Rebalancing: at every Jan 1st
Currency: EUR
When holding the Stocks/Bonds 40/60 To EUR Bond Hedged 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 102 months (from September 2000 to February 2009).
This indicates that, within the same timeframe, any rolling period of 103 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 40/60 To EUR Bond 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 6.04%.
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 |
---|---|---|---|
-14.55%
Jan 2022 - Dec 2022 |
+8.12% |
+46.67%
Jul 1982 - Jun 1983 |
17.70%
149 out of 842 |
-21.75%
Jan 2022 - Dec 2022 |
+5.69% |
+42.93%
Jul 1982 - Jun 1983 |
23.99%
202 out of 842 |
-9.10%
Jan 1973 - Dec 1974 |
+7.94% |
+27.94%
Oct 1981 - Sep 1983 |
9.52%
79 out of 830 |
-14.90%
Jan 1973 - Dec 1974 |
+5.27% |
+22.98%
Oct 1981 - Sep 1983 |
20.00%
166 out of 830 |
-4.33%
Oct 1971 - Sep 1974 |
+7.67% |
+24.20%
Jul 1982 - Jun 1985 |
4.89%
40 out of 818 |
-10.16%
Oct 1971 - Sep 1974 |
+4.96% |
+21.19%
Jul 1982 - Jun 1985 |
16.87%
138 out of 818 |
-0.52%
Mar 2005 - Feb 2009 |
+7.18% |
+20.87%
Apr 1982 - Mar 1986 |
0.87%
7 out of 806 |
-6.36%
Jan 1971 - Dec 1974 |
+5.00% |
+18.36%
Jul 1982 - Jun 1986 |
13.90%
112 out of 806 |
+0.01%
Mar 2004 - Feb 2009 |
+7.32% |
+19.53%
Apr 1980 - Mar 1985 |
0.00%
0 out of 794 |
-4.67%
Sep 1969 - Aug 1974 |
+5.18% |
+15.47%
Aug 1982 - Jul 1987 |
10.33%
82 out of 794 |
-0.33%
Oct 1968 - Sep 1974 |
+7.52% |
+19.13%
Apr 1980 - Mar 1986 |
0.26%
2 out of 782 |
-5.23%
Oct 1968 - Sep 1974 |
+5.41% |
+15.19%
Apr 1980 - Mar 1986 |
9.46%
74 out of 782 |
+0.14%
Mar 2002 - Feb 2009 |
+7.58% |
+16.88%
Apr 1980 - Mar 1987 |
0.00%
0 out of 770 |
-3.56%
Oct 1967 - Sep 1974 |
+5.56% |
+13.60%
Apr 1980 - Mar 1987 |
10.13%
78 out of 770 |
+0.39%
Nov 2000 - Oct 2008 |
+7.71% |
+15.16%
Feb 1991 - Jan 1999 |
0.00%
0 out of 758 |
-2.03%
Apr 1972 - Mar 1980 |
+5.86% |
+12.45%
Sep 1992 - Aug 2000 |
10.95%
83 out of 758 |
+0.63%
Apr 2000 - Mar 2009 |
+7.74% |
+15.07%
Jan 1991 - Dec 1999 |
0.00%
0 out of 746 |
-2.22%
Apr 1971 - Mar 1980 |
+5.75% |
+12.33%
Jan 1991 - Dec 1999 |
8.04%
60 out of 746 |
+2.07%
Apr 1999 - Mar 2009 |
+7.68% |
+15.15%
Nov 1990 - Oct 2000 |
0.00%
0 out of 734 |
-1.66%
Oct 1964 - Sep 1974 |
+5.52% |
+12.47%
Nov 1990 - Oct 2000 |
5.99%
44 out of 734 |
+2.61%
Apr 1998 - Mar 2009 |
+7.60% |
+13.66%
Aug 1982 - Jul 1993 |
0.00%
0 out of 722 |
-1.13%
Apr 1969 - Mar 1980 |
+5.28% |
+11.00%
Aug 1982 - Jul 1993 |
4.57%
33 out of 722 |
+3.74%
Jan 1963 - Dec 1974 |
+7.51% |
+13.68%
Jan 1988 - Dec 1999 |
0.00%
0 out of 710 |
-0.76%
Apr 1968 - Mar 1980 |
+5.14% |
+10.83%
Jan 1988 - Dec 1999 |
1.97%
14 out of 710 |
+3.44%
Oct 1961 - Sep 1974 |
+7.46% |
+13.68%
Apr 1980 - Mar 1993 |
0.00%
0 out of 698 |
-0.53%
Apr 1967 - Mar 1980 |
+4.91% |
+10.41%
Apr 1980 - Mar 1993 |
1.29%
9 out of 698 |
+4.05%
Apr 1966 - Mar 1980 |
+7.29% |
+13.34%
Nov 1979 - Oct 1993 |
0.00%
0 out of 686 |
-0.15%
Apr 1966 - Mar 1980 |
+4.83% |
+10.11%
Jul 1984 - Jun 1998 |
0.29%
2 out of 686 |
+4.05%
Apr 1965 - Mar 1980 |
+7.19% |
+13.58%
Aug 1982 - Jul 1997 |
0.00%
0 out of 674 |
-0.13%
Apr 1965 - Mar 1980 |
+4.72% |
+10.97%
Aug 1982 - Jul 1997 |
0.15%
1 out of 674 |
+4.30%
Apr 1964 - Mar 1980 |
+7.21% |
+13.55%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
+0.23%
Apr 1964 - Mar 1980 |
+4.68% |
+10.97%
Jul 1982 - Jun 1998 |
0.00%
0 out of 662 |
+4.59%
Dec 1961 - Nov 1978 |
+7.32% |
+13.40%
Jul 1982 - Jun 1999 |
0.00%
0 out of 650 |
+0.65%
Apr 1963 - Mar 1980 |
+4.78% |
+10.95%
Jul 1982 - Jun 1999 |
0.00%
0 out of 650 |
+4.47%
Apr 1962 - Mar 1980 |
+7.56% |
+13.80%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
+0.54%
Apr 1962 - Mar 1980 |
+4.83% |
+10.84%
Apr 1982 - Mar 2000 |
0.00%
0 out of 638 |
+4.59%
Apr 1961 - Mar 1980 |
+7.66% |
+13.50%
Apr 1980 - Mar 1999 |
0.00%
0 out of 626 |
+0.67%
Apr 1961 - Mar 1980 |
+4.92% |
+10.68%
Oct 1981 - Sep 2000 |
0.00%
0 out of 626 |
+4.92%
Apr 2000 - Mar 2020 |
+7.78% |
+13.62%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
+1.25%
Apr 1960 - Mar 1980 |
+4.90% |
+10.73%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
Stocks/Bonds 40/60 To EUR Bond Hedged Portfolio: ETF allocation and returns