Rebalancing: at every Jan 1st
Currency: USD
When holding the Credit Suisse Global Market Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 50 months (from January 2005 to February 2009).
This indicates that, within the same timeframe, any rolling period of 51 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.
Credit Suisse Global Market 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 Oct 31, 2024, the annualized return of the previous 10 years has been 4.87%.
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 |
---|---|---|---|
-22.58%
Mar 2008 - Feb 2009 |
+9.55% |
+44.48%
May 1985 - Apr 1986 |
14.13%
66 out of 467 |
-26.81%
Nov 2021 - Oct 2022 |
+6.66% |
+42.22%
May 1985 - Apr 1986 |
21.20%
99 out of 467 |
-10.20%
Mar 2007 - Feb 2009 |
+9.10% |
+31.45%
Mar 1985 - Feb 1987 |
9.23%
42 out of 455 |
-14.57%
Nov 2021 - Oct 2023 |
+6.17% |
+28.18%
Mar 1985 - Feb 1987 |
13.63%
62 out of 455 |
-3.75%
Mar 2006 - Feb 2009 |
+8.79% |
+21.36%
Mar 1985 - Feb 1988 |
5.42%
24 out of 443 |
-7.64%
Nov 2020 - Oct 2023 |
+6.04% |
+17.81%
Mar 1985 - Feb 1988 |
10.84%
48 out of 443 |
-0.59%
Mar 2005 - Feb 2009 |
+8.51% |
+18.69%
Oct 1985 - Sep 1989 |
0.46%
2 out of 431 |
-4.71%
Nov 2019 - Oct 2023 |
+5.91% |
+14.50%
Oct 1985 - Sep 1989 |
8.35%
36 out of 431 |
+1.27%
Mar 2004 - Feb 2009 |
+7.99% |
+19.00%
Jan 1985 - Dec 1989 |
0.00%
0 out of 419 |
-2.02%
Nov 2017 - Oct 2022 |
+5.47% |
+14.79%
Jan 1985 - Dec 1989 |
5.73%
24 out of 419 |
+1.95%
Nov 2017 - Oct 2023 |
+7.51% |
+15.89%
Mar 1985 - Feb 1991 |
0.00%
0 out of 407 |
-1.73%
Nov 2017 - Oct 2023 |
+5.31% |
+11.89%
Mar 2009 - Feb 2015 |
2.21%
9 out of 407 |
+3.09%
Nov 2016 - Oct 2023 |
+7.64% |
+16.70%
Jan 1985 - Dec 1991 |
0.00%
0 out of 395 |
-0.40%
Nov 2016 - Oct 2023 |
+5.40% |
+12.29%
Jan 1985 - Dec 1991 |
0.51%
2 out of 395 |
+3.24%
Nov 2014 - Oct 2022 |
+7.78% |
+15.40%
May 1985 - Apr 1993 |
0.00%
0 out of 383 |
+0.16%
Nov 2015 - Oct 2023 |
+5.39% |
+11.22%
Oct 1985 - Sep 1993 |
0.00%
0 out of 383 |
+3.21%
Nov 2014 - Oct 2023 |
+7.93% |
+15.67%
Jan 1985 - Dec 1993 |
0.00%
0 out of 371 |
+0.29%
Nov 2014 - Oct 2023 |
+5.59% |
+11.55%
Jan 1985 - Dec 1993 |
0.00%
0 out of 371 |
+3.87%
Nov 2013 - Oct 2023 |
+8.05% |
+13.64%
Jan 1985 - Dec 1994 |
0.00%
0 out of 359 |
+1.05%
Nov 2013 - Oct 2023 |
+5.66% |
+9.73%
Oct 1985 - Sep 1995 |
0.00%
0 out of 359 |
+4.14%
Nov 2012 - Oct 2023 |
+8.20% |
+14.37%
Jan 1985 - Dec 1995 |
0.00%
0 out of 347 |
+1.49%
Nov 2012 - Oct 2023 |
+5.70% |
+10.51%
Jan 1985 - Dec 1995 |
0.00%
0 out of 347 |
+4.69%
Nov 2011 - Oct 2023 |
+8.11% |
+13.90%
Jan 1985 - Dec 1996 |
0.00%
0 out of 335 |
+2.07%
Nov 2011 - Oct 2023 |
+5.57% |
+10.06%
Jan 1985 - Dec 1996 |
0.00%
0 out of 335 |
+4.83%
Nov 2010 - Oct 2023 |
+7.95% |
+13.62%
Mar 1985 - Feb 1998 |
0.00%
0 out of 323 |
+2.12%
Nov 2010 - Oct 2023 |
+5.46% |
+10.02%
Apr 1985 - Mar 1998 |
0.00%
0 out of 323 |
+5.56%
Nov 2009 - Oct 2023 |
+7.64% |
+13.57%
Jan 1985 - Dec 1998 |
0.00%
0 out of 311 |
+2.95%
Nov 2009 - Oct 2023 |
+5.29% |
+10.03%
Jan 1985 - Dec 1998 |
0.00%
0 out of 311 |
+4.69%
Nov 2007 - Oct 2022 |
+7.64% |
+13.31%
Jan 1985 - Dec 1999 |
0.00%
0 out of 299 |
+2.25%
Nov 2007 - Oct 2022 |
+5.31% |
+9.82%
Jan 1985 - Dec 1999 |
0.00%
0 out of 299 |
+4.58%
Nov 2007 - Oct 2023 |
+7.70% |
+12.62%
Jan 1985 - Dec 2000 |
0.00%
0 out of 287 |
+2.09%
Nov 2007 - Oct 2023 |
+5.35% |
+9.13%
Jan 1985 - Dec 2000 |
0.00%
0 out of 287 |
+5.06%
Nov 2006 - Oct 2023 |
+7.82% |
+11.82%
Jan 1985 - Dec 2001 |
0.00%
0 out of 275 |
+2.49%
Nov 2006 - Oct 2023 |
+5.38% |
+8.45%
Jan 1985 - Dec 2001 |
0.00%
0 out of 275 |
+5.52%
Nov 2005 - Oct 2023 |
+7.99% |
+11.12%
Jan 1985 - Dec 2002 |
0.00%
0 out of 263 |
+3.00%
Nov 2005 - Oct 2023 |
+5.48% |
+7.81%
Jan 1985 - Dec 2002 |
0.00%
0 out of 263 |
+5.69%
Nov 2004 - Oct 2023 |
+8.00% |
+11.54%
Jan 1985 - Dec 2003 |
0.00%
0 out of 251 |
+3.06%
Nov 2004 - Oct 2023 |
+5.55% |
+8.27%
Jan 1985 - Dec 2003 |
0.00%
0 out of 251 |
+5.99%
Nov 2003 - Oct 2023 |
+7.88% |
+11.55%
Jan 1985 - Dec 2004 |
0.00%
0 out of 239 |
+3.32%
Nov 2003 - Oct 2023 |
+5.40% |
+8.27%
Jan 1985 - Dec 2004 |
0.00%
0 out of 239 |
Credit Suisse Global Market Portfolio: ETF allocation and returns