When holding the iShares 20+ Year Treasury Bond (TLT) to EUR Hedged ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~75 years), the longest duration with a negative return was 200 months (from February 1965 to September 1981).
This indicates that, within the same timeframe, any rolling period of 201 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.
iShares 20+ Year Treasury Bond (TLT) to EUR Hedged ETF: Historical 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.
Loading data
Please wait
Loading data
Please wait
As of Sep 30, 2024, the annualized return of the previous 10 years has been -0.52%.
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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
Loading data
Please wait
Loading data
Please wait
Worst | Median | Best | Negative Periods |
---|---|---|---|
-34.46%
Nov 2021 - Oct 2022 |
+4.06% |
+63.37%
Apr 1985 - Mar 1986 |
29.91%
265 out of 886 |
-40.75%
Nov 2021 - Oct 2022 |
+1.72% |
+63.19%
Apr 1985 - Mar 1986 |
42.66%
378 out of 886 |
-24.05%
Nov 2021 - Oct 2023 |
+4.96% |
+44.96%
Jul 1984 - Jun 1986 |
21.51%
188 out of 874 |
-28.81%
Nov 2021 - Oct 2023 |
+2.75% |
+43.51%
Jul 1984 - Jun 1986 |
33.52%
293 out of 874 |
-18.27%
Nov 2020 - Oct 2023 |
+5.27% |
+26.48%
Jun 1984 - May 1987 |
14.04%
121 out of 862 |
-22.75%
Nov 2020 - Oct 2023 |
+3.07% |
+25.49%
Jun 1984 - May 1987 |
27.73%
239 out of 862 |
-13.71%
May 2020 - Apr 2024 |
+5.04% |
+25.87%
Jul 1982 - Jun 1986 |
11.53%
98 out of 850 |
-17.48%
May 2020 - Apr 2024 |
+2.73% |
+23.58%
Jul 1982 - Jun 1986 |
26.24%
223 out of 850 |
-7.04%
Sep 2019 - Aug 2024 |
+5.14% |
+23.76%
Sep 1981 - Aug 1986 |
10.86%
91 out of 838 |
-11.01%
Oct 1976 - Sep 1981 |
+2.59% |
+20.93%
Sep 1981 - Aug 1986 |
28.76%
241 out of 838 |
-5.78%
Nov 2017 - Oct 2023 |
+5.17% |
+17.65%
Mar 1981 - Feb 1987 |
10.77%
89 out of 826 |
-8.83%
Nov 2017 - Oct 2023 |
+2.42% |
+15.27%
Sep 1981 - Aug 1987 |
29.78%
246 out of 826 |
-5.52%
Nov 2016 - Oct 2023 |
+5.64% |
+16.60%
Oct 1981 - Sep 1988 |
8.72%
71 out of 814 |
-8.33%
Nov 2016 - Oct 2023 |
+2.86% |
+14.45%
Oct 1981 - Sep 1988 |
27.89%
227 out of 814 |
-4.14%
Jul 2016 - Jun 2024 |
+5.67% |
+15.92%
Oct 1981 - Sep 1989 |
6.61%
53 out of 802 |
-6.98%
Oct 1973 - Sep 1981 |
+3.33% |
+13.65%
Oct 1981 - Sep 1989 |
27.43%
220 out of 802 |
-2.91%
Feb 2015 - Jan 2024 |
+5.74% |
+16.93%
Jul 1984 - Jun 1993 |
4.68%
37 out of 790 |
-6.38%
Oct 1972 - Sep 1981 |
+3.58% |
+14.29%
Jul 1984 - Jun 1993 |
