All Country World 20/80 To EUR Bond Hedged Portfolio: Rolling Returns

Simulation Settings
Period: August 1974 - January 2025 (~51 years)
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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When holding the All Country World 20/80 To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~51 years), the longest duration with a negative return was 55 months (from April 2019 to October 2023).

This indicates that, within the same timeframe, any rolling period of 56 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.

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.

ALL COUNTRY WORLD 20/80 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 August 1974 - 31 January 2025 (~51 years)

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As of Jan 31, 2025, the annualized return of the previous 10 years has been 2.09%.

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.

ALL COUNTRY WORLD 20/80 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 August 1974 - 31 January 2025 (~51 years)
Eurozone Inflation Adjusted:

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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.

ALL COUNTRY WORLD 20/80 TO EUR BOND HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1974 - 31 January 2025 (~51 years)
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-13.56%
Sep 1989 - Aug 1990
+6.95% +34.90%
Nov 1981 - Oct 1982
11.60%
69 out of 595
-20.81%
Jan 2022 - Dec 2022
+5.05% +29.03%
Jul 1982 - Jun 1983
21.18%
126 out of 595
-6.47%
Nov 2021 - Oct 2023
+6.23% +24.66%
Oct 1981 - Sep 1983
5.49%
32 out of 583
-12.34%
Nov 2021 - Oct 2023
+4.16% +19.84%
Oct 1981 - Sep 1983
16.81%
98 out of 583
-2.61%
Nov 2020 - Oct 2023
+6.28% +23.10%
Apr 1980 - Mar 1983
5.43%
31 out of 571
-7.95%
Nov 2020 - Oct 2023
+4.00% +17.25%
Apr 1980 - Mar 1983
8.93%
51 out of 571
-1.45%
Nov 2019 - Oct 2023
+6.34% +19.94%
Apr 1980 - Mar 1984
1.25%
7 out of 559
-5.46%
Nov 2019 - Oct 2023
+4.20% +15.28%
Jun 1982 - May 1986
6.26%
35 out of 559
+0.09%
Jan 2018 - Dec 2022
+6.36% +18.92%
Mar 1980 - Feb 1985
0.00%
0 out of 547
-3.09%
Nov 2017 - Oct 2022
+4.35% +14.23%
Mar 1980 - Feb 1985
6.40%
35 out of 547
+0.14%
Nov 2017 - Oct 2023
+6.41% +18.30%
Apr 1980 - Mar 1986
0.00%
0 out of 535
-3.10%
Nov 2017 - Oct 2023
+4.42% +14.39%
Apr 1980 - Mar 1986
6.36%
34 out of 535
+0.45%
Nov 2016 - Oct 2023
+6.59% +16.31%
Apr 1980 - Mar 1987
0.00%
0 out of 523
-2.54%
Nov 2016 - Oct 2023
+4.61% +13.04%
Apr 1980 - Mar 1987
6.50%
34 out of 523
+0.85%
Nov 2015 - Oct 2023
+7.06% +15.47%
Jan 1975 - Dec 1982
0.00%
0 out of 511
-1.84%
Nov 2015 - Oct 2023
+4.51% +12.29%
Oct 1980 - Sep 1988
5.87%
30 out of 511
+1.27%
Nov 2014 - Oct 2023
+7.24% +15.96%
Oct 1974 - Sep 1983
0.00%
0 out of 499
-1.15%
Nov 2014 - Oct 2023
+4.85% +12.49%
Apr 1980 - Mar 1989
5.01%
25 out of 499
+1.88%
Nov 2013 - Oct 2023
+7.38% +15.29%
Oct 1974 - Sep 1984
0.00%
0 out of 487
-0.48%
Feb 2015 - Jan 2025
+5.06% +10.84%
Nov 1979 - Oct 1989
1.44%
7 out of 487
+2.10%
Nov 2012 - Oct 2023
+7.66% +14.88%
Oct 1974 - Sep 1985
0.00%
0 out of 475
+0.00%
Nov 2012 - Oct 2023
+5.29% +10.40%
Oct 1974 - Sep 1985
0.00%
0 out of 475
+2.56%
Nov 2011 - Oct 2023
+7.57% +14.53%
Sep 1974 - Aug 1986
0.00%
0 out of 463
+0.42%
Nov 2011 - Oct 2023
+5.23% +10.46%
Sep 1974 - Aug 1986
0.00%
0 out of 463
+2.59%
Nov 2010 - Oct 2023
+7.33% +14.30%
Oct 1974 - Sep 1987
0.00%
0 out of 451
+0.38%
Nov 2010 - Oct 2023
+5.00% +10.51%
Oct 1974 - Sep 1987
0.00%
0 out of 451
+3.07%
Nov 2009 - Oct 2023
+7.06% +14.28%
Oct 1974 - Sep 1988
0.00%
0 out of 439
+0.87%
Nov 2009 - Oct 2023
+4.69% +10.64%
Oct 1974 - Sep 1988
0.00%
0 out of 439
+3.18%
Jan 2008 - Dec 2022
+7.17% +14.11%
Sep 1974 - Aug 1989
0.00%
0 out of 427
+1.15%
Nov 2007 - Oct 2022
+4.83% +10.51%
Sep 1974 - Aug 1989
0.00%
0 out of 427
+3.00%
Nov 2007 - Oct 2023
+7.02% +12.40%
Aug 1974 - Jul 1990
0.00%
0 out of 415
+0.88%
Nov 2007 - Oct 2023
+4.71% +8.86%
Aug 1974 - Jul 1990
0.00%
0 out of 415
+3.03%
Nov 2006 - Oct 2023
+6.90% +12.59%
Sep 1974 - Aug 1991
0.00%
0 out of 403
+0.89%
Nov 2006 - Oct 2023
+4.63% +8.93%
Sep 1974 - Aug 1991
0.00%
0 out of 403
+3.15%
Nov 2005 - Oct 2023
+6.93% +12.06%
Jan 1975 - Dec 1992
0.00%
0 out of 391
+1.03%
Nov 2005 - Oct 2023
+4.63% +8.91%
Apr 1980 - Mar 1998
0.00%
0 out of 391
+3.35%
Nov 2004 - Oct 2023
+6.86% +12.50%
Jan 1975 - Dec 1993
0.00%
0 out of 379
+1.21%
Nov 2004 - Oct 2023
+4.64% +8.89%
Jan 1975 - Dec 1993
0.00%
0 out of 379
+3.46%
Nov 2003 - Oct 2023
+6.93% +11.67%
Aug 1974 - Jul 1994
0.00%
0 out of 367
+1.31%
Nov 2003 - Oct 2023
+4.67% +8.64%
Apr 1980 - Mar 2000
0.00%
0 out of 367
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