Rebalancing: at every Jan 1st
Currency: EUR
When holding the Harry Browne Permanent Portfolio To EUR Hedged, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~75 years), the longest duration with a negative return was 49 months (from July 1980 to July 1984).
This indicates that, within the same timeframe, any rolling period of 50 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.
Harry Browne Permanent Portfolio To EUR 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 4.10%.
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 |
---|---|---|---|
-16.40%
Oct 1980 - Sep 1981 |
+6.62% |
+37.33%
Feb 1979 - Jan 1980 |
13.66%
121 out of 886 |
-24.34%
Nov 2021 - Oct 2022 |
+4.54% |
+30.90%
Feb 1979 - Jan 1980 |
23.02%
204 out of 886 |
-9.65%
Jul 1980 - Jun 1982 |
+6.65% |
+23.80%
Dec 1978 - Nov 1980 |
6.86%
60 out of 874 |
-14.69%
Jul 1980 - Jun 1982 |
+4.46% |
+19.94%
Mar 1985 - Feb 1987 |
14.65%
128 out of 874 |
-3.41%
Oct 2020 - Sep 2023 |
+6.52% |
+22.16%
Jul 1970 - Jun 1973 |
2.09%
18 out of 862 |
-8.74%
Oct 2020 - Sep 2023 |
+4.31% |
+15.50%
Aug 1984 - Jul 1987 |
11.83%
102 out of 862 |
-0.39%
Jul 1980 - Jun 1984 |
+6.97% |
+17.48%
May 1970 - Apr 1974 |
0.24%
2 out of 850 |
-4.49%
Jul 1980 - Jun 1984 |
+4.33% |
+11.90%
Nov 2008 - Oct 2012 |
6.71%
57 out of 850 |
+0.66%
Jun 1965 - May 1970 |
+7.01% |
+16.41%
Jul 1970 - Jun 1975 |
0.00%
0 out of 838 |
-2.72%
Feb 1980 - Jan 1985 |
+4.44% |
+11.34%
Jul 1982 - Jun 1987 |
5.01%
42 out of 838 |
+1.34%
Jul 1964 - Jun 1970 |
+6.99% |
+13.76%
Oct 1974 - Sep 1980 |
0.00%
0 out of 826 |
-1.50%
Nov 2017 - Oct 2023 |
+4.48% |
+9.05%
Oct 1974 - Sep 1980 |
3.51%
29 out of 826 |
+1.61%
Oct 2016 - Sep 2023 |
+7.16% |
+13.10%
Feb 1973 - Jan 1980 |
0.00%
0 out of 814 |
-1.43%
Oct 2016 - Sep 2023 |
+4.31% |
+7.95%
Feb 1973 - Jan 1980 |
1.84%
15 out of 814 |
+2.04%
Mar 2015 - Feb 2023 |
+7.07% |
+13.38%
Feb 1972 - Jan 1980 |
0.00%
0 out of 802 |
-0.51%
Mar 2015 - Feb 2023 |
+4.15% |
+8.03%
Feb 1972 - Jan 1980 |
0.87%
7 out of 802 |
+2.24%
Nov 2014 - Oct 2023 |
+7.03% |
+13.49%
Feb 1971 - Jan 1980 |
0.00%
0 out of 790 |
-0.20%
Nov 2014 - Oct 2023 |
+4.18% |
+8.06%
Feb 1971 - Jan 1980 |
0.51%
4 out of 790 |
+1.98%
Oct 2012 - Sep 2022 |
+7.09% |
+14.02%
Jul 1970 - Jun 1980 |
0.00%
0 out of 778 |
-0.01%
Nov 2012 - Oct 2022 |
+4.35% |
+8.49%
Jul 1970 - Jun 1980 |
0.13%
1 out of 778 |
+2.04%
Oct 2012 - Sep 2023 |
+7.15% |
+12.41%
Dec 1969 - Nov 1980 |
0.00%
0 out of 766 |
-0.07%
Oct 2012 - Sep 2023 |
+4.47% |
+7.36%
Mar 1985 - Feb 1996 |
0.13%
1 out of 766 |
+2.49%
Nov 2011 - Oct 2023 |
+7.09% |
+10.86%
Jan 1971 - Dec 1982 |
0.00%
0 out of 754 |
+0.35%
Nov 2011 - Oct 2023 |
+4.52% |
+6.94%
Dec 1984 - Nov 1996 |
0.00%
0 out of 754 |
+3.38%
Nov 2010 - Oct 2023 |
+7.14% |
+11.25%
Jul 1970 - Jun 1983 |
0.00%
0 out of 742 |
+1.16%
Nov 2010 - Oct 2023 |
+4.48% |
+6.98%
Aug 1984 - Jul 1997 |
0.00%
0 out of 742 |
+3.85%
Jul 1956 - Jun 1970 |
+7.18% |
+10.17%
Oct 1966 - Sep 1980 |
0.00%
0 out of 730 |
+1.57%
Jul 1956 - Jun 1970 |
+4.49% |
+6.83%
Jul 1982 - Jun 1996 |
0.00%
0 out of 730 |
+4.06%
Jul 1955 - Jun 1970 |
+7.16% |
+10.10%
Sep 1971 - Aug 1986 |
0.00%
0 out of 718 |
+1.77%
Jul 1955 - Jun 1970 |
+4.52% |
+6.73%
Aug 1982 - Jul 1997 |
0.00%
0 out of 718 |
+4.28%
Nov 2007 - Oct 2023 |
+7.12% |
+10.64%
Jul 1970 - Jun 1986 |
0.00%
0 out of 706 |
+2.13%
Nov 2007 - Oct 2023 |
+4.51% |
+6.77%
Jul 1982 - Jun 1998 |
0.00%
0 out of 706 |
+4.72%
Nov 2006 - Oct 2023 |
+7.09% |
+10.65%
Jul 1970 - Jun 1987 |
0.00%
0 out of 694 |
+2.50%
Jul 1965 - Jun 1982 |
+4.55% |
+6.38%
Jul 1982 - Jun 1999 |
0.00%
0 out of 694 |
+4.83%
Jul 1952 - Jun 1970 |
+7.23% |
+9.95%
Jul 1970 - Jun 1988 |
0.00%
0 out of 682 |
+2.36%
Jul 1964 - Jun 1982 |
+4.50% |
+6.20%
Jul 1982 - Jun 2000 |
0.00%
0 out of 682 |
+5.08%
Sep 1951 - Aug 1970 |
+7.21% |
+9.63%
Jul 1970 - Jun 1989 |
0.00%
0 out of 670 |
+2.48%
Jul 1963 - Jun 1982 |
+4.46% |
+5.74%
Sep 1992 - Aug 2011 |
0.00%
0 out of 670 |
+5.25%
Nov 2003 - Oct 2023 |
+7.21% |
+9.32%
Jun 1970 - May 1990 |
0.00%
0 out of 658 |
+2.53%
Apr 1962 - Mar 1982 |
+4.47% |
+5.84%
Dec 1991 - Nov 2011 |
0.00%
0 out of 658 |
Harry Browne Permanent Portfolio To EUR Hedged: ETF allocation and returns