When holding the SPDR S&P 500 (SPY) 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 147 months (from July 1999 to September 2011).
This indicates that, within the same timeframe, any rolling period of 148 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 S&P 500 (SPY) 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 11.84%.
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 |
---|---|---|---|
-42.42%
Mar 2008 - Feb 2009 |
+13.30% |
+56.20%
Jan 1954 - Dec 1954 |
21.44%
190 out of 886 |
-45.63%
Oct 1973 - Sep 1974 |
+10.14% |
+54.10%
Jan 1954 - Dec 1954 |
25.73%
228 out of 886 |
-25.72%
Mar 2007 - Feb 2009 |
+11.36% |
+46.72%
Oct 1953 - Sep 1955 |
13.39%
117 out of 874 |
-28.57%
Oct 1972 - Sep 1974 |
+8.61% |
+44.10%
Oct 1953 - Sep 1955 |
21.17%
185 out of 874 |
-16.26%
Apr 2000 - Mar 2003 |
+11.34% |
+35.69%
Sep 1953 - Aug 1956 |
11.02%
95 out of 862 |
-18.19%
Apr 2000 - Mar 2003 |
+8.91% |
+33.20%
Sep 1953 - Aug 1956 |
18.21%
157 out of 862 |
-10.51%
Mar 2005 - Feb 2009 |
+11.06% |
+29.46%
Jan 1995 - Dec 1998 |
10.82%
92 out of 850 |
-12.40%
Mar 2005 - Feb 2009 |
+8.51% |
+27.97%
Jul 1951 - Jun 1955 |
18.47%
157 out of 850 |
-7.25%
Mar 2004 - Feb 2009 |
+10.91% |
+30.76%
Aug 1950 - Jul 1955 |
9.31%
78 out of 838 |
-10.09%
Oct 1969 - Sep 1974 |
+8.44% |
+29.03%
Aug 1950 - Jul 1955 |
20.64%
173 out of 838 |
-5.58%
Oct 1968 - Sep 1974 |
+10.85% |
+29.50%
Apr 1950 - Mar 1956 |
4.36%
36 out of 826 |
-10.23%
Oct 1968 - Sep 1974 |
+8.20% |
+27.20%
Apr 1950 - Mar 1956 |
16.59%
137 out of 826 |
-4.06%
Mar 2002 - Feb 2009 |
+10.54% |
+26.03%
Jan 1950 - Dec 1956 |
1.97%
16 out of 814 |
-8.08%
Oct 1967 - Sep 1974 |
+7.97% |
+23.54%
Jan 1950 - Dec 1956 |
14.25%
116 out of 814 |
-4.64%
Mar 2001 - Feb 2009 |
+10.46% |
+22.30%
Jan 1991 - Dec 1998 |
2.00%
16 out of 802 |
-6.64%
Mar 2001 - Feb 2009 |
+7.74% |
+20.75%
Jan 1951 - Dec 1958 |
16.21%
130 out of 802 |
-5.43%
Apr 2000 - Mar 2009 |
+10.23% |
+23.59%
Jan 1950 - Dec 1958 |
2.66%
21 out of 790 |
-7.41%
Apr 2000 - Mar 2009 |
+7.65% |
+21.65%
Aug 1950 - Jul 1959 |
16.46%
130 out of 790 |
-3.95%
Mar 1999 - Feb 2009 |
+9.98% |
+22.43%
Jan 1950 - Dec 1959 |
3.34%
26 out of 778 |
-5.93%
Mar 1999 - Feb 2009 |
+7.43% |
+20.19%
Jan 1950 - Dec 1959 |
