Rebalancing: at every Jan 1st
Currency: EUR
When holding the Stocks/Bonds 20/80 To EUR Portfolio, 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 121 months (from June 2001 to June 2011).
This indicates that, within the same timeframe, any rolling period of 122 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.
Stocks/Bonds 20/80 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 Aug 31, 2024, the annualized return of the previous 10 years has been 5.49%.
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 |
---|---|---|---|
-19.00%
Feb 2002 - Jan 2003 |
+6.10% |
+52.62%
Nov 1981 - Oct 1982 |
26.25%
221 out of 842 |
-23.14%
Aug 1972 - Jul 1973 |
+3.73% |
+46.29%
Jun 1982 - May 1983 |
36.46%
307 out of 842 |
-11.79%
Feb 2002 - Jan 2004 |
+5.93% |
+43.29%
Nov 1980 - Oct 1982 |
17.83%
148 out of 830 |
-13.54%
Feb 2002 - Jan 2004 |
+3.42% |
+35.01%
Nov 1980 - Oct 1982 |
29.52%
245 out of 830 |
-8.22%
Mar 2002 - Feb 2005 |
+5.77% |
+36.12%
Oct 1980 - Sep 1983 |
11.00%
90 out of 818 |
-10.19%
Apr 1971 - Mar 1974 |
+3.53% |
+31.52%
Feb 1982 - Jan 1985 |
25.55%
209 out of 818 |
-4.91%
Dec 2000 - Nov 2004 |
+5.82% |
+33.65%
Feb 1981 - Jan 1985 |
8.19%
66 out of 806 |
-8.59%
Feb 1971 - Jan 1975 |
+3.43% |
+28.67%
Feb 1981 - Jan 1985 |
22.46%
181 out of 806 |
-3.71%
Jun 2001 - May 2006 |
+5.90% |
+33.66%
Mar 1980 - Feb 1985 |
6.42%
51 out of 794 |
-6.17%
Aug 1968 - Jul 1973 |
+3.43% |
+28.39%
Mar 1980 - Feb 1985 |
18.64%
148 out of 794 |
-4.39%
Apr 2002 - Mar 2008 |
+6.10% |
+26.33%
Mar 1979 - Feb 1985 |
4.60%
36 out of 782 |
-6.56%
Apr 2002 - Mar 2008 |
+3.75% |
+21.25%
Apr 1980 - Mar 1986 |
16.88%
132 out of 782 |
-3.94%
Jul 2001 - Jun 2008 |
+6.18% |
+22.91%
Mar 1978 - Feb 1985 |
3.90%
30 out of 770 |
-6.16%
Jul 2001 - Jun 2008 |
+3.89% |
+17.98%
Mar 1978 - Feb 1985 |
16.49%
127 out of 770 |
-2.15%
Jun 2001 - May 2009 |
+6.15% |
+18.94%
Oct 1978 - Sep 1986 |
3.43%
26 out of 758 |
-4.11%
Jun 2001 - May 2009 |
+3.95% |
+14.88%
Oct 1978 - Sep 1986 |
17.41%
132 out of 758 |
-1.28%
Nov 2000 - Oct 2009 |
+6.25% |
+17.27%
Mar 1976 - Feb 1985 |
0.67%
5 out of 746 |
-3.35%
Apr 1971 - Mar 1980 |
+3.97% |
+14.23%
Sep 1980 - Aug 1989 |
17.29%
129 out of 746 |
-0.03%
Jul 2001 - Jun 2011 |
+6.40% |
+18.18%
Feb 1975 - Jan 1985 |
0.14%
1 out of 734 |
-2.57%
Oct 1968 - Sep 1978 |
+4.04% |
+13.49%
Feb 1975 - Jan 1985 |
15.12%
111 out of 734 |
+0.83%
Sep 2000 - Aug 2011 |
+6.39% |
+16.78%
Jun 1974 - May 1985 |
0.00%
0 out of 722 |
-2.07%
Mar 1969 - Feb 1980 |
+4.28% |
+12.10%
Jun 1974 - May 1985 |
11.63%
84 out of 722 |
+1.62%
Mar 2002 - Feb 2014 |
+6.40% |
+15.70%
Jul 1973 - Jun 1985 |
0.00%
0 out of 710 |
-1.87%
Mar 1968 - Feb 1980 |
+4.21% |
+11.40%
Mar 1980 - Feb 1992 |
10.99%
78 out of 710 |
+1.76%
Nov 2000 - Oct 2013 |
+6.37% |
+14.93%
Mar 1980 - Feb 1993 |
0.00%
0 out of 698 |
-1.30%
Mar 1967 - Feb 1980 |
+4.17% |
+11.62%
Mar 1980 - Feb 1993 |
9.31%
65 out of 698 |
+2.54%
May 2000 - Apr 2014 |
+6.36% |
+14.60%
Mar 1980 - Feb 1994 |
0.00%
0 out of 686 |
-1.02%
Oct 1964 - Sep 1978 |
+4.29% |
+11.29%
Mar 1980 - Feb 1994 |
7.29%
50 out of 686 |
+3.04%
Mar 1965 - Feb 1980 |
+6.46% |
+13.86%
Dec 1978 - Nov 1993 |
0.00%
0 out of 674 |
-1.11%
Mar 1965 - Feb 1980 |
+4.33% |
+10.32%
Dec 1978 - Nov 1993 |
5.49%
37 out of 674 |
+2.87%
Feb 2002 - Jan 2018 |
+6.47% |
+13.18%
Mar 1980 - Feb 1996 |
0.00%
0 out of 662 |
-0.76%
Mar 1964 - Feb 1980 |
+4.27% |
+9.98%
Mar 1980 - Feb 1996 |
3.47%
23 out of 662 |
+3.08%
Apr 2001 - Mar 2018 |
+6.57% |
+13.54%
Aug 1980 - Jul 1997 |
0.00%
0 out of 650 |
-0.48%
Mar 1963 - Feb 1980 |
+4.18% |
+10.48%
Aug 1980 - Jul 1997 |
2.00%
13 out of 650 |
+3.28%
Nov 2000 - Oct 2018 |
+6.74% |
+13.93%
Mar 1980 - Feb 1998 |
0.00%
0 out of 638 |
-0.51%
Mar 1962 - Feb 1980 |
+4.26% |
+10.87%
Mar 1980 - Feb 1998 |
1.41%
9 out of 638 |
+3.33%
Mar 1961 - Feb 1980 |
+6.80% |
+13.52%
Mar 1980 - Feb 1999 |
0.00%
0 out of 626 |
-0.52%
Mar 1961 - Feb 1980 |
+4.36% |
+10.59%
Mar 1980 - Feb 1999 |
0.48%
3 out of 626 |
+3.50%
Jun 2001 - May 2021 |
+7.02% |
+14.04%
Nov 1980 - Oct 2000 |
0.00%
0 out of 614 |
+0.00%
Mar 1960 - Feb 1980 |
+4.38% |
+11.17%
Nov 1980 - Oct 2000 |
0.00%
0 out of 614 |
Stocks/Bonds 20/80 To EUR Portfolio: ETF allocation and returns