Rebalancing: at every Jan 1st
Currency: EUR
When holding the Stocks/Bonds 60/40 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 137 months (from April 2000 to August 2011).
This indicates that, within the same timeframe, any rolling period of 138 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 60/40 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 10.02%.
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 |
---|---|---|---|
-28.96%
Apr 2002 - Mar 2003 |
+9.34% |
+65.22%
Jun 1982 - May 1983 |
23.99%
202 out of 842 |
-30.61%
Apr 2002 - Mar 2003 |
+6.86% |
+60.05%
Jul 1982 - Jun 1983 |
31.00%
261 out of 842 |
-18.02%
Jan 1973 - Dec 1974 |
+9.16% |
+40.45%
Feb 1982 - Jan 1984 |
15.42%
128 out of 830 |
-23.25%
Jan 1973 - Dec 1974 |
+6.47% |
+35.89%
Feb 1982 - Jan 1984 |
22.41%
186 out of 830 |
-10.64%
Oct 2000 - Sep 2003 |
+8.88% |
+38.42%
Mar 1982 - Feb 1985 |
11.86%
97 out of 818 |
-15.33%
Jan 1972 - Dec 1974 |
+6.24% |
+34.29%
Mar 1982 - Feb 1985 |
19.32%
158 out of 818 |
-8.30%
Nov 2000 - Oct 2004 |
+8.80% |
+32.79%
Feb 1981 - Jan 1985 |
9.80%
79 out of 806 |
-11.49%
Jan 1971 - Dec 1974 |
+5.89% |
+27.84%
Feb 1981 - Jan 1985 |
18.24%
147 out of 806 |
-4.66%
May 2000 - Apr 2005 |
+8.97% |
+33.98%
Mar 1980 - Feb 1985 |
7.68%
61 out of 794 |
-8.79%
Oct 1969 - Sep 1974 |
+6.13% |
+28.69%
Mar 1980 - Feb 1985 |
18.89%
150 out of 794 |
-4.26%
Apr 2002 - Mar 2008 |
+9.02% |
+29.37%
Mar 1979 - Feb 1985 |
6.27%
49 out of 782 |
-8.44%
Dec 1968 - Nov 1974 |
+6.16% |
+23.90%
Mar 1979 - Feb 1985 |
17.14%
134 out of 782 |
-4.57%
Apr 2002 - Mar 2009 |
+8.65% |
+26.45%
Mar 1978 - Feb 1985 |
5.06%
39 out of 770 |
-6.53%
Jul 2001 - Jun 2008 |
+6.16% |
+21.38%
Mar 1978 - Feb 1985 |
15.58%
120 out of 770 |
-4.17%
Jun 2001 - May 2009 |
+8.86% |
+21.47%
Apr 1978 - Mar 1986 |
3.69%
28 out of 758 |
-6.09%
Jun 2001 - May 2009 |
+6.30% |
+18.91%
Sep 1992 - Aug 2000 |
16.75%
127 out of 758 |
-3.55%
Nov 2000 - Oct 2009 |
+9.04% |
+20.49%
Jan 1975 - Dec 1983 |
3.22%
24 out of 746 |
-5.50%
Nov 2000 - Oct 2009 |
+6.65% |
+16.32%
Feb 1991 - Jan 2000 |
16.09%
120 out of 746 |
-1.34%
Nov 2000 - Oct 2010 |
+9.24% |
+20.97%
Feb 1975 - Jan 1985 |
2.59%
19 out of 734 |
-3.32%
Nov 2000 - Oct 2010 |
+6.96% |
+17.27%
Nov 1990 - Oct 2000 |
14.58%
107 out of 734 |
-0.97%
Sep 2000 - Aug 2011 |
+9.00% |
+19.00%
Jan 1975 - Dec 1985 |
0.55%
4 out of 722 |
-2.99%
Sep 2000 - Aug 2011 |
+6.75% |
+14.49%
Jan 1975 - Dec 1985 |
13.16%
95 out of 722 |
+0.91%
Nov 2000 - Oct 2012 |
+9.03% |
+17.01%
Oct 1974 - Sep 1986 |
0.00%
0 out of 710 |
-1.23%
Nov 2000 - Oct 2012 |
+6.66% |
+13.82%
Jan 1988 - Dec 1999 |
8.87%
63 out of 710 |
+1.53%
Sep 2000 - Aug 2013 |
+9.05% |
+16.50%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
-1.49%
Jan 1962 - Dec 1974 |
+6.76% |
+13.50%
Dec 1987 - Nov 2000 |
4.15%
29 out of 698 |
+2.46%
May 2000 - Apr 2014 |
+9.03% |
+15.81%
Nov 1979 - Oct 1993 |
0.00%
0 out of 686 |
-0.58%
Jan 1961 - Dec 1974 |
+6.64% |
+12.35%
Nov 1979 - Oct 1993 |
2.33%
16 out of 686 |
+3.29%
Jan 1960 - Dec 1974 |
+8.88% |
+15.63%
Dec 1978 - Nov 1993 |
0.00%
0 out of 674 |
-0.22%
Jan 1960 - Dec 1974 |
+6.37% |
+12.03%
Dec 1978 - Nov 1993 |
0.45%
3 out of 674 |
+3.51%
Jan 1959 - Dec 1974 |
+8.66% |
+14.78%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
+0.12%
Jan 1959 - Dec 1974 |
+6.08% |
+12.09%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
+3.88%
Sep 2000 - Aug 2017 |
+8.58% |
+15.77%
Aug 1980 - Jul 1997 |
0.00%
0 out of 650 |
+0.25%
Dec 1961 - Nov 1978 |
+5.98% |
+12.66%
Aug 1980 - Jul 1997 |
0.00%
0 out of 650 |
+4.22%
Apr 2000 - Mar 2018 |
+8.45% |
+16.39%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
+0.77%
Apr 1962 - Mar 1980 |
+5.77% |
+13.29%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
+4.73%
Nov 2000 - Oct 2019 |
+8.32% |
+16.06%
Apr 1980 - Mar 1999 |
0.00%
0 out of 626 |
+0.92%
Apr 1961 - Mar 1980 |
+5.73% |
+13.08%
Apr 1980 - Mar 1999 |
0.00%
0 out of 626 |
+4.73%
Nov 2000 - Oct 2020 |
+8.47% |
+16.72%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
+1.42%
Jan 1959 - Dec 1978 |
+5.66% |
+13.76%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
Stocks/Bonds 60/40 To EUR Portfolio: ETF allocation and returns