When holding the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) 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 178 months (from October 2008 to July 2023).
This indicates that, within the same timeframe, any rolling period of 179 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.
SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) 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.
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As of Sep 30, 2024, the annualized return of the previous 10 years has been 0.21%.
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 |
---|---|---|---|
-0.74%
Aug 2021 - Jul 2022 |
+3.93% |
+9.34%
Sep 1991 - Aug 1992 |
12.42%
110 out of 886 |
-10.09%
Nov 2021 - Oct 2022 |
+1.13% |
+7.44%
Jan 1952 - Dec 1952 |
30.93%
274 out of 886 |
-0.67%
Aug 2015 - Jul 2017 |
+4.00% |
+9.10%
Apr 1991 - Mar 1993 |
12.24%
107 out of 874 |
-7.36%
Dec 2020 - Nov 2022 |
+1.19% |
+5.93%
Jun 1951 - May 1953 |
30.66%
268 out of 874 |
-0.65%
Jan 2015 - Dec 2017 |
+4.15% |
+8.74%
Jul 1990 - Jun 1993 |
11.95%
103 out of 862 |
-5.14%
May 2020 - Apr 2023 |
+1.21% |
+5.27%
Jan 1951 - Dec 1953 |
31.44%
271 out of 862 |
-0.62%
Oct 2014 - Sep 2018 |
+4.25% |
+8.39%
Oct 1989 - Sep 1993 |
11.29%
96 out of 850 |
-4.20%
Mar 2019 - Feb 2023 |
+1.17% |
+4.51%
Jul 1989 - Jun 1993 |
31.41%
267 out of 850 |
-0.59%
Sep 2014 - Aug 2019 |
+4.27% |
+7.94%
May 1989 - Apr 1994 |
10.98%
92 out of 838 |
-3.80%
Nov 2017 - Oct 2022 |
+1.22% |
+4.35%
May 1989 - Apr 1994 |
29.95%
251 out of 838 |
-0.57%
Aug 2016 - Jul 2022 |
+4.36% |
+7.49%
Jun 1989 - May 1995 |
10.65%
88 out of 826 |
-3.51%
Nov 2016 - Oct 2022 |
+1.29% |
+4.03%
Jun 1989 - May 1995 |
27.97%
231 out of 826 |
-0.57%
Aug 2015 - Jul 2022 |
+4.47% |
+7.14%
Mar 1989 - Feb 1996 |
10.32%
84 out of 814 |
-3.28%
Mar 2016 - Feb 2023 |
+1.39% |
+3.82%
May 1989 - Apr 1996 |
26.54%
216 out of 814 |
-0.57%
Aug 2014 - Jul 2022 |
+4.44% |
+6.78%
Mar 1989 - Feb 1997 |
10.10%
81 out of 802 |
-2.94%
Feb 2015 - Jan 2023 |
+1.29% |
+3.79%
May 1985 - Apr 1993 |
26.31%
211 out of 802 |
-0.54%
Aug 2013 - Jul 2022 |
+4.52% |
+6.46%
Feb 1989 - Jan 1998 |
9.24%
73 out of 790 |
-2.64%
Mar 2014 - Feb 2023 |
+1.26% |
+3.79%
Apr 1985 - Mar 1994 |
25.32%
200 out of 790 |
-0.47%
Nov 2012 - Oct 2022 |
+4.59% |
+6.20%
Oct 1988 - Sep 1998 |
8.61%
67 out of 778 |
-2.46%
May 2013 - Apr 2023 |
+1.25% |
+3.68%
Jul 1984 - Jun 1994 |
24.81%
193 out of 778 |
-0.39%
Nov 2011 - Oct 2022 |
+4.60% |
+6.07%
Sep 1984 - Aug 1995 |
7.18%
55 out of 766 |
-2.40%
Nov 2011 - Oct 2022 |
+1.19% |
+3.58%
Feb 1985 - Jan 1996 |
23.37%
179 out of 766 |
-0.30%
Nov 2010 - Oct 2022 |
+4.63% |
+6.03%
Sep 1981 - Aug 1993 |
5.70%
43 out of 754 |
-2.39%
Nov 2010 - Oct 2022 |
+1.15% |
+3.50%
Jan 1984 - Dec 1995 |
20.69%
156 out of 754 |
-0.25%
Nov 2009 - Oct 2022 |
+4.62% |
+6.07%
Feb 1981 - Jan 1994 |
4.18%
31 out of 742 |
-2.32%
Nov 2009 - Oct 2022 |
+1.21% |
+3.44%
Apr 1985 - Mar 1998 |
20.22%
150 out of 742 |
-0.16%
Feb 2009 - Jan 2023 |
+4.68% |
+6.11%
Mar 1980 - Feb 1994 |
2.47%
18 out of 730 |
-2.20%
May 2009 - Apr 2023 |
+1.24% |
+3.38%
Mar 1985 - Feb 1999 |
19.73%
144 out of 730 |
+0.04%
Oct 2008 - Sep 2023 |
+4.71% |
+6.06%
Feb 1980 - Jan 1995 |
0.00%
0 out of 718 |
-1.95%
May 2009 - Apr 2024 |
+1.25% |
+3.33%
Feb 1984 - Jan 1999 |
18.52%
133 out of 718 |
+0.26%
Jun 2007 - May 2023 |
+4.67% |
+6.01%
Feb 1980 - Jan 1996 |
0.00%
0 out of 706 |
-1.82%
Sep 2007 - Aug 2023 |
+1.24% |
+3.25%
Feb 1983 - Jan 1999 |
17.85%
126 out of 706 |
+0.40%
Nov 2005 - Oct 2022 |
+4.67% |
+5.92%
Mar 1979 - Feb 1996 |
0.00%
0 out of 694 |
-1.65%
Oct 2006 - Sep 2023 |
+1.24% |
+3.19%
Feb 1982 - Jan 1999 |
16.57%
115 out of 694 |
+0.46%
Nov 2004 - Oct 2022 |
+4.68% |
+5.82%
Mar 1979 - Feb 1997 |
0.00%
0 out of 682 |
-1.59%
May 2005 - Apr 2023 |
+1.24% |
+3.06%
Aug 1981 - Jul 1999 |
15.25%
104 out of 682 |
+0.51%
Dec 2003 - Nov 2022 |
+4.66% |
+5.73%
Mar 1979 - Feb 1998 |
0.00%
0 out of 670 |
-1.54%
Nov 2003 - Oct 2022 |
+1.29% |
+2.95%
Feb 1982 - Jan 2001 |
14.48%
97 out of 670 |
+0.58%
Mar 2003 - Feb 2023 |
+4.65% |
+5.62%
Jan 1979 - Dec 1998 |
0.00%
0 out of 658 |
-1.48%
Sep 2003 - Aug 2023 |
+1.27% |
+2.87%
Feb 1982 - Jan 2002 |
13.83%
91 out of 658 |
+1.09%
Oct 1998 - Sep 2023 |
+4.74% |
+5.64%
Nov 1969 - Oct 1994 |
0.00%
0 out of 598 |
-1.00%
Nov 1998 - Oct 2023 |
+1.43% |
+2.36%
Mar 1980 - Feb 2005 |
9.20%
55 out of 598 |
+1.63%
Oct 1994 - Sep 2024 |
+4.72% |
+5.42%
Jan 1966 - Dec 1995 |
0.00%
0 out of 538 |
-0.42%
Jul 1994 - Jun 2024 |
+1.54% |
+2.02%
Mar 1980 - Feb 2010 |
5.39%
29 out of 538 |
SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) to EUR Hedged ETF: Historical Returns