Stocks/Bonds 80/20 To EUR Bond Hedged Portfolio: Rolling Returns

Time Period: from August 1953 to September 2024 (~71 years)
Rebalancing: at every Jan 1st
Currency: EUR
(Change Settings)
The minimum date range must be at least 24 months. 'Date To' cannot be beyond September 2024.
Reset settings
Close

When holding the Stocks/Bonds 80/20 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 141 months (from January 2000 to September 2011).

This indicates that, within the same timeframe, any rolling period of 142 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.

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.

STOCKS/BONDS 80/20 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1953 - 30 September 2024 (~71 years)

Loading data
Please wait

Loading data
Please wait

As of Sep 30, 2024, the annualized return of the previous 10 years has been 11.53%.

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.

STOCKS/BONDS 80/20 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1953 - 30 September 2024 (~71 years)
Euro Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

STOCKS/BONDS 80/20 TO EUR BOND HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1953 - 30 September 2024 (~71 years)
Euro Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
Worst Median Best Negative Periods
-30.11%
Apr 2002 - Mar 2003
+11.12% +70.94%
Aug 1982 - Jul 1983
22.18%
187 out of 843
-32.70%
Oct 1973 - Sep 1974
+8.69% +66.19%
Aug 1982 - Jul 1983
28.35%
239 out of 843
-22.06%
Jan 1973 - Dec 1974
+10.41% +37.14%
Aug 1995 - Jul 1997
13.84%
115 out of 831
-27.03%
Jan 1973 - Dec 1974
+8.00% +34.62%
Aug 1995 - Jul 1997
19.37%
161 out of 831
-14.09%
Apr 2000 - Mar 2003
+10.18% +35.09%
Mar 1982 - Feb 1985
12.70%
104 out of 819
-17.35%
Oct 1971 - Sep 1974
+7.38% +31.49%
Apr 1995 - Mar 1998
17.34%
142 out of 819
-8.42%
Sep 2000 - Aug 2004
+10.15% +29.58%
Sep 1996 - Aug 2000
9.17%
74 out of 807
-12.39%
Jan 1971 - Dec 1974
+7.48% +27.66%
Sep 1996 - Aug 2000
18.84%
152 out of 807
-5.11%
Oct 1969 - Sep 1974
+10.37% +29.12%
Mar 1980 - Feb 1985
7.42%
59 out of 795
-10.32%
Oct 1969 - Sep 1974
+7.52% +26.52%
Apr 1995 - Mar 2000
18.24%
145 out of 795
-5.23%
Oct 1968 - Sep 1974
+10.12% +26.79%
Mar 1979 - Feb 1985
4.60%
36 out of 783
-9.90%
Oct 1968 - Sep 1974
+7.37% +22.64%
Nov 1994 - Oct 2000
16.48%
129 out of 783
-5.06%
Mar 2002 - Feb 2009
+10.16% +24.66%
Mar 1978 - Feb 1985
5.06%
39 out of 771
-7.19%
Oct 1967 - Sep 1974
+7.33% +19.66%
Mar 1978 - Feb 1985
14.79%
114 out of 771
-4.43%
Mar 2001 - Feb 2009
+10.09% +22.79%
Sep 1992 - Aug 2000
3.69%
28 out of 759
-6.60%
Nov 2000 - Oct 2008
+7.41% +20.28%
Sep 1992 - Aug 2000
15.42%
117 out of 759
-4.92%
Apr 2000 - Mar 2009
+10.06% +21.33%
Jan 1991 - Dec 1999
3.35%
25 out of 747
-6.91%
Apr 2000 - Mar 2009
+7.52% +18.44%
Jan 1991 - Dec 1999
14.32%
107 out of 747
-1.95%
Sep 2000 - Aug 2010
+10.09% +21.49%
Nov 1990 - Oct 2000
3.13%
23 out of 735
-3.90%
Sep 2000 - Aug 2010
+7.75% +18.65%
Nov 1990 - Oct 2000
13.74%
101 out of 735
-1.28%
Sep 2000 - Aug 2011
+9.98% +18.88%
Jan 1975 - Dec 1985
1.11%
8 out of 723
-3.28%
Sep 2000 - Aug 2011
+7.43% +14.87%
Jan 1989 - Dec 1999
12.17%
88 out of 723
+0.86%
Nov 2000 - Oct 2012
+10.20% +18.53%
Jan 1988 - Dec 1999
0.00%
0 out of 711
-1.28%
Nov 2000 - Oct 2012
+7.69% +15.56%
Jan 1988 - Dec 1999
7.45%
53 out of 711
+1.60%
Sep 2000 - Aug 2013
+10.04% +17.55%
Oct 1974 - Sep 1987
0.00%
0 out of 699
-1.50%
Jan 1962 - Dec 1974
+7.42% +14.58%
Nov 1987 - Oct 2000
3.58%
25 out of 699
+2.71%
Apr 2000 - Mar 2014
+9.92% +15.93%
Nov 1979 - Oct 1993
0.00%
0 out of 687
-0.26%
Jan 1961 - Dec 1974
+7.11% +12.74%
Oct 1986 - Sep 2000
0.87%
6 out of 687
+3.48%
Jan 1960 - Dec 1974
+9.58% +16.37%
Oct 1974 - Sep 1989
0.00%
0 out of 675
-0.04%
Jan 1960 - Dec 1974
+6.88% +13.60%
Aug 1982 - Jul 1997
0.15%
1 out of 675
+3.87%
Jan 1959 - Dec 1974
+9.48% +16.29%
Apr 1982 - Mar 1998
0.00%
0 out of 663
+0.46%
Jan 1959 - Dec 1974
+6.65% +13.56%
Apr 1982 - Mar 1998
0.00%
0 out of 663
+4.22%
Sep 2000 - Aug 2017
+9.36% +16.45%
Jul 1982 - Jun 1999
0.00%
0 out of 651
+0.69%
Dec 1961 - Nov 1978
+6.34% +13.94%
Jul 1982 - Jun 1999
0.00%
0 out of 651
+4.54%
Apr 2000 - Mar 2018
+9.25% +17.22%
Apr 1980 - Mar 1998
0.00%
0 out of 639
+1.31%
Apr 1962 - Mar 1980
+6.17% +14.20%
Apr 1982 - Mar 2000
0.00%
0 out of 639
+4.84%
Jan 2000 - Dec 2018
+9.12% +16.90%
Apr 1980 - Mar 1999
0.00%
0 out of 627
+1.51%
Apr 1961 - Mar 1980
+6.15% +13.90%
Apr 1980 - Mar 1999
0.00%
0 out of 627
+4.80%
Apr 2000 - Mar 2020
+9.18% +17.61%
Apr 1980 - Mar 2000
0.00%
0 out of 615
+2.08%
Jan 1959 - Dec 1978
+6.17% +14.62%
Apr 1980 - Mar 2000
0.00%
0 out of 615
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing