When holding the UBS CMCI Composite SF Eur Hedged (BCFE.DE) 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 287 months (from July 1996 to May 2020).
This indicates that, within the same timeframe, any rolling period of 288 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.
UBS CMCI Composite SF Eur Hedged (BCFE.DE) 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 -2.78%.
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 |
---|---|---|---|
-47.91%
Jul 2008 - Jun 2009 |
+2.16% |
+106.49%
Aug 1972 - Jul 1973 |
41.24%
365 out of 885 |
-47.83%
Jul 2008 - Jun 2009 |
+0.67% |
+92.42%
Aug 1972 - Jul 1973 |
48.25%
427 out of 885 |
-30.46%
Mar 2014 - Feb 2016 |
+2.78% |
+69.35%
Nov 1972 - Oct 1974 |
35.28%
308 out of 873 |
-30.31%
Mar 2014 - Feb 2016 |
+0.51% |
+58.45%
Nov 1972 - Oct 1974 |
47.65%
416 out of 873 |
-23.65%
Feb 2013 - Jan 2016 |
+2.34% |
+56.89%
Nov 1971 - Oct 1974 |
28.11%
242 out of 861 |
-23.78%
Feb 2013 - Jan 2016 |
+0.58% |
+47.20%
Nov 1971 - Oct 1974 |
46.46%
400 out of 861 |
-18.92%
Mar 2012 - Feb 2016 |
+2.65% |
+46.36%
Dec 1970 - Nov 1974 |
23.67%
201 out of 849 |
-19.35%
Mar 2012 - Feb 2016 |
+0.64% |
+37.46%
Dec 1970 - Nov 1974 |
46.05%
391 out of 849 |
-15.55%
Mar 2011 - Feb 2016 |
+3.14% |
+38.26%
Dec 1969 - Nov 1974 |
20.43%
171 out of 837 |
-16.36%
Mar 2011 - Feb 2016 |
+1.00% |
+30.44%
Dec 1969 - Nov 1974 |
41.70%
349 out of 837 |
-13.50%
May 2014 - Apr 2020 |
+3.76% |
+30.05%
Dec 1968 - Nov 1974 |
20.48%
169 out of 825 |
-14.20%
May 2014 - Apr 2020 |
+1.08% |
+23.56%
Dec 1968 - Nov 1974 |
37.45%
309 out of 825 |
-12.08%
Aug 2008 - Jul 2015 |
+3.90% |
+24.24%
Dec 1967 - Nov 1974 |
17.34%
141 out of 813 |
-13.10%
Aug 2008 - Jul 2015 |
+1.02% |
+18.59%
Dec 1967 - Nov 1974 |
40.71%
331 out of 813 |
-12.11%
Jul 2008 - Jun 2016 |
+4.08% |
+21.09%
Jun 1970 - May 1978 |
17.10%
137 out of 801 |
-13.07%
Jul 2008 - Jun 2016 |
+1.02% |
+15.56%
Dec 1966 - Nov 1974 |
40.07%
321 out of 801 |
-11.63%
Jul 2008 - Jun 2017 |
+4.70% |
+20.70%
Jul 1999 - Jun 2008 |
17.87%
141 out of 789 |
-12.60%
Jul 2008 - Jun 2017 |
+1.61% |
+17.88%
Jul 1999 - Jun 2008 |
36.25%
286 out of 789 |
-10.01%
Jul 2008 - Jun 2018 |
+5.79% |
+19.85%
Nov 1970 - Oct 1980 |
17.63%
137 out of 777 |
-11.08%
Jul 2008 - Jun 2018 |
+2.99% |
+14.75%
Jul 1998 - Jun 2008 |
