Rebalancing: at every Jan 1st
Currency: EUR
When holding the Gyroscopic Investing Desert Portfolio To EUR Bond Hedged, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~71 years), the longest duration with a negative return was 40 months (from February 1967 to May 1970).
This indicates that, within the same timeframe, any rolling period of 41 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.
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged: 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 5.31%.
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 |
---|---|---|---|
-10.73%
Jun 1969 - May 1970 |
+7.37% |
+42.90%
Jul 1982 - Jun 1983 |
11.86%
100 out of 843 |
-18.21%
Jan 2022 - Dec 2022 |
+4.87% |
+39.25%
Jul 1982 - Jun 1983 |
24.08%
203 out of 843 |
-5.02%
Jul 1968 - Jun 1970 |
+7.12% |
+24.68%
Oct 1981 - Sep 1983 |
3.49%
29 out of 831 |
-9.18%
Nov 2021 - Oct 2023 |
+4.47% |
+19.85%
Oct 1981 - Sep 1983 |
13.24%
110 out of 831 |
-0.51%
Jun 1967 - May 1970 |
+6.94% |
+21.40%
Jul 1982 - Jun 1985 |
0.37%
3 out of 819 |
-4.61%
Oct 2020 - Sep 2023 |
+4.44% |
+18.46%
Jul 1982 - Jun 1985 |
9.04%
74 out of 819 |
+1.24%
Jun 1966 - May 1970 |
+6.96% |
+18.45%
Apr 1982 - Mar 1986 |
0.00%
0 out of 807 |
-1.64%
May 1971 - Apr 1975 |
+4.35% |
+15.87%
Jul 1982 - Jun 1986 |
4.34%
35 out of 807 |
+1.21%
Jun 1965 - May 1970 |
+6.99% |
+16.70%
Dec 1978 - Nov 1983 |
0.00%
0 out of 795 |
-1.27%
Jun 1965 - May 1970 |
+4.41% |
+13.43%
Jul 1982 - Jun 1987 |
2.26%
18 out of 795 |
+2.04%
Jul 1964 - Jun 1970 |
+7.09% |
+16.29%
Apr 1980 - Mar 1986 |
0.00%
0 out of 783 |
-2.20%
Oct 1968 - Sep 1974 |
+4.77% |
+12.44%
Apr 1980 - Mar 1986 |
2.17%
17 out of 783 |
+2.76%
Jun 1963 - May 1970 |
+7.08% |
+14.74%
Apr 1979 - Mar 1986 |
0.00%
0 out of 771 |
-0.93%
Oct 1967 - Sep 1974 |
+4.82% |
+11.24%
Apr 1980 - Mar 1987 |
1.30%
10 out of 771 |
+3.02%
Nov 2000 - Oct 2008 |
+7.21% |
+14.14%
Dec 1978 - Nov 1986 |
0.00%
0 out of 759 |
+0.29%
Oct 1967 - Sep 1975 |
+4.82% |
+10.43%
Feb 1991 - Jan 1999 |
0.00%
0 out of 759 |
+3.11%
Jun 1961 - May 1970 |
+7.09% |
+12.85%
Mar 1978 - Feb 1987 |
0.00%
0 out of 747 |
-0.26%
Oct 1965 - Sep 1974 |
+4.91% |
+10.07%
Nov 1990 - Oct 1999 |
0.13%
1 out of 747 |
+3.96%
Jul 1960 - Jun 1970 |
+7.06% |
+12.96%
Nov 1990 - Oct 2000 |
0.00%
0 out of 735 |
-0.08%
Oct 1964 - Sep 1974 |
+5.09% |
+10.32%
Nov 1990 - Oct 2000 |
0.14%
1 out of 735 |
+4.04%
Jun 1959 - May 1970 |
+7.03% |
+12.27%
Aug 1982 - Jul 1993 |
0.00%
0 out of 723 |
+0.43%
Oct 1963 - Sep 1974 |
+4.90% |
+9.67%
Jul 1982 - Jun 1993 |
0.00%
0 out of 723 |
+4.50%
Jul 1958 - Jun 1970 |
+7.05% |
+12.20%
Sep 1974 - Aug 1986 |
0.00%
0 out of 711 |
+0.99%
Oct 1962 - Sep 1974 |
+4.75% |
+9.23%
Feb 1982 - Jan 1994 |
0.00%
0 out of 711 |
+4.46%
Oct 1961 - Sep 1974 |
+6.95% |
+11.90%
Apr 1980 - Mar 1993 |
0.00%
0 out of 699 |
+0.71%
Oct 1961 - Sep 1974 |
+4.80% |
+8.67%
Apr 1980 - Mar 1993 |
0.00%
0 out of 699 |
+4.78%
Jul 1956 - Jun 1970 |
+6.95% |
+12.02%
Nov 1979 - Oct 1993 |
0.00%
0 out of 687 |
+1.13%
Oct 1960 - Sep 1974 |
+4.79% |
+8.68%
Nov 1979 - Oct 1993 |
0.00%
0 out of 687 |
+4.97%
Jul 1955 - Jun 1970 |
+7.08% |
+11.98%
Dec 1978 - Nov 1993 |
0.00%
0 out of 675 |
+1.44%
Dec 1963 - Nov 1978 |
+4.82% |
+9.17%
Aug 1982 - Jul 1997 |
0.00%
0 out of 675 |
+5.15%
Jan 1959 - Dec 1974 |
+7.36% |
+11.75%
Apr 1982 - Mar 1998 |
0.00%
0 out of 663 |
+1.63%
Mar 1962 - Feb 1978 |
+4.81% |
+9.19%
Jul 1982 - Jun 1998 |
0.00%
0 out of 663 |
+5.22%
Dec 1961 - Nov 1978 |
+7.50% |
+11.49%
Jul 1982 - Jun 1999 |
0.00%
0 out of 651 |
+1.40%
Dec 1961 - Nov 1978 |
+4.88% |
+9.08%
Jul 1982 - Jun 1999 |
0.00%
0 out of 651 |
+5.11%
Nov 2000 - Oct 2018 |
+7.84% |
+11.79%
Apr 1980 - Mar 1998 |
0.00%
0 out of 639 |
+1.72%
Apr 1962 - Mar 1980 |
+4.89% |
+9.00%
Apr 1982 - Mar 2000 |
0.00%
0 out of 639 |
+5.27%
Jan 2000 - Dec 2018 |
+7.91% |
+11.51%
Apr 1980 - Mar 1999 |
0.00%
0 out of 627 |
+1.73%
Apr 1961 - Mar 1980 |
+4.97% |
+8.85%
Oct 1981 - Sep 2000 |
0.00%
0 out of 627 |
+5.37%
Nov 2003 - Oct 2023 |
+7.99% |
+11.56%
Apr 1980 - Mar 2000 |
0.00%
0 out of 615 |
+2.10%
Oct 1961 - Sep 1981 |
+5.07% |
+8.72%
Apr 1980 - Mar 2000 |
0.00%
0 out of 615 |
Gyroscopic Investing Desert Portfolio To EUR Bond Hedged: ETF allocation and returns