Canada Total Bonds Portfolio: Rolling Returns

Time Period: from January 1988 to November 2024 (~37 years)
Currency: CAD
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When holding the Canada Total Bonds Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~37 years), the longest duration with a negative return was 88 months (from July 2016 to October 2023).

This indicates that, within the same timeframe, any rolling period of 89 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.

CANADA TOTAL BONDS PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 December 1994 - 30 November 2024 (30 Years)
Time Period: 1 January 1988 - 30 November 2024 (~37 years)

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As of Nov 30, 2024, the annualized return of the previous 10 years has been 1.97%.

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.

CANADA TOTAL BONDS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 December 1994 - 30 November 2024 (30 Years)
Time Period: 1 January 1988 - 30 November 2024 (~37 years)
Canada 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.

CANADA TOTAL BONDS PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1988 - 30 November 2024 (~37 years)
Canada Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-11.64%
Feb 1994 - Jan 1995
+5.71% +22.94%
Feb 1993 - Jan 1994
13.66%
59 out of 432
-18.15%
Jul 2021 - Jun 2022
+3.37% +21.37%
Feb 1993 - Jan 1994
24.54%
106 out of 432
-7.23%
Jan 2021 - Dec 2022
+5.52% +15.52%
Feb 1992 - Jan 1994
7.38%
31 out of 420
-12.18%
Nov 2020 - Oct 2022
+3.26% +13.63%
Feb 1992 - Jan 1994
14.29%
60 out of 420
-5.37%
Oct 2020 - Sep 2023
+5.00% +15.02%
Feb 1991 - Jan 1994
7.60%
31 out of 408
-9.88%
Oct 2020 - Sep 2023
+3.02% +13.16%
Feb 1991 - Jan 1994
11.52%
47 out of 408
-2.52%
Oct 2019 - Sep 2023
+5.12% +13.27%
Feb 1990 - Jan 1994
6.06%
24 out of 396
-6.30%
May 2020 - Apr 2024
+3.10% +10.05%
Feb 1990 - Jan 1994
9.09%
36 out of 396
-0.32%
May 2019 - Apr 2024
+5.20% +11.56%
Dec 1988 - Nov 1993
1.82%
7 out of 384
-3.59%
Jun 2019 - May 2024
+3.19% +8.12%
Feb 1991 - Jan 1996
9.11%
35 out of 384
-0.17%
Oct 2016 - Sep 2022
+5.10% +11.01%
Feb 1988 - Jan 1994
1.34%
5 out of 372
-3.25%
Nov 2017 - Oct 2023
+3.17% +8.38%
Aug 1991 - Jul 1997
9.41%
35 out of 372
-0.38%
Oct 2016 - Sep 2023
+5.14% +10.04%
Nov 1990 - Oct 1997
0.56%
2 out of 360
-3.29%
Oct 2016 - Sep 2023
+3.15% +8.04%
Feb 1991 - Jan 1998
9.72%
35 out of 360
+0.45%
Oct 2015 - Sep 2023
+5.15% +9.73%
Dec 1988 - Nov 1996
0.00%
0 out of 348
-2.28%
Oct 2015 - Sep 2023
+3.12% +7.76%
Feb 1991 - Jan 1999
9.20%
32 out of 348
+0.88%
Mar 2015 - Feb 2024
+5.14% +9.36%
Dec 1988 - Nov 1997
0.00%
0 out of 336
-1.78%
Feb 2015 - Jan 2024
+3.17% +7.01%
Feb 1990 - Jan 1999
9.82%
33 out of 336
+1.37%
Nov 2013 - Oct 2023
+5.08% +9.08%
Dec 1988 - Nov 1998
0.00%
0 out of 324
-1.17%
Nov 2013 - Oct 2023
+3.08% +6.53%
Dec 1988 - Nov 1998
9.88%
32 out of 324
+1.15%
Oct 2012 - Sep 2023
+5.05% +8.67%
Feb 1988 - Jan 1999
0.00%
0 out of 312
-1.23%
Oct 2012 - Sep 2023
+3.05% +6.31%
Nov 1990 - Oct 2001
8.97%
28 out of 312
+1.48%
Oct 2011 - Sep 2023
+5.08% +8.10%
Dec 1988 - Nov 2000
0.00%
0 out of 300
-0.80%
Oct 2011 - Sep 2023
+3.10% +6.03%
Jul 1991 - Jun 2003
7.00%
21 out of 300
+1.82%
Nov 2010 - Oct 2023
+5.20% +8.08%
Dec 1988 - Nov 2001
0.00%
0 out of 288
-0.51%
Nov 2010 - Oct 2023
+3.16% +5.87%
Feb 1991 - Jan 2004
2.43%
7 out of 288
+2.17%
Oct 2009 - Sep 2023
+5.21% +7.86%
Dec 1988 - Nov 2002
0.00%
0 out of 276
-0.16%
Oct 2009 - Sep 2023
+3.18% +5.74%
Jul 1991 - Jun 2005
0.72%
2 out of 276
+2.67%
May 2009 - Apr 2024
+5.19% +7.90%
Jun 1988 - May 2003
0.00%
0 out of 264
+0.35%
May 2009 - Apr 2024
+3.18% +5.49%
Sep 1990 - Aug 2005
0.00%
0 out of 264
+2.68%
Nov 2007 - Oct 2023
+5.17% +7.77%
Mar 1988 - Feb 2004
0.00%
0 out of 252
+0.45%
Nov 2007 - Oct 2023
+3.19% +5.27%
Nov 1990 - Oct 2006
0.00%
0 out of 252
+2.55%
Oct 2006 - Sep 2023
+5.11% +7.64%
Jun 1988 - May 2005
0.00%
0 out of 240
+0.33%
Nov 2006 - Oct 2023
+3.12% +5.09%
Jun 1988 - May 2005
0.00%
0 out of 240
+2.58%
Oct 2005 - Sep 2023
+5.14% +7.39%
Dec 1988 - Nov 2006
0.00%
0 out of 228
+0.44%
Oct 2005 - Sep 2023
+3.16% +4.96%
Dec 1988 - Nov 2006
0.00%
0 out of 228
+2.83%
Nov 2004 - Oct 2023
+5.16% +7.22%
Mar 1988 - Feb 2007
0.00%
0 out of 216
+0.64%
Nov 2004 - Oct 2023
+3.25% +4.88%
Feb 1991 - Jan 2010
0.00%
0 out of 216
+2.91%
Oct 2003 - Sep 2023
+5.25% +7.00%
Mar 1988 - Feb 2008
0.00%
0 out of 204
+0.72%
Oct 2003 - Sep 2023
+3.37% +4.83%
Nov 1990 - Oct 2010
0.00%
0 out of 204
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