35.78%
278 out of 777 |
-9.93%
Jul 2008 - Jun 2019 |
+7.21% |
+19.05%
Nov 1969 - Oct 1980 |
16.86%
129 out of 765 |
-11.02%
Jul 2008 - Jun 2019 |
+4.36% |
+13.40%
Nov 1969 - Oct 1980 |
34.90%
267 out of 765 |
-10.24%
Jul 2008 - Jun 2020 |
+7.53% |
+16.90%
Nov 1968 - Oct 1980 |
16.60%
125 out of 753 |
-11.25%
Jul 2008 - Jun 2020 |
+4.61% |
+11.62%
Nov 1968 - Oct 1980 |
32.54%
245 out of 753 |
-7.09%
Jul 2008 - Jun 2021 |
+7.65% |
+15.01%
Nov 1967 - Oct 1980 |
15.65%
116 out of 741 |
-8.19%
Jul 2008 - Jun 2021 |
+4.44% |
+11.56%
Jul 1995 - Jun 2008 |
30.90%
229 out of 741 |
-5.46%
May 2006 - Apr 2020 |
+7.76% |
+13.65%
Nov 1966 - Oct 1980 |
12.62%
92 out of 729 |
-6.76%
May 2006 - Apr 2020 |
+4.74% |
+10.05%
Jul 1994 - Jun 2008 |
25.93%
189 out of 729 |
-5.32%
Jul 2008 - Jun 2023 |
+7.79% |
+12.84%
Nov 1965 - Oct 1980 |
10.60%
76 out of 717 |
-7.14%
Jul 2008 - Jun 2023 |
+4.92% |
+9.40%
Jul 1993 - Jun 2008 |
26.08%
187 out of 717 |
-4.75%
Jul 2008 - Jun 2024 |
+7.82% |
+11.80%
Nov 1964 - Oct 1980 |
9.36%
66 out of 705 |
-6.61%
Jul 2008 - Jun 2024 |
+4.75% |
+8.81%
Oct 1988 - Sep 2004 |
24.40%
172 out of 705 |
-1.96%
Apr 2004 - Mar 2021 |
+7.91% |
+12.09%
Oct 1988 - Sep 2005 |
7.79%
54 out of 693 |
-3.64%
Jun 2006 - May 2023 |
+4.65% |
+9.46%
Mar 1987 - Feb 2004 |
21.07%
146 out of 693 |
-1.52%
Aug 2006 - Jul 2024 |
+7.66% |
+13.42%
Oct 1972 - Sep 1990 |
4.26%
29 out of 681 |
-3.54%
Aug 2006 - Jul 2024 |
+4.38% |
+10.00%
Apr 1986 - Mar 2004 |
19.82%
135 out of 681 |
-1.38%
Sep 2005 - Aug 2024 |
+7.47% |
+14.78%
Oct 1971 - Sep 1990 |
2.84%
19 out of 669 |
-3.41%
Sep 2005 - Aug 2024 |
+4.15% |
+10.57%
Oct 1971 - Sep 1990 |
15.70%
105 out of 669 |
-0.34%
Apr 2004 - Mar 2024 |
+7.45% |
+14.54%
Oct 1970 - Sep 1990 |
1.22%
8 out of 657 |
-2.40%
Apr 2004 - Mar 2024 |
+4.00% |
+10.22%
Oct 1970 - Sep 1990 |
13.39%
88 out of 657 |
+1.27%
May 1995 - Apr 2020 |
+7.29% |
+12.30%
Dec 1971 - Nov 1996 |
0.00%
0 out of 597 |
-0.41%
Dec 1996 - Nov 2021 |
+4.15% |
+9.32%
Jul 1983 - Jun 2008 |
2.01%
12 out of 597 |
+1.23%
Oct 1990 - Sep 2020 |
+7.61% |
+11.24%
Dec 1970 - Nov 2000 |
0.00%
0 out of 537 |
-0.63%
Oct 1990 - Sep 2020 |
+4.67% |
+7.64%
Jul 1978 - Jun 2008 |
0.56%
3 out of 537 |
UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF: Historical Returns