Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 20/80 To EUR Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~53 years), the longest duration with a negative return was 103 months (from September 2000 to March 2009).
This indicates that, within the same timeframe, any rolling period of 104 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 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 3.19%.
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 |
---|---|---|---|
-15.59%
Feb 1994 - Jan 1995 |
+5.39% |
+31.95%
Aug 1996 - Jul 1997 |
24.64%
153 out of 621 |
-20.78%
Jan 2022 - Dec 2022 |
+2.62% |
+30.02%
Aug 1996 - Jul 1997 |
35.10%
218 out of 621 |
-6.52%
Nov 2021 - Oct 2023 |
+6.14% |
+21.94%
Aug 1995 - Jul 1997 |
16.09%
98 out of 609 |
-12.38%
Nov 2021 - Oct 2023 |
+3.25% |
+19.70%
Aug 1995 - Jul 1997 |
27.26%
166 out of 609 |
-2.80%
Nov 2020 - Oct 2023 |
+5.79% |
+18.84%
Apr 1995 - Mar 1998 |
11.22%
67 out of 597 |
-8.15%
Jan 1972 - Dec 1974 |
+3.34% |
+16.84%
Apr 1995 - Mar 1998 |
20.44%
122 out of 597 |
-1.76%
Nov 2019 - Oct 2023 |
+6.00% |
+16.58%
Feb 1980 - Jan 1984 |
4.79%
28 out of 585 |
-5.76%
Nov 2019 - Oct 2023 |
+3.23% |
+13.63%
Jul 1982 - Jun 1986 |
19.66%
115 out of 585 |
-0.02%
May 2000 - Apr 2005 |
+6.08% |
+15.92%
Jun 1980 - May 1985 |
0.17%
1 out of 573 |
-3.43%
Sep 2019 - Aug 2024 |
+3.33% |
+13.26%
Apr 1995 - Mar 2000 |
17.80%
102 out of 573 |
-0.21%
Apr 2002 - Mar 2008 |
+6.15% |
+15.67%
May 1980 - Apr 1986 |
0.18%
1 out of 561 |
-2.48%
Apr 2002 - Mar 2008 |
+3.66% |
+11.94%
May 1980 - Apr 1986 |
15.15%
85 out of 561 |
-0.74%
Jul 2001 - Jun 2008 |
+6.01% |
+13.51%
May 1980 - Apr 1987 |
0.55%
3 out of 549 |
-3.03%
Jul 2001 - Jun 2008 |
+3.99% |
+10.37%
May 1980 - Apr 1987 |
14.21%
78 out of 549 |
-0.12%
Aug 2000 - Jul 2008 |
+6.49% |
+12.03%
Oct 1979 - Sep 1987 |
0.74%
4 out of 537 |
-2.45%
Aug 2000 - Jul 2008 |
+4.30% |
+8.93%
Aug 1980 - Jul 1988 |
11.36%
61 out of 537 |
+0.41%
Apr 2000 - Mar 2009 |
+6.31% |
+11.86%
Jun 1980 - May 1989 |
0.00%
0 out of 525 |
-1.69%
Apr 2000 - Mar 2009 |
+4.46% |
+9.03%
Jun 1980 - May 1989 |
7.62%
40 out of 525 |
+1.75%
Apr 1999 - Mar 2009 |
+6.31% |
+11.08%
Sep 1979 - Aug 1989 |
0.00%
0 out of 513 |
-0.45%
Jul 1998 - Jun 2008 |
+4.39% |
+8.06%
Oct 1979 - Sep 1989 |
2.92%
15 out of 513 |
+1.91%
Sep 2000 - Aug 2011 |
+6.54% |
+10.92%
Apr 1975 - Mar 1986 |
0.00%
0 out of 501 |
-0.21%
May 2000 - Apr 2011 |
+4.16% |
+7.65%
May 1980 - Apr 1991 |
0.60%
3 out of 501 |
+2.77%
May 2000 - Apr 2012 |
+6.47% |
+10.61%
Jun 1974 - May 1986 |
0.00%
0 out of 489 |
+0.55%
May 2000 - Apr 2012 |
+4.22% |
+7.48%
Feb 1982 - Jan 1994 |
0.00%
0 out of 489 |
+2.59%
Sep 2000 - Aug 2013 |
+6.48% |
+10.31%
Jan 1981 - Dec 1993 |
0.00%
0 out of 477 |
+0.52%
Sep 2000 - Aug 2013 |
+4.21% |
+7.26%
Jan 1981 - Dec 1993 |
0.00%
0 out of 477 |
+2.76%
May 2000 - Apr 2014 |
+6.26% |
+10.68%
Feb 1980 - Jan 1994 |
0.00%
0 out of 465 |
+0.71%
May 2000 - Apr 2014 |
+3.87% |
+7.42%
Feb 1980 - Jan 1994 |
0.00%
0 out of 465 |
+3.42%
May 1999 - Apr 2014 |
+6.18% |
+10.00%
Feb 1979 - Jan 1994 |
0.00%
0 out of 453 |
+1.39%
May 1999 - Apr 2014 |
+3.73% |
+7.06%
Aug 1982 - Jul 1997 |
0.00%
0 out of 453 |
+3.60%
Feb 2002 - Jan 2018 |
+6.08% |
+9.58%
Feb 1978 - Jan 1994 |
0.00%
0 out of 441 |
+1.67%
Apr 1998 - Mar 2014 |
+3.63% |
+6.97%
Jul 1982 - Jun 1998 |
0.00%
0 out of 441 |
+3.41%
Sep 2000 - Aug 2017 |
+6.07% |
+9.96%
Aug 1980 - Jul 1997 |
0.00%
0 out of 429 |
+1.45%
Nov 2006 - Oct 2023 |
+3.65% |
+7.00%
Aug 1980 - Jul 1997 |
0.00%
0 out of 429 |
+3.30%
Nov 2000 - Oct 2018 |
+5.91% |
+10.00%
Apr 1980 - Mar 1998 |
0.00%
0 out of 417 |
+1.38%
Oct 2005 - Sep 2023 |
+3.51% |
+7.10%
May 1982 - Apr 2000 |
0.00%
0 out of 417 |
+3.63%
Jan 2000 - Dec 2018 |
+5.84% |
+9.97%
May 1980 - Apr 1999 |
0.00%
0 out of 405 |
+1.57%
Jun 2005 - May 2024 |
+3.60% |
+7.26%
Nov 1981 - Oct 2000 |
0.00%
0 out of 405 |
+3.59%
Nov 2003 - Oct 2023 |
+5.95% |
+10.13%
May 1980 - Apr 2000 |
0.00%
0 out of 393 |
+1.44%
Nov 2003 - Oct 2023 |
+3.65% |
+7.36%
May 1980 - Apr 2000 |
0.00%
0 out of 393 |
Developed World 20/80 To EUR Portfolio: ETF allocation and returns