26.08%
206 out of 790 |
-1.32%
Nov 2013 - Oct 2023 |
+6.05% |
+15.30%
Jun 1984 - May 1994 |
2.83%
22 out of 778 |
-5.93%
Oct 1971 - Sep 1981 |
+3.77% |
+12.62%
Jun 1984 - May 1994 |
29.56%
230 out of 778 |
-2.17%
Nov 2012 - Oct 2023 |
+6.05% |
+15.50%
Jul 1982 - Jun 1993 |
2.09%
16 out of 766 |
-4.41%
Apr 1971 - Mar 1982 |
+3.96% |
+12.82%
Jul 1982 - Jun 1993 |
28.46%
218 out of 766 |
-1.39%
Jun 2012 - May 2024 |
+6.10% |
+16.21%
Oct 1981 - Sep 1993 |
1.59%
12 out of 754 |
-3.97%
Sep 1969 - Aug 1981 |
+3.90% |
+13.27%
Oct 1981 - Sep 1993 |
28.65%
216 out of 754 |
+0.00%
Oct 2011 - Sep 2024 |
+6.35% |
+14.38%
Jul 1982 - Jun 1995 |
0.00%
0 out of 742 |
-4.66%
Oct 1968 - Sep 1981 |
+3.58% |
+11.66%
Jul 1982 - Jun 1995 |
28.84%
214 out of 742 |
+0.08%
Oct 1967 - Sep 1981 |
+6.34% |
+14.71%
Oct 1981 - Sep 1995 |
0.00%
0 out of 730 |
-4.38%
Oct 1967 - Sep 1981 |
+3.78% |
+11.79%
Oct 1981 - Sep 1995 |
28.22%
206 out of 730 |
-0.00%
Oct 1966 - Sep 1981 |
+6.39% |
+13.76%
Oct 1981 - Sep 1996 |
0.14%
1 out of 718 |
-4.28%
Oct 1966 - Sep 1981 |
+3.85% |
+10.91%
Oct 1981 - Sep 1996 |
26.74%
192 out of 718 |
-0.07%
Oct 1965 - Sep 1981 |
+6.56% |
+13.60%
Oct 1981 - Sep 1997 |
0.14%
1 out of 706 |
-4.26%
Oct 1965 - Sep 1981 |
+3.88% |
+10.82%
Oct 1981 - Sep 1997 |
25.64%
181 out of 706 |
+0.07%
Oct 1964 - Sep 1981 |
+6.54% |
+13.95%
Oct 1981 - Sep 1998 |
0.00%
0 out of 694 |
-4.09%
Oct 1964 - Sep 1981 |
+4.30% |
+11.26%
Oct 1981 - Sep 1998 |
26.80%
186 out of 694 |
+0.24%
Oct 1963 - Sep 1981 |
+6.57% |
+12.50%
Oct 1981 - Sep 1999 |
0.00%
0 out of 682 |
-3.84%
Oct 1963 - Sep 1981 |
+4.30% |
+9.92%
Oct 1981 - Sep 1999 |
23.61%
161 out of 682 |
+0.37%
Oct 1962 - Sep 1981 |
+6.58% |
+12.51%
Jun 1984 - May 2003 |
0.00%
0 out of 670 |
-3.64%
Oct 1962 - Sep 1981 |
+4.35% |
+10.13%
Jun 1984 - May 2003 |
22.84%
153 out of 670 |
+0.60%
Oct 1961 - Sep 1981 |
+6.69% |
+12.25%
Oct 1981 - Sep 2001 |
0.00%
0 out of 658 |
-3.32%
Oct 1961 - Sep 1981 |
+4.31% |
+9.68%
Oct 1981 - Sep 2001 |
21.88%
144 out of 658 |
+1.16%
Oct 1956 - Sep 1981 |
+7.23% |
+11.07%
Oct 1981 - Sep 2006 |
0.00%
0 out of 598 |
-2.32%
Oct 1956 - Sep 1981 |
+4.29% |
+8.57%
Jan 1984 - Dec 2008 |
16.05%
96 out of 598 |
+1.50%
Oct 1951 - Sep 1981 |
+7.49% |
+11.08%
Oct 1981 - Sep 2011 |
0.00%
0 out of 538 |
-1.57%
Oct 1951 - Sep 1981 |
+4.13% |
+8.62%
Oct 1981 - Sep 2011 |
13.20%
71 out of 538 |
iShares 20+ Year Treasury Bond (TLT) to EUR Hedged ETF: Historical Returns