When holding the Total Bond US 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 121 months (from April 2001 to April 2011).
This indicates that, within the same timeframe, any rolling period of 122 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 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 3.15%.
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 |
---|---|---|---|
-17.74%
Aug 1972 - Jul 1973 |
+4.06% |
+56.91%
Nov 1981 - Oct 1982 |
32.42%
273 out of 842 |
-23.35%
Aug 1972 - Jul 1973 |
+1.30% |
+49.68%
Nov 1981 - Oct 1982 |
45.49%
383 out of 842 |
-11.89%
Feb 2002 - Jan 2004 |
+4.09% |
+46.01%
Nov 1980 - Oct 1982 |
24.46%
203 out of 830 |
-13.97%
Aug 1971 - Jul 1973 |
+1.51% |
+37.57%
Nov 1980 - Oct 1982 |
38.80%
322 out of 830 |
-8.81%
Mar 2002 - Feb 2005 |
+4.35% |
+35.86%
Mar 1980 - Feb 1983 |
16.14%
132 out of 818 |
-10.61%
Mar 2002 - Feb 2005 |
+2.12% |
+30.94%
Feb 1982 - Jan 1985 |
33.13%
271 out of 818 |
-4.54%
Apr 2001 - Mar 2005 |
+4.54% |
+34.29%
Dec 1980 - Nov 1984 |
10.55%
85 out of 806 |
-8.00%
Apr 1971 - Mar 1975 |
+1.94% |
+28.96%
Dec 1980 - Nov 1984 |
27.54%
222 out of 806 |
-3.92%
Feb 2002 - Jan 2007 |
+4.56% |
+33.31%
Mar 1980 - Feb 1985 |
6.80%
54 out of 794 |
-6.48%
Aug 1968 - Jul 1973 |
+2.08% |
+28.05%
Mar 1980 - Feb 1985 |
24.69%
196 out of 794 |
-4.62%
Apr 2002 - Mar 2008 |
+4.55% |
+24.61%
Mar 1979 - Feb 1985 |
4.22%
33 out of 782 |
-6.79%
Apr 2002 - Mar 2008 |
+2.25% |
+20.26%
Apr 1980 - Mar 1986 |
23.27%
182 out of 782 |
-3.91%
Jul 2001 - Jun 2008 |
+4.63% |
+21.53%
Oct 1978 - Sep 1985 |
3.77%
29 out of 770 |
-6.13%
Jul 2001 - Jun 2008 |
+2.48% |
+16.74%
Oct 1978 - Sep 1985 |
21.82%
168 out of 770 |
-1.43%
Nov 2001 - Oct 2009 |
+4.70% |
+18.04%
Oct 1978 - Sep 1986 |
2.64%
20 out of 758 |
-3.54%
Mar 1972 - Feb 1980 |
+2.60% |
+14.00%
Oct 1978 - Sep 1986 |
22.30%
169 out of 758 |
-0.48%
May 2002 - Apr 2011 |
+4.56% |
+16.32%
Sep 1980 - Aug 1989 |
0.80%
6 out of 746 |
-4.12%
Mar 1971 - Feb 1980 |
+2.22% |
+13.44%
Sep 1980 - Aug 1989 |
20.38%
152 out of 746 |
-0.14%
Jul 2001 - Jun 2011 |
+4.89% |
+16.87%
Jun 1975 - May 1985 |
0.27%
2 out of 734 |
-3.16%
Mar 1970 - Feb 1980 |
+2.59% |
+12.39%
Jun 1975 - May 1985 |
15.26%
112 out of 734 |
+0.86%
Feb 2002 - Jan 2013 |
+5.09% |
+15.65%
Jun 1974 - May 1985 |
0.00%
0 out of 722 |
-2.60%
Mar 1969 - Feb 1980 |
+2.98% |
+11.02%
Jun 1974 - May 1985 |
16.20%
117 out of 722 |
+0.68%
Mar 2002 - Feb 2014 |
+5.13% |
+14.95%
Jul 1973 - Jun 1985 |
0.00%
0 out of 710 |
-2.61%
Mar 1968 - Feb 1980 |
+3.02% |
+10.88%
Mar 1980 - Feb 1992 |
14.79%
105 out of 710 |
+1.11%
Jul 2001 - Jun 2014 |
+5.12% |
+14.48%
Mar 1980 - Feb 1993 |
0.00%
0 out of 698 |
-2.10%
Mar 1967 - Feb 1980 |
+3.07% |
+11.18%
Mar 1980 - Feb 1993 |
14.33%
100 out of 698 |
+1.95%
Aug 1959 - Jul 1973 |
+5.26% |
+14.11%
Mar 1980 - Feb 1994 |
0.00%
0 out of 686 |
-1.61%
Mar 1966 - Feb 1980 |
+3.22% |
+10.81%
Mar 1980 - Feb 1994 |
11.52%
79 out of 686 |
+1.73%
Aug 1958 - Jul 1973 |
+5.30% |
+12.97%
Oct 1978 - Sep 1993 |
0.00%
0 out of 674 |
-1.87%
Mar 1965 - Feb 1980 |
+3.18% |
+9.45%
Oct 1978 - Sep 1993 |
12.17%
82 out of 674 |
+1.67%
Feb 2002 - Jan 2018 |
+5.64% |
+12.46%
Mar 1980 - Feb 1996 |
0.00%
0 out of 662 |
-1.61%
Mar 1964 - Feb 1980 |
+3.33% |
+9.27%
Mar 1980 - Feb 1996 |
10.57%
70 out of 662 |
+2.09%
Apr 2001 - Mar 2018 |
+5.96% |
+12.61%
Mar 1980 - Feb 1997 |
0.00%
0 out of 650 |
-1.52%
Mar 1963 - Feb 1980 |
+3.44% |
+9.49%
Mar 1980 - Feb 1997 |
9.38%
61 out of 650 |
+2.26%
Aug 1955 - Jul 1973 |
+6.00% |
+12.81%
Mar 1980 - Feb 1998 |
0.00%
0 out of 638 |
-1.39%
Mar 1962 - Feb 1980 |
+3.58% |
+9.79%
Mar 1980 - Feb 1998 |
8.46%
54 out of 638 |
+2.00%
Aug 1954 - Jul 1973 |
+6.03% |
+12.38%
Mar 1980 - Feb 1999 |
0.00%
0 out of 626 |
-1.49%
Mar 1961 - Feb 1980 |
+3.58% |
+9.48%
Mar 1980 - Feb 1999 |
8.79%
55 out of 626 |
+2.30%
Jun 2001 - May 2021 |
+6.16% |
+12.87%
Nov 1980 - Oct 2000 |
0.00%
0 out of 614 |
-0.98%
Mar 1960 - Feb 1980 |
+3.68% |
+10.03%
Nov 1980 - Oct 2000 |
9.12%
56 out of 614 |
Total Bond US To EUR Portfolio: ETF allocation and returns