.94%
Jan 1985 - Dec 2001 |
0.00%
0 out of 273 |
+3.34%
Nov 2006 - Oct 2023 |
+5.55% |
+9.56%
Jan 1985 - Dec 2001 |
0.00%
0 out of 273 |
+5.54%
Jan 2005 - Dec 2022 |
+7.80% |
+11.26%
Nov 1985 - Oct 2003 |
0.00%
0 out of 261 |
+3.44%
Jan 2005 - Dec 2022 |
+5.85% |
+8.87%
Nov 1985 - Oct 2003 |
0.00%
0 out of 261 |
+5.55%
Jan 2000 - Dec 2018 |
+8.02% |
+11.67%
Jan 1985 - Dec 2003 |
0.00%
0 out of 249 |
+3.41%
Nov 2004 - Oct 2023 |
+5.97% |
+9.31%
Mar 1985 - Feb 2004 |
0.00%
0 out of 249 |
+5.38%
Apr 2000 - Mar 2020 |
+8.21% |
+11.63%
Jan 1985 - Dec 2004 |
0.00%
0 out of 237 |
+3.59%
Nov 2003 - Oct 2023 |
+6.06% |
+9.25%
Jan 1985 - Dec 2004 |
0.00%
0 out of 237 |
Scott Burns Couch Potato To EUR Hedged Portfolio: ETF allocation and returns