Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 20/80 To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~46 years), the longest duration with a negative return was 91 months (from April 2016 to October 2023).
This indicates that, within the same timeframe, any rolling period of 92 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 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 1.64%.
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 |
---|---|---|---|
-15.85%
Jan 2022 - Dec 2022 |
+5.60% |
+29.62%
Nov 1981 - Oct 1982 |
13.41%
72 out of 537 |
-23.05%
Nov 2021 - Oct 2022 |
+3.54% |
+24.14%
Jul 1982 - Jun 1983 |
25.33%
136 out of 537 |
-8.23%
Nov 2021 - Oct 2023 |
+5.42% |
+20.53%
Oct 1981 - Sep 1983 |
8.95%
47 out of 525 |
-13.98%
Nov 2021 - Oct 2023 |
+3.55% |
+16.69%
Aug 1984 - Jul 1986 |
19.05%
100 out of 525 |
-4.16%
Nov 2020 - Oct 2023 |
+5.49% |
+18.58%
Apr 1980 - Mar 1983 |
8.77%
45 out of 513 |
-9.42%
Nov 2020 - Oct 2023 |
+3.36% |
+14.90%
Aug 1984 - Jul 1987 |
15.01%
77 out of 513 |
-2.47%
Nov 2019 - Oct 2023 |
+5.55% |
+16.12%
Apr 1980 - Mar 1984 |
5.79%
29 out of 501 |
-6.45%
Nov 2019 - Oct 2023 |
+3.57% |
+13.74%
Jul 1982 - Jun 1986 |
14.57%
73 out of 501 |
-0.76%
Jan 2018 - Dec 2022 |
+5.38% |
+15.02%
Oct 1981 - Sep 1986 |
2.04%
10 out of 489 |
-3.95%
Oct 2018 - Sep 2023 |
+3.56% |
+13.21%
Jul 1982 - Jun 1987 |
13.29%
65 out of 489 |
-0.64%
Nov 2017 - Oct 2023 |
+5.04% |
+15.70%
Apr 1980 - Mar 1986 |
1.47%
7 out of 477 |
-3.85%
Nov 2017 - Oct 2023 |
+3.39% |
+12.39%
Jul 1982 - Jun 1988 |
8.60%
41 out of 477 |
-0.23%
Oct 2016 - Sep 2023 |
+5.22% |
+14.76%
Apr 1980 - Mar 1987 |
0.43%
2 out of 465 |
-3.22%
Oct 2016 - Sep 2023 |
+3.35% |
+12.03%
Nov 1981 - Oct 1988 |
7.10%
33 out of 465 |
+0.18%
Nov 2015 - Oct 2023 |
+5.26% |
+14.07%
Apr 1980 - Mar 1988 |
0.00%
0 out of 453 |
-2.49%
Nov 2015 - Oct 2023 |
+3.67% |
+11.22%
Oct 1981 - Sep 1989 |
7.06%
32 out of 453 |
+0.55%
Nov 2014 - Oct 2023 |
+5.41% |
+13.92%
Apr 1980 - Mar 1989 |
0.00%
0 out of 441 |
-1.85%
Nov 2014 - Oct 2023 |
+3.62% |
+10.99%
Apr 1980 - Mar 1989 |
5.90%
26 out of 441 |
+1.12%
Nov 2013 - Oct 2023 |
+5.70% |
+12.39%
Nov 1979 - Oct 1989 |
0.00%
0 out of 429 |
-1.09%
Nov 2013 - Oct 2023 |
+3.72% |
+9.32%
Nov 1979 - Oct 1989 |
6.53%
28 out of 429 |
+1.54%
Nov 2012 - Oct 2023 |
+5.87% |
+11.91%
Apr 1980 - Mar 1991 |
0.00%
0 out of 417 |
-0.55%
Nov 2012 - Oct 2023 |
+3.85% |
+8.90%
Jul 1982 - Jun 1993 |
3.12%
13 out of 417 |
+1.89%
Nov 2011 - Oct 2023 |
+5.95% |
+11.75%
Nov 1981 - Oct 1993 |
0.00%
0 out of 405 |
-0.24%
Nov 2011 - Oct 2023 |
+3.82% |
+8.95%
Feb 1982 - Jan 1994 |
0.49%
2 out of 405 |
+1.97%
Nov 2010 - Oct 2023 |
+5.72% |
+11.71%
Apr 1980 - Mar 1993 |
0.00%
0 out of 393 |
-0.22%
Nov 2010 - Oct 2023 |
+3.59% |
+8.49%
Apr 1980 - Mar 1993 |
0.51%
2 out of 393 |
+2.31%
Nov 2009 - Oct 2023 |
+5.23% |
+11.60%
Feb 1980 - Jan 1994 |
0.00%
0 out of 381 |
+0.13%
Nov 2009 - Oct 2023 |
+3.18% |
+8.35%
Apr 1980 - Mar 1994 |
0.00%
0 out of 381 |
+1.91%
Nov 2007 - Oct 2022 |
+5.18% |
+10.80%
Feb 1979 - Jan 1994 |
0.00%
0 out of 369 |
-0.13%
Nov 2007 - Oct 2022 |
+3.16% |
+8.14%
Aug 1982 - Jul 1997 |
0.54%
2 out of 369 |
+1.73%
Nov 2007 - Oct 2023 |
+5.22% |
+10.92%
Oct 1981 - Sep 1997 |
0.00%
0 out of 357 |
-0.36%
Nov 2007 - Oct 2023 |
+3.10% |
+8.21%
Jul 1982 - Jun 1998 |
1.96%
7 out of 357 |
+1.85%
Nov 2006 - Oct 2023 |
+5.30% |
+10.96%
Apr 1980 - Mar 1997 |
0.00%
0 out of 345 |
-0.26%
Nov 2006 - Oct 2023 |
+3.17% |
+8.23%
Feb 1982 - Jan 1999 |
1.45%
5 out of 345 |
+1.97%
Nov 2005 - Oct 2023 |
+5.43% |
+11.21%
Apr 1980 - Mar 1998 |
0.00%
0 out of 333 |
-0.12%
Oct 2005 - Sep 2023 |
+3.28% |
+8.25%
Apr 1980 - Mar 1998 |
0.60%
2 out of 333 |
+2.18%
Nov 2004 - Oct 2023 |
+5.52% |
+11.00%
Apr 1980 - Mar 1999 |
0.00%
0 out of 321 |
+0.06%
Nov 2004 - Oct 2023 |
+3.31% |
+8.14%
Apr 1980 - Mar 1999 |
0.00%
0 out of 321 |
+2.37%
Nov 2003 - Oct 2023 |
+5.52% |
+10.61%
Apr 1980 - Mar 2000 |
0.00%
0 out of 309 |
+0.24%
Nov 2003 - Oct 2023 |
+3.31% |
+7.80%
Apr 1980 - Mar 2000 |
0.00%
0 out of 309 |
Developed World 20/80 To EUR Hedged Portfolio: ETF allocation and returns