Rebalancing: at every Jan 1st
Currency: EUR
When holding the All Country World 20/80 To EUR Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~52 years), the longest duration with a negative return was 118 months (from August 1972 to May 1982).
This indicates that, within the same timeframe, any rolling period of 119 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.
All Country World 20/80 To EUR Portfolio: ETF allocation and 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 3.54%.
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 |
---|---|---|---|
-23.75%
Aug 1972 - Jul 1973 |
+4.88% |
+38.65%
Nov 1981 - Oct 1982 |
31.71%
195 out of 615 |
-28.94%
Aug 1972 - Jul 1973 |
+2.39% |
+33.31%
Aug 1996 - Jul 1997 |
39.02%
240 out of 615 |
-15.62%
Jan 1973 - Dec 1974 |
+5.11% |
+29.01%
Nov 1980 - Oct 1982 |
23.22%
140 out of 603 |
-21.00%
Jan 1973 - Dec 1974 |
+2.83% |
+23.44%
Feb 1982 - Jan 1984 |
36.32%
219 out of 603 |
-8.88%
Nov 1975 - Oct 1978 |
+4.94% |
+26.30%
Sep 1980 - Aug 1983 |
17.43%
103 out of 591 |
-12.46%
Nov 1972 - Oct 1975 |
+2.84% |
+21.47%
Mar 1982 - Feb 1985 |
27.92%
165 out of 591 |
-6.75%
Feb 1976 - Jan 1980 |
+5.56% |
+23.89%
Oct 1980 - Sep 1984 |
11.92%
69 out of 579 |
-10.99%
Jan 1973 - Dec 1976 |
+3.33% |
+18.93%
Oct 1980 - Sep 1984 |
25.39%
147 out of 579 |
-6.69%
Jan 1973 - Dec 1977 |
+5.39% |
+23.79%
Mar 1980 - Feb 1985 |
8.64%
49 out of 567 |
-11.31%
Jan 1973 - Dec 1977 |
+3.20% |
+18.91%
Mar 1980 - Feb 1985 |
24.16%
137 out of 567 |
-7.85%
Nov 1972 - Oct 1978 |
+5.68% |
+20.41%
Apr 1980 - Mar 1986 |
5.41%
30 out of 555 |
-12.10%
Nov 1972 - Oct 1978 |
+3.55% |
+16.43%
Apr 1980 - Mar 1986 |
20.72%
115 out of 555 |
-6.34%
Jan 1973 - Dec 1979 |
+5.46% |
+17.25%
Mar 1980 - Feb 1987 |
4.60%
25 out of 543 |
-10.68%
Jan 1973 - Dec 1979 |
+3.67% |
+13.94%
Sep 1980 - Aug 1987 |
16.94%
92 out of 543 |
-4.56%
Sep 1972 - Aug 1980 |
+6.13% |
+15.92%
Oct 1980 - Sep 1988 |
1.88%
10 out of 531 |
-9.14%
Sep 1972 - Aug 1980 |
+3.83% |
+13.08%
Oct 1980 - Sep 1988 |
14.12%
75 out of 531 |
-1.64%
Nov 1972 - Oct 1981 |
+6.25% |
+15.71%
Sep 1980 - Aug 1989 |
1.35%
7 out of 519 |
-6.47%
Nov 1972 - Oct 1981 |
+4.29% |
+12.84%
Sep 1980 - Aug 1989 |
8.67%
45 out of 519 |
+0.17%
Aug 1972 - Jul 1982 |
+6.17% |
+13.99%
Nov 1979 - Oct 1989 |
0.00%
0 out of 507 |
-4.78%
Aug 1972 - Jul 1982 |
+4.38% |
+10.88%
Nov 1979 - Oct 1989 |
2.76%
14 out of 507 |
+2.12%
Nov 2000 - Oct 2011 |
+6.36% |
+13.26%
Nov 1978 - Oct 1989 |
0.00%
0 out of 495 |
-2.02%
Aug 1972 - Jul 1983 |
+4.21% |
+9.95%
Nov 1978 - Oct 1989 |
2.22%
11 out of 495 |
+2.79%
Jul 2001 - Jun 2013 |
+6.52% |
+12.48%
Mar 1980 - Feb 1992 |
0.00%
0 out of 483 |
-1.12%
Aug 1972 - Jul 1984 |
+4.30% |
+9.27%
Mar 1980 - Feb 1992 |
1.24%
6 out of 483 |
+2.57%
Nov 2000 - Oct 2013 |
+6.35% |
+12.53%
Sep 1980 - Aug 1993 |
0.00%
0 out of 471 |
+0.23%
Oct 1972 - Sep 1985 |
+4.08% |
+9.33%
Sep 1980 - Aug 1993 |
0.00%
0 out of 471 |
+2.99%
May 2000 - Apr 2014 |
+6.18% |
+12.74%
Feb 1980 - Jan 1994 |
0.00%
0 out of 459 |
+0.57%
Jan 1973 - Dec 1986 |
+3.94% |
+9.42%
Feb 1980 - Jan 1994 |
0.00%
0 out of 459 |
+3.59%
Nov 2000 - Oct 2015 |
+6.17% |
+11.73%
Nov 1978 - Oct 1993 |
0.00%
0 out of 447 |
+0.23%
Jan 1973 - Dec 1987 |
+3.76% |
+8.25%
Nov 1978 - Oct 1993 |
0.00%
0 out of 447 |
+3.56%
Feb 2002 - Jan 2018 |
+6.14% |
+10.89%
Feb 1980 - Jan 1996 |
0.00%
0 out of 435 |
+1.23%
Dec 1972 - Nov 1988 |
+3.67% |
+7.90%
Oct 1981 - Sep 1997 |
0.00%
0 out of 435 |
+3.43%
Nov 2000 - Oct 2017 |
+6.08% |
+11.58%
Aug 1980 - Jul 1997 |
0.00%
0 out of 423 |
+1.20%
Feb 1973 - Jan 1990 |
+3.69% |
+8.58%
Aug 1980 - Jul 1997 |
0.00%
0 out of 423 |
+3.26%
Nov 2000 - Oct 2018 |
+6.05% |
+11.53%
Mar 1980 - Feb 1998 |
0.00%
0 out of 411 |
+0.47%
Nov 1972 - Oct 1990 |
+3.68% |
+8.54%
Mar 1980 - Feb 1998 |
0.00%
0 out of 411 |
+3.70%
Nov 2000 - Oct 2019 |
+6.06% |
+11.29%
May 1980 - Apr 1999 |
0.00%
0 out of 399 |
+1.07%
Jan 1973 - Dec 1991 |
+3.73% |
+8.49%
Nov 1981 - Oct 2000 |
0.00%
0 out of 399 |
+3.57%
Nov 2000 - Oct 2020 |
+6.12% |
+11.58%
Sep 1980 - Aug 2000 |
0.00%
0 out of 387 |
+0.68%
Sep 1972 - Aug 1992 |
+3.73% |
+8.79%
Sep 1980 - Aug 2000 |
0.00%
0 out of 387 |
All Country World 20/80 To EUR Portfolio: ETF allocation and returns