Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 40/60 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 115 months (from April 2000 to October 2009).
This indicates that, within the same timeframe, any rolling period of 116 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 40/60 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 5.34%.
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 |
---|---|---|---|
-16.18%
Feb 1994 - Jan 1995 |
+6.15% |
+37.81%
Aug 1996 - Jul 1997 |
22.38%
139 out of 621 |
-20.80%
Jan 2022 - Dec 2022 |
+3.67% |
+35.79%
Aug 1996 - Jul 1997 |
34.46%
214 out of 621 |
-9.67%
Jun 2001 - May 2003 |
+6.74% |
+24.68%
Aug 1995 - Jul 1997 |
15.44%
94 out of 609 |
-14.53%
Dec 1972 - Nov 1974 |
+4.31% |
+22.39%
Aug 1995 - Jul 1997 |
25.62%
156 out of 609 |
-7.13%
Apr 2000 - Mar 2003 |
+6.31% |
+21.35%
Apr 1995 - Mar 1998 |
9.55%
57 out of 597 |
-9.28%
Apr 2000 - Mar 2003 |
+3.96% |
+19.31%
Apr 1995 - Mar 1998 |
21.44%
128 out of 597 |
-4.06%
Nov 2000 - Oct 2004 |
+6.73% |
+18.13%
Apr 1982 - Mar 1986 |
4.79%
28 out of 585 |
-6.16%
Nov 2000 - Oct 2004 |
+3.89% |
+16.05%
Sep 1996 - Aug 2000 |
19.32%
113 out of 585 |
-2.13%
May 2000 - Apr 2005 |
+6.54% |
+18.07%
Apr 1995 - Mar 2000 |
2.79%
16 out of 573 |
-4.29%
May 2000 - Apr 2005 |
+3.61% |
+16.21%
Apr 1995 - Mar 2000 |
14.49%
83 out of 573 |
-0.69%
Sep 2000 - Aug 2006 |
+6.62% |
+17.21%
May 1980 - Apr 1986 |
1.43%
8 out of 561 |
-2.84%
Sep 2000 - Aug 2006 |
+4.17% |
+13.43%
May 1980 - Apr 1986 |
12.83%
72 out of 561 |
-1.07%
Apr 2002 - Mar 2009 |
+6.82% |
+14.91%
May 1980 - Apr 1987 |
2.37%
13 out of 549 |
-3.26%
Jul 2001 - Jun 2008 |
+4.44% |
+11.73%
May 1980 - Apr 1987 |
9.84%
54 out of 549 |
-1.24%
Nov 2000 - Oct 2008 |
+7.15% |
+13.57%
Aug 1979 - Jul 1987 |
2.98%
16 out of 537 |
-3.49%
Nov 2000 - Oct 2008 |
+5.11% |
+10.87%
Sep 1992 - Aug 2000 |
7.82%
42 out of 537 |
-1.36%
Apr 2000 - Mar 2009 |
+7.00% |
+12.88%
Jun 1980 - May 1989 |
2.29%
12 out of 525 |
-3.42%
Apr 2000 - Mar 2009 |
+5.08% |
+10.02%
Jun 1980 - May 1989 |
6.67%
35 out of 525 |
+0.78%
Apr 1999 - Mar 2009 |
+7.05% |
+12.18%
Sep 1979 - Aug 1989 |
0.00%
0 out of 513 |
-1.31%
Apr 1999 - Mar 2009 |
+5.02% |
+9.12%
Oct 1979 - Sep 1989 |
7.60%
39 out of 513 |
+0.89%
Sep 2000 - Aug 2011 |
+6.97% |
+11.80%
Jan 1975 - Dec 1985 |
0.00%
0 out of 501 |
-1.16%
Sep 2000 - Aug 2011 |
+4.74% |
+8.38%
May 1980 - Apr 1991 |
3.19%
16 out of 501 |
+1.98%
May 2000 - Apr 2012 |
+7.12% |
+11.43%
Nov 1974 - Oct 1986 |
0.00%
0 out of 489 |
-0.22%
May 2000 - Apr 2012 |
+4.76% |
+8.00%
Feb 1982 - Jan 1994 |
0.61%
3 out of 489 |
+2.11%
Sep 2000 - Aug 2013 |
+7.06% |
+11.21%
Oct 1974 - Sep 1987 |
0.00%
0 out of 477 |
+0.05%
Sep 2000 - Aug 2013 |
+4.62% |
+7.57%
Jan 1981 - Dec 1993 |
0.00%
0 out of 477 |
+2.49%
May 2000 - Apr 2014 |
+6.70% |
+11.20%
Feb 1980 - Jan 1994 |
0.00%
0 out of 465 |
+0.45%
May 2000 - Apr 2014 |
+4.46% |
+7.93%
Feb 1980 - Jan 1994 |
0.00%
0 out of 465 |
+3.34%
Sep 2000 - Aug 2015 |
+6.44% |
+10.61%
Feb 1979 - Jan 1994 |
0.00%
0 out of 453 |
+1.49%
May 1999 - Apr 2014 |
+4.23% |
+7.91%
Aug 1982 - Jul 1997 |
0.00%
0 out of 453 |
+3.54%
May 2000 - Apr 2016 |
+6.17% |
+10.38%
Apr 1982 - Mar 1998 |
0.00%
0 out of 441 |
+1.75%
May 2000 - Apr 2016 |
+4.18% |
+7.84%
Jul 1982 - Jun 1998 |
0.00%
0 out of 441 |
+3.42%
Sep 2000 - Aug 2017 |
+6.24% |
+10.63%
Aug 1980 - Jul 1997 |
0.00%
0 out of 429 |
+1.69%
Sep 2000 - Aug 2017 |
+4.06% |
+7.86%
Jul 1982 - Jun 1999 |
0.00%
0 out of 429 |
+3.47%
Apr 2000 - Mar 2018 |
+6.10% |
+10.80%
Apr 1980 - Mar 1998 |
0.00%
0 out of 417 |
+1.71%
Apr 2000 - Mar 2018 |
+3.90% |
+8.22%
Apr 1982 - Mar 2000 |
0.00%
0 out of 417 |
+3.67%
Jan 2000 - Dec 2018 |
+6.21% |
+10.76%
May 1980 - Apr 1999 |
0.00%
0 out of 405 |
+1.90%
Jan 2000 - Dec 2018 |
+3.91% |
+8.13%
Nov 1981 - Oct 2000 |
0.00%
0 out of 405 |
+3.81%
Apr 2000 - Mar 2020 |
+6.27% |
+11.16%
May 1980 - Apr 2000 |
0.00%
0 out of 393 |
+2.12%
Apr 2000 - Mar 2020 |
+3.96% |
+8.36%
May 1980 - Apr 2000 |
0.00%
0 out of 393 |
Developed World 40/60 To EUR Portfolio: ETF allocation and returns