Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 20/80 To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~50 years), the longest duration with a negative return was 63 months (from August 2018 to October 2023).
This indicates that, within the same timeframe, any rolling period of 64 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.
Developed World 20/80 To EUR Bond 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 2.24%.
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 |
---|---|---|---|
-14.80%
Jan 2022 - Dec 2022 |
+6.38% |
+32.20%
Nov 1981 - Oct 1982 |
15.59%
92 out of 590 |
-21.98%
Jan 2022 - Dec 2022 |
+4.50% |
+26.10%
Nov 1981 - Oct 1982 |
25.08%
148 out of 590 |
-7.29%
Nov 2021 - Oct 2023 |
+5.75% |
+22.33%
Oct 1981 - Sep 1983 |
9.52%
55 out of 578 |
-13.10%
Nov 2021 - Oct 2023 |
+3.62% |
+17.73%
Nov 1981 - Oct 1983 |
22.84%
132 out of 578 |
-3.33%
Nov 2020 - Oct 2023 |
+5.83% |
+20.47%
Apr 1980 - Mar 1983 |
8.13%
46 out of 566 |
-8.64%
Nov 2020 - Oct 2023 |
+3.40% |
+14.89%
Oct 1974 - Sep 1977 |
16.08%
91 out of 566 |
-1.89%
Nov 2019 - Oct 2023 |
+5.91% |
+18.17%
Apr 1980 - Mar 1984 |
4.69%
26 out of 554 |
-5.89%
Nov 2019 - Oct 2023 |
+3.88% |
+13.50%
Apr 1982 - Mar 1986 |
14.98%
83 out of 554 |
+0.07%
Jan 2018 - Dec 2022 |
+5.96% |
+16.38%
Apr 1980 - Mar 1985 |
0.00%
0 out of 542 |
-3.24%
Nov 2018 - Oct 2023 |
+4.09% |
+12.40%
Apr 1981 - Mar 1986 |
13.84%
75 out of 542 |
+0.04%
Nov 2017 - Oct 2023 |
+5.90% |
+16.74%
Apr 1980 - Mar 1986 |
0.00%
0 out of 530 |
-3.19%
Nov 2017 - Oct 2023 |
+4.08% |
+12.88%
Apr 1980 - Mar 1986 |
11.51%
61 out of 530 |
+0.26%
Nov 2016 - Oct 2023 |
+6.12% |
+14.50%
Apr 1980 - Mar 1987 |
0.00%
0 out of 518 |
-2.72%
Oct 2016 - Sep 2023 |
+3.93% |
+11.28%
Apr 1980 - Mar 1987 |
8.88%
46 out of 518 |
+0.63%
Nov 2015 - Oct 2023 |
+6.54% |
+14.26%
Jan 1975 - Dec 1982 |
0.00%
0 out of 506 |
-2.05%
Nov 2015 - Oct 2023 |
+4.06% |
+10.62%
Oct 1981 - Sep 1989 |
8.89%
45 out of 506 |
+1.18%
Nov 2014 - Oct 2023 |
+6.51% |
+14.57%
Oct 1974 - Sep 1983 |
0.00%
0 out of 494 |
-1.29%
May 2015 - Apr 2024 |
+4.12% |
+10.77%
Apr 1980 - Mar 1989 |
7.49%
37 out of 494 |
+1.80%
Nov 2013 - Oct 2023 |
+6.65% |
+13.85%
Oct 1974 - Sep 1984 |
0.00%
0 out of 482 |
-0.42%
Nov 2013 - Oct 2023 |
+4.26% |
+9.33%
Nov 1979 - Oct 1989 |
2.90%
14 out of 482 |
+2.05%
Nov 2012 - Oct 2023 |
+6.81% |
+13.67%
Oct 1974 - Sep 1985 |
0.00%
0 out of 470 |
-0.04%
Nov 2012 - Oct 2023 |
+4.67% |
+9.26%
Apr 1975 - Mar 1986 |
0.21%
1 out of 470 |
+2.46%
Nov 2011 - Oct 2023 |
+6.69% |
+13.50%
Sep 1974 - Aug 1986 |
0.00%
0 out of 458 |
+0.33%
Nov 2011 - Oct 2023 |
+4.47% |
+9.46%
Sep 1974 - Aug 1986 |
0.00%
0 out of 458 |
+2.50%
Nov 2010 - Oct 2023 |
+6.48% |
+12.94%
Aug 1974 - Jul 1987 |
0.00%
0 out of 446 |
+0.29%
Nov 2010 - Oct 2023 |
+4.19% |
+9.18%
Oct 1974 - Sep 1987 |
0.00%
0 out of 446 |
+2.85%
Nov 2009 - Oct 2023 |
+6.47% |
+12.86%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+0.66%
Nov 2009 - Oct 2023 |
+3.95% |
+9.27%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
+2.44%
Jan 2008 - Dec 2022 |
+6.32% |
+12.79%
Sep 1974 - Aug 1989 |
0.00%
0 out of 422 |
+0.40%
Nov 2007 - Oct 2022 |
+3.96% |
+9.23%
Sep 1974 - Aug 1989 |
0.00%
0 out of 422 |
+2.18%
Nov 2007 - Oct 2023 |
+6.21% |
+11.54%
Aug 1974 - Jul 1990 |
0.00%
0 out of 410 |
+0.08%
Nov 2007 - Oct 2023 |
+3.80% |
+8.02%
Aug 1974 - Jul 1990 |
0.00%
0 out of 410 |
+2.16%
Nov 2006 - Oct 2023 |
+5.94% |
+11.58%
Sep 1974 - Aug 1991 |
0.00%
0 out of 398 |
+0.04%
Nov 2006 - Oct 2023 |
+3.49% |
+7.95%
Sep 1974 - Aug 1991 |
0.00%
0 out of 398 |
+2.24%
Oct 2005 - Sep 2023 |
+5.84% |
+11.07%
Jan 1975 - Dec 1992 |
0.00%
0 out of 386 |
+0.13%
Oct 2005 - Sep 2023 |
+3.46% |
+8.02%
Apr 1980 - Mar 1998 |
0.00%
0 out of 386 |
+2.49%
Nov 2004 - Oct 2023 |
+5.51% |
+11.54%
Jan 1975 - Dec 1993 |
0.00%
0 out of 374 |
+0.37%
Nov 2004 - Oct 2023 |
+3.40% |
+7.96%
Jan 1975 - Dec 1993 |
0.00%
0 out of 374 |
+2.54%
Nov 2003 - Oct 2023 |
+5.66% |
+10.81%
Aug 1974 - Jul 1994 |
0.00%
0 out of 362 |
+0.41%
Nov 2003 - Oct 2023 |
+3.48% |
+7.80%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
Developed World 20/80 To EUR Bond Hedged Portfolio: ETF allocation and returns