Rebalancing: at every Jan 1st
Currency: EUR
When holding the Stocks/Bonds 80/20 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 142 months (from January 2000 to October 2011).
This indicates that, within the same timeframe, any rolling period of 143 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 80/20 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 12.21%.
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 |
---|---|---|---|
-34.22%
Apr 2002 - Mar 2003 |
+11.12% |
+74.70%
Aug 1982 - Jul 1983 |
24.35%
205 out of 842 |
-35.74%
Apr 2002 - Mar 2003 |
+8.46% |
+69.84%
Aug 1982 - Jul 1983 |
29.69%
250 out of 842 |
-23.28%
Jan 1973 - Dec 1974 |
+10.28% |
+41.28%
Feb 1982 - Jan 1984 |
15.30%
127 out of 830 |
-28.18%
Jan 1973 - Dec 1974 |
+7.90% |
+37.81%
Sep 1998 - Aug 2000 |
21.57%
179 out of 830 |
-15.09%
Apr 2000 - Mar 2003 |
+10.13% |
+39.75%
Mar 1982 - Feb 1985 |
13.45%
110 out of 818 |
-18.28%
Jan 1972 - Dec 1974 |
+7.21% |
+35.58%
Mar 1982 - Feb 1985 |
19.19%
157 out of 818 |
-10.30%
Nov 2000 - Oct 2004 |
+10.03% |
+33.61%
Nov 1979 - Oct 1983 |
11.91%
96 out of 806 |
-13.51%
Jan 1971 - Dec 1974 |
+7.19% |
+29.95%
Sep 1996 - Aug 2000 |
19.35%
156 out of 806 |
-6.49%
May 2000 - Apr 2005 |
+10.43% |
+33.96%
Mar 1980 - Feb 1985 |
9.57%
76 out of 794 |
-11.06%
Oct 1969 - Sep 1974 |
+7.60% |
+28.67%
Mar 1980 - Feb 1985 |
20.28%
161 out of 794 |
-5.73%
Oct 1968 - Sep 1974 |
+10.04% |
+30.70%
Mar 1979 - Feb 1985 |
7.80%
61 out of 782 |
-10.38%
Jan 1969 - Dec 1974 |
+7.28% |
+25.18%
Mar 1979 - Feb 1985 |
18.67%
146 out of 782 |
-6.17%
Apr 2002 - Mar 2009 |
+10.05% |
+28.08%
Mar 1978 - Feb 1985 |
6.75%
52 out of 770 |
-8.08%
Apr 2002 - Mar 2009 |
+7.24% |
+22.95%
Mar 1978 - Feb 1985 |
15.97%
123 out of 770 |
-5.51%
Jun 2001 - May 2009 |
+9.83% |
+24.08%
Sep 1992 - Aug 2000 |
4.22%
32 out of 758 |
-7.51%
Nov 2000 - Oct 2008 |
+7.32% |
+21.54%
Sep 1992 - Aug 2000 |
16.75%
127 out of 758 |
-5.59%
Apr 2000 - Mar 2009 |
+10.02% |
+22.37%
Jan 1975 - Dec 1983 |
4.83%
36 out of 746 |
-7.57%
Apr 2000 - Mar 2009 |
+7.49% |
+18.84%
Jan 1991 - Dec 1999 |
16.35%
122 out of 746 |
-2.65%
Sep 2000 - Aug 2010 |
+9.86% |
+22.35%
Nov 1990 - Oct 2000 |
4.09%
30 out of 734 |
-4.58%
Sep 2000 - Aug 2010 |
+7.68% |
+19.49%
Nov 1990 - Oct 2000 |
14.85%
109 out of 734 |
-2.18%
Sep 2000 - Aug 2011 |
+9.84% |
+20.40%
Jan 1975 - Dec 1985 |
2.22%
16 out of 722 |
-4.17%
Sep 2000 - Aug 2011 |
+7.44% |
+15.84%
Jan 1975 - Dec 1985 |
13.85%
100 out of 722 |
+0.10%
Nov 2000 - Oct 2012 |
+10.00% |
+18.78%
Jan 1988 - Dec 1999 |
0.00%
0 out of 710 |
-2.02%
Nov 2000 - Oct 2012 |
+7.56% |
+15.80%
Jan 1988 - Dec 1999 |
10.70%
76 out of 710 |
+0.95%
Sep 2000 - Aug 2013 |
+9.91% |
+18.28%
Oct 1974 - Sep 1987 |
0.00%
0 out of 698 |
-1.84%
Jan 1962 - Dec 1974 |
+7.50% |
+15.01%
Dec 1987 - Nov 2000 |
5.01%
35 out of 698 |
+2.11%
May 2000 - Apr 2014 |
+9.71% |
+16.43%
Nov 1979 - Oct 1993 |
0.00%
0 out of 686 |
-0.62%
Jan 1961 - Dec 1974 |
+7.36% |
+12.95%
Nov 1979 - Oct 1993 |
2.04%
14 out of 686 |
+3.10%
Jan 1960 - Dec 1974 |
+9.77% |
+17.04%
Oct 1974 - Sep 1989 |
0.00%
0 out of 674 |
-0.40%
Jan 1960 - Dec 1974 |
+7.07% |
+13.35%
Oct 1974 - Sep 1989 |
0.30%
2 out of 674 |
+3.50%
Jan 1959 - Dec 1974 |
+9.56% |
+16.13%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
+0.11%
Jan 1959 - Dec 1974 |
+6.75% |
+13.41%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
+3.85%
Sep 2000 - Aug 2017 |
+9.50% |
+16.80%
Aug 1980 - Jul 1997 |
0.00%
0 out of 650 |
+0.39%
Dec 1961 - Nov 1978 |
+6.47% |
+13.78%
Jul 1982 - Jun 1999 |
0.00%
0 out of 650 |
+4.25%
Apr 2000 - Mar 2018 |
+9.20% |
+17.58%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
+1.13%
Nov 1961 - Oct 1979 |
+6.17% |
+14.45%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
+4.73%
Jan 2000 - Dec 2018 |
+9.07% |
+17.26%
Apr 1980 - Mar 1999 |
0.00%
0 out of 626 |
+1.37%
Apr 1961 - Mar 1980 |
+6.14% |
+14.27%
Jul 1980 - Jun 1999 |
0.00%
0 out of 626 |
+4.71%
Apr 2000 - Mar 2020 |
+9.16% |
+18.08%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
+1.79%
Jan 1959 - Dec 1978 |
+6.16% |
+15.08%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
Stocks/Bonds 80/20 To EUR Portfolio: ETF allocation and returns