When holding the Total Bond US To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~75 years), the longest duration with a negative return was 142 months (from January 2012 to October 2023).
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.
Total Bond US To EUR 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 0.24%.
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 |
---|---|---|---|
-16.64%
Nov 2021 - Oct 2022 |
+4.52% |
+28.81%
Oct 1981 - Sep 1982 |
19.55%
173 out of 885 |
-24.64%
Nov 2021 - Oct 2022 |
+2.23% |
+25.89%
Apr 1985 - Mar 1986 |
33.56%
297 out of 885 |
-9.41%
Nov 2021 - Oct 2023 |
+4.87% |
+21.58%
Jul 1984 - Jun 1986 |
11.45%
100 out of 873 |
-15.29%
Nov 2020 - Oct 2022 |
+2.67% |
+20.50%
Sep 1984 - Aug 1986 |
26.80%
234 out of 873 |
-6.66%
Nov 2020 - Oct 2023 |
+4.63% |
+17.26%
Oct 1990 - Sep 1993 |
7.43%
64 out of 861 |
-11.78%
Nov 2020 - Oct 2023 |
+2.52% |
+14.23%
Jul 1984 - Jun 1987 |
22.18%
191 out of 861 |
-3.95%
May 2020 - Apr 2024 |
+4.97% |
+15.49%
Jul 1982 - Jun 1986 |
5.54%
47 out of 849 |
-8.14%
May 2020 - Apr 2024 |
+2.11% |
+13.39%
Jul 1982 - Jun 1986 |
18.02%
153 out of 849 |
-1.96%
Nov 2017 - Oct 2022 |
+4.95% |
+16.07%
Sep 1981 - Aug 1986 |
4.78%
40 out of 837 |
-6.04%
Oct 1976 - Sep 1981 |
+2.39% |
+13.42%
Sep 1981 - Aug 1986 |
18.04%
151 out of 837 |
-1.89%
Nov 2017 - Oct 2023 |
+4.82% |
+12.72%
Sep 1981 - Aug 1987 |
3.39%
28 out of 825 |
-5.06%
Nov 2017 - Oct 2023 |
+2.54% |
+10.44%
Sep 1981 - Aug 1987 |
19.64%
162 out of 825 |
-1.69%
Nov 2016 - Oct 2023 |
+4.76% |
+11.82%
Oct 1981 - Sep 1988 |
3.08%
25 out of 813 |
-4.61%
Nov 2016 - Oct 2023 |
+2.55% |
+9.75%
Oct 1981 - Sep 1988 |
18.20%
148 out of 813 |
-1.05%
Nov 2015 - Oct 2023 |
+4.83% |
+11.70%
Jul 1984 - Jun 1992 |
3.00%
24 out of 801 |
-3.70%
May 2016 - Apr 2024 |
+2.61% |
+9.33%
Jul 1984 - Jun 1992 |
16.10%
129 out of 801 |
-0.76%
Nov 2014 - Oct 2023 |
+4.78% |
+12.38%
Jul 1984 - Jun 1993 |
2.03%
16 out of 789 |
-3.47%
Sep 1972 - Aug 1981 |
+2.52% |
+9.85%
Jul 1984 - Jun 1993 |
12.55%
99 out of 789 |
-0.34%
Nov 2012 - Oct 2022 |
+4.79% |
+11.45%
Oct 1981 - Sep 1991 |
1.29%
10 out of 777 |
-3.36%
Oct 1971 - Sep 1981 |
+2.62% |
+8.82%
Jul 1982 - Jun 1992 |
13.26%
103 out of 777 |
-0.45%
Nov 2012 - Oct 2023 |
+4.76% |
+12.02%
Oct 1981 - Sep 1992 |
0.65%
5 out of 765 |
-2.51%
Apr 1971 - Mar 1982 |
+2.60% |
+9.29%
Jul 1982 - Jun 1993 |
15.03%
115 out of 765 |
+0.02%
Nov 2011 - Oct 2023 |
+4.77% |
+12.32%
Oct 1981 - Sep 1993 |
0.00%
0 out of 753 |
-2.07%
Nov 2011 - Oct 2023 |
+2.66% |
+9.48%
Oct 1981 - Sep 1993 |
15.27%
115 out of 753 |
+0.45%
Nov 2010 - Oct 2023 |
+4.82% |
+11.36%
Sep 1981 - Aug 1994 |
0.00%
0 out of 741 |
-2.27%
Sep 1968 - Aug 1981 |
+2.73% |
+8.50%
Sep 1981 - Aug 1994 |
11.61%
86 out of 741 |
+0.99%
Nov 2009 - Oct 2023 |
+5.19% |
+11.40%
Oct 1981 - Sep 1995 |
0.00%
0 out of 729 |
-1.87%
Oct 1967 - Sep 1981 |
+2.64% |
+8.57%
Oct 1981 - Sep 1995 |
9.74%
71 out of 729 |
+1.52%
May 2009 - Apr 2024 |
+5.07% |
+10.90%
Oct 1981 - Sep 1996 |
0.00%
0 out of 717 |
-1.57%
Oct 1966 - Sep 1981 |
+2.48% |
+8.12%
Oct 1981 - Sep 1996 |
8.93%
64 out of 717 |
+1.79%
May 2008 - Apr 2024 |
+5.03% |
+10.75%
Oct 1981 - Sep 1997 |
0.00%
0 out of 705 |
-1.65%
Oct 1965 - Sep 1981 |
+2.41% |
+8.04%
Oct 1981 - Sep 1997 |
8.79%
62 out of 705 |
+1.91%
Nov 2006 - Oct 2023 |
+5.16% |
+10.71%
Oct 1981 - Sep 1998 |
0.00%
0 out of 693 |
-1.60%
Oct 1964 - Sep 1981 |
+2.45% |
+8.09%
Oct 1981 - Sep 1998 |
7.36%
51 out of 693 |
+1.95%
Nov 2005 - Oct 2023 |
+5.23% |
+9.94%
Oct 1981 - Sep 1999 |
0.00%
0 out of 681 |
-1.45%
Sep 1963 - Aug 1981 |
+2.41% |
+7.42%
Oct 1981 - Sep 1999 |
6.90%
47 out of 681 |
+1.84%
Nov 2004 - Oct 2023 |
+5.49% |
+9.64%
Oct 1981 - Sep 2000 |
0.00%
0 out of 669 |
-1.33%
Oct 1962 - Sep 1981 |
+2.52% |
+7.11%
Oct 1981 - Sep 2000 |
8.22%
55 out of 669 |
+2.03%
Nov 2003 - Oct 2023 |
+5.56% |
+9.77%
Oct 1981 - Sep 2001 |
0.00%
0 out of 657 |
-1.12%
Oct 1961 - Sep 1981 |
+2.65% |
+7.25%
Oct 1981 - Sep 2001 |
5.78%
38 out of 657 |
Total Bond US To EUR Hedged Portfolio: ETF allocation and returns