When holding the US Stocks 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 140 months (from July 1997 to February 2009).
This indicates that, within the same timeframe, any rolling period of 141 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.
US Stocks 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 10.41%.
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 |
---|---|---|---|
-42.31%
Mar 2008 - Feb 2009 |
+13.70% |
+61.82%
Jul 1982 - Jun 1983 |
21.92%
194 out of 885 |
-46.00%
Oct 1973 - Sep 1974 |
+11.04% |
+57.68%
Jul 1982 - Jun 1983 |
25.31%
224 out of 885 |
-25.84%
Mar 2007 - Feb 2009 |
+11.41% |
+43.55%
Oct 1953 - Sep 1955 |
13.29%
116 out of 873 |
-29.37%
Oct 1972 - Sep 1974 |
+8.71% |
+41.00%
Oct 1953 - Sep 1955 |
18.90%
165 out of 873 |
-16.19%
Apr 2000 - Mar 2003 |
+11.31% |
+33.89%
Sep 1953 - Aug 1956 |
10.69%
92 out of 861 |
-18.42%
Oct 1971 - Sep 1974 |
+8.82% |
+31.44%
Sep 1953 - Aug 1956 |
15.45%
133 out of 861 |
-10.08%
Mar 2005 - Feb 2009 |
+11.25% |
+27.35%
May 1952 - Apr 1956 |
9.89%
84 out of 849 |
-11.98%
Mar 2005 - Feb 2009 |
+8.65% |
+26.07%
May 1952 - Apr 1956 |
16.61%
141 out of 849 |
-6.72%
Mar 2004 - Feb 2009 |
+11.03% |
+28.30%
Aug 1950 - Jul 1955 |
7.29%
61 out of 837 |
-10.06%
Oct 1969 - Sep 1974 |
+8.29% |
+26.60%
Aug 1950 - Jul 1955 |
17.80%
149 out of 837 |
-5.71%
Oct 1968 - Sep 1974 |
+10.83% |
+27.18%
Apr 1950 - Mar 1956 |
2.42%
20 out of 825 |
-10.35%
Oct 1968 - Sep 1974 |
+7.88% |
+24.95%
Aug 1950 - Jul 1956 |
13.58%
112 out of 825 |
-3.62%
Oct 1967 - Sep 1974 |
+10.48% |
+24.31%
Jan 1950 - Dec 1956 |
1.72%
14 out of 813 |
-7.89%
Oct 1967 - Sep 1974 |
+7.72% |
+21.85%
Jan 1950 - Dec 1956 |
10.33%
84 out of 813 |
-3.65%
Mar 2001 - Feb 2009 |
+10.54% |
+21.42%
Jan 1991 - Dec 1998 |
1.25%
10 out of 801 |
-5.68%
Mar 2001 - Feb 2009 |
+7.50% |
+19.86%
Jul 1951 - Jun 1959 |
12.36%
99 out of 801 |
-5.13%
Mar 2000 - Feb 2009 |
+10.32% |
+22.55%
Jan 1950 - Dec 1958 |
1.90%
15 out of 789 |
-7.10%
Mar 2000 - Feb 2009 |
+7.71% |
+20.70%
Aug 1950 - Jul 1959 |
12.55%
99 out of 789 |
-2.98%
Mar 1999 - Feb 2009 |
+10.27% |
+21.60%
Jan 1950 - Dec 1959 |
2.19%
17 out of 777 |
-4.98%
Mar 1999 - Feb 2009 |
+7.50% |
+19.37%
Jan 1950 - Dec 1959 |
11.84%
92 out of 777 |
-1.64%
Mar 1998 - Feb 2009 |
+10.30% |
+20.53%
Apr 1950 - Mar 1961 |
0.78%
6 out of 765 |
-3.55%
Mar 1998 - Feb 2009 |
+7.72% |
+18.57%
Apr 1950 - Mar 1961 |
10.98%
84 out of 765 |
+0.83%
Mar 1997 - Feb 2009 |
+10.22% |
+20.53%
Jan 1950 - Dec 1961 |
0.00%
0 out of 753 |
-1.06%
Mar 1997 - Feb 2009 |
+7.72% |
+18.35%
Jan 1950 - Dec 1961 |
4.65%
35 out of 753 |
+2.26%
Mar 1996 - Feb 2009 |
+10.06% |
+18.20%
Feb 1950 - Jan 1963 |
0.00%
0 out of 741 |
-1.41%
Jun 1969 - May 1982 |
+7.41% |
+16.06%
Sep 1950 - Aug 1963 |
3.64%
27 out of 741 |
+3.08%
Oct 1997 - Sep 2011 |
+9.85% |
+18.29%
Apr 1950 - Mar 1964 |
0.00%
0 out of 729 |
-1.49%
Aug 1968 - Jul 1982 |
+7.44% |
+16.23%
Aug 1950 - Jul 1964 |
1.65%
12 out of 729 |
+3.58%
Aug 1967 - Jul 1982 |
+9.50% |
+18.23%
Feb 1950 - Jan 1965 |
0.00%
0 out of 717 |
-1.00%
Aug 1967 - Jul 1982 |
+7.13% |
+15.90%
Feb 1950 - Jan 1965 |
0.98%
7 out of 717 |
+4.22%
Mar 2000 - Feb 2016 |
+9.38% |
+17.91%
Jan 1950 - Dec 1965 |
0.00%
0 out of 705 |
+0.09%
Aug 1966 - Jul 1982 |
+6.98% |
+15.44%
Jan 1950 - Dec 1965 |
0.00%
0 out of 705 |
+4.46%
Aug 1965 - Jul 1982 |
+8.93% |
+17.47%
Jul 1982 - Jun 1999 |
0.00%
0 out of 693 |
+0.08%
Aug 1965 - Jul 1982 |
+6.28% |
+14.93%
Jul 1982 - Jun 1999 |
0.00%
0 out of 693 |
+4.60%
Aug 1964 - Jul 1982 |
+8.69% |
+17.04%
Apr 1982 - Mar 2000 |
0.00%
0 out of 681 |
+0.23%
Aug 1964 - Jul 1982 |
+6.12% |
+14.42%
Apr 1982 - Mar 2000 |
0.00%
0 out of 681 |
+4.93%
Jan 2000 - Dec 2018 |
+8.80% |
+16.43%
Jan 1950 - Dec 1968 |
0.00%
0 out of 669 |
+1.21%
Aug 1963 - Jul 1982 |
+6.35% |
+14.03%
Jan 1950 - Dec 1968 |
0.00%
0 out of 669 |
+4.69%
Apr 2000 - Mar 2020 |
+8.78% |
+15.84%
Apr 1980 - Mar 2000 |
0.00%
0 out of 657 |
+1.54%
Apr 1962 - Mar 1982 |
+6.32% |
+12.90%
Apr 1980 - Mar 2000 |
0.00%
0 out of 657 |
US Stocks To EUR Hedged Portfolio: ETF allocation and returns