When holding the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) to EUR ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~71 years), the longest duration with a negative return was 256 months (from November 2000 to February 2022).
This indicates that, within the same timeframe, any rolling period of 257 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 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 2.81%.
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 |
---|---|---|---|
-26.17%
Mar 1985 - Feb 1986 |
+3.60% |
+60.26%
Sep 1980 - Aug 1981 |
29.66%
250 out of 843 |
-26.74%
Mar 1985 - Feb 1986 |
+0.67% |
+50.43%
Sep 1980 - Aug 1981 |
43.30%
365 out of 843 |
-17.91%
Mar 1985 - Feb 1987 |
+3.71% |
+39.25%
Oct 1980 - Sep 1982 |
26.11%
217 out of 831 |
-18.00%
Mar 1985 - Feb 1987 |
+0.59% |
+31.43%
Oct 1980 - Sep 1982 |
42.48%
353 out of 831 |
-13.18%
Jan 1985 - Dec 1987 |
+3.51% |
+32.94%
Sep 1980 - Aug 1983 |
19.66%
161 out of 819 |
-13.84%
Jan 2002 - Dec 2004 |
+0.73% |
+26.66%
Sep 1980 - Aug 1983 |
40.78%
334 out of 819 |
-8.20%
Dec 2000 - Nov 2004 |
+3.55% |
+31.19%
Oct 1980 - Sep 1984 |
17.97%
145 out of 807 |
-10.14%
Dec 2000 - Nov 2004 |
+0.87% |
+25.94%
Oct 1980 - Sep 1984 |
40.15%
324 out of 807 |
-6.05%
Jun 2001 - May 2006 |
+3.67% |
+29.12%
Mar 1980 - Feb 1985 |
13.96%
111 out of 795 |
-8.03%
Jun 2001 - May 2006 |
+0.87% |
+24.02%
Mar 1980 - Feb 1985 |
36.73%
292 out of 795 |
-6.90%
Apr 2002 - Mar 2008 |
+3.50% |
+24.60%
Mar 1979 - Feb 1985 |
10.86%
85 out of 783 |
-9.01%
Apr 2002 - Mar 2008 |
+1.09% |
+19.34%
Mar 1979 - Feb 1985 |
35.89%
281 out of 783 |
-5.99%
Jul 2001 - Jun 2008 |
+3.48% |
+20.59%
Mar 1978 - Feb 1985 |
8.56%
66 out of 771 |
-8.16%
Jul 2001 - Jun 2008 |
+1.15% |
+15.76%
Mar 1978 - Feb 1985 |
36.06%
278 out of 771 |
-4.11%
Dec 2001 - Nov 2009 |
+3.63% |
+16.96%
Mar 1977 - Feb 1985 |
8.70%
66 out of 759 |
-6.04%
Dec 2001 - Nov 2009 |
+1.17% |
+12.44%
Mar 1977 - Feb 1985 |
33.33%
253 out of 759 |
-3.54%
May 2002 - Apr 2011 |
+3.73% |
+15.70%
Mar 1976 - Feb 1985 |
6.56%
49 out of 747 |
-5.52%
May 2002 - Apr 2011 |
+1.33% |
+11.26%
Mar 1976 - Feb 1985 |
33.47%
250 out of 747 |
-3.36%
Jul 2001 - Jun 2011 |
+3.74% |
+16.04%
Mar 1975 - Feb 1985 |
8.30%
61 out of 735 |
-5.31%
Jul 2001 - Jun 2011 |
+1.35% |
+11.44%
Mar 1975 - Feb 1985 |
27.48%
202 out of 735 |
-2.54%
Feb 2002 - Jan 2013 |
+3.79% |
+14.15%
Oct 1973 - Sep 1984 |
6.22%
45 out of 723 |
-4.48%
Feb 2002 - Jan 2013 |
+1.31% |
+9.25%
Mar 1974 - Feb 1985 |
27.66%
200 out of 723 |
-2.38%
Mar 2002 - Feb 2014 |
+3.68% |
+13.41%
Mar 1973 - Feb 1985 |
5.77%
41 out of 711 |
-4.24%
Mar 2002 - Feb 2014 |
+1.20% |
+8.62%
Jul 1973 - Jun 1985 |
26.86%
191 out of 711 |
-2.18%
Jul 2001 - Jun 2014 |
+3.71% |
+12.13%
Mar 1972 - Feb 1985 |
4.01%
28 out of 699 |
-4.02%
Jul 2001 - Jun 2014 |
+1.12% |
+7.10%
Mar 1972 - Feb 1985 |
25.61%
179 out of 699 |
-1.17%
May 2000 - Apr 2014 |
+3.90% |
+10.77%
Mar 1971 - Feb 1985 |
4.08%
28 out of 687 |
-3.14%
May 2000 - Apr 2014 |
+1.38% |
+6.45%
Jan 1980 - Dec 1993 |
26.78%
184 out of 687 |
-0.55%
Jun 2001 - May 2016 |
+3.92% |
+10.40%
Mar 1970 - Feb 1985 |
2.81%
19 out of 675 |
-2.19%
Jun 2001 - May 2016 |
+1.33% |
+6.26%
Nov 1978 - Oct 1993 |
25.33%
171 out of 675 |
-1.16%
Feb 2002 - Jan 2018 |
+4.01% |
+10.23%
Mar 1969 - Feb 1985 |
2.41%
16 out of 663 |
-2.74%
Feb 2002 - Jan 2018 |
+1.33% |
+5.44%
Jul 1975 - Jun 1991 |
22.62%
150 out of 663 |
-0.76%
Apr 2001 - Mar 2018 |
+3.91% |
+9.99%
Mar 1968 - Feb 1985 |
3.38%
22 out of 651 |
-2.41%
Apr 2001 - Mar 2018 |
+1.27% |
+5.98%
Aug 1980 - Jul 1997 |
21.66%
141 out of 651 |
-0.36%
Jul 2001 - Jun 2019 |
+3.79% |
+9.76%
Mar 1967 - Feb 1985 |
2.19%
14 out of 639 |
-1.99%
Jul 2001 - Jun 2019 |
+1.07% |
+5.88%
Feb 1980 - Jan 1998 |
18.15%
116 out of 639 |
-0.65%
Feb 2002 - Jan 2021 |
+3.83% |
+9.50%
Mar 1966 - Feb 1985 |
2.23%
14 out of 627 |
-2.16%
Feb 2002 - Jan 2021 |
+1.07% |
+5.88%
Jul 1980 - Jun 1999 |
20.57%
129 out of 627 |
-0.64%
Jun 2001 - May 2021 |
+3.76% |
+9.32%
Nov 1980 - Oct 2000 |
3.09%
19 out of 615 |
-2.20%
Jun 2001 - May 2021 |
+1.21% |
+6.57%
Nov 1980 - Oct 2000 |
20.65%
127 out of 615 |
+1.45%
Dec 1984 - Nov 2009 |
+5.68% |
+8.21%
Nov 1975 - Oct 2000 |
0.00%
0 out of 555 |
-0.66%
Dec 1984 - Nov 2009 |
+2.04% |
+5.21%
Nov 1975 - Oct 2000 |
6.49%
36 out of 555 |
+1.83%
Dec 1984 - Nov 2014 |
+5.64% |
+7.37%
Mar 1955 - Feb 1985 |
0.00%
0 out of 495 |
-0.21%
Dec 1984 - Nov 2014 |
+2.33% |
+3.99%
Feb 1972 - Jan 2002 |
1.62%
8 out of 495 |
SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) to EUR ETF: Historical Returns