15.55%
121 out of 778 |
-2.16%
Mar 1998 - Feb 2009 |
+10.18% |
+21.22%
Apr 1950 - Mar 1961 |
1.70%
13 out of 766 |
-4.06%
Mar 1998 - Feb 2009 |
+7.36% |
+19.25%
Apr 1950 - Mar 1961 |
17.23%
132 out of 766 |
+0.37%
Jan 2000 - Dec 2011 |
+9.96% |
+21.16%
Jan 1950 - Dec 1961 |
0.00%
0 out of 754 |
-1.75%
May 1968 - Apr 1980 |
+7.53% |
+18.97%
Jan 1950 - Dec 1961 |
15.52%
117 out of 754 |
+1.53%
Jan 2000 - Dec 2012 |
+9.77% |
+18.87%
Feb 1950 - Jan 1963 |
0.00%
0 out of 742 |
-2.40%
Jun 1969 - May 1982 |
+7.03% |
+16.77%
Sep 1950 - Aug 1963 |
9.57%
71 out of 742 |
+2.40%
Aug 1968 - Jul 1982 |
+9.47% |
+18.99%
Feb 1950 - Jan 1964 |
0.00%
0 out of 730 |
-2.37%
Aug 1968 - Jul 1982 |
+7.05% |
+16.92%
Aug 1950 - Jul 1964 |
6.16%
45 out of 730 |
+2.55%
Aug 1967 - Jul 1982 |
+9.17% |
+18.88%
Feb 1950 - Jan 1965 |
0.00%
0 out of 718 |
-1.99%
Aug 1967 - Jul 1982 |
+6.80% |
+16.54%
Feb 1950 - Jan 1965 |
3.34%
24 out of 718 |
+3.31%
Mar 1966 - Feb 1982 |
+9.09% |
+18.55%
Aug 1982 - Jul 1998 |
0.00%
0 out of 706 |
-1.01%
Mar 1966 - Feb 1982 |
+6.76% |
+15.93%
Jan 1950 - Dec 1965 |
2.55%
18 out of 706 |
+3.32%
Aug 1965 - Jul 1982 |
+8.71% |
+18.59%
Jul 1982 - Jun 1999 |
0.00%
0 out of 694 |
-1.02%
Aug 1965 - Jul 1982 |
+6.18% |
+16.03%
Jul 1982 - Jun 1999 |
2.02%
14 out of 694 |
+3.45%
Aug 1964 - Jul 1982 |
+8.47% |
+17.88%
Apr 1982 - Mar 2000 |
0.00%
0 out of 682 |
-0.86%
Aug 1964 - Jul 1982 |
+5.88% |
+15.26%
Aug 1982 - Jul 2000 |
1.03%
7 out of 682 |
+4.45%
Jan 2000 - Dec 2018 |
+8.51% |
+16.50%
May 1980 - Apr 1999 |
0.00%
0 out of 670 |
+0.19%
Aug 1963 - Jul 1982 |
+6.15% |
+14.05%
Jan 1950 - Dec 1968 |
0.00%
0 out of 670 |
+4.27%
Apr 2000 - Mar 2020 |
+8.56% |
+16.43%
Apr 1980 - Mar 2000 |
0.00%
0 out of 658 |
+0.63%
Apr 1962 - Mar 1982 |
+6.09% |
+13.48%
Apr 1980 - Mar 2000 |
0.00%
0 out of 658 |
+6.11%
Aug 1957 - Jul 1982 |
+9.33% |
+15.07%
Jan 1975 - Dec 1999 |
0.00%
0 out of 598 |
+2.28%
Aug 1959 - Jul 1984 |
+6.90% |
+11.76%
Jan 1975 - Dec 1999 |
0.00%
0 out of 598 |
+7.75%
Oct 1955 - Sep 1985 |
+9.81% |
+12.60%
Jul 1970 - Jun 2000 |
0.00%
0 out of 538 |
+4.17%
Dec 1961 - Nov 1991 |
+7.06% |
+8.91%
Oct 1974 - Sep 2004 |
0.00%
0 out of 538 |
SPDR S&P 500 (SPY) to EUR Hedged ETF: Historical Returns