Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 60/40 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 122 months (from January 1999 to February 2009).
This indicates that, within the same timeframe, any rolling period of 123 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 60/40 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 5.16%.
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 |
---|---|---|---|
-29.10%
Mar 2008 - Feb 2009 |
+8.88% |
+40.35%
Sep 1985 - Aug 1986 |
19.18%
103 out of 537 |
-29.93%
Mar 2008 - Feb 2009 |
+6.42% |
+40.82%
Sep 1985 - Aug 1986 |
24.58%
132 out of 537 |
-16.01%
Mar 2007 - Feb 2009 |
+8.51% |
+33.76%
May 1985 - Apr 1987 |
14.10%
74 out of 525 |
-17.83%
Mar 2007 - Feb 2009 |
+5.78% |
+33.76%
May 1985 - Apr 1987 |
20.57%
108 out of 525 |
-8.65%
Mar 2006 - Feb 2009 |
+8.01% |
+28.21%
Aug 1984 - Jul 1987 |
10.33%
53 out of 513 |
-10.59%
Apr 2000 - Mar 2003 |
+5.64% |
+27.26%
Aug 1984 - Jul 1987 |
20.08%
103 out of 513 |
-4.64%
Mar 2005 - Feb 2009 |
+7.83% |
+21.49%
Aug 1984 - Jul 1988 |
8.38%
42 out of 501 |
-6.66%
Mar 2005 - Feb 2009 |
+5.54% |
+20.45%
Aug 1984 - Jul 1988 |
17.96%
90 out of 501 |
-2.19%
Mar 2004 - Feb 2009 |
+7.79% |
+22.21%
Aug 1982 - Jul 1987 |
1.64%
8 out of 489 |
-4.24%
Mar 2004 - Feb 2009 |
+5.42% |
+20.43%
Aug 1982 - Jul 1987 |
15.95%
78 out of 489 |
+1.71%
Oct 2005 - Sep 2011 |
+7.23% |
+19.07%
Oct 1981 - Sep 1987 |
0.00%
0 out of 477 |
-0.76%
Nov 2017 - Oct 2023 |
+5.07% |
+17.17%
Aug 1982 - Jul 1988 |
1.26%
6 out of 477 |
+0.59%
Mar 2002 - Feb 2009 |
+7.07% |
+18.26%
Aug 1982 - Jul 1989 |
0.00%
0 out of 465 |
-1.48%
Mar 2002 - Feb 2009 |
+5.28% |
+16.37%
Aug 1982 - Jul 1989 |
1.29%
6 out of 465 |
-0.31%
Mar 2001 - Feb 2009 |
+6.83% |
+16.07%
Oct 1981 - Sep 1989 |
0.44%
2 out of 453 |
-2.40%
Mar 2001 - Feb 2009 |
+5.06% |
+13.80%
Oct 1981 - Sep 1989 |
2.21%
10 out of 453 |
-0.98%
Apr 2000 - Mar 2009 |
+6.76% |
+15.21%
Apr 1980 - Mar 1989 |
1.13%
5 out of 441 |
-3.05%
Apr 2000 - Mar 2009 |
+5.16% |
+12.25%
Apr 1980 - Mar 1989 |
3.17%
14 out of 441 |
+0.01%
Mar 1999 - Feb 2009 |
+6.88% |
+13.73%
Dec 1979 - Nov 1989 |
0.00%
0 out of 429 |
-2.05%
Mar 1999 - Feb 2009 |
+5.02% |
+10.71%
Aug 1984 - Jul 1994 |
4.66%
20 out of 429 |
+0.83%
Mar 1998 - Feb 2009 |
+7.06% |
+14.05%
Aug 1982 - Jul 1993 |
0.00%
0 out of 417 |
-1.13%
Mar 1998 - Feb 2009 |
+5.02% |
+11.38%
Aug 1982 - Jul 1993 |
1.68%
7 out of 417 |
+2.12%
Mar 1997 - Feb 2009 |
+7.18% |
+13.47%
Mar 1982 - Feb 1994 |
0.00%
0 out of 405 |
+0.01%
Jan 2000 - Dec 2011 |
+5.01% |
+10.74%
Aug 1982 - Jul 1994 |
0.00%
0 out of 405 |
+2.72%
Jan 2000 - Dec 2012 |
+6.89% |
+13.67%
Aug 1984 - Jul 1997 |
0.00%
0 out of 393 |
+0.55%
Jan 2000 - Dec 2012 |
+4.76% |
+11.09%
Aug 1984 - Jul 1997 |
0.00%
0 out of 393 |
+3.33%
Jun 1998 - May 2012 |
+6.53% |
+13.35%
Aug 1984 - Jul 1998 |
0.00%
0 out of 381 |
+1.24%
Jun 1998 - May 2012 |
+4.42% |
+10.86%
Aug 1984 - Jul 1998 |
0.00%
0 out of 381 |
+3.62%
Mar 1994 - Feb 2009 |
+6.61% |
+13.68%
Aug 1982 - Jul 1997 |
0.00%
0 out of 369 |
+1.60%
Mar 1994 - Feb 2009 |
+4.37% |
+11.06%
Aug 1982 - Jul 1997 |
0.00%
0 out of 369 |
+3.68%
Nov 2007 - Oct 2023 |
+6.04% |
+13.45%
Jul 1982 - Jun 1998 |
0.00%
0 out of 357 |
+1.55%
Nov 2007 - Oct 2023 |
+4.25% |
+10.91%
Jul 1982 - Jun 1998 |
0.00%
0 out of 357 |
+3.93%
Jan 2000 - Dec 2016 |
+6.14% |
+13.23%
Jul 1982 - Jun 1999 |
0.00%
0 out of 345 |
+1.95%
Nov 2006 - Oct 2023 |
+4.34% |
+10.78%
Jul 1982 - Jun 1999 |
0.00%
0 out of 345 |
+4.07%
Apr 2000 - Mar 2018 |
+6.38% |
+12.95%
Apr 1982 - Mar 2000 |
0.00%
0 out of 333 |
+2.31%
Apr 2000 - Mar 2018 |
+4.37% |
+10.42%
Apr 1982 - Mar 2000 |
0.00%
0 out of 333 |
+3.67%
Jan 2000 - Dec 2018 |
+6.42% |
+12.55%
Apr 1980 - Mar 1999 |
0.00%
0 out of 321 |
+1.90%
Jan 2000 - Dec 2018 |
+4.27% |
+9.65%
Apr 1980 - Mar 1999 |
0.00%
0 out of 321 |
+3.67%
Apr 2000 - Mar 2020 |
+6.36% |
+12.48%
Apr 1980 - Mar 2000 |
0.00%
0 out of 309 |
+1.98%
Apr 2000 - Mar 2020 |
+4.28% |
+9.62%
Apr 1980 - Mar 2000 |
0.00%
0 out of 309 |
Developed World 60/40 To EUR Hedged Portfolio: ETF allocation and returns