Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 80/20 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 151 months (from April 2000 to October 2012).
This indicates that, within the same timeframe, any rolling period of 152 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 80/20 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 9.26%.
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 |
---|---|---|---|
-30.55%
Jan 2008 - Dec 2008 |
+9.02% |
+47.81%
Aug 1996 - Jul 1997 |
20.34%
120 out of 590 |
-31.63%
Jan 2008 - Dec 2008 |
+6.61% |
+45.65%
Aug 1996 - Jul 1997 |
28.98%
171 out of 590 |
-21.10%
Oct 2000 - Sep 2002 |
+9.17% |
+29.20%
Aug 1995 - Jul 1997 |
13.15%
76 out of 578 |
-22.76%
Oct 2000 - Sep 2002 |
+6.48% |
+26.83%
Aug 1995 - Jul 1997 |
21.11%
122 out of 578 |
-16.55%
Apr 2000 - Mar 2003 |
+8.76% |
+25.83%
Apr 1995 - Mar 1998 |
12.19%
69 out of 566 |
-18.47%
Apr 2000 - Mar 2003 |
+6.14% |
+23.71%
Apr 1995 - Mar 1998 |
16.61%
94 out of 566 |
-9.13%
Sep 2000 - Aug 2004 |
+8.96% |
+23.58%
Apr 1996 - Mar 2000 |
13.18%
73 out of 554 |
-11.09%
Sep 2000 - Aug 2004 |
+6.15% |
+21.89%
Apr 1996 - Mar 2000 |
17.87%
99 out of 554 |
-6.09%
May 2000 - Apr 2005 |
+8.77% |
+23.42%
Apr 1995 - Mar 2000 |
9.04%
49 out of 542 |
-8.16%
May 2000 - Apr 2005 |
+5.67% |
+21.47%
Apr 1995 - Mar 2000 |
19.00%
103 out of 542 |
-2.60%
Sep 2000 - Aug 2006 |
+8.90% |
+20.32%
Apr 1980 - Mar 1986 |
3.40%
18 out of 530 |
-4.72%
Sep 2000 - Aug 2006 |
+6.10% |
+16.40%
May 1980 - Apr 1986 |
17.17%
91 out of 530 |
-4.08%
Mar 2002 - Feb 2009 |
+8.54% |
+17.77%
May 1980 - Apr 1987 |
4.83%
25 out of 518 |
-6.05%
Mar 2002 - Feb 2009 |
+5.69% |
+14.51%
May 1980 - Apr 1987 |
9.46%
49 out of 518 |
-4.65%
Mar 2001 - Feb 2009 |
+8.21% |
+16.98%
Sep 1992 - Aug 2000 |
4.94%
25 out of 506 |
-6.65%
Mar 2001 - Feb 2009 |
+5.83% |
+14.59%
Sep 1992 - Aug 2000 |
6.13%
31 out of 506 |
-5.35%
Apr 2000 - Mar 2009 |
+8.64% |
+15.21%
May 1980 - Apr 1989 |
4.25%
21 out of 494 |
-7.33%
Apr 2000 - Mar 2009 |
+6.14% |
+12.24%
Jun 1980 - May 1989 |
8.30%
41 out of 494 |
-1.88%
Apr 1999 - Mar 2009 |
+8.67% |
+14.58%
Sep 1979 - Aug 1989 |
5.39%
26 out of 482 |
-3.92%
Apr 1999 - Mar 2009 |
+6.32% |
+11.44%
Sep 1979 - Aug 1989 |
9.34%
45 out of 482 |
-1.70%
Sep 2000 - Aug 2011 |
+8.04% |
+14.12%
Jan 1975 - Dec 1985 |
3.62%
17 out of 470 |
-3.69%
Sep 2000 - Aug 2011 |
+5.78% |
+10.25%
Mar 2009 - Feb 2020 |
10.21%
48 out of 470 |
-0.24%
Jan 2000 - Dec 2011 |
+8.02% |
+13.97%
Oct 1974 - Sep 1986 |
1.31%
6 out of 458 |
-2.38%
May 2000 - Apr 2012 |
+5.75% |
+10.68%
Apr 2009 - Mar 2021 |
8.95%
41 out of 458 |
+0.56%
Jan 2000 - Dec 2012 |
+7.90% |
+14.21%
Oct 1974 - Sep 1987 |
0.00%
0 out of 446 |
-1.56%
Jan 2000 - Dec 2012 |
+5.63% |
+10.42%
Oct 1974 - Sep 1987 |
5.38%
24 out of 446 |
+1.31%
Apr 2000 - Mar 2014 |
+7.53% |
+12.56%
Oct 1974 - Sep 1988 |
0.00%
0 out of 434 |
-0.70%
Apr 2000 - Mar 2014 |
+5.51% |
+9.02%
Jan 1980 - Dec 1993 |
1.84%
8 out of 434 |
+2.30%
Mar 1994 - Feb 2009 |
+7.29% |
+13.13%
Oct 1974 - Sep 1989 |
0.00%
0 out of 422 |
+0.31%
Mar 1994 - Feb 2009 |
+5.27% |
+9.60%
Aug 1982 - Jul 1997 |
0.00%
0 out of 422 |
+2.40%
Apr 2000 - Mar 2016 |
+7.03% |
+12.13%
Apr 1982 - Mar 1998 |
0.00%
0 out of 410 |
+0.63%
Apr 2000 - Mar 2016 |
+4.81% |
+9.60%
Jul 1982 - Jun 1998 |
0.00%
0 out of 410 |
+2.88%
Sep 2000 - Aug 2017 |
+6.81% |
+12.22%
Jan 1983 - Dec 1999 |
0.00%
0 out of 398 |
+1.16%
Sep 2000 - Aug 2017 |
+4.45% |
+9.83%
Jan 1983 - Dec 1999 |
0.00%
0 out of 398 |
+2.97%
Apr 2000 - Mar 2018 |
+6.64% |
+12.96%
Apr 1982 - Mar 2000 |
0.00%
0 out of 386 |
+1.23%
Apr 2000 - Mar 2018 |
+4.36% |
+10.43%
Apr 1982 - Mar 2000 |
0.00%
0 out of 386 |
+3.14%
Jan 2000 - Dec 2018 |
+6.76% |
+12.40%
Apr 1981 - Mar 2000 |
0.00%
0 out of 374 |
+1.24%
Mar 1990 - Feb 2009 |
+4.65% |
+9.80%
Nov 1981 - Oct 2000 |
0.00%
0 out of 374 |
+3.04%
Apr 2000 - Mar 2020 |
+6.73% |
+13.25%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
+1.32%
Apr 1989 - Mar 2009 |
+4.59% |
+10.38%
Apr 1980 - Mar 2000 |
0.00%
0 out of 362 |
Developed World 80/20 To EUR Bond Hedged Portfolio: ETF allocation and returns