When holding the SPDR S&P 500 (SPY) 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 161 months (from September 2000 to January 2014).
This indicates that, within the same timeframe, any rolling period of 162 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 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 Aug 31, 2024, the annualized return of the previous 10 years has been 14.89%.
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 |
---|---|---|---|
-39.95%
Apr 2002 - Mar 2003 |
+11.80% |
+80.05%
Aug 1996 - Jul 1997 |
25.18%
212 out of 842 |
-41.34%
Apr 2002 - Mar 2003 |
+8.75% |
+77.41%
Aug 1996 - Jul 1997 |
30.29%
255 out of 842 |
-27.62%
Oct 2000 - Sep 2002 |
+11.18% |
+48.45%
Aug 1995 - Jul 1997 |
17.11%
142 out of 830 |
-31.89%
Jan 1973 - Dec 1974 |
+8.58% |
+45.73%
Aug 1995 - Jul 1997 |
22.41%
186 out of 830 |
-19.91%
Apr 2000 - Mar 2003 |
+11.22% |
+42.07%
Apr 1995 - Mar 1998 |
16.01%
131 out of 818 |
-21.76%
Apr 2000 - Mar 2003 |
+8.49% |
+39.68%
Apr 1995 - Mar 1998 |
21.64%
177 out of 818 |
-13.57%
Nov 2000 - Oct 2004 |
+11.08% |
+37.02%
Sep 1996 - Aug 2000 |
15.01%
121 out of 806 |
-15.46%
Nov 2000 - Oct 2004 |
+8.06% |
+34.99%
Sep 1996 - Aug 2000 |
23.45%
189 out of 806 |
-9.42%
May 2000 - Apr 2005 |
+10.55% |
+35.22%
Apr 1995 - Mar 2000 |
14.99%
119 out of 794 |
-13.53%
Oct 1969 - Sep 1974 |
+8.20% |
+33.09%
Apr 1995 - Mar 2000 |
22.92%
182 out of 794 |
-7.81%
Oct 1968 - Sep 1974 |
+11.03% |
+30.77%
Mar 1979 - Feb 1985 |
13.55%
106 out of 782 |
-12.34%
Oct 1968 - Sep 1974 |
+8.22% |
+28.28%
Nov 1994 - Oct 2000 |
22.76%
178 out of 782 |
-8.96%
Mar 2002 - Feb 2009 |
+11.17% |
+27.01%
Mar 1978 - Feb 1985 |
11.56%
89 out of 770 |
-10.83%
Mar 2002 - Feb 2009 |
+8.19% |
+23.73%
May 1993 - Apr 2000 |
20.13%
155 out of 770 |
-8.28%
Mar 2001 - Feb 2009 |
+10.79% |
+27.37%
Sep 1992 - Aug 2000 |
7.65%
58 out of 758 |
-10.21%
Mar 2001 - Feb 2009 |
+8.21% |
+24.76%
Sep 1992 - Aug 2000 |
19.53%
148 out of 758 |
-8.57%
Apr 2000 - Mar 2009 |
+10.63% |
+24.76%
Jan 1991 - Dec 1999 |
7.91%
59 out of 746 |
-10.49%
Apr 2000 - Mar 2009 |
+8.09% |
+21.78%
Jan 1991 - Dec 1999 |
19.57%
146 out of 746 |
-5.32%
Sep 2000 - Aug 2010 |
+10.66% |
+25.01%
Nov 1990 - Oct 2000 |
7.77%
57 out of 734 |
-7.20%
Sep 2000 - Aug 2010 |
+8.12% |
+22.09%
Nov 1990 - Oct 2000 |
19.07%
140 out of 734 |
-4.47%
Sep 2000 - Aug 2011 |
+10.23% |
+20.78%
Jan 1989 - Dec 1999 |
6.23%
45 out of 722 |
-6.41%
Sep 2000 - Aug 2011 |
+7.82% |
+17.68%
Jan 1989 - Dec 1999 |
20.22%
146 out of 722 |
-1.75%
Nov 2000 - Oct 2012 |
+10.47% |
+21.52%
Jan 1988 - Dec 1999 |
3.52%
25 out of 710 |
-3.83%
Nov 2000 - Oct 2012 |
+8.12% |
+18.47%
Jan 1988 - Dec 1999 |
18.59%
132 out of 710 |
-0.64%
Sep 2000 - Aug 2013 |
+10.27% |
+20.43%
Dec 1987 - Nov 2000 |
1.00%
7 out of 698 |
-3.39%
Nov 1965 - Oct 1978 |
+7.80% |
+17.44%
Dec 1987 - Nov 2000 |
16.05%
112 out of 698 |
+0.72%
May 2000 - Apr 2014 |
+10.02% |
+17.93%
Oct 1986 - Sep 2000 |
0.00%
0 out of 686 |
-2.63%
Nov 1964 - Oct 1978 |
+7.40% |
+15.18%
Oct 1986 - Sep 2000 |
11.95%
82 out of 686 |
+2.08%
Sep 2000 - Aug 2015 |
+9.70% |
+18.42%
Aug 1982 - Jul 1997 |
0.00%
0 out of 674 |
-1.61%
Apr 1965 - Mar 1980 |
+7.07% |
+15.70%
Aug 1982 - Jul 1997 |
5.34%
36 out of 674 |
+2.69%
May 2000 - Apr 2016 |
+9.66% |
+18.39%
Apr 1982 - Mar 1998 |
0.00%
0 out of 662 |
-0.93%
Apr 1964 - Mar 1980 |
+6.59% |
+15.62%
Jul 1982 - Jun 1998 |
3.47%
23 out of 662 |
+2.92%
Nov 1961 - Oct 1978 |
+9.46% |
+18.89%
Jul 1982 - Jun 1999 |
0.00%
0 out of 650 |
-0.84%
Nov 1961 - Oct 1978 |
+6.13% |
+16.33%
Jul 1982 - Jun 1999 |
1.23%
8 out of 650 |
+3.65%
Apr 2000 - Mar 2018 |
+9.12% |
+19.39%
Apr 1980 - Mar 1998 |
0.00%
0 out of 638 |
-0.19%
Jan 1962 - Dec 1979 |
+5.86% |
+16.52%
May 1982 - Apr 2000 |
0.63%
4 out of 638 |
+3.84%
Nov 1959 - Oct 1978 |
+8.93% |
+19.51%
Jul 1980 - Jun 1999 |
0.00%
0 out of 626 |
+0.27%
Apr 1961 - Mar 1980 |
+5.72% |
+16.50%
Jul 1980 - Jun 1999 |
0.00%
0 out of 626 |
+3.95%
Apr 2000 - Mar 2020 |
+8.98% |
+19.99%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
+0.78%
Aug 1959 - Jul 1979 |
+5.88% |
+16.94%
Apr 1980 - Mar 2000 |
0.00%
0 out of 614 |
+6.58%
Aug 1955 - Jul 1980 |
+9.40% |
+17.71%
Jan 1975 - Dec 1999 |
0.00%
0 out of 554 |
+3.10%
Aug 1955 - Jul 1980 |
+6.25% |
+14.33%
Jan 1975 - Dec 1999 |
0.00%
0 out of 554 |
+8.39%
Feb 1961 - Jan 1991 |
+10.25% |
+14.12%
Jul 1970 - Jun 2000 |
0.00%
0 out of 494 |
+4.76%
Feb 1961 - Jan 1991 |
+7.54% |
+10.37%
Jul 1970 - Jun 2000 |
0.00%
0 out of 494 |
SPDR S&P 500 (SPY) to EUR ETF: Historical Returns